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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:"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
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Time series analysis
41
Zeitreihenanalyse
41
Theorie
26
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18
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5
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Kapetanios, George
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
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9
Harvey, David I.
9
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8
McAleer, Michael
8
Park, Joon Y.
8
Perron, Pierre
8
Swanson, Norman R.
8
Todorov, Viktor
8
Yu, Jun
8
Andersen, Torben
7
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7
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7
Gao, Jiti
7
Kilian, Lutz
7
Li, Jia
7
Maasoumi, Esfandiar
7
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7
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6
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6
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6
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6
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6
Francq, Christian
6
Hallin, Marc
6
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6
Li, Qi
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
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4
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4
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The review of economics and statistics
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Contemporary economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic time series with random walk and other nonstationary components
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International symposia in economic theory and econometrics
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Journal of quantitative economics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Oxford review of economic policy
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Review of development economics : an essential resource for any development economist
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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)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
8
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
Saved in:
9
Model selection in under-specified equations facing breaks
Castle, Jennifer
;
Hendry, David F.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 286-293
Persistent link: https://www.econbiz.de/10010256158
Saved in:
10
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
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