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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:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"Härdle, Wolfgang"
~person:"Panagiotelis, Anastasios"
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Theory"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Kapetanios, George
Franses, Philip Hans
Härdle, Wolfgang
Panagiotelis, Anastasios
Hyndman, Rob J.
13
Makridakis, Spyros G.
10
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
Koopman, Siem Jan
8
Gil-Alaña, Luis A.
7
Koehler, Anne B.
7
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6
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Marcellino, Massimiliano
6
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6
Proietti, Tommaso
6
Ruiz, Esther
6
Teräsvirta, Timo
6
Athanasopoulos, George
5
Clements, Michael P.
5
Kang, Yanfei
5
Lütkepohl, Helmut
5
Ooms, Marius
5
Paap, Richard
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Raj, Baldev
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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4
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4
Oliveira, Fernando Luiz Cyrino
4
Perron, Pierre
4
Peña, Daniel
4
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4
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Econometric Institute, Erasmus University Rotterdam
24
SFB 649 discussion paper
21
Econometric Institute research papers
18
Discussion paper / Tinbergen Institute
15
Economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Working paper
10
Discussion papers of interdisciplinary research project 373
8
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7
Journal of econometrics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Econometric reviews
6
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
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
CORE discussion paper : DP
3
European journal of operational research : EJOR
3
Journal of economic surveys
3
Report / Erasmus Center for Financial Research, Erasmus University
3
The econometrics journal
3
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2
ERIM report series research in management
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EUI working paper / ECO
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IHS economics series : working paper
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Staff working papers / Bank of England
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ECONIS (ZBW)
34
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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
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
3
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:
4
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
5
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:
6
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:
7
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
8
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:
9
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
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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