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
~institution:"Queen Mary College / Department of Economics"
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
Autocovariance Functions of Se...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Autocorrelation
5
Autokorrelation
5
Time series analysis
5
Zeitreihenanalyse
5
Einheitswurzeltest
4
Unit root test
4
Bootstrap approach
2
Bootstrap-Verfahren
2
Kaufkraftparität
2
Nichtlineare Regression
2
Nonlinear regression
2
Purchasing power parity
2
1957-2008
1
Bayes-Statistik
1
Bayesian inference
1
Cointegration
1
Consumer price index
1
Estimation
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Großbritannien
1
Induktive Statistik
1
Japan
1
Kointegration
1
Measurement
1
Messung
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
Schätzung
1
State space model
1
more ...
less ...
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Kapetanios, George
8
Shin, Yongcheol
2
Chortareas, Georgios E.
1
Chourdakis, Kyriakos
1
Marcellino, Massimiliano
1
Meligkotsidou, Loukia
1
Snell, Andy
1
Tzavalis, Elias
1
Vrontos, Ioannis D.
1
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
National Bureau of Economic Research
580
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
180
International Monetary Fund (IMF)
176
Ekonomiska forskningsinstitutet <Stockholm>
83
European University Institute / Department of Economics
53
Umeå universitet
30
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
28
Econometrisch Instituut <Rotterdam>
27
OECD
24
Centre for Analytical Finance <Århus>
23
University of New England / Department of Econometrics
23
Center for Economic Research <Tilburg>
22
London School of Economics and Political Science
22
Centre for Quantitative Economics & Computing
20
Centre for Microdata Methods and Practice <London>
18
Umeå Universitet / Institutionen för Nationalekonomi
18
Escola de Pós-Graduação em Economia <Rio de Janeiro>
17
University of Exeter / Department of Economics
17
Deutsche Forschungsgemeinschaft
16
Institut für Weltwirtschaft
16
International Monetary Fund
16
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
16
Europäische Kommission / Statistisches Amt
14
Organisation for Economic Co-operation and Development
14
Universität Basel / Institut für Statistik und Ökonometrie
14
Aarhus Universitet / Afdeling for Nationaløkonomi
13
EconWPA
13
European University Institute / Department of Law
13
Federal Reserve Bank of St. Louis
13
University of Cambridge / Department of Applied Economics
13
State University of New York at Albany / Department of Economics
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Birkbeck College / Department of Economics
11
Federal Reserve System / Division of Research and Statistics
11
Rutgers University / Department of Economics
11
Universitetet i Oslo / Økonomisk institutt
11
Department of Econometrics and Business Statistics, Monash Business School
10
Forschungsinstitut zur Zukunft der Arbeit
10
International Energy Agency
10
more ...
less ...
Published in...
All
Working paper
10
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
Saved in:
2
A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
Saved in:
3
Nonlinear autoregressive models and long memory
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
Saved in:
4
Testing for cointegration in nonlinear STAR error correction models
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867713
Saved in:
5
Unit root tests in three-regime SETAR models
Kapetanios, George
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868095
Saved in:
6
Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
Saved in:
7
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
Saved in:
8
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
Saved in:
9
A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
Saved in:
10
A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
