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person:"Kapetanios, George"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Journal of economic dynamics & control"
~person:"Havenner, Arthur"
~source:"econis"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
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Structural break
Zeitreihenanalyse
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Kapetanios, George
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1
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
Saved in:
2
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
3
A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
Saved in:
4
Improved estimates of the parameters of state space time series models
Havenner, Arthur
- In:
Journal of economic dynamics & control
20
(
1996
)
5
,
pp. 767-789
Persistent link: https://www.econbiz.de/10001198046
Saved in:
5
An instrumental variables interpretation of linear systems theory estimation
Havenner, Arthur
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001046149
Saved in:
6
Approximate state space models of some vector-valued macroeconomic time series for cross-country comparisons
Aoki, Masanao
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 149-155
Persistent link: https://www.econbiz.de/10001027228
Saved in:
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