Browsing All of EconStor by Author Kapetanios, George


Showing results 21 to 40 of 107
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Year of PublicationTitleAuthor(s)
2003A dynamic factor analysis of financial contagion in AsiaCipollini, Andrea; Kapetanios, George
2003A nonlinear approach to public finance sustainability in Latin AmericaChortareas, Georgios; Kapetanios, George; Uctum, Merih
2003Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based testsKapetanios, George; Weeks, Melvyn J.
2003The Yen real exchange rate may be stationary after all: Evidence from nonlinear unit-root testsChortareas, Georgios; Kapetanios, George
2003A new nonparametric test of cointegration rankKapetanios, George
2003Determining the stationarity properties of individual series in panel datasetsKapetanios, George
2003Testing for cointegration in nonlinear STAR error correction modelsKapetanios, George; Shin, Yongcheol; Snell, Andrew J.
2004A bootstrap invariance principle for highly nonstationary long memory processesKapetanios, George
2004Forecasting euro area inflation using dynamic factor measures of underlying inflationCamba-Méndez, Gonzalo; Kapetanios, George
2004Nonlinear autoregressive models and long memoryKapetanios, George
2004Estimating the rank of the spectral density matrixCamba-Méndez, Gonzalo; Kapetanios, George
2004Forecasting with measurement errors in dynamic modelsHarrison, Richard T.; Kapetanios, George
2004How puzzling is the PPP puzzle? An alternative half-life measure of convergence to PPPChortareas, Georgios E.; Kapetanios, George
2004Dynamic factor extraction of cross-sectional dependence in panel unit root testsKapetanios, George
2004Testing for neglected nonlinearity in cointegrating relationshipsBlake, Andrew P.; Kapetanios, George
2004Testing for exogeneity in nonlinear threshold modelsKapetanios, George
2004A stochastic variance factor model for large datasets and an application to S&P dataCipollini, Andrea; Kapetanios, George
2004A bootstrap procedure for panel datasets with many cross-sectional unitsKapetanios, George
2004On testing for diagonality of large dimensional covariance matricesKapetanios, George
2004A new method for determining the number of factors in factor models with large datasetsKapetanios, George