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person:"Kapetanios, George"
~person:"Franses, Philip Hans"
~person:"Gao, Jiti"
~source:"econis"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Regressionsanalyse"
~subject:"Scientific modelling"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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123
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34
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Kapetanios, George
Franses, Philip Hans
Gao, Jiti
Gil-Alaña, Luis A.
175
Phillips, Peter C. B.
87
Gupta, Rangan
79
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
McAleer, Michael
37
Koop, Gary
36
Lütkepohl, Helmut
36
Harvey, David I.
33
Mills, Terence C.
31
Hassler, Uwe
30
Hendry, David F.
30
Newbold, Paul
30
Granger, C. W. J.
28
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26
Hecq, Alain W. J.
26
Hong, Yongmiao
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
Johansen, Søren
23
Lucas, André
23
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22
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Journal of econometrics
16
International journal of forecasting
13
Economics letters
11
Econometric reviews
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
Econometric theory
7
Oxford bulletin of economics and statistics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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4
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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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
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
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
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:
6
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:
7
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:
8
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:
9
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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