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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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A test of m structural breaks under the unit root hypothesis
Kapetanios, George (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
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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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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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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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Testing for a unit root against nonlinear star models
Kapetanios, George (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560092
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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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GLS detrending for nonlinear unit root tests
Kapetanios, George (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867198
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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