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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:"Estimation theory"
~subject:"Risiko"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Risiko
Time series analysis
USA
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Estimation
53
Schätzung
53
Theorie
47
Theory
47
Kaufkraftparität
35
Purchasing power parity
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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
14
Cook, Steven
13
Franses, Philip Hans
13
Giles, David E. A.
12
Carroll, Raymond J.
11
Shin, Dong-wan
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Stengos, Thanasēs
11
Ullah, Aman
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Wooldridge, Jeffrey M.
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Österholm, Pär
11
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10
Fan, Jianqing
10
Hahn, Jinyong
10
Kumbhakar, Subal
10
Tran-van-Hoa
10
Bahmani-Oskooee, Mohsen
9
Caporale, Guglielmo Maria
9
Goel, Rajeev K.
9
Ohtani, Kazuhiro
9
Baghestani, Hamid
8
Han, Chirok
8
Huang, Ho-chuan
8
Li, Qi
8
Schmidt, Peter
8
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8
Vougas, Dimitrios V.
8
Westerlund, Joakim
8
Yoo, Seung-hoon
8
Demirer, Rıza
7
Egger, Peter
7
Hecq, Alain W. J.
7
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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
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of econometrics
13
Econometric reviews
12
Applied financial economics
9
International review of economics & finance : IREF
9
Economic modelling
8
Finance research letters
7
International review of financial analysis
7
Research in international business and finance
7
The empirical economics letters : a monthly international journal of economics
7
Tourism economics : the business and finance of tourism and recreation
7
Econometric theory
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International journal of finance & economics : IJFE
6
Journal of economics and finance
6
Journal of forecasting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Annales d'économie et de statistique
5
Empirica : journal of european economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
Statistical papers
5
International economic review
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of economics and finance : JEF
4
Journal of international money and finance
4
Review of quantitative finance and accounting
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The review of economics and statistics
4
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
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International journal of theoretical and applied finance
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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
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:
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
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:
8
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:
9
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
Saved in:
10
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
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