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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Kapetanios, George"
~subject:"Schätzung"
~subject:"Theory"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Stambaugh, Robert F.
Kapetanios, George
Phillips, Peter C. B.
11
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8
Lee, Lung-fei
8
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8
Todorov, Viktor
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7
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7
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6
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5
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4
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Donald, Stephen G.
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Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
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2
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
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