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person:"Kapetanios, George"
~person:"Caporale, Guglielmo Maria"
~person:"Franses, Philip Hans"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Theorie
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USA
VAR-Modell
Time series analysis
163
Zeitreihenanalyse
163
Estimation
53
Schätzung
53
Forecasting model
35
Prognoseverfahren
35
United States
31
Saisonale Schwankungen
30
Seasonal variations
30
Schätztheorie
23
Cointegration
20
Kointegration
20
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19
United Kingdom
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Fractional integration
16
Nichtlineare Regression
15
Nonlinear regression
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Volatility
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Volatilität
15
Structural break
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14
Persistence
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Long memory
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Unit root test
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Capital income
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fractional integration
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Börsenkurs
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long memory
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121
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Kapetanios, George
Caporale, Guglielmo Maria
Franses, Philip Hans
Gil-Alaña, Luis A.
83
Phillips, Peter C. B.
77
Taylor, Robert
51
Gupta, Rangan
47
Leybourne, Stephen James
45
Perron, Pierre
43
Harvey, Andrew C.
41
Lütkepohl, Helmut
38
Koopman, Siem Jan
36
Teräsvirta, Timo
36
Chang, Tsangyao
34
Koop, Gary
34
Harvey, David I.
28
Hassler, Uwe
28
McAleer, Michael
27
Granger, C. W. J.
26
Newbold, Paul
26
Hecq, Alain W. J.
25
Linton, Oliver
25
Ghysels, Eric
24
Hong, Yongmiao
23
Hyndman, Rob J.
23
Härdle, Wolfgang
23
McElroy, Tucker
23
Hendry, David F.
22
Johansen, Søren
22
Lucas, André
22
Marcellino, Massimiliano
21
Petropoulos, Fotios
21
Stock, James H.
21
Tsay, Ruey S.
21
Chambers, Marcus J.
20
Chan, Joshua
20
Engle, Robert F.
20
Gao, Jiti
20
Herwartz, Helmut
20
Moosa, Imad A.
20
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Economics letters
11
International journal of forecasting
8
Applied economics letters
7
Journal of forecasting
7
Oxford bulletin of economics and statistics
7
Econometric reviews
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of econometrics
6
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic surveys
4
Applied economics
3
Economic modelling
3
Applied financial economics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The review of economics and statistics
2
Advanced texts in econometrics
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics letters
1
Computational economics
1
Econometric theory
1
Empirica : journal of european economics
1
Finance research letters
1
German economic review
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
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ECONIS (ZBW)
121
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121
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
5
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
6
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
7
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
8
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
9
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
10
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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