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person:"Kapetanios, George"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Banerjee, Anindya"
~person:"Holly, Sean"
~person:"Wang, Chen"
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Search: subject_exact:"Time series analysis"
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Kapetanios, George
Banerjee, Anindya
Holly, Sean
Wang, Chen
Caporale, Guglielmo Maria
22
Harvey, Andrew C.
20
Pittis, Nikitas
20
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13
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ECONIS (ZBW)
17
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1
Spurious factor analysis
Onatski, Alexei
;
Wang, Chen
-
2020
Persistent link: https://www.econbiz.de/10012793091
Saved in:
2
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
3
Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei
;
Wang, Chen
-
2016
Persistent link: https://www.econbiz.de/10011538884
Saved in:
4
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
5
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
6
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
7
Macroeconomic instability and business exit : determinants of failures and acquisitions of large UK firms
Bhattacharjee, A.
;
Higson, C.
;
Holly, Sean
;
Kattuman, P.
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001647198
Saved in:
8
Measuring conditional persistence in nonlinear time series
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
Saved in:
9
Frontiers in time series analysis : [...contains a selection of papers presented at the Frontiers in Time Series Analysis Conference, held in Olbia (Sardinia) from the 29th to the...
Banerjee, Anindya
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003393225
Saved in:
10
The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10002069702
Saved in:
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