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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
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Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
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Multivariate methods for monitoring structural change
Groen, Jan J. J.; Kapetanios, George; Price, Simon - In: Journal of applied econometrics 28 (2013) 2, pp. 250-274
Persistent link: https://www.econbiz.de/10009733330
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Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of applied econometrics 26 (2011) 5, pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
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How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.; Kapetanios, George - In: Journal of applied econometrics 28 (2013) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
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Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
Giraitis, Liudas; Kapetanios, George; Wetherilt, Anne Vila - In: Journal of applied econometrics 31 (2016) 1, pp. 58-84
Persistent link: https://www.econbiz.de/10011642137
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Factor-based identification-robust interference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 5, pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Making text count : economic forecasting using newspaper text
Kalamara, Eleni; Turrell, Arthur; Redl, Chris; … - In: Journal of applied econometrics 37 (2022) 5, pp. 896-919
Persistent link: https://www.econbiz.de/10013464641
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Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Tony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-894
Persistent link: https://www.econbiz.de/10008433215