Browsing All of EconStor by Author Kapetanios, George

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