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person:"Kapetanios, George"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~person:"Hendry, David F."
~person:"Johansen, Søren"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Theory
USA
Time series analysis
48
Zeitreihenanalyse
48
Theorie
29
Schätztheorie
23
Forecasting model
7
Prognoseverfahren
7
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6
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5
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Kapetanios, George
Andersen, Torben
Franses, Philip Hans
Hendry, David F.
Johansen, Søren
Xiao, Zhijie
Phillips, Peter C. B.
32
Taylor, Robert
22
Teräsvirta, Timo
14
Leybourne, Stephen James
12
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Gil-Alaña, Luis A.
9
Harvey, David I.
9
Koopman, Siem Jan
8
McAleer, Michael
8
Park, Joon Y.
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Yu, Jun
8
Cavaliere, Giuseppe
7
Cook, Steven
7
Gao, Jiti
7
Kilian, Lutz
7
Li, Jia
7
Maasoumi, Esfandiar
7
Robinson, Peter M.
7
Baltagi, Badi H.
6
Blasques, Francisco
6
Caporale, Guglielmo Maria
6
Chan, Joshua
6
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Hong, Yongmiao
6
Li, Qi
6
Lucas, André
6
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6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Applied economics letters
Econometric reviews
Journal of econometrics
International journal of forecasting
12
Economics letters
11
Econometric theory
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of applied econometrics
5
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5
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Review of development economics : an essential resource for any development economist
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ECONIS (ZBW)
43
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1
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
5
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
9
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
10
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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