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person:"Kapetanios, George"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Xiao, Zhijie"
~subject:"Arbeitslosigkeit"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Search: subject_exact:"Time series analysis"
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Arbeitslosigkeit
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Einheitswurzeltest
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USA
Time series analysis
26
Zeitreihenanalyse
26
Theorie
17
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10
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4
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4
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4
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4
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3
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3
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3
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1950-1992
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23
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23
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Kapetanios, George
Franses, Philip Hans
Xiao, Zhijie
Phillips, Peter C. B.
32
Taylor, Robert
22
Teräsvirta, Timo
14
Leybourne, Stephen James
12
Linton, Oliver
12
Gil-Alaña, Luis A.
11
Chen, Xiaohong
10
Koop, Gary
10
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
Andersen, Torben
7
Cavaliere, Giuseppe
7
Cook, Steven
7
Gao, Jiti
7
Johansen, Søren
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
Hendry, David F.
6
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6
Li, Qi
6
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6
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6
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Applied economics letters
Econometric reviews
Journal of econometrics
Economics letters
11
International journal of forecasting
8
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
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of economic surveys
3
Journal of macroeconomics
3
Applied economics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The review of economics and statistics
2
Cambridge working papers in economics
1
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1
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1
Journal of quantitative economics
1
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1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
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Review of development economics : an essential resource for any development economist
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ECONIS (ZBW)
23
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11
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
12
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
13
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
14
Functional-coefficient cointegration models
Xiao, Zhijie
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Saved in:
15
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
16
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10001656608
Saved in:
17
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
18
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
19
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
20
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
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