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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
Saved in:
2
Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322842
Saved in:
3
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
Saved in:
4
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
5
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
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6
Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003475296
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7
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671721
Saved in:
8
A nonlinear panel data model of cross-sectional dependence
Mitchell, James
;
Kapetanios, George
;
Shin, Yongcheol
-
2012
Persistent link: https://www.econbiz.de/10009545977
Saved in:
9
Generalised density forecast combinations
Fawcett, Nicholas
;
Kapetanios, George
;
Mitchell, James
; …
-
2014
Persistent link: https://www.econbiz.de/10010356906
Saved in:
10
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
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