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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~language:"ron"
~person:"Dagum, Estela Bee"
~person:"Hamori, Shigeyuki"
~person:"Kilian, Lutz"
~person:"Psaradakis, Zacharias G."
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Lieferkette"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Börsenkurs
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18
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15
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15
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Dagum, Estela Bee
Hamori, Shigeyuki
Kilian, Lutz
Psaradakis, Zacharias G.
Maasoumi, Esfandiar
17
McAleer, Michael
17
Narayan, Paresh Kumar
16
Taylor, Robert
11
Franses, Philip Hans
10
Hammoudeh, Shawkat
10
Heckman, James J.
10
Ullah, Aman
10
Baltagi, Badi H.
9
Li, Qi
8
MacDonald, Ronald
8
Pesaran, M. Hashem
8
Phillips, Peter C. B.
8
Spanos, Aris
8
Geweke, John
7
Godfrey, L. G.
7
Hahn, Jinyong
7
Kumbhakar, Subal
7
Nguyen, Duc Khuong
7
Westerlund, Joakim
7
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6
Diebold, Francis X.
6
Gregoriou, Andros
6
Imbens, Guido
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6
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Ng, Serena
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Stenfors, Alexis
6
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6
An, Sungbae
5
Andreou, Elena
5
Asai, Manabu
5
Booth, G. Geoffrey
5
Cavaliere, Giuseppe
5
Dijk, Herman K. van
5
Fung, Hung-gay
5
Ge̜bka, Bartosz
5
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Econometric reviews
Journal of international financial markets, institutions & money
The review of economics and statistics
Applied economics letters
10
Economics letters
9
Journal of applied econometrics
9
Applied financial economics
8
Economic modelling
5
Japan and the world economy : international journal of theory and policy
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Kobe University economic review
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Energy economics
3
Journal of Asian economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Journal of money, credit and banking : JMCB
3
Oxford bulletin of economics and statistics
3
Research in international business and finance
3
Annals of financial economics
2
Asian economic and political issues
2
Current politics and economics of Asia
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International journal of finance & economics : IJFE
2
International journal of financial research
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economics and finance
2
Journal of international economics
2
Macroeconomic dynamics
2
The North American journal of economics and finance : a journal of financial economics studies
2
CESifo forum : a bi-monthly journal on European economic issues
1
Current politics and economics of Japan
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic systems
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
23
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1
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
Saved in:
2
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
3
Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing
;
Tian, Shuairu
;
Yuan, Nannan
;
Hamori, …
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
Saved in:
4
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
5
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
6
How reliable are local projection estimators of impulse responses?
Kilian, Lutz
;
Kim, Yun Jung
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1460-1466
Persistent link: https://www.econbiz.de/10009380965
Saved in:
7
Editorial: Special issue on statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
;
Bordignon, Silvano
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003800644
Saved in:
8
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
9
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
10
Exogenous oil supply shocks : how big are they and how much do they matter for the U. S. economy?
Kilian, Lutz
- In:
The review of economics and statistics
90
(
2008
)
2
,
pp. 216-240
Persistent link: https://www.econbiz.de/10003699428
Saved in:
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