Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
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
Estimating the rank of the spe...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Estimation theory
5
Schätztheorie
5
Forecasting model
4
Prognoseverfahren
4
Großbritannien
3
Time series analysis
3
United Kingdom
3
VAR model
3
VAR-Modell
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Einheitswurzeltest
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Inflation
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Unit root test
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
1960-2000
1
1995-2004
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Bank
1
Bank lending
1
Bank loan pricing
1
Bipower variation
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Undetermined
15
Author
All
Kapetanios, George
30
Shin, Yongcheol
5
Blake, Andrew P.
4
Price, Simon
4
Camba-Méndez, Gonzalo
3
Atak, Alev
2
Camba-Mendez, Gonzalo
2
Chortareas, Georgios E.
2
Labhard, Vincent
2
Marcellino, Massimiliano
2
Cipollini, Andrea
1
Maule, Becky
1
Millard, Stephen
1
Mongelli, Francesco Paolo
1
Petrova, Katerina
1
Theodoridis, Konstantinos
1
Young, Garry
1
Zikes, Filip
1
more ...
less ...
Published in...
All
Economics letters
Working Paper
87
Working paper
87
Working Papers / School of Economics and Finance, Queen Mary
78
Bank of England Working Paper
19
ECB Working Paper
19
Journal of econometrics
18
International journal of forecasting
16
Working papers / Bank of England
16
Bank of England working papers
15
Journal of applied econometrics
15
Working paper series / European Central Bank
15
Economics Letters
14
Discussion papers / National Institute of Economic and Social Research
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
CESifo Working Paper
10
Discussion paper / Centre for Economic Policy Research
10
Journal of Applied Econometrics
9
Journal of banking & finance
9
Oxford bulletin of economics and statistics
9
Staff working papers / Bank of England
9
Studies in Nonlinear Dynamics & Econometrics
9
The econometrics journal
9
CEPR Discussion Papers
8
Journal of forecasting
8
CAMA working paper series
7
CESifo working papers
7
Econometric theory
7
Journal of Time Series Analysis
7
Working paper series / European Central Bank ; Eurosystem
7
Cambridge working papers in economics
6
Computational Statistics & Data Analysis
6
Econometric reviews
6
Journal of empirical finance
6
Working Paper Series / European Central Bank
6
CAMA Working Paper
5
CESifo Working Paper Series
5
Journal of Business & Economic Statistics
5
Journal of Econometrics
5
Journal of economic dynamics & control
5
more ...
less ...
Source
All
ECONIS (ZBW)
20
OLC EcoSci
15
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional forecasts on SVAR models using the Kalman filter
Camba-Méndez, Gonzalo
- In:
Economics letters
115
(
2012
)
3
,
pp. 376-378
Persistent link: https://www.econbiz.de/10009632391
Saved in:
2
Filtered least squares and measurement error
Blake, Andrew P.
;
Camba-Mendez, Gonzalo
- In:
Economics letters
59
(
1998
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10006789278
Saved in:
3
Filtered least squares and measurement error
Blake, Andrew P.
- In:
Economics letters
59
(
1998
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001241449
Saved in:
4
Conditional forecasts on SVAR models using the Kalman filter
Camba-Mendez, Gonzalo
- In:
Economics letters
115
(
2012
)
3
,
pp. 376-379
Persistent link: https://www.econbiz.de/10009967232
Saved in:
5
Risk aversion and bank loan pricing
Camba-Méndez, Gonzalo
;
Mongelli, Francesco Paolo
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606830
Saved in:
6
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
- In:
Economics letters
72
(
2001
)
2
,
pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
Saved in:
7
A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George
- In:
Economics letters
79
(
2003
)
3
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
Saved in:
8
Small sample properties of the conditional least squares estimator in SETAR models
Kapetanios, George
- In:
Economics letters
69
(
2000
)
3
,
pp. 267-276
Persistent link: https://www.econbiz.de/10001525568
Saved in:
9
A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
- In:
Economics letters
85
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
Saved in:
10
Nonlinear autoregressive models and long memory
Kapetanios, George
- In:
Economics letters
91
(
2006
)
3
,
pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
