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A parametric estimation method for dynamic factor models of large dimensions / George Kapetanios and Massimiliano Marcellino. by Series: CEPR Discussion Paper Series ; 5620 | CEPR. Discussion paper series. IEC ; v. 128/6
Material type: Continuing resource Continuing resource; Type of continuing resource:
Language: English
Publication details: London : Centre for Economic Policy Research, 2006
In: CEPR 128 CEPR. Discussion paper series. IEC ; v. 128/6.
Availability: CEPR. Discussion paper series. IEC ; v. 128/6. (1)

Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation / George Kapetanios and Massimiliano Marcellino. by Series: CEPR Discussion Paper Series ; 5621 | CEPR. Discussion paper series. IEC ; v. 128/7
Material type: Continuing resource Continuing resource; Type of continuing resource:
Language: English
Publication details: London : Centre for Economic Policy Research, 2006
In: CEPR 128 CEPR. Discussion paper series. IEC ; v. 128/7.
Availability: CEPR. Discussion paper series. IEC ; v. 128/7. (1)

Measuring conditional persistence in nonlinear time series / George Kapetanios. by
Material type: Article Article
Language: English In: Oxford Bulletin of Economics and Statistics Blackwell Publishing Vol. 69, No. 3 (June 2007). , p. 363-386.
Availability: Vol. 69, No. 3 (June 2007). , p. 363-386. (1)

Estimating deterministically time-varying variances in regression models / George Kapetanios. by
Material type: Article Article
Language: English In: Economics Letters Elsevier Science B.V Vol. 97, No. 2 (November 2007). , p. 97-104.
Availability: Vol. 97, No. 2 (November 2007). , p. 97-104. (1)

A New Test for Market Efficiency and Uncovered Interest Parity / Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w30638.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2022
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w30638.

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