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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Applied economics letters"
~subject:"Schätztheorie"
~subject:"Volatility"
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Estimation
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Theorie
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165
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United States
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Chang, Tsangyao
6
Cook, Steven
5
Gil-Alaña, Luis A.
5
Caporale, Guglielmo Maria
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Afonso, António
2
Bahmani-Oskooee, Mohsen
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Applied economics letters
Economics letters
899
Working paper / National Bureau of Economic Research, Inc.
885
Journal of econometrics
812
NBER working paper series
731
NBER Working Paper
683
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Social choice and welfare
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Europäische Hochschulschriften / 5
242
The review of economics and statistics
241
Journal of international money and finance
228
Journal of banking & finance
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214
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Oxford bulletin of economics and statistics
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171
Journal of monetary economics
169
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SpringerLink / Bücher
167
The American economic review
166
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1
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A.
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
Saved in:
4
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
5
Testing an IV method for reducing quality bias in demand systems estimations
Vigani, Mauro
;
Dudu, Hasan
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3034-3038
Persistent link: https://www.econbiz.de/10014441356
Saved in:
6
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
Saved in:
7
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
8
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
Saved in:
9
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Saved in:
10
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
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