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Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C.B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-285
Persistent link: https://www.econbiz.de/10009969400
Saved in:
2
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
Kasparis, Ioannis
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1373-1403
Persistent link: https://www.econbiz.de/10008088970
Saved in:
3
FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
Kasparis, Ioannis
- In:
Econometric theory
27
(
2010
)
2
,
pp. 285-312
Persistent link: https://www.econbiz.de/10008881754
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4
The Bierens test for certain nonstationary models
Kasparis, Ioannis
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10008455149
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5
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 240-251
Persistent link: https://www.econbiz.de/10010109054
Saved in:
6
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10006970941
Saved in:
7
The 2001 JBES Invited Paper - Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10008216266
Saved in:
8
ARTICLES - On Modelling Speculative Prices: The Empirical Literature
Andreou, Elena
;
Pittis, Nikitas
;
Spanos, Aris
- In:
Journal of economic surveys
15
(
2001
)
2
,
pp. 187-220
Persistent link: https://www.econbiz.de/10007670854
Saved in:
9
Restoring monotone power in the CUSUM test
Andreou, Elena
- In:
Economics letters
98
(
2008
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10007895186
Saved in:
10
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10006884251
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