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GLS detrending for nonlinear unit root tests
Kapetanios, George
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867198
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2
A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
Saved in:
3
Nonlinear autoregressive models and long memory
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
Saved in:
4
Testing for cointegration in nonlinear STAR error correction models
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867713
Saved in:
5
Unit root tests in three-regime SETAR models
Kapetanios, George
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868095
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6
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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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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8
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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9
A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670
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10
Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867176
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