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person:"Kapetanios, George"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"Härdle, Wolfgang"
~subject:"Australien"
~subject:"Autocorrelation"
~subject:"Börsenkurs"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Seasonal variations"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Australien
Autocorrelation
Börsenkurs
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USA
Time series analysis
5
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5
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1960-1987
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Kapetanios, George
Franses, Philip Hans
Härdle, Wolfgang
Gil-Alaña, Luis A.
7
Raj, Baldev
5
Gupta, Rangan
4
Meng, Ming
3
Murasawa, Yasutomo
3
Agiakloglou, Christos N.
2
Canarella, Giorgio
2
Caporale, Guglielmo Maria
2
Dufour, Jean-Marie
2
Fukuda, Kosei
2
Hassler, Uwe
2
Jusélius, Katarina
2
Jönsson, Kristian
2
Kunst, Robert M.
2
Lee, Hyejin
2
Lopes, Artur C. B. da Silva
2
Lütkepohl, Helmut
2
Miller, Stephen M.
2
Oh, Dong-Yop
2
Perron, Pierre
2
Rodriguez, Gabriel
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Sephton, Peter S.
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Smyth, David J.
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Thury, Gerhard
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Ash, J. C. K
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Atukeren, Erdal
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Babikir, Ali
1
Baillie, Richard
1
Barrio Castro, Tomas del
1
Bastianin, Andrea
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Economics letters
11
International journal of forecasting
9
Journal of econometrics
8
Econometric reviews
7
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
Journal of economic surveys
3
The econometrics journal
3
Applied economics
2
Applied quantitative finance
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
A companion to economic forecasting
1
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied economics letters
1
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric theory
1
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1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Nonlinear time series analysis of business cycles
1
Nonparametric dynamic modelling
1
Practical issues in cointegration analysis
1
Predictability and nonlinear modelling in natural sciences and economics
1
Quantitative finance
1
Review of derivatives research
1
Review of development economics : an essential resource for any development economist
1
Spatial economic analysis : the journal of the Regional Studies Association
1
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ECONIS (ZBW)
5
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1
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:
2
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:
3
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:
4
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
3
,
pp. 427-449
Persistent link: https://www.econbiz.de/10001413385
Saved in:
5
Seasonality and stochastic trends in German consumption and income : 1960.1 - 1987.4
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
1
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001182764
Saved in:
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