//--> //--> //-->
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 econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Barigozzi, Matteo"
~person:"Clements, Michael P."
~subject:"Factor analysis"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Factor analysis
Time series analysis
14
Zeitreihenanalyse
14
Forecasting model
8
Prognoseverfahren
8
Theorie
7
Theory
7
Faktorenanalyse
6
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Forecasting
3
Schätztheorie
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Dynamic factor models
2
Einheitswurzeltest
2
Factor models
2
Kaufkraftparität
2
Purchasing power parity
2
Recent and ongoing structural change
2
Robust statistics
2
Robustes Verfahren
2
Structural break
2
Structural change
2
Strukturbruch
2
Strukturwandel
2
Unit root test
2
ARMA model
1
ARMA-Modell
1
Asymptotic contraction mapping
1
Autometrics
1
Bayes-Statistik
1
Bayesian VARs
1
Bayesian inference
1
Change-point detection
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Kapetanios, George
Barigozzi, Matteo
Clements, Michael P.
Hallin, Marc
4
Fan, Jianqing
3
Liao, Yuan
3
Lippi, Marco
3
Baltagi, Badi H.
2
Chen, Rong
2
Forni, Mario
2
Kao, Chihwa
2
Koopman, Siem Jan
2
Liu, Xialu
2
Marcellino, Massimiliano
2
Sachs, Rainer von
2
Su, Liangjun
2
Wang, Fa
2
Wang, Xia
2
Zaffaroni, Paolo
2
Alonso, Andrés M.
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bai, Jushan
1
Blasques, Francisco
1
Brownlees, Christian
1
Carriero, Andrea
1
Carvalho, Carlos Viana de
1
Castle, Jennifer
1
Chang, Jinyuan
1
Chen, Liang
1
Cheng, Mingmian
1
Cho, Haeran
1
Choi, In
1
Chudik, Alexander
1
Dolado, Juan J.
1
Doz, Catherine
1
Eichler, Michael
1
Ergemen, Yunus Emre
1
Fryzlewicz, Piotr
1
more ...
less ...
Published in...
All
Journal of econometrics
Working papers / Bank of England
ECARES working paper
6
FEDS Working Paper
3
Finance and economics discussion series
3
CESifo working papers
1
Economics working paper series
1
FRB of New York Staff Report
1
International journal of forecasting
1
Journal of forecasting
1
Staff reports / Federal Reserve Bank of New York
1
The econometrics journal
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
4
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Fryzlewicz, Piotr
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 187-225
Persistent link: https://www.econbiz.de/10012110376
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
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->