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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
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Testing for exogeneity in nonlinear threshold models
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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Nonlinear autoregressive models and long memory
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
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The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George - In: Econometric theory 20 (2004) 4, pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
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A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10003262857
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Estimating deterministically time-varying variances in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808192
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Tests for deterministic parametric structural change in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808206
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Cluster analysis of panel datasets using non-standard optimisation of information criteria
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808285
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Choosing the optimal set of instruments from large instrument sets
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808309
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Variable selection using non-standard optimisation of information criteria
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808328