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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~subject:"Estimation"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Estimation
Schätzung
189
Time series analysis
185
Zeitreihenanalyse
185
Theorie
179
Theory
179
Welt
125
World
125
USA
114
United States
114
Cointegration
91
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91
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81
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60
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fractional integration
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Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Chang, Tsangyao
97
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
80
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Zaremba, Adam
62
Belke, Ansgar
61
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Su, Chi-Wei
53
Pierdzioch, Christian
51
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
44
McMillan, David G.
44
Xuan Vinh Vo
44
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
McAleer, Michael
40
Payne, James E.
40
Tsionas, Efthymios G.
39
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
MacDonald, Ronald
36
Pradhan, Rudra Prakash
36
Schneider, Friedrich
36
Afonso, António
35
Brooks, Robert
35
Salisu, Afees A.
35
Bouri, Elie
34
Ma, Feng
34
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Applied economics
14
Applied economics letters
14
Economic modelling
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
8
Energy economics
7
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
5
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The South African journal of economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of financial analysis
3
Journal of economics and finance : JEF
3
Journal of international money and finance
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
Economics letters
2
Empirica : journal of european economics
2
Iranian economic review : journal of University of Tehran
2
Japan and the world economy : international journal of theory and policy
2
Journal of applied economics
2
Journal of economics and finance
2
Journal of forecasting
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
The journal of international trade & economic development
2
Tourism economics : the business and finance of tourism and recreation
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
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ECONIS (ZBW)
189
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
9
Ownership structure, diversification, and bank performance : international evidence
Hsieh, Meng-Fen
;
Lee, Chien-chiang
;
Shen, Meng-Fen
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
1
,
pp. 90-112
Persistent link: https://www.econbiz.de/10013547968
Saved in:
10
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
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