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Fiscal readjustment in the United States : a nonlinear time-series analysis

Cipollini, Andrea; Fattouh, Bassam; Muratidēs, Kōstas - In: Economic inquiry : journal of the Western Economic … 47 (2009) 1, pp. 34-54

Persistent link: https://www.econbiz.de/10003821064

Model selection in threshold models

Kapetanios, George - 1999

Persistent link: https://www.econbiz.de/10001387305

Threshold models for trended time series

Kapetanios, George - 1999

Persistent link: https://www.econbiz.de/10001387307

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

Nonlinear models for strongly dependent processes with financial applications

Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71

Persistent link: https://www.econbiz.de/10003783785

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

Nonlinear autoregressive models and long memory

Kapetanios, George - In: Economics letters 91 (2006) 3, pp. 360-368

Persistent link: https://www.econbiz.de/10003333633

Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean

Blake, Andrew P.; Kapetanios, George - In: Journal of econometrics 137 (2007) 2, pp. 472-488

Persistent link: https://www.econbiz.de/10003441933

A nonlinear panel model of cross-sectional dependence

Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010

This paper proposes a new panel model of cross-sectional dependence. The model has a number of potential structural interpretations that relate to economic phenomena such as herding in financial markets. On an econometric level it provides a flexible approach to the modelling of interactions...

Persistent link: https://www.econbiz.de/10008728710

Testing for neglected nonlinearity in long-memory models

Baillie, Richard; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461

Persistent link: https://www.econbiz.de/10003566060