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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 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:"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"
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Estimation theory
Risiko
Schätztheorie
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Estimation
57
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57
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49
Theory
49
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37
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Baltagi, Badi H.
Chang, Tsangyao
Gil-Alaña, Luis A.
Grobys, Klaus
Ibrahim, Joseph George
Peel, David
Wooldridge, Jeffrey M.
Gupta, Rangan
21
Krämer, Walter
14
Franses, Philip Hans
13
Caporale, Guglielmo Maria
12
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11
Shin, Dong-wan
11
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11
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10
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10
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10
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10
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9
Ohtani, Kazuhiro
9
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8
Hecq, Alain W. J.
8
Li, Qi
8
Pesaran, M. Hashem
8
Schmidt, Peter
8
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8
Demirer, Rıza
7
Kapetanios, George
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Lee, Junsoo
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7
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7
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7
Zeng, Donglin
7
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7
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7
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6
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Applied economics letters
Economics letters
Journal of international money and finance
Journal of the American Statistical Association : JASA
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
17
Journal of econometrics
15
Econometric reviews
13
Econometric theory
11
Applied financial economics
8
International review of economics & finance : IREF
8
Finance research letters
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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
The econometrics journal
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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 economics and finance
4
Journal of economics and finance : JEF
4
Statistical papers
4
The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economica
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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European review of economics and finance
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International economic review
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International journal of theoretical and applied finance
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Iranian economic review : journal of University of Tehran
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
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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
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:
4
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:
5
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:
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
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:
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
Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar
;
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
Saved in:
10
Non-linear quantile unit root test and PPP : more evidence from Africa
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 465-471
Persistent link: https://www.econbiz.de/10011854924
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