Narrow search
Showing 1 - 9 of 9
Cover Image
Regression model fitting with a long memory covariate process
Koul, Hira L.; Baillie, Richard; Surgailis, Donatas - In: Econometric theory 20 (2004) 3, pp. 485-512
Persistent link: https://www.econbiz.de/10002068220
Cover Image
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas - In: Econometric theory 20 (2004) 3, pp. 485-512
Persistent link: https://www.econbiz.de/10006963727
Cover Image
Testing for exogeneity in threshold models
Kapetanios, George - In: Econometric theory 26 (2010) 1, pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
Cover Image
The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George - In: Econometric theory 20 (2004) 4, pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
Cover Image
Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
Kapetanios, George; Blake, Andrew P. - In: Econometric theory 26 (2010) 5, pp. 1363-1397
Persistent link: https://www.econbiz.de/10008662665
Cover Image
Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
Cover Image
Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis; Giraitis, Liudas; Kapetanios, George - In: Econometric theory 37 (2021) 6, pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
Cover Image
THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION
Kapetanios, George - In: Econometric theory 20 (2004) 4, pp. 735-742
Persistent link: https://www.econbiz.de/10006962880
Cover Image
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10006955253