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~language:"eng"
~person:"Chan, Kam C."
~person:"Gupta, Rangan"
~person:"Haan, Jakob de"
~person:"Kumbhakar, Subal"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Collection of articles written by one author"
~type_genre:"Lehrbuch"
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Time series analysis
Estimation
266
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266
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222
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222
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198
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198
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185
United States
185
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164
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Chan, Kam C.
Gupta, Rangan
Haan, Jakob de
Kumbhakar, Subal
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
87
Franses, Philip Hans
78
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Harvey, Andrew C.
47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
Chang, Tsangyao
42
Koopman, Siem Jan
42
Lütkepohl, Helmut
38
Koop, Gary
37
McAleer, Michael
37
Harvey, David I.
33
Mills, Terence C.
32
Newbold, Paul
31
Hassler, Uwe
30
Hendry, David F.
30
Granger, C. W. J.
28
Hyndman, Rob J.
27
Ghysels, Eric
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Sibbertsen, Philipp
26
Bahmani-Oskooee, Mohsen
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Swanson, Norman R.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Gao, Jiti
23
Johansen, Søren
23
Lucas, André
23
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Applied economics
13
Energy economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Finance research letters
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Economic modelling
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Oxford economic papers
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
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1
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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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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International journal of production economics
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of central banking theory and practice
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Journal of economics and finance
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Journal of emerging market finance
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Journal of international financial markets, institutions & money
1
Journal of international money and finance
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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71
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
72
Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Energy economics
45
(
2014
),
pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
Saved in:
73
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
74
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
Saved in:
75
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
76
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
77
Measuring coherence of output gaps with an application to the euro area
Mink, Mark
;
Jacobs, Jan
;
Haan, Jakob de
- In:
Oxford economic papers
64
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009526826
Saved in:
78
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
79
The time-series properties of house prices : a case study of the Southern California market
Gupta, Rangan
;
Miller, Stephen M.
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 339-361
Persistent link: https://www.econbiz.de/10009540816
Saved in:
80
A large factor model for forecasting macroeconomic variables in South Africa
Gupta, Rangan
;
Kabundi, Alain
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1076-1088
Persistent link: https://www.econbiz.de/10009316874
Saved in:
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