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person:"Kapetanios, George"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"Härdle, Wolfgang"
~subject:"Autocorrelation"
~subject:"Börsenkurs"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Nonlinear regression"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Kapetanios, George
Franses, Philip Hans
Härdle, Wolfgang
Hyndman, Rob J.
13
Makridakis, Spyros G.
10
Koopman, Siem Jan
9
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
Clements, Michael P.
7
Gil-Alaña, Luis A.
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Lucas, André
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Teräsvirta, Timo
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5
Kang, Yanfei
5
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5
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5
Raj, Baldev
5
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4
Catania, Leopoldo
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4
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4
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4
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4
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4
Snyder, Ralph D.
4
Thomakos, Dimitrios D.
4
Barrow, Devon K.
3
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Economics letters
11
Journal of econometrics
7
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Journal of applied econometrics
4
Journal of economic surveys
3
The econometrics journal
3
Applied economics
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economic dynamics & control
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied economics letters
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric theory
1
Economic modelling
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of the American Statistical Association : JASA
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Nonparametric dynamic modelling
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Practical issues in cointegration analysis
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Quantitative finance
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Review of derivatives research
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Review of development economics : an essential resource for any development economist
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Spatial economic analysis : the journal of the Regional Studies Association
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Statistical papers
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The Korean economic review
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
15
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1
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
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
4
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
5
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
6
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
7
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
8
Forecasting economic and financial time-series with non-linear models
Clements, Michael P.
;
Franses, Philip Hans
;
Swanson, …
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10002033263
Saved in:
9
Forecasting unemployment using an autoregression with censored latent effects parameters
Franses, Philip Hans
;
Paap, Richard
;
Vroomen, Björn
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10002033472
Saved in:
10
Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Saved in:
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