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Non-nested models and the likelihood ration statistics : a comparison of simulation and bootstrap-based tests
Kapetanios, George
(
contributor
);
Weeks, Melvyn
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730299
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002808714
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3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
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2012
Persistent link: https://www.econbiz.de/10009579875
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4
Panels with nonstationary multifactor error structures
Kapetanios, George
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003360302
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5
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011630762
Saved in:
6
Big data analytics : a new perspective
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011455779
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