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person:"Kapetanios, George"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Working papers / Bank of England"
~person:"Mumtaz, Haroon"
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Search: subject_exact:"Time series analysis"
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Time series analysis
9
Zeitreihenanalyse
9
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5
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4
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4
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4
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4
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1948-2007
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Kapetanios, George
Mumtaz, Haroon
Maravall Herrero, Agustín
15
Gómez, Víctor
8
Maravall, Agustín
8
Gil-Alaña, Luis A.
7
Franses, Philip Hans
6
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5
Haldrup, Niels
5
Harvey, David I.
5
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5
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5
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4
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4
Johansen, Søren
4
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4
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4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Hindrayanto, Irma
2
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2
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2
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2
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2
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16
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8
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5
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4
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1
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ECONIS (ZBW)
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1
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
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
Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Barnett, Alina
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2012
Persistent link: https://www.econbiz.de/10009559829
Saved in:
5
Labor market dynamics : a time-varying analysis
Mumtaz, Haroon
;
Zanetti, Francesco
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10011383880
Saved in:
6
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:
7
Measuring conditional persistence in nonlinear time series
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
Saved in:
8
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003378760
Saved in:
9
The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10002069702
Saved in:
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