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A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
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Testing for neglected nonlinearity in long memory models
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
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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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Testing for exogeneity in nonlinear threshold models
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
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Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920635
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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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A nonlinear approach to public finance sustainability in Latin America
Chortareas, Georgios E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867306
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Testing for nonstationary long memory against nonlinear ergodic models
Kapetanios, George (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867553
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Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean
Blake, Andrew P. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868024
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Model selection in threshold models
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387305