Ioannis Kasparis
CFDPs
CFDP 2111 | Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28pp, Abstract] | |
CFDP 1878 | Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," (September 2012) [49pp, Abstract] [See CFP 1461] | |
CFDP 1872 | Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Non-linearity Induced Weak Instrumentation," (September 2012) [38pp, Abstract] [See CFP 1404] | |
CFDP 1700 | Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," (June 2009) [32pp, Abstract] [See CFP 1374] |
CFPs
CFP 1461 | Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," Journal of Econometrics, (April 2015), 185(2): 468-494 [See CFDP 1878] | |
CFP 1404 | Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, (January 2014), 33(5-6): 676-712 [See CFDP 1872] | |
CFP 1374 | Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Journal of Econometrics, (June 2012), 168(2): 270-284 [See CFDP 1700] |