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person:"Kapetanios, George"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Johansen, Søren"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Forecasting model"
~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
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Frühindikator
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USA
Time series analysis
33
Zeitreihenanalyse
33
Theorie
21
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14
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5
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4
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4
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31
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Kapetanios, George
Franses, Philip Hans
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
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9
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9
McAleer, Michael
8
Park, Joon Y.
8
Perron, Pierre
8
Todorov, Viktor
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
Blasques, Francisco
6
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6
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6
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6
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6
Hallin, Marc
6
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6
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6
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6
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6
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Applied economics letters
Econometric reviews
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11
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11
Econometric theory
10
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Econometrics : open access journal
3
Journal of economic surveys
3
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3
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3
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2
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2
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2
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2
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2
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2
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1
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1
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Economic time series with random walk and other nonstationary components
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Practical issues in cointegration analysis
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Review of development economics : an essential resource for any development economist
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31
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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
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:
7
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:
8
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas
;
Kapetanios, George
;
Price, Simon
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
Saved in:
9
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
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