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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Clements, Michael P."
~person:"O'Brien, Edward J."
~subject:"Nonlinear regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Nonlinear regression
Zeitreihenanalyse
Estimation
106
Schätzung
106
Einheitswurzeltest
86
Unit root test
86
Kaufkraftparität
73
Purchasing power parity
73
Theorie
73
Theory
73
Forecasting model
71
Prognoseverfahren
71
Time series analysis
63
Cointegration
57
Kointegration
57
Panel
51
Panel study
51
Causality analysis
43
Kausalanalyse
43
Economic growth
41
Wirtschaftswachstum
41
Statistical test
39
Statistischer Test
39
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36
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36
United States
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31
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28
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Fourier function
21
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21
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17
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16
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16
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16
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Article
84
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Aufsatz in Zeitschrift
86
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11
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
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Rezension
3
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Chang, Tsangyao
Clements, Michael P.
O'Brien, Edward J.
Gil-Alaña, Luis A.
174
Phillips, Peter C. B.
92
Gupta, Rangan
86
Franses, Philip Hans
77
Caporale, Guglielmo Maria
63
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
51
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
46
Harvey, Andrew C.
42
Koopman, Siem Jan
42
McAleer, Michael
38
Bahmani-Oskooee, Mohsen
37
Koop, Gary
36
Lütkepohl, Helmut
34
Harvey, David I.
33
Kapetanios, George
32
Hendry, David F.
31
Mills, Terence C.
31
Newbold, Paul
31
Peel, David
31
Granger, C. W. J.
28
Hassler, Uwe
28
Gao, Jiti
27
Marcellino, Massimiliano
27
Su, Chi-Wei
27
Swanson, Norman R.
27
Dijk, Dick van
26
Ghysels, Eric
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Linton, Oliver
26
Robinson, Peter M.
25
Herwartz, Helmut
24
McElroy, Tucker
24
Camacho, Maximo
23
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Applied economics letters
17
International journal of forecasting
10
Applied economics
6
The empirical economics letters : a monthly international journal of economics
4
International review of economics & finance : IREF
3
Iranian economic review : journal of University of Tehran
3
Romanian journal of economic forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The Manchester School
2
The journal of international trade & economic development
2
Applied economics quarterly
1
Applied financial economics
1
China & world economy
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic systems
1
Economics letters
1
Empirica : journal of european economics
1
Finance research letters
1
Global economic review
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of econometrics
1
Journal of economic development
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Spanish economic review : SER
1
The "new macroeconomic" a decade later : International Seminar on Macroeconomics hosted by Universität Mannheim, June 18 - 20, 1990
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The South African journal of economics
1
The econometrics journal
1
The economic and social review
1
The journal of developing areas
1
Wine Economics and Policy
1
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ECONIS (ZBW)
86
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Forecasting GDP growth rates in the United States and Brazil using Google Trends
Bantis, Evripidis
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1909-1924
Persistent link: https://www.econbiz.de/10014465341
Saved in:
3
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
4
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
5
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
6
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
7
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
8
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
9
The Indian inflation-growth relationship revisited : robust evidence from time-frequency analysis
Tiwari, Aviral Kumar
;
Olayeni, Richard O.
;
Olofin, …
- In:
Applied economics
51
(
2019
)
51
,
pp. 5559-5576
Persistent link: https://www.econbiz.de/10012197258
Saved in:
10
Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar
;
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
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