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Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset
Kapetanios, George, (2003)
Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe, (2016)
Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George, (2002)
Model selection in threshold models
Kapetanios, George, (1999)
Threshold models for trended time series
A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George, (2008)