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person:"Kapetanios, George"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economic modelling"
~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:"Jensen, Mark J."
~person:"Kruse, Robinson"
~subject:"ARMA-Modell"
~subject:"Autocorrelation"
~subject:"Constrained least squares"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
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Kapetanios, George
Amengual, Dante
Franses, Philip Hans
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Kruse, Robinson
Kunst, Robert M.
16
Marcellino, Massimiliano
12
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ECONIS (ZBW)
27
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1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
2
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
3
GDP solera : the ideal vintage mix
Almuzara, Martin
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
-
2022
Persistent link: https://www.econbiz.de/10013183952
Saved in:
4
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:
5
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
6
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
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
A modified test against spurious long memory
Kruse, Robinson
- In:
Economics letters
135
(
2015
),
pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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