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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~person:"Härdle, Wolfgang"
~person:"Johansen, Søren"
~subject:"Estimation theory"
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Kapetanios, George
Härdle, Wolfgang
Johansen, Søren
Teräsvirta, Timo
7
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Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
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:
3
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
4
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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