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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"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Regressionsanalyse
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Theory
USA
Zeitreihenanalyse
Time series analysis
146
Schätztheorie
44
Forecasting model
34
Prognoseverfahren
34
Saisonale Schwankungen
26
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26
Estimation
20
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20
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16
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15
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15
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11
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Kapetanios, George
Franses, Philip Hans
Gao, Jiti
Johansen, Søren
Gil-Alaña, Luis A.
178
Phillips, Peter C. B.
87
Gupta, Rangan
80
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Perron, Pierre
47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Teräsvirta, Timo
44
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
Lütkepohl, Helmut
37
McAleer, Michael
37
Koop, Gary
36
Harvey, David I.
33
Mills, Terence C.
31
Hassler, Uwe
30
Hendry, David F.
30
Newbold, Paul
30
Granger, C. W. J.
28
Ghysels, Eric
27
Hong, Yongmiao
27
Hecq, Alain W. J.
26
Bahmani-Oskooee, Mohsen
25
Hyndman, Rob J.
25
Linton, Oliver
25
Robinson, Peter M.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Lucas, André
23
Xiao, Zhijie
23
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Journal of econometrics
21
Econometric theory
13
International journal of forecasting
13
Econometric reviews
11
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
Oxford bulletin of economics and statistics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometrics : open access journal
4
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4
The econometrics journal
4
Journal of economic surveys
3
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2
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2
Annals of financial economics
1
Applied economics letters
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Cambridge working papers in economics
1
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1
Contemporary economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic time series with random walk and other nonstationary components
1
Journal of development economics
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Practical issues in cointegration analysis
1
Review of development economics : an essential resource for any development economist
1
Statistical papers
1
Technological forecasting & social change : an international journal
1
The American economic review
1
The Korean economic review
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
146
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61
Model selection for forecast combination
Franses, Philip Hans
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
Saved in:
62
Specification testing in nonlinear time series with long-range dependence
Gao, Jiti
;
Wang, Qiying
;
Yin, Jiying
- In:
Econometric theory
27
(
2011
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
Saved in:
63
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi
;
Gao, Jiti
- In:
Econometric theory
27
(
2011
)
4
,
pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
Saved in:
64
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
65
Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni
;
Kapetanios, George
;
Labhard, Vincent
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
Saved in:
66
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
67
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10008826876
Saved in:
68
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
Saved in:
69
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
70
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
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