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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics"
~person:"Franses, Philip Hans"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Cointegration
Einheitswurzeltest
Estimation theory
Frühindikator
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Theory
USA
Time series analysis
26
Zeitreihenanalyse
26
Theorie
16
Forecasting model
4
Nichtparametrisches Verfahren
4
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4
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4
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3
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3
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Statistical test
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1950-1992
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23
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2
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23
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Kapetanios, George
Franses, Philip Hans
Xiao, Zhijie
Phillips, Peter C. B.
33
Taylor, Robert
23
Teräsvirta, Timo
14
Leybourne, Stephen James
12
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Harvey, David I.
9
Cavaliere, Giuseppe
8
Koopman, Siem Jan
8
Maasoumi, Esfandiar
8
Park, Joon Y.
8
Perron, Pierre
8
Robinson, Peter M.
8
Swanson, Norman R.
8
Todorov, Viktor
8
Yu, Jun
8
Gao, Jiti
7
Johansen, Søren
7
Kilian, Lutz
7
Li, Jia
7
Mariano, Roberto S.
7
McAleer, Michael
7
Andersen, Torben
6
Baltagi, Badi H.
6
Blasques, Francisco
6
Chan, Joshua
6
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Hendry, David F.
6
Hong, Yongmiao
6
Li, Qi
6
Lucas, André
6
Marcellino, Massimiliano
6
McElroy, Tucker
6
Ng, Serena
6
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Econometric reviews
Journal of econometrics
Journal of quantitative economics
Economics letters
11
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of economic surveys
3
Journal of macroeconomics
3
The econometrics journal
3
Applied economics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
Applied economics letters
1
Cambridge working papers in economics
1
Computational economics
1
Economic modelling
1
Journal of time series econometrics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
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The Korean economic review
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ECONIS (ZBW)
23
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1
Modeling judgment in macroeconomic forecasts
Franses, Philip Hans
- In:
Journal of quantitative economics
19
(
2021
),
pp. 401-417
Persistent link: https://www.econbiz.de/10013441734
Saved in:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
4
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
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
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
7
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
8
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
9
Robust inference in nonstationary time series models
Xiao, Zhijie
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
Saved in:
10
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
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