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~person:"Kapetanios, George"
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Kapetanios, George
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ECONIS (ZBW)
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RePEc
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1
Testing the Rank of the Hankel Matrix : A Statistical Approach
Camba-Mendez, Gonzalo
;
Kapetanios, George
-
2021
Hankel matrix. We also provide a Monte
Carlo
study on the reliability of these tests compared to existing procedures …
Persistent link: https://www.econbiz.de/10013320298
Saved in:
2
Big data analytics : a new perspective
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011455779
Saved in:
3
Big data analytics : a new perspective
Chudik, Alexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
provide extensive theoretical and Monte
Carlo
results in support of adding the proposed OCMT model selection procedure to the …
Persistent link: https://www.econbiz.de/10011444508
Saved in:
4
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
-
This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
Saved in:
5
Generalised density forecast combinations
Fawcett, Nicholas
;
Kapetanios, George
;
Mitchell, James
; …
-
2014
Persistent link: https://www.econbiz.de/10010356906
Saved in:
6
Generalised density forecast combinations
Fawcett, N.
;
Kapetanios, George
;
Mitchell, J.
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010348803
Saved in:
7
Impulse Response Functions from Structural Dynamic Factor Models : A Monte
Carlo
Evaluation
Kapetanios, George
-
2014
The estimation of structural dynamic factor models (DFMs) for large sets of variables is attracting considerable attention. In this paper we briefly review the underlying theory and then compare the impulse response functions resulting from two alternative estimation methods for the DFM....
Persistent link: https://www.econbiz.de/10012709803
Saved in:
8
Generalised Density Forecast Combinations
Fawcett, Nicholas
-
2014
that let the weights vary by region of the density. We analyse these schemes theoretically, in Monte
Carlo
experiments and …
Persistent link: https://www.econbiz.de/10013055926
Saved in:
9
Generalised Density Forecast Combinations
Fawcett, Nicholas
-
2014
that let the weights vary by region of the density. We analyse these schemes theoretically, in Monte
Carlo
experiments and …
Persistent link: https://www.econbiz.de/10013057841
Saved in:
10
A nonlinear panel data model of cross-sectional dependence
Mitchell, James
;
Kapetanios, George
;
Shin, Yongcheol
-
2012
Persistent link: https://www.econbiz.de/10009545977
Saved in:
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