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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:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Frühindikator"
~subject:"Purchasing power parity"
~subject:"Statistischer Test"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Frühindikator
Purchasing power parity
Statistischer Test
Theory
USA
Time series analysis
26
Zeitreihenanalyse
26
Theorie
17
Estimation theory
10
Schätztheorie
10
Forecasting model
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Prognoseverfahren
4
Autokorrelation
3
Nichtlineare Regression
3
Nonlinear regression
3
Saisonale Schwankungen
3
Seasonal variations
3
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3
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3
ARMA model
2
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2
Cointegration
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Forecasting
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Kointegration
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Multivariate Analyse
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Statistical test
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1950-1992
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Aufsatz in Zeitschrift
Article in journal
18
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2
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English
18
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Kapetanios, George
Franses, Philip Hans
Xiao, Zhijie
Phillips, Peter C. B.
27
Taylor, Robert
19
Leybourne, Stephen James
10
Teräsvirta, Timo
10
Gil-Alaña, Luis A.
9
Harvey, David I.
9
Koop, Gary
8
Swanson, Norman R.
8
Yu, Jun
8
Caporale, Guglielmo Maria
7
Chen, Xiaohong
7
Park, Joon Y.
7
Cook, Steven
6
Hallin, Marc
6
Johansen, Søren
6
Mariano, Roberto S.
6
McAleer, Michael
6
Politis, Dimitris N.
6
Spanos, Aris
6
Andreou, Elena
5
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Tsangyao
5
Hendry, David F.
5
Hong, Yongmiao
5
Horváth, Lajos
5
Kilian, Lutz
5
Linton, Oliver
5
Maasoumi, Esfandiar
5
McElroy, Tucker
5
Perron, Pierre
5
Velasco, Carlos
5
Andersen, Torben
4
Bai, Jushan
4
Bauwens, Luc
4
Chan, Joshua
4
Chang, Yoosoon
4
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Applied economics letters
Econometric reviews
Journal of econometrics
Economics letters
10
International journal of forecasting
6
Oxford bulletin of economics and statistics
6
Journal of forecasting
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of economic surveys
3
Journal of macroeconomics
3
Applied economics
2
Journal of economic dynamics & control
2
The econometrics journal
2
The review of economics and statistics
2
Computational economics
1
Economic modelling
1
Journal of empirical finance
1
Journal of quantitative economics
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Korean economic review
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ECONIS (ZBW)
18
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18
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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
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:
4
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
Saved in:
5
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
6
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
7
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:
8
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:
9
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:
10
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:
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