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person:"Kapetanios, George"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Chen, Jia"
~person:"Granger, C. W. J."
~person:"Holly, Sean"
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Search: subject_exact:"Time series analysis"
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Time series analysis
8
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8
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4
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Kapetanios, George
Chen, Jia
Granger, C. W. J.
Holly, Sean
Harvey, Andrew C.
19
Pesaran, M. Hashem
12
Linton, Oliver
9
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5
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3
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3
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3
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3
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ECONIS (ZBW)
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1
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Time series concepts for conditional distributions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 689-701
Persistent link: https://www.econbiz.de/10001859644
Saved in:
8
Long memory series with attractors
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
53
(
1991
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10001102945
Saved in:
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