The following pages link to George Kapetanios (Q276925):
Displaying 50 items.
- (Q198433) (redirect page) (← links)
- Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Cluster analysis of panel data sets using non-standard optimisation of information criteria (Q956563) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- A radial basis function artificial neural network test for ARCH (Q1583167) (← links)
- Small sample properties of the conditional least squares estimator in SETAR models (Q1583393) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- A new approach to multi-step forecasting using dynamic stochastic general equilibrium models (Q1667917) (← links)
- A new summary measure of inflation expectations (Q1668641) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) (← links)
- A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset (Q1927587) (← links)
- Nonlinear autoregressive models and long memory (Q1929116) (← links)
- Forecasting using predictive likelihood model averaging (Q1929119) (← links)
- Estimating deterministically time-varying variances in regression models (Q1934157) (← links)
- Correction to: ``Exponent of cross-sectional dependence for residuals'' (Q2023801) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (Q2224991) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- A time-varying parameter structural model of the UK economy (Q2338502) (← links)
- A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (Q2442401) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- An automatic leading indicator of economic activity: forecasting GDP growth for European countries* (Q2772837) (← links)
- Model Selection in Threshold Models (Q2784959) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- A parametric estimation method for dynamic factor models of large dimensions (Q3077648) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- (Q3368310) (← links)
- An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (Q3368329) (← links)
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (Q4606959) (← links)
- Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) <scp>DOI</scp>: 10.1111/jtsa.12460 (Q5001030) (← links)
