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~language:"eng"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Su, Liangjun"
~subject:"Estimation"
~subject:"Kointegration"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Estimation
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Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Su, Liangjun
Gupta, Rangan
245
Gil-Alaña, Luis A.
236
Bahmani-Oskooee, Mohsen
210
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147
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56
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52
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50
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ECONIS (ZBW)
229
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1
Estimation and inference on time-varying favar models
Fu, Zhonghao
;
Su, Liangjun
;
Wang, Xia
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 533-547
Persistent link: https://www.econbiz.de/10015053425
Saved in:
2
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
Saved in:
3
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
4
Window dressing in the banking sector of an emerging economy : evidence from aggregate data
Moosa, Imad A.
;
Al-Saad, Khalid
;
Khatatbeh, Ibrahim N.
- In:
Accounting research journal
37
(
2024
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10014491705
Saved in:
5
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
6
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:
7
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:
8
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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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