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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~person:"Beutner, Eric"
~person:"Härdle, Wolfgang"
~person:"Johansen, Søren"
~subject:"Estimation theory"
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Estimation theory
Time series analysis
6
Zeitreihenanalyse
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Schätztheorie
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2
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Kapetanios, George
Beutner, Eric
Härdle, Wolfgang
Johansen, Søren
Teräsvirta, Timo
5
Baltagi, Badi H.
3
Hendry, David F.
3
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dagum, Estela Bee
2
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Dong, Chaohua
2
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2
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2
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2
Koopman, Siem Jan
2
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2
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2
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2
Medeiros, Marcelo C.
2
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2
Smeekes, Stephan
2
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Baillie, Richard
1
Bayarri, M. J.
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1
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1
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1
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1
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Econometric reviews
CREATES research paper
7
Discussion papers / Department of Economics, University of Copenhagen
7
Journal of econometrics
5
Econometric theory
4
SFB 649 discussion paper
4
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3
Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
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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