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Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T.
- In:
Economics letters
13
(
1983
)
2/3
,
pp. 201-206
Persistent link: https://www.econbiz.de/10001855574
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2
Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Economics letters
171
(
2018
),
pp. 218-221
Persistent link: https://www.econbiz.de/10012021807
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3
Nonlinear autoregressive models and long memory
Kapetanios, George
- In:
Economics letters
91
(
2006
)
3
,
pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
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4
Estimating deterministically time-varying variances in regression models
Kapetanios, George
- In:
Economics letters
97
(
2007
)
2
,
pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
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5
A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
- In:
Economics letters
85
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
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6
Small sample properties of the conditional least squares estimator in SETAR models
Kapetanios, George
- In:
Economics letters
69
(
2000
)
3
,
pp. 267-276
Persistent link: https://www.econbiz.de/10001525568
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7
A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George
- In:
Economics letters
79
(
2003
)
3
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
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8
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
- In:
Economics letters
72
(
2001
)
2
,
pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
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9
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
100
(
2008
)
3
,
pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
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10
Forecasting using predictive likelihood model averaging
Kapetanios, George
;
Labhard, Vincent
;
Price, Simon
- In:
Economics letters
91
(
2006
)
3
,
pp. 373-379
Persistent link: https://www.econbiz.de/10003333638
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