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subject:"Prognoseverfahren"
subject:"USA"
~person:"Kapetanios, George"
~subject:"Panel study"
~subject:"Panel"
~subject:"Zustandsraummodell"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Panel study
Panel
Zustandsraummodell
Estimation theory
26
Schätztheorie
26
Time series analysis
9
Zeitreihenanalyse
9
Estimation
8
Schätzung
8
Regression analysis
7
Regressionsanalyse
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Nichtparametrisches Verfahren
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2
Kapitaleinkommen
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Kapetanios, George
Baltagi, Badi H.
44
Su, Liangjun
22
Westerlund, Joakim
20
Pesaran, M. Hashem
18
Bai, Jushan
17
Lee, Lung-fei
17
Gao, Jiti
14
Kao, Chihwa
14
Hsiao, Cheng
13
Kumbhakar, Subal
12
Phillips, Peter C. B.
12
Yu, Jihai
12
Zhou, Qiankun
12
Cai, Zongwu
11
Hayakawa, Kazuhiko
11
Pirotte, Alain
11
Swanson, Norman R.
11
Ullah, Aman
11
Kumar, Dilip
10
Li, Qi
10
Bresson, Georges
9
Han, Chirok
9
Juodis, Artūras
9
Liu, Long
9
Moon, Hyungsik Roger
9
Peng, Bin
9
Sarafidis, Vasilis
9
Sun, Yiguo
9
Wooldridge, Jeffrey M.
9
Hansen, Christian Bailey
8
Lesage, James P.
8
Yang, Zhenlin
8
Zhang, Yonghui
8
Ando, Tomohiro
7
Arellano, Manuel
7
Bera, Anil K.
7
Demetrescu, Matei
7
Fernández-Val, Iván
7
Hahn, Jinyong
7
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International journal of forecasting
3
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
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ECONIS (ZBW)
11
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1
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
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
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
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
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:
6
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:
7
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
8
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
9
A state space approach to extracting the signal from uncertain data
Cunningham, Alastair W. F.
;
Eklund, Jana
;
Jeffery, Chris
; …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 173-180
Persistent link: https://www.econbiz.de/10009657376
Saved in:
10
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:
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