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The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George
- In:
Econometric theory
20
(
2004
)
4
,
pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
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2
Testing for exogeneity in threshold models
Kapetanios, George
- In:
Econometric theory
26
(
2010
)
1
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
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3
Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
Kapetanios, George
;
Blake, Andrew P.
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1363-1397
Persistent link: https://www.econbiz.de/10008662665
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4
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
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5
Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis
;
Giraitis, Liudas
;
Kapetanios, George
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
Saved in:
6
STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
Saikkonen, Pentti
;
Balke, N.S.
;
Fomby, T.B.
;
Bec, F.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 294
Persistent link: https://www.econbiz.de/10007896786
Saved in:
7
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg
;
Das, Samarjit
;
Bai, J.
;
Ng, S.
;
Bai, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
Saved in:
8
THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION
Kapetanios, George
- In:
Econometric theory
20
(
2004
)
4
,
pp. 735-742
Persistent link: https://www.econbiz.de/10006962880
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/10006955253
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