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Time series analysis
Estimation theory
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Applied economics
Journal of econometrics
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99
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36
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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
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:
4
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:
5
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
Saved in:
6
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
7
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
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8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
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9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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11
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
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12
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
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13
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
14
On smoothing macroeconomic time series using the modified HP filter
Choudhary, M. Ali
;
Hanif, M. Nadim
;
Iqbal, Javed
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2205-2214
Persistent link: https://www.econbiz.de/10010417302
Saved in:
15
Median-unbiased estimation of structural change models : an application to real exchange rate persistence
Balli, Hatice Ozer
;
Murray, Christian J.
;
Papell, David H.
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3300-3311
Persistent link: https://www.econbiz.de/10010418033
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16
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
Saved in:
17
Voter turnout in US presidential elections : does Carville's law explain the time series?
Caporale, Tony
;
Poitras, Marc
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3630-3638
Persistent link: https://www.econbiz.de/10010420005
Saved in:
18
Inflation persistence in central and eastern European countries
Darvas, Zsolt M.
;
Varga, Balázs
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1437-1448
Persistent link: https://www.econbiz.de/10010412516
Saved in:
19
Trend and cyclical decoupling : new estimates based on spectral causality tests and wavelet correlations
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4419-4428
Persistent link: https://www.econbiz.de/10010223399
Saved in:
20
Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju
;
Perron, Pierre
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
Saved in:
21
Time-varying parameters in the almost ideal demand system and the Rotterdam model : will the best specification please stand up?
Barnett, William A.
;
Kanyama, Isaac Kalonda
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4169-4183
Persistent link: https://www.econbiz.de/10010345747
Saved in:
22
MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
Saved in:
23
Unit root and cointegration tests : time-series versus panel estimates for international health expenditure models
Okunade, Albert A.
;
Karakus, Mustafa C.
- In:
Applied economics
33
(
2001
)
9
,
pp. 1131-1137
Persistent link: https://www.econbiz.de/10001595340
Saved in:
24
Inflation and real short-term interest rates - a Kalman filter analysis of the term structure
Chen, Li-Hsueh
- In:
Applied economics
33
(
2001
)
7
,
pp. 855-861
Persistent link: https://www.econbiz.de/10001583564
Saved in:
25
Spurious regressions with stationary series
Granger, C. W. J.
;
Hyung, Namwon
;
Jeon, Yongil
- In:
Applied economics
33
(
2001
)
7
,
pp. 899-904
Persistent link: https://www.econbiz.de/10001583730
Saved in:
26
Asymptotics of rend stationary fractionally integrated ARMA models
Chung, Sang-Kuck
- In:
Applied economics
32
(
2000
)
12
,
pp. 1509-1514
Persistent link: https://www.econbiz.de/10001524416
Saved in:
27
Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes : further evidence from Ivorian time series
Kouassi, Eugene
(
contributor
)
- In:
Applied economics
31
(
1999
)
1
,
pp. 89-96
Persistent link: https://www.econbiz.de/10001364253
Saved in:
28
Intervention analysis with cointegrated time series : the case of the Hawaii hotel room tax
Bonham, Carl Stanley
- In:
Applied economics
28
(
1996
)
10
,
pp. 1281-1293
Persistent link: https://www.econbiz.de/10001207646
Saved in:
29
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
- In:
Applied economics
28
(
1996
)
10
,
pp. 1245-1255
Persistent link: https://www.econbiz.de/10001207650
Saved in:
30
Real exchange rates and structural breaks
Dropsy, Vincent
- In:
Applied economics
28
(
1996
)
2
,
pp. 209-219
Persistent link: https://www.econbiz.de/10001195580
Saved in:
31
Segmented trend modelling of the US GNP series
Bianchi, Marco
- In:
Applied economics
28
(
1996
)
5
,
pp. 531-536
Persistent link: https://www.econbiz.de/10001201628
Saved in:
32
The seasonal unit root structure in New Zealand macroeconomic variables
McDougall, R. Stuart
- In:
Applied economics
27
(
1995
)
9
,
pp. 817-827
Persistent link: https://www.econbiz.de/10001185540
Saved in:
33
Unit root tests of the current account balance : implications for international capital mobility
Gundlach, Erich
;
Sinn, Stefan
- In:
Applied economics
24
(
1992
)
6
,
pp. 617-625
Persistent link: https://www.econbiz.de/10001133027
Saved in:
34
Estimating VAR models under non-stationarity and cointegration : alternative approaches for forecasting cattle prices
Fanchon, Phillip
- In:
Applied economics
24
(
1992
)
2
,
pp. 207-217
Persistent link: https://www.econbiz.de/10001133091
Saved in:
35
The effect of data revisions and additional observations on time-series estimates
Stekler, H. O.
- In:
Applied economics
19
(
1987
)
3
,
pp. 347-353
Persistent link: https://www.econbiz.de/10003686108
Saved in:
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