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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Forni, Mario"
~person:"Gil-Alaña, Luis A."
~person:"Massa, Massimo"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation"
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Zeitreihenanalyse
Estimation
120
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120
Time series analysis
43
Fractional integration
32
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30
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30
Cointegration
28
Kointegration
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Constant, Amelie
Forni, Mario
Gil-Alaña, Luis A.
Massa, Massimo
Gupta, Rangan
27
Chang, Tsangyao
14
Marcellino, Massimiliano
11
Tiwari, Aviral Kumar
11
Li, Jia
10
Ranjbar, Omid
10
Caporale, Guglielmo Maria
9
Moosa, Imad A.
9
Chan, Joshua
8
Ghysels, Eric
8
Koopman, Siem Jan
8
Ma, Feng
8
Miller, Stephen M.
8
Todorov, Viktor
8
Bahmani-Oskooee, Mohsen
7
Nonejad, Nima
7
Balcilar, Mehmet
6
Bollerslev, Tim
6
Boubaker, Heni
6
Canarella, Giorgio
6
Caporin, Massimiliano
6
Guérin, Pierre
6
Jawadi, Fredj
6
Kim, Donggyu
6
Narayan, Paresh Kumar
6
Omay, Tolga
6
Ramírez, Miguel D.
6
Sibbertsen, Philipp
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Sun, Yuying
6
Tauchen, George Eugene
6
Wang, Shouyang
6
Wohar, Mark E.
6
Österholm, Pär
6
Carcel, Hector
5
Kapetanios, George
5
Leiva-Leon, Danilo
5
Lucas, André
5
Lütkepohl, Helmut
5
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Applied economics
4
Applied economics letters
3
Discussion papers / CEPR
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Finance research letters
2
International review of economics & finance : IREF
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of economics and finance
1
Journal of international development : the journal of the Development Studies Association
1
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1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Research in international business and finance
1
Review of development finance
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
43
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1
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
2
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
3
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
4
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:
5
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
6
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
7
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
8
External instrument svar analysis for noninvertible shocks
Forni, Mario
;
Gambetti, Luca
;
Ricco, Giovanni
-
2022
Persistent link: https://www.econbiz.de/10013471049
Saved in:
9
The main business cycle shock(s) : frequency-band estimation of the number of dynamic factors
Avarucci, Marco
;
Cavicchioli, Maddalena
;
Forni, Mario
; …
-
2022
Persistent link: https://www.econbiz.de/10013188777
Saved in:
10
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
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