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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:"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:"Rezension"
~type_genre:"Textbook"
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Schätztheorie
Share price
State space model
Theorie
212
Theory
212
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141
Zeitreihenanalyse
141
Welt
129
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129
Multinationales Unternehmen
116
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108
Estimation theory
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Dunning, John H.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Gupta, Rangan
135
Baltagi, Badi H.
77
Narayan, Paresh Kumar
75
Lee, Lung-fei
70
Linton, Oliver
70
Li, Qi
66
Wohar, Mark E.
64
Zaremba, Adam
63
Ullah, Aman
60
Caporale, Guglielmo Maria
57
McMillan, David G.
57
McAleer, Michael
55
Ryu, Doojin
55
Andrews, Donald W. K.
54
Newey, Whitney K.
53
Tsionas, Efthymios G.
52
Hammoudeh, Shawkat
50
Madura, Jeff
50
Ma, Feng
49
Koopman, Siem Jan
48
Pesaran, M. Hashem
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Su, Liangjun
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Faff, Robert W.
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Gil-Alaña, Luis A.
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Wooldridge, Jeffrey M.
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Kumbhakar, Subal
42
Gao, Jiti
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Robinson, Peter M.
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Brooks, Robert
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Ohtani, Kazuhiro
40
Perron, Pierre
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Westerlund, Joakim
40
White, Halbert
40
Harvey, Andrew C.
39
Hsiao, Cheng
38
Xiong, Xiong
38
Zhang, Wei
38
Bouri, Elie
37
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Journal of econometrics
33
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Energy economics
11
Economic modelling
9
Applied economics
8
Finance research letters
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Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The econometrics journal
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3
Economics letters
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International economic review
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
3
Research in international business and finance
3
The review of economic studies
3
Econometric reviews
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Econometrics : open access journal
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Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Annals of economics and statistics
1
Brussels economic review
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Central Bank review / The Central Bank of the Republic of Turkey
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Economia internazionale
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Economic systems
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Economics : the open-access, open-assessment journal
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Essays in honor of Cheng Hsiao
1
Global finance journal
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International journal of business and economics
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International journal of computational economics and econometrics
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ECONIS (ZBW)
189
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1
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
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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