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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Schmidt, Peter"
~subject:"Schätztheorie"
~subject:"Time varying parameters"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Schätztheorie
Time varying parameters
Theorie
32
Theory
32
Time series analysis
13
Estimation theory
8
Einheitswurzeltest
4
Unit root test
4
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Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Schmidt, Peter
Franses, Philip Hans
14
Giles, David E. A.
9
Li, Qi
8
Hassler, Uwe
7
Krämer, Walter
7
Lee, Junsoo
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Taylor, Robert
7
Wooldridge, Jeffrey M.
7
Hecq, Alain W. J.
6
King, Maxwell L.
6
McAleer, Michael
6
Peel, David
6
Ullah, Aman
6
Baltagi, Badi H.
5
Godfrey, L. G.
5
Hahn, Jinyong
5
Kuan, Chung-ming
5
Lütkepohl, Helmut
5
McDonald, James B.
5
Ohtani, Kazuhiro
5
Pesaran, M. Hashem
5
Steel, Mark F. J.
5
Tran-van-Hoa
5
Ōgaki, Masao
5
Andreou, Elena
4
Cribari-Neto, Francisco
4
Dolado, Juan J.
4
Fornari, Fabio
4
Granger, C. W. J.
4
Kilian, Lutz
4
Leybourne, Stephen James
4
Lucas, André
4
Maasoumi, Esfandiar
4
Mele, Antonio
4
Nawata, Kazumitsu
4
Orme, Chris D.
4
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CAMA working paper series
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
9
Applied economics
3
Journal of economic dynamics & control
3
Journal of productivity analysis
3
Oxford bulletin of economics and statistics
3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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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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1
International economic review
1
International journal of forecasting
1
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1
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
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1
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:
2
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
3
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
4
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
5
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:
6
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
7
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:
8
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok
;
Schmidt, Peter
- In:
Economics letters
74
(
2001
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
Saved in:
9
Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Ariño, Miguel A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10001250908
Saved in:
10
The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 441-457
Persistent link: https://www.econbiz.de/10001230023
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