Browsing All of EconStor by Author Kapetanios, George

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Year of PublicationTitleAuthor(s)
2001 Testing the rank of the Hankel matrix: a statistical approachCamba-Méndez, Gonzalo; Kapetanios, George
2001 Spectral based methods to identify common trends and common cyclesCamba-Méndez, Gonzalo; Kapetanios, George
2002 Measuring conditional persistence in time seriesKapetanios, George
2002 Factor analysis using subspace factor models: Some theoretical results and an application to UK inflation forecastingKapetanios, George
2002 Testing for structural breaks in nonlinear dynamic models using artificial neural network approximationsKapetanios, George
2002 Unit root tests in three-regime SETAR modelsKapetanios, George; Shin, Yongcheol
2002 Bootstrap statistical tests of rank determination for system identificationCamba-Mendez, Gonzalo; Kapetanios, George
2002 A note on an iterative least squares estimation method for ARMA and VARMA modelsKapetanios, George
2002 Unit root testing against the alternative hypothesis of up to m structural breaksKapetanios, George
2002 GLS detrending for nonlinear unit root testsKapetanios, George; Shin, Yongcheol
2002 Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index datasetKapetanios, George
2002 Testing for neglected nonlinearity in long memory modelsKapetanios, George
2002 A note on covariance stationarity conditions for dynamic random coefficient modelsKapetanios, George
2003 A dynamic factor analysis of financial contagion in AsiaCipollini, Andrea; Kapetanios, George
2003 Testing for ARCH in the presence of nonlinearity of unknow form in the conditional meanBlake, Andrew P.; Kapetanios, George
2003 Determining the poolability of individual series in panel datasetsKapetanios, George
2003 A new nonparametric test of cointegration rankKapetanios, George
2003 Determining the stationarity properties of individual series in panel datasetsKapetanios, George
2003 Non-nested models and the likelihood ratio statistic: A comparison of simulation and bootstrap based testsKapetanios, George; Weeks, Melvyn J.
2003 A nonlinear approach to public finance sustainability in Latin AmericaChortareas, Georgios; Kapetanios, George; Uctum, Merih