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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George; Marcellino, Massimiliano - In: Economics letters 108 (2010) 1, pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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Macro uncertainty in the long run
Carriero, Andrea; Marcellino, Massimiliano; Tornese, Tommaso - In: Economics letters 225 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014308630
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Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George - In: Economics letters 72 (2001) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
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A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George - In: Economics letters 79 (2003) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
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Small sample properties of the conditional least squares estimator in SETAR models
Kapetanios, George - In: Economics letters 69 (2000) 3, pp. 267-276
Persistent link: https://www.econbiz.de/10001525568
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
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Nonlinear autoregressive models and long memory
Kapetanios, George - In: Economics letters 91 (2006) 3, pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
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Estimating deterministically time-varying variances in regression models
Kapetanios, George - In: Economics letters 97 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
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A radial basis function artifical 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/10001512718