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subject:"Schätzung"
type:"article"
~person:"Pesaran, M. Hashem"
~person:"Wohar, Mark E."
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Schätzung
Theorie
139
Theory
139
Estimation
28
Estimation theory
23
Schätztheorie
23
Time series analysis
20
Zeitreihenanalyse
20
Panel
19
Panel study
19
Rational expectations
19
Rationale Erwartung
19
Forecasting model
18
Prognoseverfahren
18
USA
18
United States
18
Capital income
13
Kapitaleinkommen
13
Börsenkurs
12
Großbritannien
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12
Cointegration
10
Kointegration
10
VAR model
10
VAR-Modell
10
Statistical theory
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Statistische Methodenlehre
9
Volatility
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Volatilität
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Macroeconometrics
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Makroökonometrie
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Aggregation
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Econometrics
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Exchange rate
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Statistical test
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Statistischer Test
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Strukturbruch
6
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60
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26
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26
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1
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English
28
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Pesaran, M. Hashem
Wohar, Mark E.
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
29
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Blundell, Richard W.
15
Moosa, Imad A.
15
Peel, David
15
Chang, Tsangyao
14
Creedy, John
14
Engsted, Tom
14
Fabozzi, Frank J.
14
MacDonald, Ronald
14
Koop, Gary
13
Sickles, Robin C.
13
Taylor, Mark P.
13
Apergēs, Nikolaos
12
Barnett, William A.
12
Bollerslev, Tim
12
Jawadi, Fredj
12
Koopman, Siem Jan
12
McAleer, Michael
12
Tsionas, Efthymios G.
12
Belke, Ansgar
11
Belzil, Christian
11
Chan, Joshua
11
Ghysels, Eric
11
Herwartz, Helmut
11
Phillips, Peter C. B.
11
Tzavalis, Elias
11
Asai, Manabu
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Egger, Peter
10
Engle, Robert F.
10
Franses, Philip Hans
10
Hautsch, Nikolaus
10
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Journal of applied econometrics
4
Journal of econometrics
3
Finance research letters
2
International journal of forecasting
2
Journal of macroeconomics
2
Southern economic journal
2
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international economics
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The economic journal : the journal of the Royal Economic Society
1
The experiment in applied econometrics
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1
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ECONIS (ZBW)
28
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28
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1
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
2
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
3
Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
Harvey, David I.
;
Kellard, Neil M.
;
Madsen, Jakob Brøchner
- In:
World development : the multi-disciplinary …
89
(
2017
),
pp. 57-70
Persistent link: https://www.econbiz.de/10011740933
Saved in:
4
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
7
An unobserved components model that yields business and medium-run cycles
Ma, Jun
;
Wohar, Mark E.
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
7
,
pp. 1351-1373
Persistent link: https://www.econbiz.de/10010197461
Saved in:
8
The contribution of economic fundamentals to movements in exchange rates
Balke, Nathan S.
;
Ma, Jun
;
Wohar, Mark E.
- In:
Journal of international economics
90
(
2013
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009751223
Saved in:
9
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
10
An empirical investigation of the Taylor curve
Olson, Eric
;
Enders, Walter
;
Wohar, Mark E.
- In:
Journal of macroeconomics
34
(
2012
)
2
,
pp. 380-390
Persistent link: https://www.econbiz.de/10009689389
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