//--> //--> //--> //-->
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
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
104
Zeitreihenanalyse
104
Forecasting model
37
Prognoseverfahren
37
Theorie
37
Theory
37
Estimation theory
32
Schätztheorie
32
Estimation
26
Schätzung
26
VAR model
15
VAR-Modell
15
Structural break
14
Strukturbruch
14
USA
13
United States
13
Regression analysis
12
Börsenkurs
11
Kaufkraftparität
11
Nichtlineare Regression
11
Nonlinear regression
11
Purchasing power parity
11
Regressionsanalyse
11
Share price
11
Cross-section analysis
10
Querschnittsanalyse
10
Bayes-Statistik
9
Bayesian inference
9
Correlation
9
Korrelation
9
Autocorrelation
8
Autokorrelation
8
Einheitswurzeltest
8
Factor analysis
8
Faktorenanalyse
8
Großbritannien
8
Unit root test
8
United Kingdom
8
Cointegration
7
Kointegration
7
more ...
less ...
Online availability
All
Free
61
Undetermined
13
Type of publication
All
Book / Working Paper
80
Article
26
Type of publication (narrower categories)
All
Arbeitspapier
45
Working Paper
45
Graue Literatur
44
Non-commercial literature
44
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
106
Author
All
Kapetanios, George
Gil-Alaña, Luis A.
332
Caporale, Guglielmo Maria
257
Phillips, Peter C. B.
237
Franses, Philip Hans
215
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
112
Pesaran, M. Hashem
111
Koop, Gary
102
Sibbertsen, Philipp
102
Harvey, Andrew C.
100
Watson, Mark W.
93
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
87
Härdle, Wolfgang
84
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
81
Dijk, Herman K. van
79
Marcellino, Massimiliano
78
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Diebold, Francis X.
67
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
4
Federal Reserve Bank of New York
2
European University Institute / Department of Law
1
National Institute of Economic and Social Research
1
Published in...
All
Working paper
15
Bank of England Working Paper
5
Journal of econometrics
4
Working papers / Bank of England
4
Econometric reviews
3
International journal of forecasting
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
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
CESifo Working Paper
1
CESifo Working Paper Series
1
CREATES research paper
1
Cambridge working papers in economics
1
Cardiff economics working papers
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FRB of New York Staff Report
1
IZA Discussion Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Nonlinear time series analysis of business cycles
1
Staff reports / Federal Reserve Bank of New York
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
104
RePEc
2
Showing
101
-
106
of
106
Sort
Relevance
Date (newest first)
Date (oldest first)
101
A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
Saved in:
102
Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George
(
contributor
);
Yates, Anthony
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403100
Saved in:
103
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
Saved in:
104
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
Saved in:
105
Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Saved in:
106
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->