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On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan; Peel, David - In: Economics letters 90 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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Temporal aggregation of an estar process : some implications for purchasing power parity adjustment
Payá, Ivan; Peel, David - In: Journal of applied econometrics 21 (2006) 5, pp. 655-668
Persistent link: https://www.econbiz.de/10003360464
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Evaluating the properties of analysts' forecasts: a bootstrap approach
Clatworthy, Mark; Peel, David; Pope, Peter F. - In: The British accounting review : the journal of the … 39 (2007) 1, pp. 3-13
Persistent link: https://www.econbiz.de/10003439199
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Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
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A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George - In: The econometrics journal 11 (2008) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10003750840
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Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
Ioannidis, Christos; Peel, David - In: Economics letters 87 (2005) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10002837387
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Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004109
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191