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:"Journal of econometrics"
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
Forecasting UK inflation botto...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Time series analysis
5
Zeitreihenanalyse
5
Estimation theory
4
Factor analysis
4
Faktorenanalyse
4
Forecasting model
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Nichtlineare Regression
4
Nonlinear regression
4
Panel
4
Panel study
4
Prognoseverfahren
4
Schätztheorie
4
Factor models
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
Cross-section analysis
2
Einheitswurzeltest
2
Forecasting
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Querschnittsanalyse
2
Statistical error
2
Statistischer Fehler
2
Unit root test
2
ARMA model
1
ARMA-Modell
1
Application to stock returns and inflation
1
Asymptotic contraction mapping
1
Autoregressive processes
1
Bayes-Statistik
1
Bayesian VARs
1
Bayesian inference
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Undetermined
6
Author
All
Kapetanios, George
18
Shin, Yongcheol
4
Pesaran, M. Hashem
3
Baillie, Richard T.
2
Blake, Andrew P.
2
Giraitis, Liudas
2
Kapetanios, G.
2
Marcellino, Massimiliano
2
Mitchell, James
2
Price, Simon
2
Snell, Andy
2
Baillie, Richard
1
Carriero, Andrea
1
Dias, Gustavo Fruet
1
Fawcett, N.
1
Giraitis, Luidas
1
Pagan, A.
1
Pagan, Adrian R.
1
Reese, S.
1
Scott, A.
1
Scott, Andrew
1
Serlenga, Laura
1
Yamagata, T.
1
Yamagata, Takashi
1
Yates, Anthony
1
more ...
less ...
Published in...
All
Journal of econometrics
Working Paper
87
Working paper
87
Working Papers / School of Economics and Finance, Queen Mary
78
Economics letters
33
Kieler Konjunkturberichte
30
Bank of England Working Paper
26
Kiel Institute economic outlook
21
International journal of forecasting
19
Staff working papers / Bank of England
17
ECB Working Paper
16
Working papers / Bank of England
16
Bank of England working papers
15
Journal of applied econometrics
14
Economics Letters
13
CESifo Working Paper
12
Discussion papers / National Institute of Economic and Social Research
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
IfW-Box
10
Journal of banking & finance
10
Discussion paper / Centre for Economic Policy Research
9
Oxford bulletin of economics and statistics
9
Studies in Nonlinear Dynamics & Econometrics
9
The econometrics journal
9
CESifo working papers
8
Econometric theory
8
Journal of Applied Econometrics
8
Journal of Econometrics
8
Journal of empirical finance
8
Working paper series / European Central Bank
8
CAMA working paper series
7
CEPR Discussion Papers
7
Journal of Time Series Analysis
7
Cambridge Working Papers in Economics
6
Cambridge working papers in economics
6
Computational Statistics & Data Analysis
6
Econometric reviews
6
Journal of economic dynamics & control
6
Journal of forecasting
6
Working Paper Series / European Central Bank
6
more ...
less ...
Source
All
ECONIS (ZBW)
14
OLC EcoSci
6
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
2
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
3
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
4
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
5
Making a match : combining theory and evidence in policy-oriented macroeconomic modeling
Kapetanios, George
;
Pagan, Adrian R.
;
Scott, Andrew
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 565-594
Persistent link: https://www.econbiz.de/10003412676
Saved in:
6
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
7
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.
;
Kapetanios, George
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 472-488
Persistent link: https://www.econbiz.de/10003441933
Saved in:
8
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
Saved in:
9
Generalised density forecast combinations
Kapetanios, George
;
Mitchell, James
;
Price, Simon
; …
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 150-165
Persistent link: https://www.econbiz.de/10011500286
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
