Browsing All of EconStor by Author Kapetanios, George

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