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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"Review of environmental economics and policy"
~language:"eng"
~person:"Hatemi-J, Abdulnasser"
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Zeitreihenanalyse"
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Hatemi-J, Abdulnasser
Phillips, Peter C. B.
Shogren, Jason F.
Gil-Alaña, Luis A.
13
Caporale, Guglielmo Maria
7
Cook, Steven
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Applied economics letters
Journal of quantitative economics
Review of environmental economics and policy
Cowles Foundation discussion paper
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1
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
2
Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
Saved in:
3
A test for multivariate ARCH effects
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied economics letters
12
(
2005
)
7
,
pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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