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Unit root testing against the alternative hypothesis of up to m structural breaks

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867157

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

A test of m structural breaks under the unit root hypothesis

Kapetanios, George (contributor) - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001558145

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

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2008

Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...

Persistent link: https://www.econbiz.de/10003740322

Kapetanios, George; Shin, Yongcheol - In: Economics letters 100 (2008) 3, pp. 377-380

Persistent link: https://www.econbiz.de/10003768791

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

The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests

Chortareas, Georgios E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003378760

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

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