//--> //--> //--> //-->
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
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Kapetanios, George"
~person:"Sandkamp, Alexander"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
~type:"article"
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:
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Estimation
Forecasting model
Macroeconometrics
Regression analysis
Theorie
World
Theory
16
Schätzung
15
Estimation theory
13
Schätztheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Regressionsanalyse
9
Großbritannien
8
United Kingdom
8
Prognoseverfahren
7
Nichtlineare Regression
6
Nichtparametrisches Verfahren
6
Nonlinear regression
6
Nonparametric statistics
6
Panel
6
Panel study
6
Structural break
6
Strukturbruch
6
USA
6
United States
6
Cointegration
5
Kointegration
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
VAR model
5
VAR-Modell
5
Aktienmarkt
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Factor analysis
4
Factor models
4
Faktorenanalyse
4
Statistical test
4
Statistischer Test
4
Stock market
4
Systemic risk
4
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
Book / Working Paper
96
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
Author
All
Caporale, Guglielmo Maria
Härdle, Wolfgang
Kapetanios, George
Sandkamp, Alexander
Urga, Giovanni
Phillips, Peter C. B.
48
Koop, Gary
31
Linton, Oliver
31
Ghysels, Eric
28
Baltagi, Badi H.
26
Pesaran, M. Hashem
26
Su, Liangjun
26
Timmermann, Allan
24
Diebold, Francis X.
23
Li, Qi
23
Swanson, Norman R.
23
Kumbhakar, Subal
22
Taylor, Robert
22
Gao, Jiti
20
Tauchen, George Eugene
20
Bollerslev, Tim
19
Lee, Lung-fei
19
Todorov, Viktor
19
Gouriéroux, Christian
18
Patton, Andrew J.
18
Steel, Mark F. J.
18
Park, Joon Y.
16
Perron, Pierre
16
Robinson, Peter M.
16
Cai, Zongwu
15
Chen, Songnian
15
Chib, Siddhartha
15
Dufour, Jean-Marie
15
Granger, C. W. J.
15
Lütkepohl, Helmut
15
Maasoumi, Esfandiar
15
White, Halbert
15
Yu, Jun
15
Andersen, Torben
14
Bauwens, Luc
14
Corradi, Valentina
14
Dijk, Herman K. van
14
Franses, Philip Hans
14
Gupta, Rangan
14
more ...
less ...
Published in...
All
CEA_372Cass working paper series
Discussion paper / Centre for Economic Forecasting
Discussion paper series / IZA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Economics letters
17
International journal of forecasting
15
Journal of applied econometrics
11
Econometric theory
9
Journal of empirical finance
9
Journal of forecasting
9
Applied economics letters
8
Economic modelling
8
Journal of banking & finance
8
Journal of international money and finance
8
Applied quantitative finance
7
International review of financial analysis
7
Oxford bulletin of economics and statistics
7
Research in international business and finance
6
Applied economics
5
Applied financial economics
5
Econometric reviews
5
International journal of finance & economics : IJFE
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Computational economics
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economic integration
4
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
Journal of the American Statistical Association : JASA
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
Bulletin of economic research
3
Empirica : journal of european economics
3
Journal of economics and finance : JEF
3
National Institute economic review
3
Review of international economics
3
Statistical tools for finance and insurance
3
The European journal of finance
3
The Manchester School
3
The econometrics journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
3
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
4
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
Saved in:
5
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
6
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
7
Consistent estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 535-562
Persistent link: https://www.econbiz.de/10012145182
Saved in:
8
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
9
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->