Narrow search
Showing 1 - 10 of 18
Cover Image
Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas; Kapetanios, George; Price, Simon - In: Journal of econometrics 177 (2013) 2, pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
Cover Image
Generalised density forecast combinations
Kapetanios, George; Mitchell, James; Price, Simon; … - In: Journal of econometrics 188 (2015) 1, pp. 150-165
Persistent link: https://www.econbiz.de/10011500286
Cover Image
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.; Kapetanios, George - In: Journal of econometrics 137 (2007) 2, pp. 472-488
Persistent link: https://www.econbiz.de/10007604723
Cover Image
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard T.; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10008143204
Cover Image
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard T.; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10008898205
Cover Image
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
Cover Image
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10006764507
Cover Image
Panels with non-stationary multifactor error structures
Kapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of econometrics 160 (2011) 2, pp. 326-348
Persistent link: https://www.econbiz.de/10009242244
Cover Image
Inference on stochastic time-varying coefficient models
Giraitis, Liudas; Kapetanios, George; Yates, Anthony - In: Journal of econometrics 179 (2014) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
Cover Image
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654