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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003320261
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322842
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Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series
Kapetanios, George; Tzavalis, Elias - In: Nonlinear time series analysis of business cycles, (pp. 175-198). 2006
Persistent link: https://www.econbiz.de/10003309355
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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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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003475296
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671721
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A nonlinear panel data model of cross-sectional dependence
Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012
Persistent link: https://www.econbiz.de/10009545977
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Generalised density forecast combinations
Fawcett, Nicholas; Kapetanios, George; Mitchell, James; … - 2014
Persistent link: https://www.econbiz.de/10010356906
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654