Browsing All of EconStor by Author Kapetanios, George


Showing results 41 to 60 of 107
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Year of PublicationTitleAuthor(s)
2004Getting PPP right: Identifying mean-reverting real exchange rates in panelsChortareas, Georgios; Kapetanios, George
2004The impact of large structural shocks onn economic relationships: Evidence from oil price shocksKapetanios, George; Tzavalis, Elias
2004Estimating time-variation in measurement error from data revisions: An application to forecasting in dynamic modelsKapetanios, George; Yates, Anthony
2005Tests for deterministic parametric structural change in regression modelsKapetanios, George
2005Variable selection using non-standard optimisation of information criteriaKapetanios, George
2005Nonlinear modelling of autoregressive structural breaks in a US diffusion index datasetKapetanios, George; Tzavalis, Elias
2005Choosing the optimal set of instruments from large instrument setsKapetanios, George
2005Alternative approaches to estimation and inference in large multifactor panels: Small sample results with an application to modelling of asset returnsKapetanios, George; Pesaran, M. Hashem
2005Estimating deterministically time-varying variances in regression modelsKapetanios, George
2005A testing procedure for determining the number of factors in approximate factor models with large datasetsKapetanios, George
2005Statistical tests of the rank of a matrix and their applications in econometric modellingCamba-Mendez, Gonzalo; Kapetanios, George
2005Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George; Pesaran, Mohammad Hashem
2005Forecasting financial crises and contagion in Asia using dynamic factor analysisCipollini, Andrea; Kapetanios, George
2005Cluster analysis of panel datasets using non-standard optimisation of information criteriaKapetanios, George
2005Testing for neglected nonlinearity in long memory modelsBaillie, Richard; Kapetanios, George
2006Sieve bootstrap for strongly dependent stationary processesKapetanios, George; Psaradakis, Zacharias
2006Stochastic volatility driven by large shocksKapetanios, George; Tzavalis, Elias
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi
2006Nonlinear models with strongly dependent processes and applications to forward premia and real exchange ratesBaillie, Richard; Kapetanios, George
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi