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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Kapetanios, George"
~person:"Xiao, Zhijie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
59
Schätztheorie
59
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25
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15
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15
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13
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Caporale, Guglielmo Maria
Kapetanios, George
Xiao, Zhijie
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Harvey, Andrew C.
17
Teräsvirta, Timo
17
Johansen, Søren
16
Taylor, Robert
16
Gao, Jiti
15
Linton, Oliver
15
Lütkepohl, Helmut
15
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14
Baillie, Richard
13
Hassler, Uwe
13
Perron, Pierre
13
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11
Mills, Terence C.
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Bollerslev, Tim
10
Engle, Robert F.
10
Koop, Gary
10
Zhu, Ke
10
Chan, Ngai Hang
9
Chen, Xiaohong
9
Granger, C. W. J.
9
Harvey, David I.
9
Hong, Yongmiao
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
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Lucas, André
9
McElroy, Tucker
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Nelson, Daniel B.
9
Stock, James H.
9
Sun, Yixiao
9
Watson, Mark W.
9
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Journal of econometrics
6
Applied economics letters
2
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Journal of the American Statistical Association : JASA
2
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1
Economics letters
1
International journal of forecasting
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
Journal of empirical finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
27
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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
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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