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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Regression analysis"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Article in journal"
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1
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:
2
Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Economics letters
175
(
2019
),
pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
Saved in:
3
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
4
Testing for speculative bubbles using spot and forward prices
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
International economic review
58
(
2017
)
4
,
pp. 1191-1226
Persistent link: https://www.econbiz.de/10011860373
Saved in:
5
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:
6
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:
7
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:
8
Signs of impact effects in time series regression models
Pesaran, M. Hashem
;
Smith, Ron
- In:
Economics letters
122
(
2014
)
2
,
pp. 150-153
Persistent link: https://www.econbiz.de/10010395246
Saved in:
9
Further examples of the impact of skewness on the expected utility of a risk-averse agent
Peel, David
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10009656295
Saved in:
10
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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