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~person:"Caporale, Guglielmo Maria"
~person:"Hassler, Uwe"
~subject:"Estimation theory"
~subject:"Saisonkomponente"
~subject:"Wohlfahrtsanalyse"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"Theoretisches Modell"
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Estimation theory
Saisonkomponente
Wohlfahrtsanalyse
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92
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92
Time series analysis
43
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33
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Caporale, Guglielmo Maria
Hassler, Uwe
Phillips, Peter C. B.
77
Franses, Philip Hans
65
Gil-Alaña, Luis A.
43
Perron, Pierre
39
Lütkepohl, Helmut
37
McAleer, Michael
37
Mukherjee, Arijit
37
Granger, C. W. J.
35
Pesaran, M. Hashem
35
Andrews, Donald W. K.
33
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32
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31
Koop, Gary
30
Newey, Whitney K.
30
Hendry, David F.
29
Leybourne, Stephen James
29
Taylor, Robert
29
Li, Qi
28
Koopman, Siem Jan
27
Robinson, Peter M.
27
Baltagi, Badi H.
26
Harvey, Andrew C.
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Creedy, John
25
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24
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23
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23
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23
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22
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22
Hecq, Alain W. J.
22
Horowitz, Joel
22
Lee, Lung-fei
22
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22
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Economics letters
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Oxford bulletin of economics and statistics
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Implikationen der Währungsunion für makroökonometrische Modelle
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Jahrbücher für Nationalökonomie und Statistik
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
5
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
7
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
8
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
10
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
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