//--> //--> //--> //-->
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
Testing factor models when ass...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
136
Theory
122
Zeitreihenanalyse
122
Time series analysis
105
Schätzung
85
Estimation
79
Prognoseverfahren
71
Schätztheorie
64
Forecasting model
63
Estimation theory
60
Faktorenanalyse
51
Panel
46
Factor analysis
41
Panel study
35
Nichtlineare Regression
27
Nonlinear regression
27
VAR-Modell
27
Statistischer Test
26
VAR model
26
Factor models
25
Großbritannien
25
USA
24
Bootstrap-Verfahren
23
United Kingdom
23
Regression analysis
22
Regressionsanalyse
22
Statistical test
22
Börsenkurs
21
Bayes-Statistik
20
Kointegration
20
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Cointegration
19
Kaufkraftparität
19
Einheitswurzeltest
18
Purchasing power parity
18
Share price
18
Structural break
18
Strukturbruch
18
Unit root test
18
more ...
less ...
Online availability
All
Free
179
Undetermined
37
Type of publication
All
Book / Working Paper
253
Article
70
Type of publication (narrower categories)
All
Working Paper
163
Arbeitspapier
119
Graue Literatur
113
Non-commercial literature
113
Article in journal
65
Aufsatz in Zeitschrift
65
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
316
Undetermined
7
Author
All
Kapetanios, George
Caporale, Guglielmo Maria
732
Nijkamp, Peter
622
Pesaran, M. Hashem
577
Acemoglu, Daron
573
Phillips, Peter C. B.
538
Gupta, Rangan
516
Heckman, James J.
503
McAleer, Michael
498
Snower, Dennis J.
497
Güth, Werner
493
Gil-Alaña, Luis A.
473
Stiglitz, Joseph E.
455
Aizenman, Joshua
450
Pestieau, Pierre
444
Gersbach, Hans
440
Franses, Philip Hans
429
Creedy, John
421
Stark, Oded
408
Koskela, Erkki
394
Belke, Ansgar
393
Wagner, Joachim
392
Zenou, Yves
379
Frey, Bruno S.
368
Koopman, Siem Jan
366
Härdle, Wolfgang
364
Helpman, Elhanan
362
Diebold, Francis X.
343
Cremer, Helmuth
341
Broll, Udo
335
Svensson, Lars E. O.
333
Schneider, Friedrich
332
Shleifer, Andrei
332
Woodford, Michael
332
Glaeser, Edward L.
331
Aghion, Philippe
322
Kaplow, Louis
322
Konrad, Kai A.
321
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
311
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
19
School of Economics and Finance, Queen Mary
12
National Institute of Economic and Social Research
10
C.E.P.R. Discussion Papers
4
National Bureau of Economic Research
2
University of Cambridge / Department of Applied Economics
2
Department of Economics, European University Institute
1
Department of Economics, Leicester University
1
European University Institute / Department of Law
1
University of Cambridge / Faculty of Economics
1
more ...
less ...
Published in...
All
Working paper
51
Working Paper
34
Working Papers / School of Economics and Finance, Queen Mary
12
Discussion papers / National Institute of Economic and Social Research
10
Journal of econometrics
10
Bank of England Working Paper
9
Economics letters
9
Working papers / Bank of England
7
CAMA working paper series
6
CESifo Working Paper
6
CESifo working papers
6
Cambridge working papers in economics
6
International journal of forecasting
6
Discussion paper / Centre for Economic Policy Research
5
ECB Working Paper
5
Journal of applied econometrics
5
Staff working papers / Bank of England
5
CEPR Discussion Papers
4
Journal of empirical finance
4
Discussion papers / CEPR
3
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Journal of forecasting
3
Oxford bulletin of economics and statistics
3
Staff Report
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
DAE working paper
2
Discussion paper series / IZA
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IZA Discussion Paper
2
Journal of banking & finance
2
NBER working paper series
2
USC-INET Research Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
259
EconStor
44
RePEc
20
Showing
1
-
10
of
323
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
findings. Finally, we undertake an empirical investigation of α for the errors of the
CAPM
model and its Fama-French extensions …
Persistent link: https://www.econbiz.de/10011900761
Saved in:
2
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
3
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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
Alternative approaches to
estimation
and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
are analysed and insights from the
theory
of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
Saved in:
6
Alternative approaches to
estimation
and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
7
Alternative approaches to
estimation
and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
8
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
9
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
10
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:
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...
//-->