Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Browsing All of EconStor by Author Kapetanios, George
Jump to a point in the index:
(Choose year)
2024
2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1985
1980
1975
1970
1960
1950
Or type in a year:
Sort by:
Date
Title
Author
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Showing results 21 to 40 of 107
< previous
next >
Year of Publication
Title
Author(s)
2003
A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea
;
Kapetanios, George
2003
A nonlinear approach to public finance sustainability in Latin America
Chortareas, Georgios
;
Kapetanios, George
;
Uctum, Merih
2003
Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based tests
Kapetanios, George
;
Weeks, Melvyn J.
2003
The Yen real exchange rate may be stationary after all: Evidence from nonlinear unit-root tests
Chortareas, Georgios
;
Kapetanios, George
2003
A new nonparametric test of cointegration rank
Kapetanios, George
2003
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
2003
Testing for cointegration in nonlinear STAR error correction models
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andrew J.
2004
A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
2004
Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Méndez, Gonzalo
;
Kapetanios, George
2004
Nonlinear autoregressive models and long memory
Kapetanios, George
2004
Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo
;
Kapetanios, George
2004
Forecasting with measurement errors in dynamic models
Harrison, Richard T.
;
Kapetanios, George
2004
How puzzling is the PPP puzzle? An alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
;
Kapetanios, George
2004
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
2004
Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P.
;
Kapetanios, George
2004
Testing for exogeneity in nonlinear threshold models
Kapetanios, George
2004
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
2004
A bootstrap procedure for panel datasets with many cross-sectional units
Kapetanios, George
2004
On testing for diagonality of large dimensional covariance matrices
Kapetanios, George
2004
A new method for determining the number of factors in factor models with large datasets
Kapetanios, George