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Threshold models for trended time series
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387307
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Measuring conditional persistence in nonlinear time series
Kapetanios, George - In: Oxford bulletin of economics and statistics 69 (2007) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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A test for serial dependence using neural networks
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564910
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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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Measuring conditional persistence in time series
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
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A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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A test of m structural breaks under the unit root hypothesis
Kapetanios, George (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo (contributor);  … - 2008
Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for and estimate the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics...
Persistent link: https://www.econbiz.de/10003636063