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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Testing for a unit root against nonlinear star models
Kapetanios, George (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560092
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George; Pesaran, M. Hashem - In: The refinement of econometric estimation and test …, (pp. 239-281). 2007
Persistent link: https://www.econbiz.de/10003461881
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
The tensions between books and book markets as expressions of culture and books as products in profit-making businesses are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for books through laws concerning prices of books, grants...
Persistent link: https://www.econbiz.de/10002734112
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo (contributor);  … - 2008
Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for and estimate the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics...
Persistent link: https://www.econbiz.de/10003636063
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Nonlinear alternatives to unit root tests and public finances sustainability : some evidence from Latin American and Caribbean countries
Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 645-663
Persistent link: https://www.econbiz.de/10003759120
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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