//--> //--> //--> //-->
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:"Discussion papers / National Institute of Economic and Social Research"
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
Estimation of time-varying cov...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Nichtlineare Regression
3
Nonlinear regression
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Einheitswurzeltest
2
Kointegration
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Neural networks
2
Neuronale Netze
2
Unit root test
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
Cross-section analysis
1
Deutschland
1
Economic indicator
1
Estimation
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
France
1
Frankreich
1
Frühindikator
1
Germany
1
Großbritannien
1
Herdenverhalten
1
Herding
1
Italien
1
Italy
1
Leading indicator
1
Modellierung
1
OECD countries
1
OECD-Staaten
1
Panel
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Kapetanios, George
11
Blake, Andrew P.
2
Camba-Méndez, Gonzalo
2
Mitchell, James
2
Shin, Yongcheol
2
Weale, Martin
2
Snell, Andy
1
more ...
less ...
Institution
All
National Institute of Economic and Social Research
10
Published in...
All
Discussion papers / National Institute of Economic and Social Research
Working paper
91
Working Paper
89
Working Papers / School of Economics and Finance, Queen Mary
78
Journal of econometrics
34
Economics letters
30
Bank of England Working Paper
19
Econometric theory
18
International journal of forecasting
17
Working papers / Bank of England
16
Bank of England working papers
15
Journal of applied econometrics
13
Economics Letters
12
Journal of Econometrics
12
LSE Research Online Documents on Economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
STICERD - Econometrics Paper Series
11
CESifo Working Paper
10
ECB Working Paper
10
Journal of Time Series Analysis
10
Journal of banking & finance
10
Discussion paper / Centre for Economic Policy Research
9
Econometric Theory
9
LSE STICERD Research Paper
9
Oxford bulletin of economics and statistics
9
Staff working papers / Bank of England
9
Studies in Nonlinear Dynamics & Econometrics
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
Journal of Applied Econometrics
8
CAMA working paper series
7
CEPR Discussion Papers
7
CESifo working papers
7
Journal of empirical finance
7
Journal of forecasting
7
The econometrics journal
7
Cambridge working papers in economics
6
Computational Statistics & Data Analysis
6
Cowles Foundation discussion paper
6
Econometric reviews
6
Working Paper Series / European Central Bank
6
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
Saved in:
2
Model selection uncertainty and dynamics models
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560097
Saved in:
3
Information criteria, model selection uncertainty and the determination of cointegration rank
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560104
Saved in:
4
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560106
Saved in:
5
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George
;
Mitchell, James
;
Shin, Yongcheol
-
2010
Persistent link: https://www.econbiz.de/10008748459
Saved in:
6
A bootstrap test of cointegration rank
Kapetanios, George
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558142
Saved in:
7
A radical basis function artificial neural network test for neglected nonlinearity
Blake, Andrew P.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558148
Saved in:
8
A radial basis function artificial neural network test for ARCH
Blake, Andrew P.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558149
Saved in:
9
The forecasting performance of the OECD composite leading indicators for France, Germany, Italy and the UK
Camba-Méndez, Gonzalo
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558168
Saved in:
10
Testing for a unit root against nonlinear star models
Kapetanios, George
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560092
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->