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Testing for cointegration in nonlinear STAR error correction models
Kapetanios, George (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867713
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Unit root tests in three-regime SETAR models
Kapetanios, George (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868095
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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E. (contributor);  … - 2008
Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...
Persistent link: https://www.econbiz.de/10003740322
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Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153120
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The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
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Stock returns predictability with unstable predictors
Calonaci, Fabio; Kapetanios, George; Price, Simon - 2022
Persistent link: https://www.econbiz.de/10012878864
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Unit root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867157
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GLS detrending for nonlinear unit root tests
Kapetanios, George (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867198
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
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A test of m structural breaks under the unit root hypothesis
Kapetanios, George (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145