//--> //--> //--> //-->
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:"Discussion papers / CEPR"
~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~person:"Amengual, Dante"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Induktive Statistik"
~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
Einheitswurzeltest
Estimation theory
Frühindikator
Induktive Statistik
Theory
USA
Time series analysis
27
Zeitreihenanalyse
27
Theorie
19
Schätztheorie
9
Forecasting model
7
Prognoseverfahren
7
Autokorrelation
6
Estimation
3
Großbritannien
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
State space model
3
United Kingdom
3
United States
3
Zustandsraummodell
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Econometric model
2
Economic indicator
2
Forecasting
2
Kernel estimation
2
National income
2
Nationaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical method
2
Statistical test
2
Statistische Methode
2
Statistischer Test
2
Wirtschaftsindikator
2
Ökonometrisches Modell
2
1955-1988
1
1967-1993
1
1970-2001
1
ARCH model
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
20
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Rezension
1
more ...
less ...
Language
All
English
25
Author
All
Kapetanios, George
Amengual, Dante
Franses, Philip Hans
Kilian, Lutz
Koopman, Siem Jan
Marcellino, Massimiliano
12
Clark, Todd E.
8
Phillips, Peter C. B.
8
Teräsvirta, Timo
8
Maasoumi, Esfandiar
7
Taylor, Robert
7
Carriero, Andrea
6
Dagum, Estela Bee
6
Pesaran, M. Hashem
6
Spanos, Aris
6
Koop, Gary
5
Lucas, André
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Baltagi, Badi H.
4
Dijk, Herman K. van
4
McAleer, Michael
4
McElroy, Tucker
4
Osborn, Denise R.
4
Bianconcini, Silvia
3
Canova, Fabio
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Huber, Florian
3
Leybourne, Stephen James
3
Medeiros, Marcelo C.
3
Petrella, Ivan
3
Politis, Dimitris N.
3
Proietti, Tommaso
3
Smeekes, Stephan
3
Almuzara, Martin
2
Ashley, Richard A.
2
more ...
less ...
Institution
All
Erasmus Research Institute of Management
1
Published in...
All
Discussion papers / CEPR
ERIM report series research in management
Econometric reviews
Journal of applied econometrics
Discussion paper / Tinbergen Institute
103
Report / Econometric Institute, Erasmus University Rotterdam
24
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
International journal of forecasting
15
Journal of econometrics
14
Economics letters
12
Working paper
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Oxford bulletin of economics and statistics
7
Research memorandum series / Tinbergen Instituut
7
Journal of forecasting
6
Report / Erasmus Center for Financial Research, Erasmus University
5
Working paper series / European Central Bank ; Eurosystem
5
Bank of England Working Paper
4
CEMFI working paper
4
DNB working paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The econometrics journal
4
Working papers / University of Michigan, Department of Economics
4
Applied economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper / ECO
3
Journal of economic surveys
3
Journal of empirical finance
3
The review of economics and statistics
3
Tinbergen Institute Discussion Paper
3
Advanced texts in econometrics
2
CAMA Working Paper
2
CAMA working paper series
2
CESifo working papers
2
CREATES research paper
2
De Nederlandsche Bank Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
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
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
4
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
5
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
6
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
8
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
9
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:
10
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->