//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
GLS detrending-based unit root...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
58
Theory
58
Forecasting model
37
Prognoseverfahren
37
Estimation theory
35
Schätztheorie
35
Time series analysis
34
Zeitreihenanalyse
34
Estimation
33
Schätzung
33
Panel
23
Panel study
23
Großbritannien
21
United Kingdom
21
VAR model
19
VAR-Modell
19
Regression analysis
16
Regressionsanalyse
16
Einheitswurzeltest
13
Unit root test
13
Factor analysis
12
Faktorenanalyse
12
Cointegration
11
Kointegration
11
Nichtlineare Regression
11
Nonlinear regression
11
Kaufkraftparität
10
Purchasing power parity
10
Inflation
9
Economic forecast
8
Statistical test
8
Statistischer Test
8
Wirtschaftsprognose
8
Autocorrelation
7
Autokorrelation
7
Bayes-Statistik
7
Bayesian inference
7
Neural networks
7
Neuronale Netze
7
Volatility
7
more ...
less ...
Online availability
All
Undetermined
51
Free
9
Type of publication
All
Article
152
Type of publication (narrower categories)
All
Article in journal
Working Paper
316
Arbeitspapier
205
Graue Literatur
196
Non-commercial literature
196
Aufsatz in Zeitschrift
152
Aufsatz im Buch
10
Book section
10
Conference paper
3
Konferenzbeitrag
3
research-article
3
Amtsdruckschrift
2
Government document
2
Article
1
more ...
less ...
Language
All
English
152
Author
All
Kapetanios, George
111
Shin, Yongcheol
50
Pesaran, M. Hashem
12
Baillie, Richard
10
Price, Simon
9
Greenwood-Nimmo, Matthew
8
Marcellino, Massimiliano
8
Chortareas, Georgios E.
7
Serlenga, Laura
7
Carriero, Andrea
6
Giraitis, Liudas
5
Kim, Minjoo
5
Labhard, Vincent
5
Yates, Anthony
5
Blake, Andrew P.
4
Papailias, Fotis
4
Theodoridis, Konstantinos
4
Cai, Charlie X.
3
Camba-Méndez, Gonzalo
3
Cho, Jin Seo
3
Dang, Viet Anh
3
Dendramis, Yiannis
3
Groen, Jan J. J.
3
Petrova, Katerina
3
Smith, Richard J.
3
Snell, Andy
3
Tzavalis, Elias
3
Ventouri, Alexia
3
Viet Hoang Nguyen
3
Caggiano, Giovanni
2
Chaleampong Kongcharoen
2
Cipollini, Andrea
2
Eklund, Jana
2
Faff, Robert W.
2
Friedman, Jerome H.
2
Galvão, Ana Beatriz C.
2
Garratt, Anthony
2
Lee, Kevin C.
2
Mastromarco, Camilla
2
Mitchell, James
2
more ...
less ...
Published in...
All
Economics letters
21
Journal of econometrics
21
Journal of applied econometrics
13
International journal of forecasting
12
Journal of empirical finance
7
Econometric theory
6
Oxford bulletin of economics and statistics
6
Econometric reviews
5
Journal of banking & finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The econometrics journal
5
Journal of economic dynamics & control
4
Journal of forecasting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic surveys
2
Journal of financial econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Abacus : a journal of accounting, finance and business studies
1
Computational economics
1
Covid economics : vetted and real-time papers
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International journal of empirical economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of financial markets
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of productivity analysis
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
National Institute economic review
1
Review of international economics
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
152
Showing
1
-
10
of
152
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
100
(
2008
)
3
,
pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Nonlinear mean reversion in real exchange rates
Chortareas, Georgios E.
;
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
77
(
2002
)
3
,
pp. 411-417
Persistent link: https://www.econbiz.de/10001711523
Saved in:
7
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
Saved in:
8
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
9
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
10
A residual-based test of the null of cointegration against the alternative of no cointegration
Shin, Yongcheol
- In:
Econometric theory
10
(
1994
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001163336
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->