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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea; Kapetanios, George - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, A.; Kapetanios, G. - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10008057561
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, A.; Kapetanios, G. - In: Economics letters 100 (2008) 1, pp. 130-135
Persistent link: https://www.econbiz.de/10008893305
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GLS detrending-based unit root tests in nonlinear STAR and SETAR models
Kapetanios, George; Shin, Yongcheol - In: Economics letters 100 (2008) 3, pp. 377-380
Persistent link: https://www.econbiz.de/10003768791
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Nonlinear autoregressive models and long memory
Kapetanios, George - In: Economics letters 91 (2006) 3, pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
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Forecasting using predictive likelihood model averaging
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Economics letters 91 (2006) 3, pp. 373-379
Persistent link: https://www.econbiz.de/10003333638
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George; Marcellino, Massimiliano - In: Economics letters 108 (2010) 1, pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
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Estimating deterministically time-varying variances in regression models
Kapetanios, George - In: Economics letters 97 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
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A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George; Price, Simon; Theodoridis, Konstantinos - In: Economics letters 136 (2015), pp. 237-242
Persistent link: https://www.econbiz.de/10011436166
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10002215537