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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:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~source:"econis"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
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44
Theory
44
Zeitreihenanalyse
32
USA
28
United States
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Baltagi, Badi H.
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Gupta, Rangan
44
Chang, Tsangyao
39
Tiwari, Aviral Kumar
20
Bouri, Elie
17
Su, Chi-Wei
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Caporale, Guglielmo Maria
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Österholm, Pär
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13
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Ullah, Aman
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Bhaskara Rao, Buddhavarapu
11
Giles, David E. A.
11
Ji, Qiang
11
Shin, Dong-wan
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Stengos, Thanasēs
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Thornton, John
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Applied economics letters
Economics letters
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Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Applied economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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Oxford bulletin of economics and statistics
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Tourism economics : the business and finance of tourism and recreation
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Annales d'économie et de statistique
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Regional science & urban economics
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Empirica : journal of european economics
4
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Jahrbücher für Nationalökonomie und Statistik
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21
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
22
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
23
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
24
Effect of the order of fractional integration on impulse responses
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
125
(
2014
)
2
,
pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
Saved in:
25
Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus
- In:
Economics letters
123
(
2014
)
1
,
pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
Saved in:
26
Momentum, sovereign credit ratings and global equity markets
Grobys, Klaus
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1288-1292
Persistent link: https://www.econbiz.de/10010467472
Saved in:
27
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
28
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
29
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
30
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Ñíguez, Trino-Manuel
;
Payá, Ivan
;
Peel, David
; …
- In:
Economics letters
115
(
2012
)
2
,
pp. 244-248
Persistent link: https://www.econbiz.de/10009619444
Saved in:
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