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Search: subject:"Flexible Fourier form"
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Structural break
13
Strukturbruch
13
Time series analysis
13
Zeitreihenanalyse
13
Einheitswurzeltest
10
Unit root test
10
Estimation theory
6
Flexible Fourier Form
6
Schätztheorie
6
flexible Fourier form
6
Estimation
5
Schätzung
5
Structural change
5
Strukturwandel
5
Volatility
5
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5
ARCH model
4
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4
Flexible Fourier form
4
Forecasting model
4
Nichtlineare Regression
4
Nonlinear regression
4
Prognoseverfahren
4
Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
Capital income
2
Emerging economies
2
Fractional Frequency Flexible Fourier Form
2
Impact assessment
2
Kapitaleinkommen
2
Kaufkraftparität
2
National income
2
Nationaleinkommen
2
Oil price
2
PRC slowdown
2
Panel
2
Panel study
2
Purchasing power parity
2
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14
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7
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Article
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English
21
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Omay, Tolga
4
Enders, Walter
3
Phiri, Andrew
3
Ghoshray, Atanu
2
Harju, Kari
2
Li, Jing
2
Pundit, Madhavi
2
Bedowska-Sojka, Barbara
1
Bonaccolto, Giovanni
1
Dark, Jonathan
1
Emirmahmutoglu, Furkan
1
Frömmel, Michael
1
Gupta, Rangan
1
Hasanov, Mübariz
1
Hirayama, Kenjiro
1
Hussain, Mujahid
1
Hussain, Syed Mujahid
1
Iren, Perihan
1
Jones, Paul
1
Kamişli, Serap
1
King, Alan
1
Lahiri, Kajal
1
Li, Haiqi
1
Matonana, Ntombiyesibini
1
Mazur, Błażej
1
Nishimura, Yusaku
1
Pipień, Mateusz
1
Tsutsui, Yoshiro
1
Villiers, David de
1
Vukovic, Darko B.
1
Yang, Liu
1
Zhang, Han
1
Zhang, Yue-Jun
1
Zheng, Chaowen
1
Özer, Mustafa
1
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Hanken Svenska Handelshögskolan
2
Graduate School of Economics, Osaka University
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Finance research letters
2
Working Papers / Hanken Svenska Handelshögskolan
2
ADB Economics Working Paper Series
1
ADB economics working paper series
1
Applied economics
1
Applied economics letters
1
Computational economics
1
Discussion Papers in Economics and Business
1
Dynamic Econometric Models
1
Economic change & restructuring
1
Economics discussion papers
1
Economics letters
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of international trade & economic development : an international and comparative review
1
Journal of macroeconomics
1
Managing global transitions : international research journal
1
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ECONIS (ZBW)
18
RePEc
4
EconStor
1
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Finite sample critical values for
flexible
fourier
form
lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
3
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-Jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
4
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies
Özer, Mustafa
;
Vukovic, Darko B.
;
Frömmel, Michael
; …
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014632672
Saved in:
5
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
6
Convergence dynamics between South Africa and her main trading partners
Matonana, Ntombiyesibini
;
Phiri, Andrew
- In:
Managing global transitions : international research journal
18
(
2020
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10012612978
Saved in:
7
Towards resolving the purchasing power parity (PPP) "puzzle" in newly industrialized countries (NIC's)
Villiers, David de
;
Phiri, Andrew
- In:
Journal of international trade & economic development : …
31
(
2022
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10012872811
Saved in:
8
The impact of a People's Republic of China slowdown on commodity prices and detecting the asymmetric responses of economic activity in Asian countries to commodity price shocks
Ghoshray, Atanu
;
Pundit, Madhavi
-
2016
structural breaks, and to this end we make use of novel econometric procedures incorporating the
Flexible
Fourier
Form
when …
Persistent link: https://www.econbiz.de/10011725566
Saved in:
9
The impact of a People's Republic of China slowdown on commodity prices and detecting the asymmetric responses of economic activity in Asian countries to commodity price shocks
Ghoshray, Atanu
;
Pundit, Madhavi
-
2016
structural breaks, and to this end we make use of novel econometric procedures incorporating the
Flexible
Fourier
Form
when …
Persistent link: https://www.econbiz.de/10011579549
Saved in:
10
Structural changes in exchange rate-stock returns dynamics in South Africa : examining the role of crisis and new trading platform
Phiri, Andrew
- In:
Economic change & restructuring
53
(
2020
)
1
,
pp. 171-193
Persistent link: https://www.econbiz.de/10012223902
Saved in:
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