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A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
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92
Measuring conditional persistence in time series
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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93
Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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94
A note on an iterative least squares estimation method for ARMA and VARMA models
Kapetanios, George
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867275
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95
Determining the poolability of individual series in panel datasets
Kapetanios, George
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
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96
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
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97
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
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98
A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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99
Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George
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contributor
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- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
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2003
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100
A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
-
1999
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[Elektronische Ressource]
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