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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
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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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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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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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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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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
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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