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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Applied economics letters"
~subject:"Stochastischer Prozess"
~subject:"Einheitswurzeltest"
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Stochastischer Prozess
Einheitswurzeltest
Theorie
236
Theory
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185
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185
Regression analysis
146
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146
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Chang, Tsangyao
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Applied economics letters
Journal of econometrics
139
European journal of operational research : EJOR
67
Econometric reviews
64
Economics letters
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric theory
39
Discussion paper / Tinbergen Institute
35
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33
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26
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25
SFB 649 discussion paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Cowles Foundation discussion paper
24
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23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
The econometrics journal
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Insurance / Mathematics & economics
18
CAMA working paper series
17
International journal of production research
17
International journal of theoretical and applied finance
17
Mathematics of operations research
17
Operations research letters
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Discussion paper / Center for Economic Research, Tilburg University
16
Discussion papers of interdisciplinary research project 373
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Computational economics
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CREATES research paper
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Energy economics
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Journal of economic dynamics & control
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Journal of empirical finance
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper
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Quantitative finance
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
4
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
5
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
Saved in:
6
PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Nazlıoğlu, Şaban
;
Altuntas, Mehmet
;
Kilic, Emre
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 731-737
Persistent link: https://www.econbiz.de/10013171045
Saved in:
7
Current account sustainability and nonlinear adjustment
Akdoğan, Kurmaş
;
Husein, Jamal G.
- In:
Applied economics letters
29
(
2022
)
13
,
pp. 1182-1186
Persistent link: https://www.econbiz.de/10013412074
Saved in:
8
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
9
Investigation of the nonlinear behaviour in real exchange rates in developing regions
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 335-339
Persistent link: https://www.econbiz.de/10011854514
Saved in:
10
Non-linear quantile unit root test and PPP : more evidence from Africa
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 465-471
Persistent link: https://www.econbiz.de/10011854924
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