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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10009949787
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A review of forecasting techniques for large datasets
Eklund, Jana; Kapetanios, George - In: National Institute economic review (2008) 203, pp. 109
Persistent link: https://www.econbiz.de/10007906156
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ELUSIVE PERSISTENCE: WAGE AND PRICE RIGIDITIES, THE NEW KEYNESIAN PHILLIPS CURVE AND INFLATION DYNAMICS
Tsoukis, Christopher; Kapetanios, George; Pearlman, Joseph - In: Journal of economic surveys 25 (2011) 4, pp. 737-769
Persistent link: https://www.econbiz.de/10009180223
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Model Selection Criteria for Factor‐Augmented Regressions*
Groen, Jan J. J.; Kapetanios, George - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 37-63
Persistent link: https://www.econbiz.de/10010059215
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Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2048
Persistent link: https://www.econbiz.de/10009972344
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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
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Comment on ‘Fast sparse regression and classification’ by J.H. Friedman
Kapetanios, George; Pesaran, M. Hashem - In: International journal of forecasting 28 (2012) 3, pp. 739-741
Persistent link: https://www.econbiz.de/10009983800
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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/10010083578
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HOW PUZZLING IS THE PPP PUZZLE? AN ALTERNATIVE HALF‐LIFE MEASURE OF CONVERGENCE TO PPP
Chortareas, Georgios; Kapetanios, George - In: Journal of applied econometrics 28 (2013) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10010096156
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A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev; Kapetanios, George - In: Economics letters 120 (2013) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010137767