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Nonlinear autoregressive model...
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Nonlinear autoregressive models and long memory
Kapetanios, George
- In:
Economics letters
91
(
2006
)
3
,
pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
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6
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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7
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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8
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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9
A test for serial dependence using neural networks
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003564910
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10
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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