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person:"Kapetanios, George"
~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~person:"Dijk, Dick van"
~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
10
Forecasting model
5
Prognoseverfahren
5
Theorie
5
Theory
5
Structural break
4
Strukturbruch
4
Bayes-Statistik
3
Bayesian inference
3
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2
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2
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2
G7 countries
2
G7-Staaten
2
Nichtlineare Regression
2
Nonlinear regression
2
Schätzung
2
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2
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2
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2
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1960-2000
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1984-2001
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Asien
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Comparison
1
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Emerging economies
1
Frühindikator
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Heteroscedasticity
1
Heteroskedastizität
1
Index construction
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1
Industrial production
1
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English
10
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Kapetanios, George
Dijk, Dick van
McAleer, Michael
30
Franses, Philip Hans
28
Dijk, Herman K. van
9
Chang, Chia-Lin
8
Allen, David E.
7
Paap, Richard
7
Caporin, Massimiliano
5
Singh, Abhay Kumar
5
Asai, Manabu
3
Harvey, Andrew C.
3
Ravazzolo, Francesco
3
Strachan, Rodney W.
3
Trimbur, Thomas M.
3
Chan, Felix
2
Duc Hong Vo
2
Fok, Dennis
2
Groenen, Patrick J. F.
2
Hafner, Christian M.
2
Heij, Christiaan
2
Janssens, Eva
2
Legerstee, Rianne
2
Oxley, Les
2
Pooter, Michiel de
2
Powell, Robert
2
Anh The Vo
1
Bel, Koen
1
Bruijn, Bert de
1
Chen, Jinghui
1
Giordani, Paolo
1
Groot, Bert de
1
Ha Minh Nguyen
1
Hoornweg, Victor
1
Hyung, Namwon
1
Kobayashi, Masahito
1
Kohn, Robert
1
Ling, Shiqing
1
Medeiros, Marcelo C.
1
Ngoc Hoang Bui
1
Nguyen, Ha
1
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Econometrisch Instituut <Rotterdam>
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18
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quantf research Working Paper Series: WP09/2014
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ECONIS (ZBW)
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Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484195
Saved in:
2
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
3
Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco
;
Paap, Richard
;
Dijk, Dick van
; …
-
2006
Persistent link: https://www.econbiz.de/10003385036
Saved in:
4
Time series forecasting by principal covariate regression
Heij, Christiaan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003385047
Saved in:
5
A unified approach to nonlinearity, structural change and outliers
Giordani, Paolo
(
contributor
);
Kohn, Robert
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002673492
Saved in:
6
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
7
Does Africa grow slower than Asia and Latin America?
Paap, Richard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783539
Saved in:
8
Selecting a nonlinear time series model using weighted tests of equal forecast accuracy
Dijk, Dick van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783554
Saved in:
9
Forecasting industrial production with linear, nonlinear, and structural change models
Siliverstovs, Boriss
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783904
Saved in:
10
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
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