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~subject:"Estimation theory"
~subject:"Großbritannien"
~subject:"United Kingdom"
~type:"article"
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Search: subject:"Fractional integration"
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Estimation theory
Großbritannien
United Kingdom
Fractional integration
185
Time series analysis
159
Zeitreihenanalyse
159
Estimation
134
Schätzung
134
fractional integration
125
Theorie
62
Theory
62
Long memory
51
Cointegration
49
Kointegration
47
Volatility
37
long memory
36
Persistence
35
Volatilität
35
Capital income
30
Kapitaleinkommen
30
Börsenkurs
29
Share price
29
Aktienmarkt
26
Stock market
26
Schätztheorie
25
Inflation
24
persistence
24
Structural break
23
Strukturbruch
23
USA
23
United States
23
Einheitswurzeltest
18
Unit root test
18
Forecasting model
15
Fractional Integration
15
Inflation rate
15
Inflationsrate
15
Prognoseverfahren
15
EU countries
14
EU-Staaten
14
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Undetermined
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5
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Book / Working Paper
39
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42
Aufsatz in Zeitschrift
42
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English
42
Author
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Gil-Alaña, Luis A.
11
Caporale, Guglielmo Maria
5
Nielsen, Morten Ørregaard
3
Taylor, Robert
3
Andersen, Torben
2
Baillie, Richard
2
Canarella, Giorgio
2
Cavaliere, Giuseppe
2
Cuestas, Juan Carlos
2
Hassler, Uwe
2
Iacone, Fabrizio
2
Kapetanios, George
2
Miller, Stephen M.
2
Papailias, Fotis
2
Trani, Tommaso
2
Varneskov, Rasmus Tangsgaard
2
Agiakloglou, Christos N.
1
Amorin, Anderson Luis Walker
1
Apergēs, Nikolaos
1
Babalos, Vassilios
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Cao, Tu
1
Carcel, Hector
1
Cheung, Ying Lun
1
Coleman, Simeon
1
Cuñado Eizaguirre, Juncal
1
Frederiksen, Per
1
Gupta, Rangan
1
Herrera Aramburú, Andrés
1
Hosseinkouchack, Mehdi
1
Hualde, Javier
1
Kiohos, Apostolos
1
Koopman, Siem Jan
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Kıran, Burcu
1
Leccadito, Arturo
1
Leone, Vitor
1
Lucas, André
1
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Economics letters
5
Journal of econometrics
4
Econometric reviews
3
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Applied economics letters
1
Computational economics
1
Eastern economic journal
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economic perspectives : IJEP
1
International journal of monetary economics and finance
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The empirical economics letters : a monthly international journal of economics
1
The journal of real estate finance and economics
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
42
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1
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:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Some long-run correlations of inflation in developed countries
West, Kenneth D.
;
Cao, Tu
- In:
Economía : revista del Departamento de Economía, …
45
(
2022
)
89
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014253593
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
5
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
6
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
7
Persistence, seasonality, and
fractional
integration
within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
8
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
9
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
10
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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