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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Peel, David"
~person:"Su, Chi-Wei"
~source:"econis"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Einheitswurzeltest
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Baltagi, Badi H.
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Peel, David
Su, Chi-Wei
Gupta, Rangan
44
Chang, Tsangyao
40
Tiwari, Aviral Kumar
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Bouri, Elie
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Österholm, Pär
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Ji, Qiang
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9
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Applied economics letters
Economics letters
Finance research letters
Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Applied economics
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Economic modelling
17
Journal of econometrics
14
Econometric reviews
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Research in international business and finance
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International journal of finance & economics : IJFE
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Empirica : journal of european economics
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Journal of economics and finance
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Review of international economics
6
Statistical papers
6
The South African journal of economics
6
The journal of international trade & economic development
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Annales d'économie et de statistique
5
Energy economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of economics and finance : JEF
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Regional science & urban economics
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Argumenta oeconomica
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Emerging markets, finance and trade : EMFT
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European review of economics and finance
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1
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
2
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
5
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
6
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
7
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
8
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
9
The dynamic causality between gold and silver prices in China market : a rolling window bootstrap approach
Liu, Guo-Dong
;
Su, Chi-Wei
- In:
Finance research letters
28
(
2019
),
pp. 101-106
Persistent link: https://www.econbiz.de/10012388020
Saved in:
10
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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