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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10009949787
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Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Mendez, Gonzalo; Kapetanios, George - In: Journal of forecasting 24 (2005) 7, pp. 491-504
Persistent link: https://www.econbiz.de/10006874403
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10006755466
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Threshold models for trended time series
Kapetanios, George - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 687-708
Persistent link: https://www.econbiz.de/10006253149
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The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests
Chortareas, Georgios; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10006431203
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Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-753
Persistent link: https://www.econbiz.de/10009802951
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Tests of Rank in Reduced Rank Regression Models
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10008215775
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Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 33-41
Persistent link: https://www.econbiz.de/10008221440
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Testing for Neglected Nonlinearity in Long-Memory Models
Baillie, Richard T.; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10008221520
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Forecast combination and the Bank of England's suite of statistical forecasting models
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Economic modelling 25 (2008) 4, pp. 772
Persistent link: https://www.econbiz.de/10008057821