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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Franses, Philip Hans"
~person:"Kilian, Lutz"
~person:"Koopman, Siem Jan"
~person:"Leybourne, Stephen James"
~person:"Li, Jia"
~person:"Pesaran, M. Hashem"
~person:"Xiao, Zhijie"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Schätztheorie
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USA
Time series analysis
54
Zeitreihenanalyse
54
Theorie
22
Forecasting model
9
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9
Estimation
8
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8
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Kapetanios, George
Franses, Philip Hans
Kilian, Lutz
Koopman, Siem Jan
Leybourne, Stephen James
Li, Jia
Pesaran, M. Hashem
Xiao, Zhijie
Phillips, Peter C. B.
26
Taylor, Robert
15
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Todorov, Viktor
8
McAleer, Michael
7
Park, Joon Y.
7
Robinson, Peter M.
7
Swanson, Norman R.
7
Teräsvirta, Timo
7
Yu, Jun
7
Andersen, Torben
6
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Harvey, David I.
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Velasco, Carlos
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Chan, Joshua
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Hong, Yongmiao
5
Johansen, Søren
5
Kim, Donggyu
5
Li, Yingying
5
Lütkepohl, Helmut
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Journal of econometrics
Journal of economic surveys
Economics letters
18
Econometric reviews
17
International journal of forecasting
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Econometric theory
10
Oxford bulletin of economics and statistics
10
Journal of applied econometrics
9
Journal of forecasting
7
Applied economics
6
The econometrics journal
6
Journal of empirical finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of economic dynamics & control
3
Journal of macroeconomics
3
Journal of time series econometrics
3
The review of economics and statistics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Practical issues in cointegration analysis
2
Quantitative economics : QE ; journal of the Econometric Society
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Advances in econometrics
1
Applied economics letters
1
Cambridge working papers in economics
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Journal of economic growth
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Journal of the Royal Statistical Society
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Macroeconomic dynamics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Review of development economics : an essential resource for any development economist
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Statistical papers
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The Korean economic review
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ECONIS (ZBW)
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41
Structural analysis of cointegration VARs
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
Saved in:
42
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
43
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
44
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
45
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
46
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
47
Recent advances in modelling seasonality
Franses, Philip Hans
- In:
Journal of economic surveys
10
(
1996
)
3
,
pp. 299-345
Persistent link: https://www.econbiz.de/10001204295
Saved in:
48
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
49
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
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