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~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Phillips, Peter C. B."
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"State space model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Estimation
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Theorie
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141
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141
Welt
127
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127
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Dunning, John H.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Gupta, Rangan
186
Bahmani-Oskooee, Mohsen
167
Gil-Alaña, Luis A.
132
Chang, Tsangyao
105
Baltagi, Badi H.
102
Caporale, Guglielmo Maria
101
Wohar, Mark E.
87
Kumbhakar, Subal
84
Tsionas, Efthymios G.
83
Apergēs, Nikolaos
79
Lee, Lung-fei
77
Narayan, Paresh Kumar
77
McAleer, Michael
73
Belke, Ansgar
72
Linton, Oliver
72
Li, Qi
71
Ullah, Aman
70
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65
Lee, Chien-chiang
64
Egger, Peter
63
Zaremba, Adam
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Shahbaz, Muhammad
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Koopman, Siem Jan
60
Moosa, Imad A.
57
Newey, Whitney K.
57
Serletis, Apostolos
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Su, Liangjun
57
Su, Chi-Wei
55
Andrews, Donald W. K.
54
Pierdzioch, Christian
54
Wagner, Joachim
54
Westerlund, Joakim
53
Herwartz, Helmut
51
Balcilar, Mehmet
50
Hammoudeh, Shawkat
50
Xuan Vinh Vo
49
Hamori, Shigeyuki
48
Hsing, Yu
48
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Journal of econometrics
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Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economic modelling
9
Energy economics
9
Applied economics
7
Finance research letters
7
Applied economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
5
The econometrics journal
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International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of risk and financial management : JRFM
4
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3
Econometrics : open access journal
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The review of economic studies
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International review of economics & finance : IREF
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Theoretical economics letters
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Annals of economics and statistics
1
Brussels economic review
1
Bulletin of economic research
1
Central Bank review / The Central Bank of the Republic of Turkey
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Economia aplicada : EA
1
Economia internazionale
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
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1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
219
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1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Foreign direct investment, institutional quality and sustainability : cross-country analysis using different estimators
Krishnankutty, Raveesh
;
Minimol M. C.
;
Tiwari, Aviral Kumar
- In:
The Indian economic journal
71
(
2023
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10014230814
Saved in:
6
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
8
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
9
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
10
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
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