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~language:"eng"
~person:"Chang, Tsangyao"
~person:"Clements, Michael P."
~person:"Kapetanios, George"
~person:"Koop, Gary"
~person:"O'Brien, Edward J."
~subject:"Nonlinear regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Nonlinear regression
Zeitreihenanalyse
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162
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162
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150
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126
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126
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123
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Chang, Tsangyao
Clements, Michael P.
Kapetanios, George
Koop, Gary
O'Brien, Edward J.
Gil-Alaña, Luis A.
174
Phillips, Peter C. B.
92
Gupta, Rangan
86
Franses, Philip Hans
77
Caporale, Guglielmo Maria
63
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
51
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46
Perron, Pierre
46
Teräsvirta, Timo
46
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42
Koopman, Siem Jan
42
McAleer, Michael
38
Bahmani-Oskooee, Mohsen
37
Lütkepohl, Helmut
34
Harvey, David I.
33
Hendry, David F.
31
Mills, Terence C.
31
Newbold, Paul
31
Peel, David
31
Granger, C. W. J.
28
Hassler, Uwe
28
Gao, Jiti
27
Marcellino, Massimiliano
27
Su, Chi-Wei
27
Swanson, Norman R.
27
Dijk, Dick van
26
Ghysels, Eric
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Linton, Oliver
26
Robinson, Peter M.
25
Herwartz, Helmut
24
McElroy, Tucker
24
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23
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Journal of econometrics
18
Applied economics letters
17
International journal of forecasting
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10
Journal of applied econometrics
9
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
4
Journal of forecasting
4
The econometrics journal
4
The empirical economics letters : a monthly international journal of economics
4
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Iranian economic review : journal of University of Tehran
3
Journal of economic dynamics & control
3
Oxford bulletin of economics and statistics
3
Romanian journal of economic forecasting
3
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International journal of finance & economics : IJFE
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The Manchester School
2
The journal of international trade & economic development
2
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
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Empirica : journal of european economics
1
European economic review : EER
1
Finance research letters
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Foundations and trends in econometrics
1
Global economic review
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economic development
1
Journal of money, credit and banking : JMCB
1
Spanish economic review : SER
1
The "new macroeconomic" a decade later : International Seminar on Macroeconomics hosted by Universität Mannheim, June 18 - 20, 1990
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
154
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1
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154
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date (oldest first)
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
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
Forecasting GDP growth rates in the United States and Brazil using Google Trends
Bantis, Evripidis
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1909-1924
Persistent link: https://www.econbiz.de/10014465341
Saved in:
4
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
7
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
8
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
9
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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