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A State Space Approach to Extracting the Signal From Uncertain Data

Cunningham, Alastair; Eklund, Jana; Jeffery, Chris; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 173-181

Persistent link: https://www.econbiz.de/10009976543

A state space approach to extracting the signal from uncertain data

Cunningham, Alastair W. F.; Eklund, Jana; Jeffery, Chris; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 173-180

Persistent link: https://www.econbiz.de/10009657376

Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation

Kapetanios, George; Labhard, Vincent; Price, Simon - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 33-41

Persistent link: https://www.econbiz.de/10008221440

Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-753

Persistent link: https://www.econbiz.de/10009802951

Forecasting using Bayesian and information-theoretic model averaging : an application to UK inflation

Kapetanios, George; Labhard, Vincent; Price, Simon - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 33-41

Persistent link: https://www.econbiz.de/10003625198

Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK

Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-752

Persistent link: https://www.econbiz.de/10009423355

A testing procedure for determining the number of factors in approximate factor models with large datasets

Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409

Persistent link: https://www.econbiz.de/10008736170

Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40 : 467‐492 (2019) DOI : 10.1111...

Kapetanios, George; Papailias, Fotis; Taylor, A. M. Robert - In: Journal of Time Series Analysis (2021)

Persistent link: https://www.econbiz.de/10012538247

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Kapetanios, George; Papailias, Fotis; Taylor, A. M. Robert - In: Journal of Time Series Analysis 40 (2019) 4, pp. 467-492

Persistent link: https://www.econbiz.de/10012094984

Estimating the Rank of the Spectral Density Matrix

Camba-Mendez, Gonzalo; Kapetanios, George - In: Journal of Time Series Analysis 26 (2005) 1, pp. 37-48

The rank of the spectral density matrix conveys relevant information in a variety of statistical modelling scenarios. This note shows how to estimate the rank of the spectral density matrix at any given frequency. The method presented is valid for any hermitian positive definite matrix estimate...

Persistent link: https://www.econbiz.de/10005260712