The following pages link to George Kapetanios (Q276925):
Displaying 22 items.
- A radial basis function artificial neural network test for neglected nonlinearity (Q4458361) (← links)
- Testing the rank of the Hankel covariance matrix: a statistical approach (Q4540317) (← links)
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (Q4606959) (← links)
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716) (← links)
- Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives (Q4828154) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) <scp>DOI</scp>: 10.1111/jtsa.12460 (Q5001030) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Estimation and inference for impulse response functions from univariate strongly persistent processes (Q5093215) (← links)
- TESTING FOR EXOGENEITY IN THRESHOLD MODELS (Q5187627) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Bootstrap Statistical Tests of Rank Determination for System Identification (Q5273683) (← links)
- Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series (Q5294107) (← links)
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets (Q5392716) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Estimating the Rank of the Spectral Density Matrix (Q5467592) (← links)
- (Q5474896) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Incorporating lag order selection uncertainty in parameter inference for AR models (Q5941375) (← links)
