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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate …
Persistent link: https://www.econbiz.de/10003765975
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Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671730
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671718
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A test for serial dependence using neural networks
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564910
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Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264