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DateTitle Authors
2003 Testing for ARCH in the presence of nonlinearity of unknow form in the conditional meanBlake, Andrew P. / Kapetanios, George
2003 Determining the stationarity properties of individual series in panel datasetsKapetanios, George
2004 How puzzling is the PPP puzzle? An alternative half-life measure of convergence to PPPChortareas, Georgios E. / Kapetanios, George
2003 Determining the poolability of individual series in panel datasetsKapetanios, George
2005 Statistical tests of the rank of a matrix and their applications in econometric modellingCamba-Mendez, Gonzalo / Kapetanios, George
2002 GLS detrending for nonlinear unit root testsKapetanios, George / Shin, Yongcheol
2006 Nonlinear models with strongly dependent processes and applications to forward premia and real exchange ratesBaillie, Richard / Kapetanios, George
2004 On testing for diagonality of large dimensional covariance matricesKapetanios, George
2005 Choosing the optimal set of instruments from large instrument setsKapetanios, George
2004 A new method for determining the number of factors in factor models with large datasetsKapetanios, George

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