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Kapetanios, G.
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A new nonparametric test of cointegration rank
Kapetanios, George
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
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72
Testing for neglected nonlinearity in long memory models
Kapetanios, George
(
contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
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73
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
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74
Testing for structural breaks in nonlinear dynamic models using artificial neural network approximations
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867146
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75
Unit root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867157
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76
Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867176
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77
A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
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78
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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79
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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80
A note on an iterative least squares estimation method for ARMA and VARMA models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867275
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