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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
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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