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Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of forecasting 21 (2002) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
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Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
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Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos; Pittis, Nikitas - In: Journal of forecasting 28 (2009) 7, pp. 612-630
Persistent link: https://www.econbiz.de/10003902230
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Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas; … - In: Journal of forecasting 35 (2016) 5, pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
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Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos; Pittis, Nikitas - In: Journal of forecasting 28 (2009) 7, pp. 612-630
Persistent link: https://www.econbiz.de/10008326717
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Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of forecasting 33 (2014) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10010424845