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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"Chang, Tsangyao"
~person:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~person:"Wooldridge, Jeffrey M."
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Risiko
Schätztheorie
Time series analysis
Volatility
Estimation
61
Schätzung
61
Theorie
59
Theory
59
Zeitreihenanalyse
44
Kaufkraftparität
37
Purchasing power parity
37
USA
34
United States
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Einheitswurzeltest
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Unit root test
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Statistischer Test
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Baltagi, Badi H.
Chang, Tsangyao
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Wooldridge, Jeffrey M.
Gupta, Rangan
33
Krämer, Walter
14
Caporale, Guglielmo Maria
13
Franses, Philip Hans
13
Cook, Steven
12
Carroll, Raymond J.
11
Giles, David E. A.
11
Shin, Dong-wan
11
Tiwari, Aviral Kumar
11
Ullah, Aman
11
Bouri, Elie
10
Fan, Jianqing
10
Hahn, Jinyong
10
Tran-van-Hoa
10
Demirer, Rıza
9
Kumbhakar, Subal
9
Ohtani, Kazuhiro
9
Han, Chirok
8
Hecq, Alain W. J.
8
Li, Qi
8
Pesaran, M. Hashem
8
Roubaud, David
8
Schmidt, Peter
8
Westerlund, Joakim
8
Kapetanios, George
7
Lee, Junsoo
7
Lucey, Brian M.
7
Parmeter, Christopher F.
7
Pierdzioch, Christian
7
Spagnolo, Nicola
7
Stengos, Thanasēs
7
Tsionas, Efthymios G.
7
Vougas, Dimitrios V.
7
Wohar, Mark E.
7
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Applied economics letters
Economics letters
Journal of international money and finance
Journal of the American Statistical Association : JASA
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The world economy : the leading journal on international economic relations
Applied economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of econometrics
17
Econometric reviews
14
Econometric theory
13
Applied financial economics
8
International review of economics & finance : IREF
8
Finance research letters
7
Economic modelling
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Research in international business and finance
6
Tourism economics : the business and finance of tourism and recreation
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Statistical papers
5
The econometrics journal
5
Annales d'économie et de statistique
4
Empirica : journal of european economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
The empirical economics letters : a monthly international journal of economics
4
Economica
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International economic review
3
International journal of theoretical and applied finance
3
Iranian economic review : journal of University of Tehran
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of applied econometrics
3
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ECONIS (ZBW)
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
3
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
4
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:
5
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:
6
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:
7
A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
Lu, Cuicui
;
Wooldridge, Jeffrey M.
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 997-1001
Persistent link: https://www.econbiz.de/10012267028
Saved in:
8
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:
9
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
10
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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