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subject:"Deutschland"
subject:"Forecasting model"
~person:"Kapetanios, George"
~subject:"ARCH model"
~subject:"Autoregressive approximation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Autoregressive approximation
Estimation theory
25
Schätztheorie
25
Time series analysis
9
Zeitreihenanalyse
9
Estimation
7
Regression analysis
7
Regressionsanalyse
7
Schätzung
7
Prognoseverfahren
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
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4
ARMA-Modell
4
Correlation
3
Korrelation
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Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
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2
Autokorrelation
2
CAPM
2
Confidence intervals
2
Forecasting
2
Großbritannien
2
IV-Schätzung
2
Induktive Statistik
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Instrumental variables
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Least squares method
2
Panel
2
Panel study
2
Statistical inference
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Statistischer Test
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Aufsatz in Zeitschrift
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English
8
Author
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Kapetanios, George
Francq, Christian
18
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Rahbek, Anders
8
Tsay, Ruey S.
8
Cai, Zongwu
7
Ling, Shiqing
7
Linton, Oliver
7
Swanson, Norman R.
7
Ardia, David
6
Baillie, Richard
6
Baltagi, Badi H.
6
Bauwens, Luc
6
Demetrescu, Matei
6
Kim, Donggyu
6
Lahiri, Kajal
6
Maheswaran, S.
6
Paolella, Marc S.
6
Peng, Liang
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, James W.
6
Chan, Ngai Hang
5
Fosten, Jack
5
Hafner, Christian M.
5
Horváth, Lajos
5
Koop, Gary
5
Krämer, Walter
5
Lechner, Michael
5
Lee, Ji Hyung
5
Li, Guodong
5
Luger, Richard
5
McAleer, Michael
5
McCracken, Michael W.
5
Rossi, Barbara
5
Shi, Yanlin
5
Sucarrat, Genaro
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Published in...
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International journal of forecasting
3
Econometric reviews
1
Economics letters
1
Journal of econometrics
1
Journal of empirical finance
1
The econometrics journal
1
Source
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ECONIS (ZBW)
8
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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
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:
3
Semiparametric sieve-type generalized least squares inference
Kapetanios, George
;
Psaradakis, Zacharias G.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 951-985
Persistent link: https://www.econbiz.de/10011590983
Saved in:
4
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:
5
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:
6
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:
7
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
8
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
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