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~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~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:"Konferenzbeitrag"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Schätztheorie
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141
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127
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127
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105
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Dunning, John H.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Gupta, Rangan
132
Baltagi, Badi H.
75
Narayan, Paresh Kumar
75
Lee, Lung-fei
70
Linton, Oliver
69
Li, Qi
66
Wohar, Mark E.
64
Ullah, Aman
60
Zaremba, Adam
60
McMillan, David G.
57
Caporale, Guglielmo Maria
56
McAleer, Michael
55
Andrews, Donald W. K.
54
Newey, Whitney K.
53
Ryu, Doojin
52
Tsionas, Efthymios G.
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Madura, Jeff
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Hammoudeh, Shawkat
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Su, Liangjun
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Ma, Feng
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Gil-Alaña, Luis A.
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Gao, Jiti
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Kumbhakar, Subal
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Robinson, Peter M.
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Brooks, Robert
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Ohtani, Kazuhiro
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Westerlund, Joakim
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White, Halbert
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Harvey, Andrew C.
39
Perron, Pierre
39
Hsiao, Cheng
38
Zhang, Wei
38
Hassan, M. Kabir
37
Bera, Anil K.
36
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Journal of econometrics
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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
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9
Applied economics
8
Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Research in international business and finance
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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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Economia internazionale
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Essays in honor of Cheng Hsiao
1
Global finance journal
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Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International journal of business and economics
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ECONIS (ZBW)
188
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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
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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