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Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
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62
Testing for structural breaks in nonlinear dynamic models using artificial neural network approximations
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867146
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63
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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64
Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867176
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65
A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
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66
Measuring conditional persistence in time series
Kapetanios, George
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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67
Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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68
A note on an iterative least squares estimation method for ARMA and VARMA models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867275
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69
Determining the poolability of individual series in panel datasets
Kapetanios, George
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
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70
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
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