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A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George - In: The econometrics journal 11 (2008) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10003750840
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A radial basis function artificial neural network test for neglected nonlinearity
Blake, Andrew P.; Kapetanios, George - In: The econometrics journal 6 (2003) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10001831265
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A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, G. - In: The econometrics journal 11 (2008) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10008077657
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Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard; Kapetanios, George - In: The econometrics journal 16 (2013) 3, pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
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Unit root tests in three-regime SETAR models
Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278
Persistent link: https://www.econbiz.de/10003352022
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Fiscal forecasting : the track record of the IMF, OECD and EC
Artis, Michael J.; Marcellino, Massimiliano - In: The econometrics journal 4 (2001) 1, pp. S20-S36
Persistent link: https://www.econbiz.de/10001612266
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Some cautions on the use of panel methods for integrated series of macroeconomic data
Banerjee, Anindya; Marcellino, Massimiliano; Osbat, Chiara - In: The econometrics journal 7 (2004) 2, pp. 322-340
Persistent link: https://www.econbiz.de/10002463455
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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; … - In: The econometrics journal 11 (2008) 2, pp. 271-286
Persistent link: https://www.econbiz.de/10003750795