Narrow search
Showing 1 - 10 of 42
Cover Image
Testing for neglected nonlinearity in long memory models
Baillie, Richard (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808664
Cover Image
Nonlinear models with strongly dependent processes and applications to forward premia and real exchange rates
Baillie, Richard (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370465
Cover Image
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Cover Image
Testing for neglected nonlinearity in long-memory models
Baillie, Richard; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
Cover Image
On the estimation of short memory components in long memory time series models
Baillie, Richard; Kapetanios, George - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Cover Image
Threshold models for trended time series
Kapetanios, George - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Cover Image
Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004109
Cover Image
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
Cover Image
Testing for neglected nonlinearity in long memory models
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867128
Cover Image
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