//--> //--> //--> //-->
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"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Tauchen, George Eugene"
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
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
14
Zeitreihenanalyse
14
Estimation
7
Estimation theory
7
Schätztheorie
7
Schätzung
7
Forecasting model
5
Prognoseverfahren
5
Volatility
5
Volatilität
5
Börsenkurs
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
High-frequency data
3
Stochastic volatility
3
Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Capital income
2
Forecasting
2
Kapitaleinkommen
2
Kaufkraftparität
2
Martingal
2
Martingale
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Purchasing power parity
2
Recent and ongoing structural change
2
Robust statistics
2
Robustes Verfahren
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
Structural break
2
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Article
10
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
14
Author
All
Kapetanios, George
Tauchen, George Eugene
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Park, Joon Y.
9
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Bollerslev, Tim
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
Elliott, Graham
5
Fan, Jianqing
5
more ...
less ...
Published in...
All
Journal of econometrics
Working papers / Bank of England
Working paper
15
ERID working paper
6
Bank of England Working Paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Staff working papers / Bank of England
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CAMA working paper series
2
CESifo working papers
2
CREATES research paper
2
Discussion papers / CEPR
2
ECB Working Paper
2
Economics letters
2
Journal of applied econometrics
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
Working paper series economics and econometrics
2
CESifo Working Paper
1
CESifo Working Paper Series
1
Cambridge working papers in economics
1
Cardiff economics working papers
1
Computation and estimation in finance and economics
1
DAE working paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
EUI working paper / ECO
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FRB of New York Staff Report
1
Finance and economics discussion series
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
2
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010356917
Saved in:
3
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
4
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
5
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
6
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
7
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:
8
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
9
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas
;
Kapetanios, George
;
Price, Simon
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
Saved in:
10
Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
-
2004
Persistent link: https://www.econbiz.de/10002434393
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->