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person:"Kapetanios, George"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~subject:"Estimation theory"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Kapetanios, George
Gao, Jiti
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
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2
Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo
-
2004
Persistent link: https://www.econbiz.de/10013434685
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3
Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434335
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4
Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434350
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