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~isPartOf:"Journal of econometrics"
~person:"Kapetanios, George"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Kapetanios, George
Phillips, Peter C. B.
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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