Ioannis Kasparis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Time-varying parameter regressions with stationary persistent data Econometric Theory	2026-01-15	Paper
Nonlinearity induced weak instrumentation Econometric Reviews	2022-05-31	Paper
Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes The Annals of Statistics	2021-07-05	Paper
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION Econometric Theory	2021-04-16	Paper
Dynamic misspecification in nonparametric cointegrating regression Journal of Econometrics	2017-05-12	Paper
Dynamic misspecification in nonparametric cointegrating regression Journal of Econometrics	2017-05-12	Paper
The Bierens test for certain nonstationary models Journal of Econometrics	2016-08-04	Paper
Nonparametric predictive regression Journal of Econometrics	2015-05-06	Paper
Functional form misspecification in regressions with a unit root Econometric Theory	2011-04-27	Paper
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS Econometric Theory	2009-06-11	Paper

Research outcomes over time

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