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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~person:"Kapetanios, George"
~subject:"Time series analysis"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Time series analysis
Estimation theory
25
Schätztheorie
25
Zeitreihenanalyse
9
Estimation
7
Regression analysis
7
Regressionsanalyse
7
Schätzung
7
Forecasting model
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Prognoseverfahren
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Article in journal
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Kapetanios, George
Linton, Oliver
41
Phillips, Peter C. B.
39
Li, Qi
36
Gao, Jiti
27
Su, Liangjun
24
Chen, Xiaohong
20
Florens, Jean-Pierre
19
Cai, Zongwu
18
Harvey, Andrew C.
18
Kumbhakar, Subal
18
Leybourne, Stephen James
18
Racine, Jeffrey
18
Chen, Songnian
17
Parmeter, Christopher F.
17
Robinson, Peter M.
17
Xiao, Zhijie
17
Escanciano, Juan Carlos
16
Li, Degui
16
Lütkepohl, Helmut
16
Simar, Léopold
16
Sun, Yiguo
16
Taylor, Robert
16
Teräsvirta, Timo
16
Ullah, Aman
16
Tsionas, Efthymios G.
15
Johansen, Søren
14
White, Halbert
14
Chambers, Marcus J.
13
Fan, Jianqing
13
Hassler, Uwe
13
Horowitz, Joel
13
Perron, Pierre
13
Baillie, Richard
12
Henderson, Daniel J.
12
Hoderlein, Stefan
11
Lewbel, Arthur
11
Newey, Whitney K.
11
Otsu, Taisuke
11
Hsiao, Cheng
10
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International journal of forecasting
3
Journal of econometrics
3
Econometric reviews
2
Econometric theory
1
Economics letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
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ECONIS (ZBW)
14
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
3
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:
4
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
5
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:
6
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
7
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
8
Inference on stochastic time-varying coefficient models
Giraitis, Liudas
;
Kapetanios, George
;
Yates, Anthony
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
Saved in:
9
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:
10
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
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