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Testing for strict stationarity in financial variables
Kapetanios, George - In: Journal of banking & finance 33 (2009) 12, pp. 2346-2362
Persistent link: https://www.econbiz.de/10003905582
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
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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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Testing for exogeneity in threshold models
Kapetanios, George - In: Econometric theory 26 (2010) 1, pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
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A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409
Persistent link: https://www.econbiz.de/10008736170
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Estimating deterministically time-varying variances in regression models
Kapetanios, George - In: Economics letters 97 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
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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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Cluster analysis of panel data sets using non-standard optimisation of information criteria
Kapetanios, George - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1389-1408
Persistent link: https://www.econbiz.de/10003349922
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10002215537