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person:"Kapetanios, George"
~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Canova, Fabio"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"USA"
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Kapetanios, George
Canova, Fabio
Gupta, Rangan
Koopman, Siem Jan
Maravall Herrero, Agustín
Franses, Philip Hans
2
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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:
2
The time-series properties of the risk premium in the yen-dollar exchange market
Canova, Fabio
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10001107424
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