# Working Papers

From Queen Mary University of London, School of Economics and Finance

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- 541: Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
*Gonzalo Camba-Mendez* and *George Kapetanios*
- 541: Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
*Gonzalo Camba-Mendez* and *George Kapetanios*
- 540: Estimating Deterministically Time-Varying Variances in Regression Models
*George Kapetanios*
- 540: Estimating Deterministically Time-Varying Variances in Regression Models
*George Kapetanios*
- 539: Tests for Deterministic Parametric Structural Change in Regression Models
*George Kapetanios*
- 539: Tests for Deterministic Parametric Structural Change in Regression Models
*George Kapetanios*
- 538: Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis
*Andrea Cipollini* and *George Kapetanios*
- 538: Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis
*Andrea Cipollini* and *George Kapetanios*
- 537: Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset
*George Kapetanios* and *Elias Tzavalis*
- 537: Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset
*George Kapetanios* and *Elias Tzavalis*
- 536: Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns
*George Kapetanios* and *M Pesaran*
- 536: Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns
*George Kapetanios* and *M Pesaran*
- 535: Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria
*George Kapetanios*
- 535: Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria
*George Kapetanios*
- 534: Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria
*George Kapetanios*
- 534: Choosing the Optimal Set of Instruments from Large Instrument Sets
*George Kapetanios*
- 533: Variable Selection using Non-Standard Optimisation of Information Criteria
*George Kapetanios*
- 533: Variable Selection using Non-Standard Optimisation of Information Criteria
*George Kapetanios*
- 532: The Employment Effects of the October 2003 Increase in the National Minimum Wage
*Richard Dickens* and *Mirko Draca*
- 532: The Employment Effects of the October 2003 Increase in the National Minimum Wage
*Richard Dickens* and *Mirko Draca*
- 531: On the Non-emptiness of the Fuzzy Core
*Nizar Allouch* and *Arkadi Predtetchinski*
- 531: On the Non-emptiness of the Fuzzy Core
*Nizar Allouch* and *Arkadi Predtetchinski*
- 530: Econometric Methods of Signal Extraction
*David Pollock*
- 530: Econometric Methods of Signal Extraction
*Stephen Pollock*
- 529: Orthogonality Conditions for Non-Dyadic Wavelet Analysis
*David Pollock* and *Iolanda Lo Cascio*
- 529: Orthogonality Conditions for Non-Dyadic Wavelet Analysis
*Stephen Pollock* and *Iolanda Lo Cascio*
- 528: Testing for Neglected Nonlinearity in Long Memory Models
*Richard T. Baillie* and *George Kapetanios*
- 528: Testing for Neglected Nonlinearity in Long Memory Models
*Richard Baillie* and *George Kapetanios*
- 527: Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case
*Duo Qin*, *Marie Anne Cagas*, *Geoffrey Ducanes*, *Nedelyn Magtibay-Ramos* and *Pilipinas F. Quising*
- 527: Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case
*Duo Qin*, *Marie Anne Cagas*, *Geoffrey Ducanes*, *Nedelyn Magtibay-Ramos* and *Pilipinas F. Quising*
- 526: On Testing for Diagonality of Large Dimensional Covariance Matrices
*George Kapetanios*
- 526: On Testing for Diagonality of Large Dimensional Covariance Matrices
*George Kapetanios*
- 525: A New Method for Determining the Number of Factors in Factor Models with Large Datasets
*George Kapetanios*
- 525: A New Method for Determining the Number of Factors in Factor Models with Large Datasets
*George Kapetanios*
- 524: The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks
*George Kapetanios* and *Elias Tzavalis*
- 524: The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks
*George Kapetanios*
- 523: A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
*George Kapetanios*
- 523: A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
*George Kapetanios*
- 522: How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
*Georgios Chortareas* and *George Kapetanios*
- 522: How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
*Georgios Chortareas* and *George Kapetanios*
- 521: Forecasting with Measurement Errors in Dynamic Models
*Richard Harrison* and *George Kapetanios*
- 521: Forecasting with Measurement Errors in Dynamic Models
*Richard Harrison*, *George Kapetanios* and *Anthony Yates*
- 520: Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
*George Kapetanios* and *Anthony Yates*
- 520: Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
*George Kapetanios*
- 519: Modelling the Yield Curve: A Two Components Approach
*John Hatgioannides*, *Menelaos Karanasos* and *Marika Karanassou*
- 519: Modelling the Yield Curve: A Two Components Approach
*John Hatgioannides*, *Menelaos Karanasos* and *Marika Karanassou*
- 518: Inflation Persistence Revisited
*Marika Karanassou* and *Dennis J. Snower*
- 518: Inflation Persistence Revisited
*Marika Karanassou* and *Dennis Snower*
- 517: Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
*Georgios Chortareas* and *George Kapetanios*
- 517: Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
*Georgios Chortareas* and *George Kapetanios*