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person:"Kapetanios, George"
~person:"Franses, Philip Hans"
~person:"Gao, Jiti"
~person:"Johansen, Søren"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Regressionsanalyse
Theorie
Theory
USA
Zeitreihenanalyse
Time series analysis
390
Schätztheorie
132
Forecasting model
82
Prognoseverfahren
82
Estimation
60
Schätzung
60
Saisonale Schwankungen
48
Seasonal variations
48
Cointegration
43
Kointegration
43
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41
Nonparametric statistics
41
United States
40
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35
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34
VAR-Modell
34
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24
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24
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24
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24
Stochastic process
23
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23
Börsenkurs
18
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18
Autokorrelation
17
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390
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Kapetanios, George
Franses, Philip Hans
Gao, Jiti
Johansen, Søren
Gil-Alaña, Luis A.
326
Caporale, Guglielmo Maria
195
Phillips, Peter C. B.
162
Koopman, Siem Jan
151
McAleer, Michael
116
Teräsvirta, Timo
105
Gupta, Rangan
101
Lütkepohl, Helmut
91
Sibbertsen, Philipp
87
Hyndman, Rob J.
83
Taylor, Robert
80
Koop, Gary
78
Lucas, André
77
Pesaran, M. Hashem
74
Marcellino, Massimiliano
73
Kunst, Robert M.
70
Harvey, Andrew C.
69
Dijk, Herman K. van
62
Härdle, Wolfgang
62
Dijk, Dick van
57
Linton, Oliver
57
Maravall Herrero, Agustín
57
Nielsen, Morten Ørregaard
57
Perron, Pierre
57
Leybourne, Stephen James
56
Swanson, Norman R.
56
Hendry, David F.
52
Hassler, Uwe
51
Robinson, Peter M.
51
Tiwari, Aviral Kumar
48
Moosa, Imad A.
47
Saikkonen, Pentti
47
Hecq, Alain W. J.
45
Proietti, Tommaso
45
Lanne, Markku
44
Chang, Tsangyao
43
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Queen Mary College / Department of Economics
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3
Erasmus Research Institute of Management
1
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1
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1
Institut für Höhere Studien
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
53
Report / Econometric Institute, Erasmus University Rotterdam
25
Discussion papers / Department of Economics, University of Copenhagen
23
Journal of econometrics
21
Econometric Institute research papers
20
Working paper
19
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
CREATES research paper
17
Discussion paper / Tinbergen Institute
14
Econometric theory
13
International journal of forecasting
13
Econometric reviews
11
Economics letters
11
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9
Journal of forecasting
9
School of Economics working papers / The University of Adelaide, School of Economics
7
Oxford bulletin of economics and statistics
6
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Queen's Economics Department working paper
5
Econometrics : open access journal
4
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
The econometrics journal
4
Cambridge working papers in economics
3
EUI working paper / ECO
3
Economics discussion papers
3
Journal of economic surveys
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Staff working papers / Bank of England
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers / Bank of England
3
Applied economics
2
CAMA working paper series
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CESifo working papers
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Cowles Foundation discussion paper
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ECONIS (ZBW)
390
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11
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390
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11
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
12
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
13
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:
14
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
15
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
16
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697951
Saved in:
17
Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
Saved in:
18
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:
19
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
20
Modeling judgment in macroeconomic forecasts
Franses, Philip Hans
- In:
Journal of quantitative economics
19
(
2021
),
pp. 401-417
Persistent link: https://www.econbiz.de/10013441734
Saved in:
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