Working Papers
From Queen Mary University of London, School of Economics and Finance
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- 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