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