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~person:"Kapetanios, George"
~person:"Prucha, Ingmar R."
~person:"Psaradakis, Zacharias G."
~type_genre:"Article in journal"
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Search: subject_exact:"Autocovariance"
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Kapetanios, George
Prucha, Ingmar R.
Psaradakis, Zacharias G.
Lee, Lung-fei
41
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15
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14
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14
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13
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9
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8
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7
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7
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7
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ECONIS (ZBW)
18
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
4
,
pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
Saved in:
3
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
4
Inference on stochastic time-varying coefficient models
Giraitis, Liudas
;
Kapetanios, George
;
Yates, Anthony
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
Saved in:
5
On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Drukker, David M.
;
Egger, Peter
;
Prucha, Ingmar R.
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 686-733
Persistent link: https://www.econbiz.de/10009758627
Saved in:
6
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
7
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
8
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
9
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
10
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
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