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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

A testing procedure for determining the number of factors in approximate factor models with large datasets

Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409

Persistent link: https://www.econbiz.de/10008736170

A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10002215537

A testing procedure for determining the number of factors in approximate factor models with large datasets

Kapetanios, George (contributor) - 2005

Persistent link: https://www.econbiz.de/10003262857

A new method for determining the number of factors in factor models with large datasets

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403209

Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867252

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

Revisiting useful approaches to data-rich macroeconomic forecasting

Groen, Jan J. J. (contributor); … - 2008

We compare a number of data-rich prediction methods that are widely used in macroeconomic forecasting with a lesser known alternative: partial least squares (PLS) regression. In this method, linear, orthogonal combinations of a large number of predictor variables are constructed such that the...

Persistent link: https://www.econbiz.de/10003781548

A parametric estimation method for dynamic factor models of large dimensions

Kapetanios, George (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003320407

A parametric estimation method for dynamic factor models of large dimensions

Kapetanios, George; Marcellino, Massimiliano - 2006

Persistent link: https://www.econbiz.de/10003322844