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.
- 516: Nonlinear Autoregressive Models and Long Memory
- George Kapetanios
- 516: Nonlinear Autoregressive Models and Long Memory
- George Kapetanios
- 515: Testing for Exogeneity in Nonlinear Threshold Models
- George Kapetanios
- 515: Testing for Exogeneity in Nonlinear Threshold Models
- George Kapetanios
- 514: A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
- Loukia Meligkotsidou, Elias Tzavalis and Ioannis D. Vrontos
- 514: A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
- Loukia Meligkotsidou, Elias Tzavalis and Ioannis Vrontos
- 513: Price Taking Equilibrium in Club Economies with Multiple Memberships and Unbounded Club Sizes
- Nizar Allouch and Myrna Wooders
- 513: Price Taking Equilibrium in Club Economies with Multiple Memberships and Unbounded Club Sizes
- Nizar Allouch and Myrna Wooders
- 512: Arbitrage, Equilibrium, and Nonsatiation
- Nizar Allouch, Cuong Le van and Frank Page
- 512: Arbitrage, Equilibrium, and Nonsatiation
- Nizar Allouch, Cuong Le Van and Frank H. Page, Jr.
- 511: Is the Currency Risk Priced in Equity Markets?
- Francesco Giurda and Elias Tzavalis
- 511: Is the Currency Risk Priced in Equity Markets?
- Francesco Giurda and Elias Tzavalis
- 510: Can the Composition of Capital Constrain Potential Output? A Gap Approach
- J.M. Albala-Bertrand
- 510: Can the Composition of Capital Constrain Potential Output? A Gap Approach
- J.M. Albala-Bertrand
- 509: Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests
- George Kapetanios
- 509: Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests
- George Kapetanios
- 508: Testing for Neglected Nonlinearity in Cointegrating Relationships
- Andrew Blake and George Kapetanios
- 508: Testing for Neglected Nonlinearity in Cointegrating Relationships
- Andrew Blake and George Kapetanios
- 507: A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes
- George Kapetanios
- 507: A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes
- George Kapetanios
- 506: A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data
- Andrea Cipollini and George Kapetanios
- 506: A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data
- Andrea Cipollini and George Kapetanios
- 505: Detection of Structural Breaks in Linear Dynamic Panel Data Models
- Stefan De Wachter and Elias Tzavalis
- 505: Detection of Structural Breaks in Linear Dynamic Panel Data Models
- Stefan de Wachter and Elias Tzavalis
- 504: Child Labor and the Labor Supply of Other Household Members: Evidence from 1920 America
- Marco Manacorda
- 504: Child Labor and the Labor Supply of Other Household Members: Evidence from 1920 America
- Marco Manacorda
- 503: An Economical Approach to Estimate a Benchmark Capital Stock. An Optimal Consistency Method
- J.M. Albala-Bertrand
- 503: An Economical Approach to Estimate a Benchmark Capital Stock. An Optimal Consistency Method
- J.M. Albala-Bertrand
- 502: On the Behavior of Proposers in Ultimatum Games
- Thomas Brenner and Nicolaas Vriend
- 502: On the Behavior of Proposers in Ultimatum Games
- Thomas Brenner and Nicolaas Vriend
- 501: Natural or Unnatural Monopolies in UK Telecommunications?
- Lisa Correa
- 501: Natural or Unnatural Monopolies in UK Telecommunications?
- Lisa Correa
- 500: Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
- George Kapetanios and Yongcheol Shin
- 500: Testing for Nonstationary Long Memory against Nonlinear Ergodic Models
- George Kapetanios and Yongcheol Shin
- 499: Determining the Poolability of Individual Series in Panel Datasets
- George Kapetanios
- 499: Determining the Poolability of Individual Series in Panel Datasets
- George Kapetanios
- 498: A Dynamic Factor Analysis of Financial Contagion in Asia
- Andrea Cipollini and George Kapetanios
- 498: A Dynamic Factor Analysis of Financial Contagion in Asia
- Andrea Cipollini and George Kapetanios
- 497: Testing for Cointegration in Nonlinear STAR Error Correction Models
- George Kapetanios, Yongcheol Shin and Andy Snell
- 497: Testing for Cointegration in Nonlinear STAR Error Correction Models
- George Kapetanios, Yongcheol Shin and Andy Snell
- 496: Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean
- Andrew Blake and George Kapetanios
- 496: Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean
- Andrew Blake and George Kapetanios
- 495: Determining the Stationarity Properties of Individual Series in Panel Datasets
- George Kapetanios
- 495: Determining the Stationarity Properties of Individual Series in Panel Datasets
- George Kapetanios
- 494: Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models
- George Kapetanios
- 494: Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models
- George Kapetanios
- 493: Unemployment in the European Union: Institutions, Prices, and Growth
- Marika Karanassou, Hector Sala and Dennis Snower
- 493: Unemployment in the European Union: Institutions, Prices, and Growth
- Marika Karanassou, Hector Sala and Dennis J. Snower
- 492: The Economic Impact of Telecommunications Diffusion on UK Productivity Growth
- Lisa Correa
- 492: The Economic Impact of Telecommunications Diffusion on UK Productivity Growth
- Lisa Correa
EconPapers is hosted by the
Örebro University School of Business.