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~person:"Li, Qi"
~person:"Peel, David"
~source:"econis"
~subject:"Geldnachfragetheorie"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Search: subject_exact:"Time series analysis"
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Geldnachfragetheorie
Schätztheorie
Time series analysis
United States
World
Zeitreihenanalyse
46
Theorie
22
Theory
22
Estimation theory
13
Kaufkraftparität
12
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12
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10
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English
46
Author
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Li, Qi
Peel, David
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
118
Gupta, Rangan
115
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
103
Koop, Gary
100
Harvey, Andrew C.
96
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
61
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Instituto Valenciano de Investigaciones Económicas
2
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Applied economics
5
Economics letters
5
International economic review
4
Journal of econometrics
4
Econometric theory
3
Working papers / Instituto Valenciano de Investigaciones Económicas
3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
2
Modeling changes in US monetary policy
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
-
2016
Persistent link: https://www.econbiz.de/10012176808
Saved in:
3
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
4
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
5
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
Saved in:
6
Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios
;
Yusupova, Alisa
;
Payá, Ivan
; …
- In:
The journal of real estate finance and economics
53
(
2016
)
4
,
pp. 419-449
Persistent link: https://www.econbiz.de/10011717531
Saved in:
7
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
8
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
9
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
10
Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping
;
Li, Qi
;
Yang, Jui-Chung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
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