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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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2
A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868040
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3
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
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A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
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A new nonparametric test of cointegration rank
Kapetanios, George
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
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Testing for neglected nonlinearity in long memory models
Kapetanios, George
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
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Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
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9
Testing for structural breaks in nonlinear dynamic models using artificial neural network approximations
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867146
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10
Unit root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, George
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867157
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