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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Nichtlineare Regression"
~subject:"Schätzung"
~subject:"USA"
~type:"article"
~type_genre:"Article in journal"
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Nichtlineare Regression
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USA
Estimation
7
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Caporale, Guglielmo Maria
Chang, Tsangyao
35
Gil-Alaña, Luis A.
21
Su, Chi-Wei
16
Bahmani-Oskooee, Mohsen
15
Gupta, Rangan
15
Cebula, Richard J.
13
Huang, Ho-chuan
11
Peel, David
11
Bhaskara Rao, Buddhavarapu
10
Chang, Hsu-Ling
9
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7
Grobys, Klaus
7
Hamori, Shigeyuki
7
Herzer, Dierk
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Lee, Chia-hao
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Pierdzioch, Christian
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Pruitt, Stephen W.
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Ram, Rati
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Liu, Wen-chi
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Applied economics letters
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Empirica : journal of european economics
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Research in international business and finance
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Economic modelling
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International journal of finance & economics : IJFE
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Journal of international money and finance
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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Oxford bulletin of economics and statistics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Intelligent systems in accounting finance and management : international journal
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1
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:
2
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
3
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
4
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
6
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
7
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
8
Long memory at the long-run and the seasonal monthly frequencies in the US money stock
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
13
(
2006
)
15
,
pp. 965-968
Persistent link: https://www.econbiz.de/10003402311
Saved in:
9
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
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