Browsing All of EconStor by Author Kapetanios, George

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Year of Publication	Title	Author(s)
2001	Spectral based methods to identify common trends and common cycles	Camba-Méndez, Gonzalo; Kapetanios, George
2001	Testing the rank of the Hankel matrix: a statistical approach	Camba-Méndez, Gonzalo; Kapetanios, George
2002	Unit root tests in three-regime SETAR models	Kapetanios, George; Shin, Yongcheol
2002	Testing for structural breaks in nonlinear dynamic models using artificial neural network approximations	Kapetanios, George
2002	GLS detrending for nonlinear unit root tests	Kapetanios, George; Shin, Yongcheol
2002	Testing for neglected nonlinearity in long memory models	Kapetanios, George
2002	Factor analysis using subspace factor models: Some theoretical results and an application to UK inflation forecasting	Kapetanios, George
2002	Unit root testing against the alternative hypothesis of up to m structural breaks	Kapetanios, George
2002	Bootstrap statistical tests of rank determination for system identification	Camba-Mendez, Gonzalo; Kapetanios, George
2002	Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset	Kapetanios, George
2002	Measuring conditional persistence in time series	Kapetanios, George
2002	A note on an iterative least squares estimation method for ARMA and VARMA models	Kapetanios, George
2002	A note on covariance stationarity conditions for dynamic random coefficient models	Kapetanios, George
2003	Determining the poolability of individual series in panel datasets	Kapetanios, George
2003	Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean	Blake, Andrew P.; Kapetanios, George
2003	Testing for nonstationary long memory against nonlinear ergodic models	Kapetanios, George; Shin, Yongcheol
2003	A note on joint estimation of common cycles and common trends in nonstationary multivariate systems	Kapetanios, George
2003	Using extraneous information and GMM to estimate threshold parameters in TAR models	Kapetanios, George
2003	An investigation of current account solvency in Latin America using non linear stationarity tests	Chortareas, Georgios; Kapetanios, George; Uctum, Merih
2003	A comparison of estimation methods for dynamic factor models of large dimensions	Kapetanios, George; Marcellino, Massimiliano

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