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person:"Kapetanios, George"
~subject:"Cointegration"
~subject:"Monte Carlo simulation"
~type_genre:"Graue Literatur"
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Kapetanios, George
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
37
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16
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15
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ECONIS (ZBW)
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Time-varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2019
Persistent link: https://www.econbiz.de/10011996512
Saved in:
2
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
3
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561176
Saved in:
4
Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434335
Saved in:
5
Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo
-
2001
Persistent link: https://www.econbiz.de/10013434350
Saved in:
6
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
7
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
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