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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:"Regression analysis"
~subject:"Schätztheorie"
~subject:"Share price"
~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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Regression analysis
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Dunning, John H.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Gupta, Rangan
151
Baltagi, Badi H.
86
Linton, Oliver
80
Narayan, Paresh Kumar
78
Li, Qi
75
Lee, Lung-fei
72
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70
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66
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60
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60
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Andrews, Donald W. K.
58
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Pierdzioch, Christian
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Essays in honor of Aman Ullah
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Essays in honor of Cheng Hsiao
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Handbook of econometrics ; Vol. 1
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ECONIS (ZBW)
212
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1
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:
2
Economic sanctions sentiment and global stock markets
Abakah, Emmanuel Joel Aikins
;
Abdullah, Mohammad
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014494734
Saved in:
3
Risk synchronization in Australia stock market : a sector analysis
Asafo-Adjei, Emmanuel
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 582-610
Persistent link: https://www.econbiz.de/10014535381
Saved in:
4
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets : another look using quantile-based...
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
192
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014443847
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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