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subject:"Schätztheorie"
~person:"Gil-Alaña, Luis A."
~person:"Robinson, Peter M."
~subject:"Estimation"
~type:"article"
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Schätztheorie
Estimation
Theorie
104
Theory
104
Time series analysis
59
Zeitreihenanalyse
59
Schätzung
38
Cointegration
22
Kointegration
22
Estimation theory
18
Einheitswurzeltest
17
Unit root test
17
Fractional integration
16
USA
14
United States
14
Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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fractional integration
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56
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Gil-Alaña, Luis A.
Robinson, Peter M.
Phillips, Peter C. B.
42
Caporale, Guglielmo Maria
33
Pesaran, M. Hashem
33
Andrews, Donald W. K.
32
Baltagi, Badi H.
30
McAleer, Michael
30
Gouriéroux, Christian
29
Kumbhakar, Subal
29
Newey, Whitney K.
29
Serletis, Apostolos
28
Li, Qi
27
Ullah, Aman
27
Lee, Lung-fei
23
Bahmani-Oskooee, Mohsen
22
Ohtani, Kazuhiro
22
Barnett, William A.
21
Blundell, Richard W.
21
Franses, Philip Hans
21
Ghysels, Eric
21
Granger, C. W. J.
21
Gupta, Rangan
21
Krämer, Walter
21
Wooldridge, Jeffrey M.
21
Giles, David E. A.
20
Horowitz, Joel
20
Härdle, Wolfgang
20
King, Maxwell L.
20
Koop, Gary
20
Schmidt, Peter
20
Hendry, David F.
19
Lütkepohl, Helmut
19
Bollerslev, Tim
18
Engle, Robert F.
18
Heckman, James J.
18
Peel, David
18
Swanson, Norman R.
18
Bai, Jushan
17
Hahn, Jinyong
17
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Applied economics letters
5
Journal of econometrics
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Applied economics
2
Economic modelling
2
Empirica : journal of european economics
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Computational economics
1
Econometric theory
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International review of financial analysis
1
Journal of applied econometrics
1
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1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Recherches économiques de Louvain
1
Review of financial economics : RFE
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
56
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
3
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
4
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
5
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
6
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
7
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:
8
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
9
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
10
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
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