Similar Search Results - EconBiz

Measuring conditional persistence in nonlinear time series

Kapetanios, George - In: Oxford bulletin of economics and statistics 69 (2007) 3, pp. 363-386

Persistent link: https://www.econbiz.de/10003467586

The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests

Chortareas, Georgios E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003378760

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012

An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...

Persistent link: https://www.econbiz.de/10009488893

Bandwidth selection by cross-validation for forecasting long memory financial time series

Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143

Persistent link: https://www.econbiz.de/10011300500

Level shifts in stock returns driven by large shocks

Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51

Persistent link: https://www.econbiz.de/10011300506

Adaptive forecasting in the presence of recent and ongoing structural change

Giraitis, Liudas; Kapetanios, George; Price, Simon - 2014

Persistent link: https://www.econbiz.de/10010356917

Estimating time-varying DSGE models using minimum distance methods

Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2014

Persistent link: https://www.econbiz.de/10010411466

Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models

Kapetanios, George; Yates, Anthony - 2004

Persistent link: https://www.econbiz.de/10002434393

The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests

Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10002069702

A new approach for detecting shifts in forecast accuracy

Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - 2018

Persistent link: https://www.econbiz.de/10011916442

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