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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Ruhr economic papers"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Zeitreihenanalyse"
~type:"article"
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Zeitreihenanalyse
Estimation
773
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773
Theorie
171
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171
Capital income
135
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135
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Chang, Tsangyao
3
Gil-Alaña, Luis A.
3
Caporin, Massimiliano
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Chang, Chia-Lin
2
Chen, Shyh-Wei
2
McAleer, Michael
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Xie, Zixiong
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International review of economics & finance : IREF
Ruhr economic papers
The empirical economics letters : a monthly international journal of economics
Journal of econometrics
115
Economic modelling
102
Applied economics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Applied economics letters
75
International journal of forecasting
73
Economics letters
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
Econometric reviews
41
Journal of applied econometrics
38
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
33
Journal of economic dynamics & control
30
Finance research letters
28
Macroeconomic dynamics
28
Applied financial economics
26
Computational economics
25
Journal of banking & finance
25
Journal of macroeconomics
25
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Empirica : journal of european economics
21
International journal of economics and financial issues : IJEFI
20
Journal of risk and financial management : JRFM
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International review of financial analysis
19
Econometrics : open access journal
18
International journal of economics and finance
18
Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Quantitative finance
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The econometrics journal
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ECONIS (ZBW)
64
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1
Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
Saved in:
2
Relationship between economic growth and exports in Mainland China : evidence from the structural time series model
Hasan, Mohammad S.
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 537-542
Persistent link: https://www.econbiz.de/10011419110
Saved in:
3
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
4
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
5
Does the US current account show a symmetric behavior over the business cycle?
Duncan, Roberto
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 202-219
Persistent link: https://www.econbiz.de/10011624701
Saved in:
6
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
7
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
8
An examination of convergence hypothesis for EU-15 countries
Ceylan, Reşat
;
Abiyev, Vasif
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 96-105
Persistent link: https://www.econbiz.de/10011626328
Saved in:
9
The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan
;
Aworinde, Olalekan Bashir
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 144-159
Persistent link: https://www.econbiz.de/10011626334
Saved in:
10
Are fluctuations in energy consumption transitory or permanent? : evidence from a new panel unit root test
Ari, Ayse
- In:
The empirical economics letters : a monthly …
15
(
2016
)
3
,
pp. 281-292
Persistent link: https://www.econbiz.de/10011580562
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