Narrow search
Showing 1 - 10 of 12
Cover Image
An econometric analysis of volatility discovery
Dias, Gustavo Fruet; Papailias, Fotis; Scherrer, Cristina - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Cover Image
A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409
Persistent link: https://www.econbiz.de/10008736170
Cover Image
Forecasting using Bayesian and information-theoretic model averaging : an application to UK inflation
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 33-41
Persistent link: https://www.econbiz.de/10003625198
Cover Image
Testing for neglected nonlinearity in long-memory models
Baillie, Richard; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
Cover Image
A state space approach to extracting the signal from uncertain data
Cunningham, Alastair W. F.; Eklund, Jana; Jeffery, Chris; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 173-180
Persistent link: https://www.econbiz.de/10009657376
Cover Image
Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
Cover Image
A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-410
Persistent link: https://www.econbiz.de/10008434821
Cover Image
Tests of Rank in Reduced Rank Regression Models
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10008215775
Cover Image
Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 33-41
Persistent link: https://www.econbiz.de/10008221440
Cover Image
Testing for Neglected Nonlinearity in Long-Memory Models
Baillie, Richard T.; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10008221520