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~language:"eng"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
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Einheitswurzeltest
Estimation
Volatility
Schätzung
175
Time series analysis
173
Zeitreihenanalyse
173
Theorie
125
Theory
125
USA
88
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88
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70
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70
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65
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65
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57
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Egger, Peter
Gil-Alaña, Luis A.
Gupta, Rangan
276
Bahmani-Oskooee, Mohsen
202
Chang, Tsangyao
138
Tiwari, Aviral Kumar
135
Caporale, Guglielmo Maria
126
Wohar, Mark E.
113
Narayan, Paresh Kumar
110
Bouri, Elie
106
Ma, Feng
102
Apergēs, Nikolaos
99
Hammoudeh, Shawkat
95
McAleer, Michael
93
Lee, Chien-chiang
81
McMillan, David G.
81
Su, Chi-Wei
79
Zaremba, Adam
77
Serletis, Apostolos
74
Xuan Vinh Vo
73
Pierdzioch, Christian
71
Shahbaz, Muhammad
69
Kang, Sang Hoon
67
Belke, Ansgar
66
Taylor, Robert
66
Balcilar, Mehmet
65
Salisu, Afees A.
65
Wang, Yudong
64
Mensi, Walid
62
Herwartz, Helmut
59
Bollerslev, Tim
58
Holmes, Mark J.
58
Kumbhakar, Subal
57
Westerlund, Joakim
57
Hamori, Shigeyuki
56
Phillips, Peter C. B.
56
Zhang, Yaojie
55
Hsing, Yu
54
Kutan, Ali Mustafa
54
Moosa, Imad A.
54
Payne, James E.
54
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Applied economics
12
Applied economics letters
11
Economic modelling
6
Economics letters
6
Research in international business and finance
6
Empirica : journal of european economics
5
Finance research letters
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
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International review of financial analysis
4
Journal of economics and finance
4
Review of development finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European review of economics and finance
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
Journal of applied econometrics
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Journal of economics and finance : JEF
3
Journal of international economics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Review of international economics
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The South African journal of economics
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The world economy : the leading journal on international economic relations
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2
Austrian economic quarterly
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Computational economics
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Energy economics
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European economic review : EER
2
Journal of applied economics
2
Journal of forecasting
2
Journal of international money and finance
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Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
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ECONIS (ZBW)
216
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
3
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
4
The network and own effects of global-systemically-important-bank designations
Egger, Peter
;
Li, Jie
;
Zhu, Jiaqing
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014333319
Saved in:
5
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
6
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
7
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
8
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
9
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
10
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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