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~subject:"Multivariate analysis"
~type_genre:"Non-commercial literature"
~person:"Kapetanios, George"
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Multivariate analysis
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Kapetanios, George
McAleer, Michael
16
Domański, Czesław
15
Greenacre, Michael J.
13
Schmid, Wolfgang
13
Rombouts, Jeroen V. K.
12
Croux, Christophe
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Hallin, Marc
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9
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7
Gil-Alaña, Luis A.
7
Hecq, Alain W. J.
7
Marcellino, Massimiliano
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Asai, Manabu
6
Carriero, Andrea
6
Herwartz, Helmut
6
Koopman, Siem Jan
6
Ledoit, Olivier
6
Savaglio, Ernesto
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Sibbertsen, Philipp
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Wolf, Michael
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Hansen, Peter Reinhard
5
Jajuga, Krzysztof
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Lovcha, Yuliya
5
Okhrin, Ostap
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Sentana, Enrique
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Teräsvirta, Timo
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Velden, Michel van de
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Allen, David E.
4
Amengual, Dante
4
Barndorff-Nielsen, Ole E.
4
Bauwens, Luc
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Bodnar, Olha
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Bodnar, Taras
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ECONIS (ZBW)
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1
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
2
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003897081
Saved in:
3
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003887159
Saved in:
4
Forecasting large datasets with reduced rank multivariate models
Carriero, Andrea
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564869
Saved in:
5
Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434335
Saved in:
6
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
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