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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

Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters

Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - 2012

Persistent link: https://www.econbiz.de/10009559829

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