Working Papers
From Queen Mary University of London, School of Economics and Finance
Contact information at EDIRC.
Bibliographic data for series maintained by Nicholas Owen ( this e-mail address is bad, please contact ).
Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 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
EconPapers is hosted by the
Örebro University School of Business.