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person:"Kapetanios, George"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Hendry, David F."
~person:"Johansen, Søren"
~person:"Todorov, Viktor"
~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
49
Zeitreihenanalyse
49
Theorie
28
Schätztheorie
24
Estimation
8
Schätzung
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
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3
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Kapetanios, George
Franses, Philip Hans
Hendry, David F.
Johansen, Søren
Todorov, Viktor
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
Yu, Jun
8
Andersen, Torben
7
Cavaliere, Giuseppe
7
Cook, Steven
7
Gao, Jiti
7
Kilian, Lutz
7
Li, Jia
7
Maasoumi, Esfandiar
7
Robinson, Peter M.
7
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6
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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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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 forecasting
5
Oxford bulletin of economics and statistics
5
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4
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
2
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1
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1
Contemporary economics
1
Economic modelling
1
Economic time series with random walk and other nonstationary components
1
International symposia in economic theory and econometrics
1
Journal of quantitative economics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Oxford review of economic policy
1
Quantitative economics : QE ; journal of the Econometric Society
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Review of development economics : an essential resource for any development economist
1
Spanish economic review : SER
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Special issue on "money demand in Europe"
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Statistical papers
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
44
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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
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:
5
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
6
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:
7
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:
8
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
Saved in:
9
The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.
;
Hendry, David F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
Saved in:
10
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
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