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type:"article"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Chen, Ye"
~person:"Kapetanios, George"
~source:"econis"
~type_genre:"Article in journal"
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Chen, Ye
Kapetanios, George
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Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
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2
Model selection criteria for factor-augmented regressions
Groen, Jan J. J.
;
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
1
,
pp. 37-63
Persistent link: https://www.econbiz.de/10009733530
Saved in:
3
Measuring conditional persistence in nonlinear time series
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
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