Ioannis Kasparis
CFDPs
CFDP 2111 | Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28pp, Abstract], (See: CFDP 1716) | |
CFDP 1878 | Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," (September 2012) [49pp, Abstract] (See: 1461) | |
CFDP 1872 | Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Non-linearity Induced Weak Instrumentation," (September 2012) [38pp, Abstract] (See: 1404) | |
CFDP 1700 | Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," (June 2009) [32pp, Abstract] (See: 1374) |
CFPs
CFP 1716 | Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, (February 2021), 37(1): 138-168 (See CFDP 2111) | |
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) |