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SEC and FDIC proposed rules on the orderly liquidation of certain large broker-dealers
Blake, Andrew; Robinson, Robert; Rovíra, Álex; … - In: The journal of investment compliance 17 (2016) 3, pp. 42-48
Persistent link: https://www.econbiz.de/10011623096
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A radial basis function artificial neural network test for ARCH
Blake, Andrew P.; Kapetanios, George - In: Economics Letters 69 (2000) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10005095461
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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.; Kapetanios, George - In: Journal of Econometrics 137 (2007) 2, pp. 472-488
Persistent link: https://www.econbiz.de/10005228938
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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004109
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Investigating the predictive ability of ONS big data‐based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of Forecasting 41 (2021) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012632570
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An investigation of current account solvency in Latin America using non linear nonstationarity tests
Chortareas, Georgios E. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 1
Persistent link: https://www.econbiz.de/10002651499
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Time varying three pass regression filter
Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023
Persistent link: https://www.econbiz.de/10014383819
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Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003957676
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Factor based identification-robust inference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10010495478
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322842