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