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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The South African journal of economics"
~language:"eng"
~language:"swe"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Time series analysis"
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Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Ghysels, Eric
9
Koop, Gary
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The South African journal of economics
Discussion paper / Tinbergen Institute
139
Working paper / Department of Econometrics and Business Statistics, Monash University
54
Department of Economics working paper series
45
Applied economics
22
International journal of forecasting
17
Journal of forecasting
16
Working papers / University of Connecticut, Department of Economics
16
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15
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13
Finance research letters
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Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
13
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
11
Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Tinbergen Institute Discussion Paper
8
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
7
School of Economics working papers / The University of Adelaide, School of Economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Econometric theory
6
International review of economics & finance : IREF
6
The journal of real estate finance and economics
6
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Journal of applied econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Oxford bulletin of economics and statistics
4
Research in international business and finance
4
The econometrics journal
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied financial economics
3
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ECONIS (ZBW)
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
4
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
5
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
6
Bayesian methods of forecasting inventory investment
Gupta, Rangan
- In:
The South African journal of economics
77
(
2009
)
1
,
pp. 113-126
Persistent link: https://www.econbiz.de/10003837756
Saved in:
7
Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa
Gupta, Rangan
;
Das, Sonali
- In:
The South African journal of economics
76
(
2008
)
2
,
pp. 298-313
Persistent link: https://www.econbiz.de/10003742750
Saved in:
8
Forecasting the South African economy with gibbs sampled BVECMs
Gupta, Rangan
- In:
The South African journal of economics
75
(
2007
)
4
,
pp. 631-643
Persistent link: https://www.econbiz.de/10003625123
Saved in:
9
A small-scale DSGE model for forecasting the South African economy
Liu, Guangling
;
Gupta, Rangan
- In:
The South African journal of economics
75
(
2007
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10003507237
Saved in:
10
Forecasting the South African economy with VARs and VECMs
Gupta, Rangan
- In:
The South African journal of economics
74
(
2006
)
4
,
pp. 611-628
Persistent link: https://www.econbiz.de/10003413242
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