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person:"Kapetanios, George"
~person:"Granger, C. W. J."
~person:"Harvey, David I."
~subject:"Zeitreihenanalyse"
~type:"article"
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Zeitreihenanalyse
Time series analysis
93
Theorie
50
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50
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27
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27
Einheitswurzeltest
20
Unit root test
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Kapetanios, George
Granger, C. W. J.
Harvey, David I.
Gil-Alaña, Luis A.
180
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Gupta, Rangan
79
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Koopman, Siem Jan
49
Teräsvirta, Timo
49
Perron, Pierre
48
Moosa, Imad A.
47
Tiwari, Aviral Kumar
47
Harvey, Andrew C.
45
Lütkepohl, Helmut
44
Mills, Terence C.
42
Chang, Tsangyao
41
Hendry, David F.
41
McAleer, Michael
39
Koop, Gary
37
Hassler, Uwe
33
Ghysels, Eric
32
Newbold, Paul
32
Stock, James H.
29
Hong, Yongmiao
28
Proietti, Tommaso
28
Engle, Robert F.
27
Hecq, Alain W. J.
27
Johansen, Søren
27
Watson, Mark W.
26
Bahmani-Oskooee, Mohsen
25
Gao, Jiti
25
Hyndman, Rob J.
25
McElroy, Tucker
25
Robinson, Peter M.
25
Sibbertsen, Philipp
25
Swanson, Norman R.
25
Clements, Michael P.
24
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Journal of econometrics
13
Oxford bulletin of economics and statistics
9
Econometric reviews
8
Economics letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of empirical finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
International journal of forecasting
3
Journal of applied econometrics
3
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3
Annales d'économie et de statistique
2
Econometric theory
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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Dynamique des marchés financiers et prévisions
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics ; Vol. 2
1
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1
Información comercial española / Cuadernos económicos
1
International journal of finance & economics : IJFE
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Jingji-lunwen
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
Nonlinear time series analysis of business cycles
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On modelling the long run in applied economics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Special section on small-sample properties of generalized method of moments (GMM)
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The economic record : er
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The review of economics and statistics
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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1
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
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
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:
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
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
6
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
7
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:
8
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
9
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:
10
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
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