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