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Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta (contributor); Giraitis, Liudas (contributor) - 2006
Persistent link: https://www.econbiz.de/10003281588
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Nonstationarity-extended local Whittle estimation
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10003571465
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Model selection in threshold models
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387305
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Threshold models for trended time series
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387307
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Nonlinear autoregressive models and long memory
Kapetanios, George - In: Economics letters 91 (2006) 3, pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
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Testing for exogeneity in nonlinear threshold models
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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Nonlinear autoregressive models and long memory
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
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Threshold models for trended time series
Kapetanios, George - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
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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
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Testing for neglected nonlinearity in long memory models
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128