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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Pesaran, M. Hashem"
~person:"Stiglitz, Joseph E."
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
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Kapitaleinkommen
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Theorie
239
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239
Time series analysis
193
Zeitreihenanalyse
193
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154
USA
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83
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Gil-Alaña, Luis A.
Pesaran, M. Hashem
Stiglitz, Joseph E.
Gupta, Rangan
244
Bahmani-Oskooee, Mohsen
157
Narayan, Paresh Kumar
127
Caporale, Guglielmo Maria
120
Wohar, Mark E.
118
Chang, Tsangyao
113
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109
Zaremba, Adam
103
Apergēs, Nikolaos
97
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82
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81
Bouri, Elie
69
Faff, Robert W.
67
Shahbaz, Muhammad
67
Hammoudeh, Shawkat
66
Pierdzioch, Christian
65
Balcilar, Mehmet
64
Belke, Ansgar
63
Xuan Vinh Vo
63
Ma, Feng
60
Moosa, Imad A.
59
Su, Chi-Wei
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Brooks, Robert
58
Kumbhakar, Subal
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Kutan, Ali Mustafa
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Wang, Yudong
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Herwartz, Helmut
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Payne, James E.
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Shahzad, Syed Jawad Hussain
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Demirer, Rıza
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Egger, Peter
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McAleer, Michael
48
Smyth, Russell
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Hsing, Yu
47
Salisu, Afees A.
47
Bali, Turan G.
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Nguyen, Duc Khuong
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Applied economics
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Applied economics letters
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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Journal of econometrics
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Research in international business and finance
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Economics letters
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International journal of finance & economics : IJFE
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Oxford bulletin of economics and statistics
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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African development review
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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ECONIS (ZBW)
209
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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
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
5
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
6
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:
7
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:
8
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
9
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:
10
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
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