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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Kapetanios, George"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
26
Schätztheorie
26
Time series analysis
9
Estimation
8
Schätzung
8
Regression analysis
7
Regressionsanalyse
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6
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Kapetanios, George
Phillips, Peter C. B.
30
Linton, Oliver
19
Leybourne, Stephen James
18
Johansen, Søren
17
Lütkepohl, Helmut
17
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
Taylor, Robert
16
Perron, Pierre
15
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13
Ghysels, Eric
13
Hassler, Uwe
13
King, Maxwell L.
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Hendry, David F.
12
Gouriéroux, Christian
11
Li, Qi
11
McAleer, Michael
11
Tauchen, George Eugene
11
White, Halbert
11
Baillie, Richard
10
Bauwens, Luc
10
Hansen, Bruce E.
10
Hong, Yongmiao
10
Koop, Gary
10
Lucas, André
10
Stock, James H.
10
Zhu, Ke
10
Andrews, Donald W. K.
9
Baltagi, Badi H.
9
Chan, Ngai Hang
9
Granger, C. W. J.
9
Harvey, David I.
9
Koopman, Siem Jan
9
Li, Jia
9
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9
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Econometric reviews
2
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
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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
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:
3
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:
4
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
5
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
6
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
7
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
8
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
9
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:
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