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Model selection in threshold models
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387305
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Threshold models for trended time series
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387307
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A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George - In: The econometrics journal 11 (2008) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10003750840
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Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George - In: Economics letters 72 (2001) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
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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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Model selection uncertainty and dynamics models
Kapetanios, George (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560097
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Information criteria, model selection uncertainty and the determination of cointegration rank
Kapetanios, George (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560104
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Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560106
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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
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A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George - In: Economics letters 79 (2003) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001755274