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~subject:"Einheitswurzeltest"
~subject:"Factor models"
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
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2
Nonlinear alternatives to unit root tests and public finances sustainability : some evidence from Latin American and Caribbean countries
Chortareas, Georgios E.
;
Kapetanios, George
;
Uctum, Merih
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 645-663
Persistent link: https://www.econbiz.de/10003759120
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3
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
100
(
2008
)
3
,
pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
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4
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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5
Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Econometric theory
22
(
2006
)
2
,
pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
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6
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
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7
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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8
Getting PPP right : identifying mean-reverting real exchange rates in panels
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Journal of banking & finance
33
(
2009
)
2
,
pp. 390-404
Persistent link: https://www.econbiz.de/10003803121
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9
Nonlinear mean reversion in real exchange rates
Chortareas, Georgios E.
;
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
77
(
2002
)
3
,
pp. 411-417
Persistent link: https://www.econbiz.de/10001711523
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10
The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10002069702
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