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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)

George Perret

George Anderson

Witold George

Hans George

 

Other publications of authors with the same name

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)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.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)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)A radial basis function artificial neural network test for ARCH, and . Economics Letters, 69 (1): 15--23 (October 2000)Variable selection in regression models using nonstandard optimisation of information criteria. Computational Statistics & Data Analysis, 52 (1): 4--15 (Sep 15, 2007)Estimating the rank of the spectral density matrix, and . Working paper series / European Central Bank Europ. Central Bank, Frankfurt am Main, (2004)A note on an iterative least-squares estimation method for ARMA and VARMA models. Economics Letters, 79 (3): 305--312 (June 2003)