//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~person:"Koopman, Siem Jan"
~subject:"Estimation theory"
~subject:"Multivariate Analyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Estimation theory
Multivariate Analyse
Estimation
115
Schätzung
115
Time series analysis
52
Zeitreihenanalyse
52
Theorie
40
Theory
40
USA
33
Cointegration
29
Kointegration
29
Volatility
21
Volatilität
21
Fractional integration
19
Börsenkurs
18
Share price
18
EU countries
16
EU-Staaten
16
Großbritannien
15
United Kingdom
15
Capital income
13
Kapitaleinkommen
13
Interest rate
12
Zins
12
Aktienmarkt
11
Kaufkraftparität
11
Purchasing power parity
11
Stock market
11
fractional integration
10
Business cycle
9
Einheitswurzeltest
9
Exchange rate
9
Konjunktur
9
Persistence
9
Unit root test
9
Wechselkurs
9
Long memory
8
Nichtlineare Regression
8
Nonlinear regression
8
ARCH model
7
ARCH-Modell
7
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
78
Working Paper
78
Graue Literatur
76
Non-commercial literature
76
Aufsatz in Zeitschrift
42
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
42
Author
All
Caporale, Guglielmo Maria
Koopman, Siem Jan
Gupta, Rangan
56
Gil-Alaña, Luis A.
34
Bahmani-Oskooee, Mohsen
31
Wohar, Mark E.
24
Kumbhakar, Subal
19
Heckman, James J.
15
Apergēs, Nikolaos
14
Bollerslev, Tim
14
Payne, James E.
14
Su, Liangjun
14
Tauchen, George Eugene
14
Chang, Tsangyao
13
Cheung, Yin-Wong
13
Hsing, Yu
13
Phillips, Peter C. B.
13
Tiwari, Aviral Kumar
13
Balcilar, Mehmet
12
Blundell, Richard W.
12
Cebula, Richard J.
12
Gao, Jiti
12
Koop, Gary
12
Neumark, David
12
Pesaran, M. Hashem
12
Sarno, Lucio
12
Serletis, Apostolos
12
Todorov, Viktor
12
Baltagi, Badi H.
11
Tsionas, Efthymios G.
11
Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Linton, Oliver
10
McAleer, Michael
10
Miller, Stephen M.
10
Schorfheide, Frank
10
Bali, Turan G.
9
more ...
less ...
Published in...
All
Applied economics letters
3
Oxford bulletin of economics and statistics
3
Applied financial economics
2
Econometric reviews
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
Eastern economic journal
1
Economics letters
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
The empirical economics letters : a monthly international journal of economics
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
4
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
5
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
6
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
9
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
Journal of applied economics
19
(
2016
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
Saved in:
10
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->