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~person:"Buch, Claudia M."
~person:"Chang, Tsangyao"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"Time series analysis"
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Schätzung
Time series analysis
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178
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134
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124
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117
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84
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Buch, Claudia M.
Chang, Tsangyao
McAleer, Michael
Gil-Alaña, Luis A.
208
Gupta, Rangan
191
Caporale, Guglielmo Maria
163
Wagner, Joachim
144
Bahmani-Oskooee, Mohsen
102
Phillips, Peter C. B.
94
Pierdzioch, Christian
91
Franses, Philip Hans
84
Schneider, Friedrich
81
Pesaran, M. Hashem
78
Winter-Ebmer, Rudolf
78
Lechner, Michael
73
Woessmann, Ludger
69
Kunst, Robert M.
66
Egger, Peter
64
Narayan, Paresh Kumar
64
Teräsvirta, Timo
61
Tiwari, Aviral Kumar
61
Berg, Gerard J. van den
60
Johansen, Søren
60
Miller, Stephen M.
59
Döpke, Jörg
57
Salvanes, Kjell G.
56
Belke, Ansgar
55
Blundell, Richard W.
55
Kapetanios, George
55
Entorf, Horst
54
Balcilar, Mehmet
53
Herwartz, Helmut
53
Wohar, Mark E.
53
Swanson, Norman R.
52
Apergēs, Nikolaos
51
Nielsen, Morten Ørregaard
51
Gundlach, Erich
50
Smyth, Russell
50
Allen, David E.
49
Hayo, Bernd
48
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2
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1
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1
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1
Osterweiterung der EU : 65. Wissenschaftliche Tagung der Arbeitsgemeinschaft deutscher wirtschaftswissenschaftlicher Forschungsinstitute am 25. und 26. April 2002
1
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1
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1
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ECONIS (ZBW)
230
EconStor
21
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41
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
42
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:
43
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
Saved in:
44
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
45
Revisit hysteresis unemployment in eastern European countries using quantile regression
Xie, Hong
;
Chang, Tsangyao
;
Grigorescu, Adriana
;
Hung, Ken
- In:
Ekonomický časopis : časopis pre ekonomickú …
66
(
2018
)
5
,
pp. 522-537
Persistent link: https://www.econbiz.de/10012152810
Saved in:
46
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
47
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
48
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
49
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
50
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
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