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Testing for government intertemporal solvency : a smooth transition error correction model approach

Cipollini, Andrea - In: The Manchester School 69 (2001) 6, pp. 643-655

Persistent link: https://www.econbiz.de/10001625394

The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion

Kapetanios, George - In: Econometric theory 20 (2004) 4, pp. 735-742

Persistent link: https://www.econbiz.de/10002163092

A note on joint estimation of common cycles and common trends in nonstationary multivariate systems

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001866987

A new nonparametric test of cointegration rank

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867121

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

Information criteria, model selection uncertainty and the determination of cointegration rank

Kapetanios, George (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560104

Unit root tests in three-regime SETAR models

Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278

Persistent link: https://www.econbiz.de/10003352022

Panels with nonstationary multifactor error structures

Kapetanios, George (contributor); … - 2006

The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models. Recently work by Pesaran (2006) has suggested a method which makes use of cross-sectional averages to provide valid inference for stationary panel regressions with multifactor error...

Persistent link: https://www.econbiz.de/10003355571

Testing for cointegration in nonlinear smooth transition error correction models

Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303

Persistent link: https://www.econbiz.de/10003301237

Panels with nonstationary multifactor error structures

Kapetanios, George (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003360302