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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic surveys"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Time series analysis"
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17
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17
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14
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Kapetanios, George
Franses, Philip Hans
Kilian, Lutz
Leybourne, Stephen James
Li, Jia
Xiao, Zhijie
McAleer, Michael
8
Teräsvirta, Timo
7
Maasoumi, Esfandiar
6
Phillips, Peter C. B.
6
Spanos, Aris
6
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6
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5
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4
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4
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4
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4
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3
Bianconcini, Silvia
3
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3
Chan, Joshua
3
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3
Hsiao, Cheng
3
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3
Psaradakis, Zacharias G.
3
Smeekes, Stephan
3
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2
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2
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2
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2
Harvey, David I.
2
He, Changli
2
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2
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2
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Econometric reviews
Journal of economic surveys
Journal of econometrics
32
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Econometric theory
9
International journal of forecasting
7
Oxford bulletin of economics and statistics
7
Journal of forecasting
6
Applied economics
5
The econometrics journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of empirical finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
Journal of time series econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic dynamics & control
2
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2
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2
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2
An Elgar reference collection
1
Applied economics letters
1
Cambridge working papers in economics
1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the Royal Statistical Society
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Macroeconomic dynamics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Practical issues in cointegration analysis
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Review of development economics : an essential resource for any development economist
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The International library of critical writings in econometrics
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The Korean economic review
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The Manchester School
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ECONIS (ZBW)
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1
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
5
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:
6
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:
7
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
Saved in:
8
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
9
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
10
Recent developments in bootstrapping time series
Berkowitz, Jeremy
;
Kilian, Lutz
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10001455651
Saved in:
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