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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

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

Testing for strict stationarity

Kapetanios, George (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475291

Sieve bootstrap for strongly dependent stationary processes

Kapetanios, George (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003262868

Measuring conditional persistence in time series

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867244

The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868157

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

Kapetanios, George (contributor); Yates, Anthony (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403100

Testing for neglected nonlinearity in long memory models

Baillie, Richard (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808664

Statistical tests of the rank of a matrix and their applications in econometric modelling

Camba-Méndez, Gonzalo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002846232

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