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subject:"Estimation"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of quantitative economics"
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Estimation
Structural break
44
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44
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20
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20
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20
Cointegration
14
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14
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
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1
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Economics and finance working paper series
International Journal of Energy Economics and Policy : IJEEP
Journal of quantitative economics
Applied economics
47
Economic modelling
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Applied economics letters
20
Energy economics
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International review of economics & finance : IREF
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Journal of econometrics
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CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric reviews
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International review of financial analysis
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Finance research letters
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International journal of economic perspectives : IJEP
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The empirical economics letters : a monthly international journal of economics
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CAMA working paper series
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CBN journal of applied statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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Journal of money, credit and banking : JMCB
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical and applied economics : GAER review
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Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
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1
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Volatility spillover effect between stock and exchange rate in oil exporting countries
Mikhaylov, Alexey Yurievich
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 321-326
Persistent link: https://www.econbiz.de/10011881390
Saved in:
4
Are oil prices mean reverting? : evidence from unit root tests with sharp and smooth breaks
Lawal, Adedoyin Isola
;
Babajide, Abiola
;
Nwanji, Tony …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 292-298
Persistent link: https://www.econbiz.de/10011954571
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
6
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
7
The convergence behavior of CO2 emissions in seven regions under multiple structural breaks
Acaravci, Ali
;
Erdogan, Sinan
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10011550494
Saved in:
8
Re-examining of the Turkish crude oil import demand with multi-structural breaks analysis in the long run period
Yaprakli, Sevda
;
Kaplan, Fatih
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
2
,
pp. 402-407
Persistent link: https://www.econbiz.de/10011455680
Saved in:
9
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
10
On the instability of Tunisian money demand : some empirical issues with structural breaks
Mgadmi, Nidhal
;
Rachdi, Houssem
;
Saidi, Hichem
;
Guesmi, …
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10012418640
Saved in:
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