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subject:"Time series analysis"
subject:"United States"
~person:"Engle, Robert F."
~person:"Miller, Stephen M."
~subject:"Theorie"
~type:"article"
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Time series analysis
United States
Theorie
Estimation
45
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45
USA
20
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13
Zeitreihenanalyse
13
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10
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10
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9
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32
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Engle, Robert F.
Miller, Stephen M.
Gil-Alaña, Luis A.
98
Gupta, Rangan
87
Caporale, Guglielmo Maria
62
Bahmani-Oskooee, Mohsen
57
Chang, Tsangyao
37
Serletis, Apostolos
36
Tiwari, Aviral Kumar
36
Moosa, Imad A.
34
Wohar, Mark E.
33
Kumbhakar, Subal
28
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23
Bollerslev, Tim
23
McAleer, Michael
23
Belke, Ansgar
22
Hsing, Yu
21
Blundell, Richard W.
20
Jawadi, Fredj
20
Koopman, Siem Jan
20
MacDonald, Ronald
20
Balcilar, Mehmet
19
Herwartz, Helmut
19
Peel, David
19
Koop, Gary
18
McMillan, David G.
18
Narayan, Paresh Kumar
18
Pierdzioch, Christian
18
Payne, James E.
17
Pesaran, M. Hashem
17
Sickles, Robin C.
17
Ghysels, Eric
16
Heckman, James J.
16
Lee, Chien-chiang
16
Sarno, Lucio
16
Tauchen, George Eugene
16
Tsionas, Efthymios G.
16
Barnett, William A.
15
Brooks, Robert
15
Fabozzi, Frank J.
15
Hautsch, Nikolaus
15
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Journal of economic studies
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
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1
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1
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1
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Forecasting volatility in the financial markets
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International review of economics & finance : IREF
1
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1
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ECONIS (ZBW)
32
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10
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32
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date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
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:
3
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
4
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
5
Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10012040714
Saved in:
6
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luís Filipe
;
Gupta, Rangan
- In:
Macroeconomic dynamics
23
(
2019
)
2
,
pp. 775-797
Persistent link: https://www.econbiz.de/10012126634
Saved in:
7
The micro-foundations of an open economy money demand : an application to central and eastern European countries
Albulescu, Claudiu Tiberiu
;
Pépin, Dominique
;
Miller, …
- In:
Journal of macroeconomics
60
(
2019
),
pp. 33-45
Persistent link: https://www.econbiz.de/10012242573
Saved in:
8
Inflation persistence before and after inflation targeting : a fractional integration approach
Canarella, Giorgio
;
Miller, Stephen M.
- In:
Eastern economic journal
43
(
2017
)
1
,
pp. 78-103
Persistent link: https://www.econbiz.de/10012238865
Saved in:
9
Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
Saved in:
10
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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