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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Wang, Yazhen"
~subject:"Schätzung"
~subject:"Strukturbruch"
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Search: subject_exact:"Time series analysis"
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Strukturbruch
Time series analysis
11
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6
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6
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5
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5
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Kapetanios, George
Wang, Yazhen
Taylor, Robert
8
Todorov, Viktor
7
Leybourne, Stephen James
6
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
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4
Bollerslev, Tim
4
Harvey, David I.
4
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3
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3
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3
Koop, Gary
3
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3
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3
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3
Su, Liangjun
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Christensen, Kim
2
Davis, Richard A.
2
Dijk, Dick van
2
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Ergemen, Yunus Emre
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Giraitis, Liudas
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La Vecchia, Davide
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Journal of econometrics
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Nonlinear time series analysis of business cycles
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
7
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date (oldest first)
1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
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:
3
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
4
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
5
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
6
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:
7
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003378760
Saved in:
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