← All authors Ioannis Kasparis University of Cyprus (per OpenAlex) · ORCID · OpenAlex
11 papers in scope · 10 published · 1 on the econ.EM arXiv · 127 citations · h-index 6 (over the papers listed here)
Papers (1 of 11)
CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM
published 2025 · Econometric Theory
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA
published 2024 · Econometric Theory · 2 citations
Estimation and inference in the presence of fractional d=1/2 and weakly nonstationary processes
published 2021 · The Annals of Statistics · 4 citations · first circulated 2018
working paper 2020 · arXiv
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
published 2017 · Econometric Theory
Nonparametric predictive regression
published 2014 · Journal of Econometrics · 43 citations · first circulated 2012
Nonlinearity Induced Weak Instrumentation
published 2013 · Econometric Reviews · 7 citations
Dynamic misspecification in nonparametric cointegrating regression
published 2012 · Journal of Econometrics · 9 citations · first circulated 2009
FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
published 2010 · Econometric Theory · 8 citations · first circulated 2008
The Bierens test for certain nonstationary models
published 2010 · Journal of Econometrics · 18 citations · first circulated 2007
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
published 2008 · Econometric Theory · 36 citations · first circulated 2007
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