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subject:"Time series analysis"
subject:"United States"
~person:"Payne, James E."
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type:"article"
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Time series analysis
United States
Prognoseverfahren
Volatilität
Estimation
43
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43
Cointegration
13
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13
USA
13
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7
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Payne, James E.
Gupta, Rangan
129
Gil-Alaña, Luis A.
100
Bahmani-Oskooee, Mohsen
65
Caporale, Guglielmo Maria
59
Wohar, Mark E.
47
Tiwari, Aviral Kumar
43
Pierdzioch, Christian
41
McMillan, David G.
38
Ma, Feng
35
Balcilar, Mehmet
33
Chang, Tsangyao
32
Narayan, Paresh Kumar
32
Moosa, Imad A.
31
Bollerslev, Tim
30
Zaremba, Adam
29
Bouri, Elie
27
McAleer, Michael
27
Todorov, Viktor
27
Xuan Vinh Vo
27
Wang, Yudong
26
Apergēs, Nikolaos
25
Zhang, Yaojie
25
Salisu, Afees A.
24
Koopman, Siem Jan
23
Herwartz, Helmut
21
Kumar, Dilip
21
Serletis, Apostolos
21
Belke, Ansgar
20
Jawadi, Fredj
20
Miller, Stephen M.
20
Brooks, Robert
19
Hegerty, Scott W.
19
Hsing, Yu
19
Lee, Chien-chiang
19
Mensi, Walid
19
Hammoudeh, Shawkat
18
Kang, Sang Hoon
18
Koop, Gary
17
Marcellino, Massimiliano
17
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2
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1
Applied economics letters
1
Atlantic economic journal : AEJ
1
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1
Economia internazionale
1
Economic modelling
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Energy economics
1
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1
Journal of entrepreneurship and public policy : JEPP
1
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Southern economic journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Oil price uncertainty shocks and the gender gap in U.S. unemployment
Elder, John
;
Payne, James E.
- In:
Energy economics
131
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015045052
Saved in:
2
Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan
;
Lee, Junsoo
;
Payne, James E.
- In:
Defence and peace economics
34
(
2023
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
Saved in:
3
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
4
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
5
RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming
;
Lee, Junsoo
;
Payne, James E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
Saved in:
6
An empirical note on entrepreneurship and unemployment : further evidence form U.S. States
Apergēs, Nikolaos
;
Payne, James E.
- In:
Journal of entrepreneurship and public policy : JEPP
5
(
2016
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011568516
Saved in:
7
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
8
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
9
Dynamics of US State cigarette consumption : evidence from panel error correction modeling
Apergis, Nicolas
;
Goel, Rajeev K.
;
Payne, James E.
- In:
Atlantic economic journal : AEJ
42
(
2014
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10010364861
Saved in:
10
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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