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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E. (contributor);  … - 2008
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10003740322
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Block bootstrap and long memory
Kapetanios, George; Papailias, Fotis - 2011
bootstrap for fractional processes. -- Block Bootstrap ; Long memory ; Resampling ; Strong dependence …
Persistent link: https://www.econbiz.de/10009157629
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
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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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A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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Testing for exogeneity in nonlinear threshold models
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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A bootstrap procedure for panel datasets with many cross-sectional units
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403192
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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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Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920635