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person:"Kapetanios, George"
~isPartOf:"Econometric reviews"
~person:"Hassler, Uwe"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
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Bayesian inference
Forecasting model
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Time series analysis
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Kapetanios, George
Hassler, Uwe
Dagum, Estela Bee
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Maasoumi, Esfandiar
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Econometric reviews
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
16
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Economics letters
10
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
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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:
2
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:
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
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