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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Clements, Michael P."
~person:"Kapetanios, George"
~person:"O'Brien, Edward J."
~subject:"Nonlinear regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Nonlinear regression
Zeitreihenanalyse
Estimation
126
Schätzung
126
Theorie
109
Theory
109
Forecasting model
101
Prognoseverfahren
101
Einheitswurzeltest
97
Unit root test
97
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88
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81
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62
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62
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45
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Chang, Tsangyao
Clements, Michael P.
Kapetanios, George
O'Brien, Edward J.
Gil-Alaña, Luis A.
174
Phillips, Peter C. B.
92
Gupta, Rangan
86
Franses, Philip Hans
77
Caporale, Guglielmo Maria
63
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
51
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
46
Harvey, Andrew C.
42
Koopman, Siem Jan
42
McAleer, Michael
38
Bahmani-Oskooee, Mohsen
37
Koop, Gary
36
Lütkepohl, Helmut
34
Harvey, David I.
33
Hendry, David F.
31
Mills, Terence C.
31
Newbold, Paul
31
Peel, David
31
Granger, C. W. J.
28
Hassler, Uwe
28
Gao, Jiti
27
Marcellino, Massimiliano
27
Su, Chi-Wei
27
Swanson, Norman R.
27
Dijk, Dick van
26
Ghysels, Eric
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Linton, Oliver
26
Robinson, Peter M.
25
Herwartz, Helmut
24
McElroy, Tucker
24
Camacho, Maximo
23
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Applied economics letters
17
International journal of forecasting
13
Journal of econometrics
8
Applied economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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4
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Iranian economic review : journal of University of Tehran
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3
Oxford bulletin of economics and statistics
3
Romanian journal of economic forecasting
3
The econometrics journal
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Economic modelling
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International journal of finance & economics : IJFE
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The Manchester School
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Finance research letters
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International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economic development
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Journal of money, credit and banking : JMCB
1
Spanish economic review : SER
1
The "new macroeconomic" a decade later : International Seminar on Macroeconomics hosted by Universität Mannheim, June 18 - 20, 1990
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The South African journal of economics
1
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ECONIS (ZBW)
118
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
Forecasting GDP growth rates in the United States and Brazil using Google Trends
Bantis, Evripidis
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1909-1924
Persistent link: https://www.econbiz.de/10014465341
Saved in:
4
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
5
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
6
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
7
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
8
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
9
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
10
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
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