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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Estimation"
~subject:"Long memory"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Estimation
Long memory
Schätzung
192
Time series analysis
192
Zeitreihenanalyse
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Theorie
187
Theory
187
Welt
129
World
129
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116
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fractional integration
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Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
182
Bahmani-Oskooee, Mohsen
156
Chang, Tsangyao
100
Caporale, Guglielmo Maria
96
Tiwari, Aviral Kumar
86
Wohar, Mark E.
80
Apergēs, Nikolaos
78
Narayan, Paresh Kumar
74
Zaremba, Adam
63
Belke, Ansgar
61
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Su, Chi-Wei
54
Pierdzioch, Christian
52
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Xuan Vinh Vo
46
Herwartz, Helmut
45
McMillan, David G.
44
Payne, James E.
43
Hammoudeh, Shawkat
42
McAleer, Michael
42
Holmes, Mark J.
41
Tsionas, Efthymios G.
39
Afonso, António
37
Bouri, Elie
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Brooks, Robert
36
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
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Applied economics
14
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Economic modelling
9
Energy economics
9
Research in international business and finance
9
International review of economics & finance : IREF
7
Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of economics and finance : JEF
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Journal of international money and finance
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Review of development finance
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The North American journal of economics and finance : a journal of financial economics studies
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The South African journal of economics
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Defence and peace economics
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Empirica : journal of european economics
3
Review of international economics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
Economics letters
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Iranian economic review : journal of University of Tehran
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Japan and the world economy : international journal of theory and policy
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Journal of applied economics
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Journal of economics and finance
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Journal of forecasting
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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African development review
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
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Applied econometrics and international development
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ECONIS (ZBW)
208
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1
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
2
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
3
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
5
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
6
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
7
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
8
Disentangling the asymmetric effect of financialization on the green output gap
Yahya, Farzan
;
Lee, Chien-chiang
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014485236
Saved in:
9
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
10
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
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