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Disambiguation of "Kapetanios, George"

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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean

, and . Journal of Econometrics, 137 (2): 472--488 (April 2007)

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George Mertzios

Combinatorial optimization and recognition of graph classes with applications to related models. TU Aachen, (2009)

Andrew George

George Marinescu

George Biros

George Bandlamudi

 

Other publications of authors with the same name

The Fifth Special Issue on Computational Econometrics., , , , , and . Comput. Stat. Data Anal., 54 (11): 2359 (2010)Cluster analysis of panel data sets using non-standard optimisation of information criteria. Journal of Economic Dynamics and Control, 30 (8): 1389--1408 (August 2006)Spectral based methods to identify common trends and common cycles, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2001)Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives, and . Journal of Time Series Analysis, 24 (3): 253--267 (121 05 2003)doi: 10.1111/1467-9892.00306.Factor-GMM estimation with large sets of possibly weak instruments., and . Comput. Stat. Data Anal., 54 (11): 2655-2675 (2010)Nonlinear mean reversion in real exchange rates, , and . Economics Letters, 77 (3): 411--417 (November 2002)Estimating deterministically time-varying variances in regression models. Economics Letters, 97 (2): 97--104 (November 2007)Variable selection in regression models using nonstandard optimisation of information criteria.. Comput. Stat. Data Anal., 52 (1): 4-15 (2007)Bootstrap statistical tests of rank determination for system identification., and . IEEE Trans. Automat. Contr., 49 (2): 238-243 (2004)A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset. Economics Letters, 85 (1): 63--69 (October 2004)