//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kapetanios, George"
~isPartOf:"Journal of applied econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Nielsen, Morten Ørregaard"
~subject:"Data collection"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Data collection
Zeitreihenanalyse
Time series analysis
7
Theorie
6
Theory
6
Estimation
3
Schätzung
3
Estimation theory
2
Schätztheorie
2
State space model
2
USA
2
United States
2
Zustandsraummodell
2
1970-2001
1
Autocorrelation
1
Autokorrelation
1
Business cycle
1
Börsenkurs
1
Capital income
1
Cofractional process
1
Cointegration
1
Correlation
1
Cross-section analysis
1
Datenerhebung
1
Deutschland
1
Economic convergence
1
Einheitswurzeltest
1
Forecasting model
1
France
1
Frankreich
1
Germany
1
Impact assessment
1
Italien
1
Italy
1
Kapitaleinkommen
1
Kointegration
1
Konjunktur
1
Korrelation
1
National income
1
Nationaleinkommen
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Nielsen, Morten Ørregaard
Koop, Gary
5
Pesaran, M. Hashem
4
Dijk, Herman K. van
3
Lanne, Markku
3
Marcellino, Massimiliano
3
Psaradakis, Zacharias G.
3
Sola, Martin
3
Teräsvirta, Timo
3
Camacho, Maximo
2
Carriero, Andrea
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
Franses, Philip Hans
2
Hall, Stephen G.
2
Hansen, Peter Reinhard
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kim, Chang-jin
2
Kunst, Robert M.
2
Lucas, André
2
Luoto, Jani
2
Morley, James C.
2
Neusser, Klaus
2
Osborn, Denise R.
2
Piger, Jeremy Max
2
Poncela, Pilar
2
Pérez-Quirós, Gabriel
2
Voev, Valeri
2
Vredin, Anders
2
Warne, Anders
2
Ahelegbey, Daniel Felix
1
Amacher, Gregory S.
1
Andersen, Torben
1
Angelini, Giovanni
1
Bai, Jushan
1
Bai, Yu
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Discussion paper / Tinbergen Institute
102
Documentos de trabajo / Banco de España, Servicio de Estudios
28
Queen's Economics Department working paper
18
CREATES research paper
17
EUI working paper / ECO
16
Journal of econometrics
16
International journal of forecasting
15
Working paper
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Oxford bulletin of economics and statistics
6
Bank of England Working Paper
5
Econometric reviews
5
Journal of empirical finance
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion papers / Department of Economics, University of Copenhagen
4
Econometric theory
4
Economics letters
4
Journal of economic dynamics & control
4
Tinbergen Institute Discussion Paper
4
Working papers / Bank of England
4
Discussion paper / Center for Economic Research, Tilburg University
3
Staff working papers / Bank of England
3
The econometrics journal
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CAMA working paper series
2
CESifo working papers
2
De Nederlandsche Bank Working Paper
2
Discussion papers / CEPR
2
ECB Working Paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Nonlinear time series analysis of business cycles
2
Oxford statistical science series
2
Revista española de economía
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
3
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
4
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
5
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
6
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
7
Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->