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A stochastic variance factor m...
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Kapetanios, George
304
Cipollini, Andrea
40
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39
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36
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31
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371
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
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372
Time-varying instrumental variable estimation
Marcellino, Massimiliano
;
Kapetanios, George
;
Giraitis, …
-
2020
Persistent link: https://www.econbiz.de/10012299263
Saved in:
373
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
374
Forecasting value-at-risk using deep neural network quantile regression
Chronopoulos, Ilias
;
Raftapostolos, Aristeidis
; …
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 636-669
Persistent link: https://www.econbiz.de/10015045167
Saved in:
375
An LM test for the conditional independence between regressors and factor loadings in panel data models with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 743-761
Persistent link: https://www.econbiz.de/10015053450
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