//--> //--> //--> //-->
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"
~person:"Cavaliere, Giuseppe"
~person:"Franses, Philip Hans"
~subject:"Autocorrelation"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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
Autocorrelation
Estimation
Time series analysis
121
Zeitreihenanalyse
121
Theorie
73
Theory
73
Forecasting model
32
Prognoseverfahren
32
Saisonale Schwankungen
27
Seasonal variations
27
Estimation theory
23
Schätztheorie
23
Schätzung
19
USA
15
United States
15
Bootstrap approach
12
Bootstrap-Verfahren
12
Volatility
12
Volatilität
12
Autokorrelation
11
Einheitswurzeltest
10
Unit root test
10
Nichtlineare Regression
9
Nonlinear regression
9
Cointegration
8
Kointegration
8
Großbritannien
7
United Kingdom
7
VAR model
7
VAR-Modell
7
Arbeitslosigkeit
6
Heteroscedasticity
6
Heteroskedastizität
6
Structural break
6
Strukturbruch
6
Unemployment
6
Business cycle
5
Deutschland
5
Economic forecast
5
Forecasting
5
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
33
Working Paper
33
Graue Literatur
32
Non-commercial literature
32
Article in journal
28
Language
All
English
28
Author
All
Kapetanios, George
Cavaliere, Giuseppe
Franses, Philip Hans
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
38
Gupta, Rangan
35
Chang, Tsangyao
23
Tiwari, Aviral Kumar
23
Moosa, Imad A.
21
Teräsvirta, Timo
18
Koopman, Siem Jan
16
Bahmani-Oskooee, Mohsen
14
Ramírez, Miguel D.
13
Ranjbar, Omid
12
Tauchen, George Eugene
12
Taylor, Robert
12
Österholm, Pär
12
Li, Jia
11
Bollerslev, Tim
10
Chan, Joshua
10
Koop, Gary
10
Narayan, Paresh Kumar
10
Todorov, Viktor
10
Leybourne, Stephen James
9
Lucas, André
9
McAleer, Michael
9
Miller, Stephen M.
9
Saikkonen, Pentti
9
Wohar, Mark E.
9
Yaya, OlaOluwa S.
9
Balcilar, Mehmet
8
Dijk, Dick van
8
Hassler, Uwe
8
Ma, Feng
8
McMillan, David G.
8
Medeiros, Marcelo C.
8
Omay, Tolga
8
Phillips, Peter C. B.
8
Swanson, Norman R.
8
Boubaker, Heni
7
Ghysels, Eric
7
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
International journal of forecasting
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Applied economics letters
1
Econometric theory
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Review of development economics : an essential resource for any development economist
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
5
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
7
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
8
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->