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A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P.
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contributor
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920635
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3
Bootstrap statistical tests of rank determination for system identification
Camba-Méndez, Gonzalo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867136
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4
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
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5
Testing for exogeneity in nonlinear threshold models
Kapetanios, George
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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6
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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7
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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