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person:"Pestieau, Pierre"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~isPartOf:"Working paper"
~person:"Kapetanios, George"
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Pestieau, Pierre
Kapetanios, George
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ECONIS (ZBW)
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11
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
12
The elusive persistence : wage and price rigidities, the Phillips curve, and inflation dynamics
Tsoukis, Christopher
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564851
Saved in:
13
A test for serial dependence using neural networks
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003564910
Saved in:
14
Nonlinear models with strongly dependent processes and applications to forward premia and real exchange rates
Baillie, Richard
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370465
Saved in:
15
Panels with nonstationary multifactor error structures
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370477
Saved in:
16
Stochastic volatility driven by large shocks
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370484
Saved in:
17
Forecasting using Bayesian and information theoretic model averaging : an application to UK inflation
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370498
Saved in:
18
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003262868
Saved in:
19
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
20
A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003262857
Saved in:
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