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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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A test for serial dependence using neural networks
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564910
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Testing for exogeneity in nonlinear threshold models
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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Nonlinear autoregressive models and long memory
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
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A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10003262857
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Estimating deterministically time-varying variances in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808192
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Tests for deterministic parametric structural change in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808206