//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kapetanios, George"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics letters"
~isPartOf:"Reihe Ökonomie"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Amengual, Dante"
~person:"Franses, Philip Hans"
~person:"Teräsvirta, Timo"
~subject:"Autocorrelation"
~subject:"Constrained least squares"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Constrained least squares
Einheitswurzeltest
Estimation theory
Frühindikator
Theory
USA
Time series analysis
24
Zeitreihenanalyse
24
Theorie
17
Saisonale Schwankungen
6
Schätztheorie
6
Seasonal variations
6
Forecasting model
5
Prognoseverfahren
5
Autokorrelation
3
Cointegration
3
Estimation
3
Großbritannien
3
Kointegration
3
Schätzung
3
United Kingdom
3
Bruttoinlandsprodukt
2
Gross domestic product
2
Kernel estimation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Time variation
2
Volatility
2
Volatilität
2
cointegration
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Algorithm
1
Algorithmus
1
Arbeitslosigkeit
1
Bipower variation
1
Börsenkurs
1
CAPM
1
Canada
1
Comprehensive revisions
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
9
Free
3
Type of publication
All
Article
17
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Language
All
English
24
Author
All
Kapetanios, George
Amengual, Dante
Franses, Philip Hans
Teräsvirta, Timo
Chan, Joshua
18
Kunst, Robert M.
14
Marcellino, Massimiliano
11
Hassler, Uwe
8
Koop, Gary
8
Hecq, Alain W. J.
7
Clark, Todd E.
6
Lee, Junsoo
6
Leybourne, Stephen James
6
Peel, David
6
Sibbertsen, Philipp
6
Wong, Benjamin
6
Costantini, Mauro
5
Harvey, David I.
5
Jacobs, Jan
5
Pagan, Adrian R.
5
Schmidt, Peter
5
Strachan, Rodney W.
5
Carriero, Andrea
4
Eisenstat, Eric
4
Kruse, Robinson
4
Payá, Ivan
4
Petrella, Ivan
4
Camacho, Maximo
3
Chen, Zhanshou
3
Choi, In
3
Delle Monache, Davide
3
Diks, Cees G. H.
3
Dungey, Mardi H.
3
Eroğlu, Burak Alparslan
3
Escribano, Álvaro
3
Gefang, Deborah
3
Gonzalo, Jesús
3
Huber, Florian
3
Jacobi, Liana
3
Jensen, Mark J.
3
Jumah, Adusei
3
more ...
less ...
Institution
All
Institut für Höhere Studien
1
Published in...
All
CAMA working paper series
Discussion papers / CEPR
Economics letters
Reihe Ökonomie
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Report / Econometric Institute, Erasmus University Rotterdam
24
Discussion paper / Tinbergen Institute
20
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
SSE EFI working paper series in economics and finance
14
Econometric reviews
13
Journal of econometrics
13
CREATES research paper
12
International journal of forecasting
12
Working paper
11
Working paper series in economics and finance
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Journal of forecasting
6
Research memorandum series / Tinbergen Instituut
6
Discussion paper / Department of Economics, University of California San Diego
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Arbeidsnotat / Norges Bank
4
Arbeidsnotat / Norges Bank / Norges Bank
4
Bank of England Working Paper
4
CEMFI working paper
4
Advanced texts in econometrics
3
EUI working paper / ECO
3
Journal of economic surveys
3
Journal of empirical finance
3
Working paper series / European Central Bank ; Eurosystem
3
A companion to economic forecasting
2
Applied economics
2
CAMA Working Paper
2
CESifo working papers
2
ECB Working Paper
2
ERIM report series research in management
2
Econometrics : open access journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
2
GDP solera : the ideal vintage mix
Almuzara, Martin
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
-
2022
Persistent link: https://www.econbiz.de/10013183952
Saved in:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
5
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
6
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561176
Saved in:
7
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
9
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
Saved in:
10
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->