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~person:"Kapetanios, George"
~person:"Prucha, Ingmar R."
~type_genre:"Article in journal"
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Kapetanios, George
Prucha, Ingmar R.
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41
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14
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani
;
Drukker, David M.
;
Kelejian, Harry H.
; …
- In:
Journal of regional science
50
(
2010
)
2
,
pp. 592-614
Persistent link: https://www.econbiz.de/10003974238
Saved in:
7
HAC estimation in a spatial framework
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003579953
Saved in:
8
Nonlinear autoregressive models and long memory
Kapetanios, George
- In:
Economics letters
91
(
2006
)
3
,
pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
Saved in:
9
Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Econometric theory
22
(
2006
)
2
,
pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
Saved in:
10
Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
Das, Debabrata
;
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Papers in regional science : the journal of the …
82
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001736177
Saved in:
11
2SLS and OLS in a spatial autogressive model with equal spatial weights
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Regional science & urban economics
32
(
2002
)
6
,
pp. 691-707
Persistent link: https://www.econbiz.de/10001719764
Saved in:
12
A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
International economic review
40
(
1999
)
2
,
pp. 509-533
Persistent link: https://www.econbiz.de/10001374345
Saved in:
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