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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
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Search: subject_exact:"Time series analysis"
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Forecasting model
Nonparametric statistics
Schätzung
Time series analysis
34
Zeitreihenanalyse
34
Theorie
17
Theory
17
Estimation theory
13
Schätztheorie
13
Einheitswurzeltest
10
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10
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5
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5
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Kapetanios, George
Phillips, Peter C. B.
Linton, Oliver
12
Chen, Xiaohong
8
Todorov, Viktor
7
Koop, Gary
6
Li, Jia
6
Kim, Donggyu
5
Patton, Andrew J.
5
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5
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5
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4
Barigozzi, Matteo
4
Bollerslev, Tim
4
Fan, Yanqin
4
Gao, Jiti
4
Hallin, Marc
4
Koopman, Siem Jan
4
Li, Yingying
4
Su, Liangjun
4
Xiao, Zhijie
4
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3
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3
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3
Dijk, Herman K. van
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Ng, Serena
3
Pesaran, M. Hashem
3
Pick, Andreas
3
Robinson, Peter M.
3
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3
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3
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Journal of econometrics
Working papers / Bank of England
Cowles Foundation discussion paper
10
Working paper
6
Bank of England Working Paper
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of forecasting
3
Journal of applied econometrics
3
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2
Celebrating Irving Fisher : the legacy of a great economist
2
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2
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2
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2
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2
Oxford bulletin of economics and statistics
2
The American journal of economics and sociology
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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2
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1
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1
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1
CREATES research paper
1
Cambridge working papers in economics
1
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1
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FRB of New York Staff Report
1
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1
Journal of economic dynamics & control
1
Journal of forecasting
1
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1
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ECONIS (ZBW)
12
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1
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
2
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
3
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010356917
Saved in:
4
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
5
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:
6
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
7
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:
8
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:
9
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
10
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
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