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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

The tensions between books and book markets as expressions of culture and books as products in profit-making businesses are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for books through laws concerning prices of books, grants...

Persistent link: https://www.econbiz.de/10002734112

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

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

Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808714

Cross-sectional averaging and instrumental variable estimation with many weak instruments

Kapetanios, George (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003671718

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns

Kapetanios, George; Pesaran, M. Hashem - In: The refinement of econometric estimation and test …, (pp. 239-281). 2007

Persistent link: https://www.econbiz.de/10003461881

Testing for strict stationarity

Kapetanios, George (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475291

Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors

Bai, Yu; Marcellino, Massimiliano; Kapetanios, George - 2023

Persistent link: https://www.econbiz.de/10014452530

Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects

Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659

Persistent link: https://www.econbiz.de/10014329005

Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure

Kapetanios, George - 2019

, we develop three dimensional (3D) panel data models with hierarchical error components that allow for strong cross … simulation studies. We also demonstrate the empirical usefulness of the proposed approach through an application to a 3D panel …

Persistent link: https://www.econbiz.de/10012868664

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