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~subject:"Schätztheorie"
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Schätztheorie
Estimation
159
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159
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157
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157
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144
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139
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126
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121
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44
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Westerlund, Joakim
38
Karabiyik, Hande
6
Narayan, Paresh Kumar
6
Reese, Simon
5
Urbain, Jean-Pierre
4
Juodis, Artūras
3
Kaddoura, Yousef
3
Karavias, Yiannis
3
Brown, Nicholas
2
Larsson, Rolf
2
Liu, Ruipeng
2
Peng, Bin
2
Sarafidis, Vasilis
2
Su, Liangjun
2
Yang, Yanrong
2
Blomquist, Johan
1
Hjertstrand, Per
1
Narayan, Seema
1
Norkute, Milda
1
Petrova, Yana
1
Stauskas, Ovidijus
1
Symeonides, Spyridon D.
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Economics letters
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5
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international financial markets, institutions & money
3
Economic modelling
2
The econometrics journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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GSBE research memoranda
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ECONIS (ZBW)
44
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1
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
2
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
3
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
4
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
5
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
6
Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
Saved in:
7
Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
Saved in:
8
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
9
Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Westerlund, Joakim
- In:
Journal of Asian economics
28
(
2013
),
pp. 12-27
Persistent link: https://www.econbiz.de/10010400872
Saved in:
10
A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim
- In:
Economics letters
125
(
2014
)
2
,
pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
Saved in:
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