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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
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pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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Long-run structural modelling
Pesaran, M. Hashem
;
Shin, Yongcheol
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 49-87
Persistent link: https://www.econbiz.de/10001660015
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3
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. 583-609
Persistent link: https://www.econbiz.de/10008997551
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4
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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Semiparametric sieve-type generalized least squares inference
Kapetanios, George
;
Psaradakis, Zacharias G.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 951-985
Persistent link: https://www.econbiz.de/10011590983
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6
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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7
Long-Run Structural Modelling
Pesaran, M.H.
;
Shin, Y.
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 49-88
Persistent link: https://www.econbiz.de/10006896265
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8
Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
Camba-Mendez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581
Persistent link: https://www.econbiz.de/10008251766
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