//--> //--> //--> //-->
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
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~language:"eng"
~person:"Kapetanios, George"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Estimation theory
6
Schätztheorie
6
Cointegration
3
Einheitswurzeltest
3
Estimation
3
Forecasting model
3
Großbritannien
3
Kointegration
3
Prognoseverfahren
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Unit root test
3
United Kingdom
3
Autocorrelation
2
Autokorrelation
2
Factor analysis
2
Faktorenanalyse
2
Inflation
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Multivariate Analyse
2
Multivariate analysis
2
Neural networks
2
Neuronale Netze
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1960-2000
1
1995-2004
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
22
Language
All
English
Author
All
Kapetanios, George
Phillips, Peter C. B.
73
Peel, David
33
Hahn, Jinyong
32
Linton, Oliver
29
Taylor, Robert
29
Stark, Oded
28
Krämer, Walter
27
Leybourne, Stephen James
25
Li, Qi
24
Baltagi, Badi H.
23
Schmitz, Patrick W.
23
Stengos, Thanasēs
23
Wooldridge, Jeffrey M.
23
Jong, Robert M. de
21
Lee, Lung-fei
21
Saikkonen, Pentti
21
Lütkepohl, Helmut
19
Shin, Dong-wan
19
Florens, Jean-Pierre
18
Kumbhakar, Subal
18
Otsu, Taisuke
18
Su, Liangjun
18
Xiao, Zhijie
18
Anatolyev, Stanislav
17
Egger, Peter
17
Han, Chirok
17
Hassler, Uwe
17
Perron, Pierre
17
Horváth, Lajos
16
Shogren, Jason F.
16
Wang, Qiying
16
White, Halbert
16
Lambertini, Luca
15
Moon, Hyungsik Roger
15
Smith, Vincent Kerry
15
Sutter, Matthias
15
Tran-van-Hoa
15
Ullah, Aman
15
Abadir, Karim Maher
14
more ...
less ...
Published in...
All
Econometric theory
Economics letters
Journal of econometrics
14
International journal of forecasting
11
Journal of applied econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
6
Oxford bulletin of economics and statistics
5
Econometric reviews
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of forecasting
4
The econometrics journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Covid economics : vetted and real-time papers
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
National Institute economic review
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis
;
Giraitis, Liudas
;
Kapetanios, George
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
4
A new summary measure of inflation expectations
Kapetanios, George
;
Maule, Becky
;
Young, Garry
- In:
Economics letters
149
(
2016
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011620132
Saved in:
5
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George
;
Price, Simon
;
Theodoridis, Konstantinos
- In:
Economics letters
136
(
2015
),
pp. 237-242
Persistent link: https://www.econbiz.de/10011436166
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
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
8
Testing for exogeneity in threshold models
Kapetanios, George
- In:
Econometric theory
26
(
2010
)
1
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
Saved in:
9
Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
Kapetanios, George
;
Blake, Andrew P.
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1363-1397
Persistent link: https://www.econbiz.de/10008662665
Saved in:
10
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
100
(
2008
)
3
,
pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->