//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Newbold, Paul"
~subject:"Structural break"
~subject:"VAR model"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Structural break
VAR model
Time series analysis
100
Zeitreihenanalyse
100
Theorie
50
Theory
50
Estimation theory
33
Schätztheorie
33
Einheitswurzeltest
22
Unit root test
22
Strukturbruch
21
Forecasting model
14
Prognoseverfahren
14
Estimation
13
Schätzung
13
Statistical test
11
Statistischer Test
11
USA
11
United States
11
Börsenkurs
8
Share price
8
Großbritannien
7
United Kingdom
7
Autocorrelation
6
Autokorrelation
6
VAR-Modell
6
Volatility
6
Volatilität
6
Bubbles
5
Kaufkraftparität
5
Purchasing power parity
5
Spekulationsblase
5
Cointegration
4
Correlation
4
Explosive autoregression
4
Kointegration
4
Korrelation
4
National income
4
Nationaleinkommen
4
Nichtlineare Regression
4
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
26
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
26
Author
All
Kapetanios, George
Leybourne, Stephen James
Newbold, Paul
Gil-Alaña, Luis A.
27
Gupta, Rangan
20
Chang, Tsangyao
17
Koop, Gary
16
Lütkepohl, Helmut
15
Chan, Joshua
14
Taylor, Robert
14
Perron, Pierre
13
Harvey, David I.
11
Marcellino, Massimiliano
11
Omay, Tolga
11
Caporale, Guglielmo Maria
10
Tiwari, Aviral Kumar
10
Mustofa Usman
9
Ranjbar, Omid
9
Russel, Edwin
9
Hecq, Alain W. J.
8
Korobilis, Dimitris
8
Lee, Chien-chiang
8
Narayan, Paresh Kumar
7
Poon, Aubrey
7
Sibbertsen, Philipp
7
Wohar, Mark E.
7
Bahmani-Oskooee, Mohsen
6
Balcilar, Mehmet
6
Castle, Jennifer
6
Cavicchioli, Maddalena
6
Enders, Walter
6
Hendry, David F.
6
Johansen, Søren
6
Kurita, Takamitsu
6
Lanne, Markku
6
Pesaran, M. Hashem
6
Österholm, Pär
6
Carriero, Andrea
5
Foroni, Claudia
5
Hasanov, Mübariz
5
Herwartz, Helmut
5
more ...
less ...
Published in...
All
Journal of econometrics
10
Econometric theory
3
International journal of forecasting
3
Economics letters
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Applied economics
1
Econometric reviews
1
Journal of economic dynamics & control
1
Journal of money, credit and banking : JMCB
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
6
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:
7
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
8
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
9
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
10
Break date estimation for models with deterministic structural change
Harvey, David I.
;
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
5
,
pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->