//--> //--> //--> //-->
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
~person:"Kapetanios, George"
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
Measuring Contagion with a Bay...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
106
Time series analysis
105
Theorie
71
Theory
71
Prognoseverfahren
61
Forecasting model
59
Estimation theory
51
Schätztheorie
51
Factor analysis
41
Faktorenanalyse
41
Estimation
40
Schätzung
40
Monte Carlo simulation
38
Monte-Carlo-Simulation
38
Forecasting
24
VAR-Modell
23
VAR model
21
Nichtlineare Regression
19
Nonlinear regression
19
Panel
19
Panel study
19
Regression analysis
19
Einheitswurzeltest
18
USA
18
Unit root test
18
Correlation
17
Korrelation
17
Regressionsanalyse
17
Structural break
17
Strukturbruch
17
United States
17
Bayes-Statistik
15
Börsenkurs
15
Share price
15
Wirtschaftsprognose
15
forecasting
15
Economic forecast
14
Großbritannien
14
State space model
14
United Kingdom
14
more ...
less ...
Online availability
All
Free
115
Undetermined
35
Type of publication
All
Book / Working Paper
173
Article
54
Type of publication (narrower categories)
All
Working Paper
95
Arbeitspapier
89
Graue Literatur
86
Non-commercial literature
86
Article in journal
48
Aufsatz in Zeitschrift
48
Aufsatz im Buch
3
Book section
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
218
Undetermined
9
Author
All
Kapetanios, George
McAleer, Michael
387
Phillips, Peter C. B.
356
Gil-Alaña, Luis A.
352
Koopman, Siem Jan
332
Gupta, Rangan
322
Caporale, Guglielmo Maria
315
Franses, Philip Hans
303
Pesaran, M. Hashem
275
Marcellino, Massimiliano
217
Gao, Jiti
184
Härdle, Wolfgang
181
Koop, Gary
180
Diebold, Francis X.
161
Lütkepohl, Helmut
161
Hendry, David F.
154
Teräsvirta, Timo
152
Dijk, Herman K. van
151
Ravazzolo, Francesco
151
Lucas, André
142
Bauwens, Luc
141
Linton, Oliver
136
Baltagi, Badi H.
133
Pierdzioch, Christian
131
Sibbertsen, Philipp
126
Watson, Mark W.
126
Engle, Robert F.
121
Swanson, Norman R.
120
Heckman, James J.
116
Kunst, Robert M.
116
Lux, Thomas
116
Gouriéroux, Christian
112
Timmermann, Allan
112
Dijk, Dick van
111
Ghysels, Eric
111
Hyndman, Rob J.
111
Harvey, Andrew C.
109
Stock, James H.
109
Schorfheide, Frank
108
Taylor, Robert
108
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
16
School of Economics and Finance, Queen Mary
12
National Institute of Economic and Social Research
4
C.E.P.R. Discussion Papers
3
Federal Reserve Bank of New York
2
Department of Economics, European University Institute
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
European Central Bank
1
European University Institute / Department of Law
1
National Bureau of Economic Research
1
Royal Economic Society - RES
1
School of Economics and Management, University of Aarhus
1
Society for Computational Economics - SCE
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
more ...
less ...
Published in...
All
Working paper
35
Working Papers / School of Economics and Finance, Queen Mary
12
Bank of England Working Paper
8
Journal of econometrics
8
Staff working papers / Bank of England
8
Economics letters
6
Journal of applied econometrics
6
CESifo working papers
5
ECB Working Paper
5
Working papers / Bank of England
5
CAMA working paper series
4
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / National Institute of Economic and Social Research
4
Econometric reviews
4
International journal of forecasting
4
Working Paper
4
CAMA Working Paper
3
CEPR Discussion Papers
3
Cambridge working papers in economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
CESifo Working Paper
2
Discussion papers / CEPR
2
IGIER Working Paper
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Staff Reports / Federal Reserve Bank of New York
2
BAFFI CAREFIN Centre Research Paper
1
CESifo Working Paper Series
1
CREATES Research Papers
1
CREATES research paper
1
Cardiff economics working papers
1
Center for Economic Research (RECent)
1
Computing in Economics and Finance 2006
1
DAE working paper
1
Discussion paper series / IZA
1
more ...
less ...
Source
All
ECONIS (ZBW)
195
RePEc
26
EconStor
6
Showing
1
-
10
of
227
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
2
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
; which is based on the number of non-zero pair-wise cross
correlations
of these errors. We prove that our estimator, ᾶ; is …
Persistent link: https://www.econbiz.de/10011900761
Saved in:
3
A new method for determining the number of factors in factor models with large datasets
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403209
Saved in:
4
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
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
6
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
across and within countries. -- cross
correlations
; cross-sectional dependence ; cross-sectional averages ; weak and strong …
Persistent link: https://www.econbiz.de/10009530816
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
using the S&P 500 data-set, and a large number of macroeconomic variables across and within countries. -- cross
correlations
…
Persistent link: https://www.econbiz.de/10009488893
Saved in:
8
A factor approach to realized volatility
forecasting
in the presence of finite jumps and cross-sectional
correlation
in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
Exponent of Cross-Sectional Dependence : Estimation and Inference
Bailey, Natalia
-
2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10013110862
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->