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person:"Kapetanios, George"
~isPartOf:"CAMA working paper series"
~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"
~subject:"Autocorrelation"
~subject:"Constrained least squares"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
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Autocorrelation
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USA
Time series analysis
17
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17
Theorie
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3
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17
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Kapetanios, George
Amengual, Dante
Franses, Philip Hans
Chan, Joshua
18
Kunst, Robert M.
14
Hassler, Uwe
8
Hecq, Alain W. J.
7
Koop, Gary
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
Eisenstat, Eric
4
Kruse, Robinson
4
Payá, Ivan
4
Teräsvirta, Timo
4
Camacho, Maximo
3
Chen, Zhanshou
3
Choi, In
3
Diks, Cees G. H.
3
Dungey, Mardi H.
3
Eroğlu, Burak Alparslan
3
Escribano, Álvaro
3
Gefang, Deborah
3
Gonzalo, Jesús
3
Jacobi, Liana
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Jensen, Mark J.
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3
Kurozumi, Eiji
3
Lahiri, Kajal
3
Lee, Hahn-shik
3
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3
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3
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CAMA working paper series
Economics letters
Reihe Ökonomie
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Report / Econometric Institute, Erasmus University Rotterdam
24
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
Discussion paper / Tinbergen Institute
16
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11
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7
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7
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7
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6
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5
Oxford bulletin of economics and statistics
5
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5
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4
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4
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
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3
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SSE EFI working paper series in economics and finance
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The econometrics journal
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ECONIS (ZBW)
17
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
8
Common large innovations across nonlinear time series
Franses, Philip Hans
;
Paap, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
Saved in:
9
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
10
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
- In:
Economics letters
59
(
1998
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10001239107
Saved in:
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