Browsing by Author Kapetanios, George
Showing results 1 to 6 of 6
| Preview | Issue Date | Title | Author(s) |
 | 14-Mar-2006 | Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns | Kapetanios, George; Pesaran, M Hashem |
 | 23-Jan-2012 | Exponent of Cross-sectional Dependence: Estimation and Inference | Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem |
 | 16-Jun-2004 | Model Selection in Threshold Models | Kapetanios, George |
 | 16-Jun-2004 | Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests | Kapetanios, George; Weeks, Melvyn |
 | Aug-2006 | Panels with Nonstationary Multifactor Error Structures | Kapetanios, George; Pesaran, M Hashem; Yamagata, Takashi |
 | 16-Jun-2004 | Threshold Models for Trended Time Series | Kapetanios, George |
Showing results 1 to 6 of 6
