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person:"Kapetanios, George"
~person:"Engle, Robert F."
~subject:"Zeitreihenanalyse"
~type:"article"
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Zeitreihenanalyse
Time series analysis
53
Theorie
28
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28
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18
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18
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12
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Kapetanios, George
Engle, Robert F.
Gil-Alaña, Luis A.
175
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Gupta, Rangan
78
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
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49
Teräsvirta, Timo
49
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48
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Tiwari, Aviral Kumar
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Lütkepohl, Helmut
43
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42
Chang, Tsangyao
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Hendry, David F.
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39
Koop, Gary
37
Harvey, David I.
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33
Hassler, Uwe
33
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28
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25
Gao, Jiti
25
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25
McElroy, Tucker
25
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25
Sibbertsen, Philipp
25
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25
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
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2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in futures and options research : a research annual
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in nonlinear time series econometrics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of economic literature
1
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1
Journal of international money and finance
1
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Nonlinear time series analysis of business cycles
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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The econometrics journal
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ECONIS (ZBW)
53
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1
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:
2
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:
3
A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
Saved in:
4
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
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:
9
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:
10
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
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