George Kapetanios - researchr alias

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Viewing Publication 1 - 11 from 11

2022

Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction DataNora Neuteboom, George Kapetanios, Alexia Ventouri, Feiko Ritsema. hicss 2022: 1-11 [doi]

2016

Revisiting useful approaches to data-rich macroeconomic forecastingJan J. J. Groen, George Kapetanios. csda, 100:221-239, 2016. [doi]

Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methodsGeorge Kapetanios, Massimiliano Marcellino, Fotis Papailias. csda, 100:369-382, 2016. [doi]

2014

Modified information criteria and selection of long memory time series modelsRichard T. Baillie, George Kapetanios, Fotis Papailias. csda, 76:116-131, 2014. [doi]

2010

The Fifth Special Issue on Computational EconometricsDavid A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk. csda, 54(11):2359, 2010. [doi]

Factor-GMM estimation with large sets of possibly weak instrumentsGeorge Kapetanios, Massimiliano Marcellino. csda, 54(11):2655-2675, 2010. [doi]

2008

Bootstrap-based tests for deterministic time-varying coefficients in regression modelsGeorge Kapetanios. csda, 53(2):534-545, 2008. [doi]

2007

Variable selection in regression models using nonstandard optimisation of information criteriaGeorge Kapetanios. csda, 52(1):4-15, 2007. [doi]

2006

Choosing the optimal set of instruments from large instrument setsGeorge Kapetanios. csda, 51(2):612-620, 2006. [doi]

2004

Bootstrap statistical tests of rank determination for system identificationGonzalo Camba-Mendez, George Kapetanios. tac, 49(2):238-243, 2004. [doi]

2001

Testing the rank of the Hankel covariance matrix: a statistical approachGonzalo Camba-Mendez, George Kapetanios. tac, 46(2):331-336, 2001. [doi]

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