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~isPartOf:"Applied economics letters"
~isPartOf:"Economics 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:"Chang, Tsangyao"
~person:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~source:"econis"
~subject:"Arbeitslosigkeit"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
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Arbeitslosigkeit
Estimation theory
Risiko
United States
Volatility
Estimation
53
Schätzung
53
Theorie
47
Theory
47
Kaufkraftparität
35
Purchasing power parity
35
Time series analysis
34
Zeitreihenanalyse
34
USA
30
Schätztheorie
28
Einheitswurzeltest
22
Unit root test
22
Statistical test
18
Statistischer Test
18
Nichtlineare Regression
16
Nonlinear regression
16
Panel
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Panel study
16
Großbritannien
14
United Kingdom
14
Cointegration
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Kointegration
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Capital income
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Kapitaleinkommen
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Aktienmarkt
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Regression analysis
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Regressionsanalyse
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Monetary policy
9
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World
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Autokorrelation
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Börsenkurs
8
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8
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8
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67
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Article in journal
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67
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English
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Baltagi, Badi H.
Chang, Tsangyao
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Gupta, Rangan
22
Krämer, Walter
13
Österholm, Pär
12
Carroll, Raymond J.
11
Huang, Ho-chuan
11
Stengos, Thanasēs
11
Cebula, Richard J.
10
Cook, Steven
10
Fan, Jianqing
10
Giles, David E. A.
10
Hahn, Jinyong
10
Kumbhakar, Subal
10
Shin, Dong-wan
10
Tran-van-Hoa
10
Ullah, Aman
10
Wooldridge, Jeffrey M.
10
Feldmann, Horst
9
Goel, Rajeev K.
9
Ohtani, Kazuhiro
9
Baghestani, Hamid
8
Li, Qi
8
Taylor, Mark P.
8
Yoo, Seung-hoon
8
Bahmani-Oskooee, Mohsen
7
Caporale, Guglielmo Maria
7
Demirer, Rıza
7
Egger, Peter
7
Parmeter, Christopher F.
7
Pesaran, M. Hashem
7
Pruitt, Stephen W.
7
Ram, Rati
7
Vougas, Dimitrios V.
7
Zeng, Donglin
7
Apergēs, Nikolaos
6
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Applied economics letters
Economics letters
Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Applied economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Econometric reviews
12
Journal of econometrics
12
Economic modelling
7
International review of financial analysis
7
Annales d'économie et de statistique
6
International review of economics & finance : IREF
6
Applied financial economics
5
Journal of forecasting
5
The empirical economics letters : a monthly international journal of economics
5
Econometric theory
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of economics and finance
4
Oxford bulletin of economics and statistics
4
Research in international business and finance
4
Statistical papers
4
The econometrics journal
4
The review of economics and statistics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of banking & finance
3
Journal of money, credit and banking : JMCB
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
American journal of agricultural economics
2
Econometrics : open access journal
2
Economia internazionale
2
Economic systems
2
Empirica : journal of european economics
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International economic review
2
International journal of economics
2
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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
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:
3
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:
4
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:
5
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:
6
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
7
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
8
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
9
Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
Saved in:
10
Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
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