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Kapetanios, George
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A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868040
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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3
Testing for exogeneity in nonlinear threshold models
Kapetanios, George
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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4
Nonlinear autoregressive models and long memory
Kapetanios, George
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
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5
Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
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6
A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
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7
A new nonparametric test of cointegration rank
Kapetanios, George
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
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8
Testing for neglected nonlinearity in long memory models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
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9
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
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10
Bootstrap statistical tests of rank determination for system identification
Camba-Méndez, Gonzalo
(
contributor
); …
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867136
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