Narrow search
Showing 31 - 40 of 107
Cover Image
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas; Kapetanios, George; Price, Simon - In: Journal of econometrics 177 (2013) 2, pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
Cover Image
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet; Kapetanios, George - 2014
Persistent link: https://www.econbiz.de/10010419000
Cover Image
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2014
Persistent link: https://www.econbiz.de/10010411466
Cover Image
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Cover Image
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas; Kapetanios, George; Price, Simon - 2012
Persistent link: https://www.econbiz.de/10009561176
Cover Image
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015
Following Giraitis, Kapetanios, and Yates (2014b), this paper uses kernel methods to estimate a seven variable time …
Persistent link: https://www.econbiz.de/10011405253
Cover Image
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
Cover Image
Statistical tests of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846232
Cover Image
Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George (contributor); Yates, Anthony (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403100
Cover Image
Testing for neglected nonlinearity in long memory models
Baillie, Richard (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808664