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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Staff Reports / Federal Reserve Bank of New York"
~isPartOf:"Working paper series / European Central Bank"
~isPartOf:"Working papers / Bank of England"
~language:"eng"
~person:"Bhardwaj, Geetesh"
~person:"Chen, Xiaohong"
~person:"Koop, Gary"
~subject:"Prognoseverfahren"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Prognoseverfahren
Time series analysis
29
Zeitreihenanalyse
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10
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Kapetanios, George
Bhardwaj, Geetesh
Chen, Xiaohong
Koop, Gary
Swanson, Norman R.
6
Patton, Andrew J.
5
Zhang, Xinyu
4
Dijk, Herman K. van
3
Fan, Jianqing
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Lu, Zu-di
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Journal of econometrics
Journal of empirical finance
Staff Reports / Federal Reserve Bank of New York
Working paper series / European Central Bank
Working papers / Bank of England
International journal of forecasting
5
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3
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3
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ECONIS (ZBW)
10
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1
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
4
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
5
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
6
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
7
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:
8
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
9
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas
;
Kapetanios, George
;
Price, Simon
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
Saved in:
10
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh
;
Swanson, Norman R.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 539-578
Persistent link: https://www.econbiz.de/10003298614
Saved in:
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