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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~subject:"Capital income"
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Zeitreihenanalyse
Capital income
Estimation theory
113
Schätztheorie
113
Estimation
37
Schätzung
37
Time series analysis
27
Panel
16
Panel study
16
Regression analysis
14
Regressionsanalyse
14
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Correlation
10
Einheitswurzeltest
10
Korrelation
10
Unit root test
10
ARCH model
9
ARCH-Modell
9
Statistical distribution
9
Statistische Verteilung
9
Method of moments
7
Momentenmethode
7
Autocorrelation
5
Cointegration
5
Decomposition method
5
Dekompositionsverfahren
5
Forecasting model
5
IV-Schätzung
5
Instrumental variables
5
Kointegration
5
Prognoseverfahren
5
Statistical test
5
Statistischer Test
5
Structural break
5
Strukturbruch
5
Autokorrelation
4
Bayes-Statistik
4
Bayesian inference
4
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29
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29
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English
29
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Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
2
Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Omay, Tolga
2
Yamada, Hiroshi
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Bonaccolto, Giovanni
1
Chang, Tsangyao
1
Chen, W. D.
1
Chen, Zirong
1
Cook, Steven
1
Emirmahmutoglu, Furkan
1
Firoozi, Fathali
1
Furuoka, Fumitaka
1
Giesen, Sebastian
1
Gupta, Rangan
1
Hwang, Sun Young
1
Jung, Hojin
1
Kızılkaya, Fatma
1
Ladopoulos, Konstantinos
1
Leschinski, Christian
1
Li, Fangjhy
1
Li, Xiang
1
Lien, Da-hsiang Donald
1
Lin, Haonan
1
Lo, Ming Chien
1
Lopes, Artur C. B. da Silva
1
Malloch, H.
1
Medel, Carlos A.
1
Moosa, Imad A.
1
Olayeni, Richard Olaolu
1
Paleologou, Suzanna-Maria
1
Panagiōtidēs, Theodōros
1
Peng, Yi-Ting
1
Philip, R.
1
Pincheira, Pablo
1
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Applied economics letters
Applied economics
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric reviews
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
47
International journal of forecasting
41
Econometric theory
37
Journal of time series econometrics
37
Computational economics
27
Finance research letters
23
Economic modelling
19
The econometrics journal
17
Journal of empirical finance
16
Journal of financial econometrics
15
Journal of forecasting
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of quantitative economics
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of risk
9
Quantitative finance
9
Energy economics
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Research in international business and finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European journal of operational research : EJOR
5
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Theoretical economics letters
5
Financial markets and portfolio management
4
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ECONIS (ZBW)
29
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
4
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
5
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
6
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
7
A new combination of Fourier unit root tests : a PPP application for fragile economies
Zeren, Fatma
;
Kızılkaya, Fatma
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1707-1711
Persistent link: https://www.econbiz.de/10012652578
Saved in:
8
Algorithms comparison on intraday index return prediction : evidence from China
Li, Xiang
;
Yuan, Xianghui
;
Yuan, Jin
;
Xu, Hailun
- In:
Applied economics letters
28
(
2021
)
12
,
pp. 995-999
Persistent link: https://www.econbiz.de/10012589731
Saved in:
9
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
10
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
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