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~person:"Kapetanios, George"
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Kapetanios, George
Phillips, Peter C. B.
321
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282
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206
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166
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147
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85
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ECONIS (ZBW)
96
EconStor
5
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1
Comparing logit-based early warning systems : does the duration of systemic banking crises matter?
Caggiano, Giovanni
;
Calice, Pietro
;
Leonida, Leone
; …
- In:
Journal of empirical finance
37
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011662964
Saved in:
2
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
3
Semiparametric sieve-type generalized least squares inference
Kapetanios, George
;
Psaradakis, Zacharias G.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 951-985
Persistent link: https://www.econbiz.de/10011590983
Saved in:
4
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
5
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
6
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
Saved in:
7
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
L' Actualité économique : revue trimest.
91
(
2015
)
1/2
,
pp. 67-87
Persistent link: https://www.econbiz.de/10011775777
Saved in:
8
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
9
A time varying parameter structural model of the UK economy
Petrova, Katerina
;
Kapetanios, George
;
Masolo, Riccardo M.
-
2017
Persistent link: https://www.econbiz.de/10011741214
Saved in:
10
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
-
This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
Saved in:
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