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~isPartOf:"Economics letters"
~isPartOf:"International journal of production economics"
~person:"Aye, Goodness C."
~person:"Gupta, Rangan"
~person:"Sibbertsen, Philipp"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Time series analysis
Zeitreihenanalyse
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8
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6
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Aye, Goodness C.
Gupta, Rangan
Sibbertsen, Philipp
Franses, Philip Hans
9
Hassler, Uwe
8
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6
Lee, Junsoo
5
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Economics letters
International journal of production economics
Applied economics
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Working papers / University of Connecticut, Department of Economics
8
Department of Economics working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Recent advances in estimating nonlinear models : with applications in economics and finance
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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ECONIS (ZBW)
7
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date (oldest first)
1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
3
Forecasting aggregate retail sales : the case of South Africa
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
International journal of production economics
160
(
2015
),
pp. 66-79
Persistent link: https://www.econbiz.de/10010482834
Saved in:
4
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
5
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
6
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
114
(
2012
)
3
,
pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
Saved in:
7
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
117
(
2012
)
1
,
pp. 268-271
Persistent link: https://www.econbiz.de/10009697775
Saved in:
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