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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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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 note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
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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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Nonlinear autoregressive models and long memory
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153119
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The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George - In: Econometric theory 20 (2004) 4, pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
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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 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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A new nonparametric test of cointegration rank
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
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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