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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The Manchester School of Economic and Social Studies"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"Franses, Philip Hans"
~person:"MacDonald, Ronald"
~person:"Phillips, Peter C. B."
~subject:"ARCH model"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Entwicklungsländer"
~subject:"Rationale Erwartung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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ARCH model
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22
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7
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Franses, Philip Hans
MacDonald, Ronald
Phillips, Peter C. B.
Taylor, Mark P.
12
Banerjee, Anindya
9
Cuthbertson, Keith
9
Hall, Stephen G.
8
Stewart, Mark B.
8
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8
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7
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6
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6
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6
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Arulampalam, Wiji
5
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Burgess, Simon M.
4
Caporale, Guglielmo Maria
4
Chelley-Steeley, Patricia L.
4
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4
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4
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Journal of international financial markets, institutions & money
Oxford bulletin of economics and statistics
The Manchester School of Economic and Social Studies
Journal of econometrics
46
Econometric theory
37
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Economics letters
20
Econometric reviews
16
International journal of forecasting
11
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11
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9
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9
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8
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8
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7
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5
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5
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5
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4
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4
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Journal of quantitative economics
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2
Practical issues in cointegration analysis
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ECONIS (ZBW)
27
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1
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
2
Volatility co-movements and spillover effects within the Eurozone economies : a multivariate GARCH approach using the financial stress index
MacDonald, Ronald
;
Sogiakas, Vasilios
;
Tsopanakis, Andreas
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 17-36
Persistent link: https://www.econbiz.de/10011986183
Saved in:
3
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
4
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
5
Testing for seasonal unit roots in monthly panels of time series
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
4
,
pp. 469-488
Persistent link: https://www.econbiz.de/10009241613
Saved in:
6
Robust inference on average economic growth
Boswijk, Herman Peter
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10003327363
Saved in:
7
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
8
An inroduction to best empirical models when the paramenter space is infinite dimensional
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 877-890
Persistent link: https://www.econbiz.de/10001860216
Saved in:
9
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
10
Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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