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~language:"eng"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gao, Jiti"
~person:"Kapetanios, George"
~person:"Lien, Da-hsiang Donald"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Bahmani-Oskooee, Mohsen
Gao, Jiti
Kapetanios, George
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Gil-Alaña, Luis A.
177
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87
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75
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61
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ECONIS (ZBW)
76
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51
On the relation between currency depreciation and domestic consumption
Bahmani-Oskooee, Mohsen
;
Hajilee, Massomeh
- In:
Economia internazionale
65
(
2012
)
4
,
pp. 503-512
Persistent link: https://www.econbiz.de/10009690190
Saved in:
52
Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni
;
Kapetanios, George
;
Labhard, Vincent
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
Saved in:
53
A procedure for testing Granger causality of infinite order
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
International journal of business and economics
10
(
2011
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10009553961
Saved in:
54
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi
;
Gao, Jiti
- In:
Econometric theory
27
(
2011
)
4
,
pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
Saved in:
55
Specification testing in nonlinear time series with long-range dependence
Gao, Jiti
;
Wang, Qiying
;
Yin, Jiying
- In:
Econometric theory
27
(
2011
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
Saved in:
56
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
57
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
58
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
59
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
60
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
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