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Time series analysis
Estimation
107
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107
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67
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Wohar, Mark E.
33
Gupta, Rangan
12
Ma, Jun
4
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3
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3
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2
Leybourne, Stephen James
2
Newbold, Paul
2
Olson, Eric
2
Risse, Marian
2
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2
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1
Bashar, Omar Haider Mohammad Nazmul
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Beladi, Hamid
1
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1
Bouoiyour, Jamal
1
Choi, Kwang
1
Choi, Seung-mook S.
1
Crowder, William J.
1
Cuñado Eizaguirre, Juncal
1
Demirer, Rıza
1
Ghoshray, Atanu
1
Gil-Alaña, Luis A.
1
Hammoudeh, Shawkat
1
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1
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1
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Lesame, Keagile
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1
Ni, Jinlan
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1
Selmi, Refk
1
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Strauss, Jack K.
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Energy economics
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2
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1
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
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2
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
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3
Cointegration, forecasting and international stock prices
Crowder, William J.
;
Wohar, Mark E.
- In:
Global finance journal
9
(
1998
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10001352063
Saved in:
4
Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S.
- In:
The financial review : the official publication of the …
27
(
1992
)
4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10001143740
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5
Trend-stationary, difference-stationary, or neither: further diagnostic tests with an application to US Real GNP, 1875 - 1993
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
- In:
Journal of economics & business
53
(
2001
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10001581771
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6
An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
Saved in:
7
An unobserved components model that yields business and medium-run cycles
Ma, Jun
;
Wohar, Mark E.
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
7
,
pp. 1351-1373
Persistent link: https://www.econbiz.de/10010197461
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8
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
9
Long memory regressors and predictive testing : a two-stage rebalancing approach
Maynard, Alex
;
Smallwood, Aaron D.
;
Wohar, Mark E.
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 318-360
Persistent link: https://www.econbiz.de/10009717790
Saved in:
10
Breaks, trends and unit roots in commodity prices : a robust investigation
Ghoshray, Atanu
;
Kejriwal, Mohitosh
;
Wohar, Mark E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10010347340
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