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Investigating the predictive ability of ONS big data-based indicators

Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258

Persistent link: https://www.econbiz.de/10012817730

Assessing the economy using faster indicators

Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 43 (2024) 1, pp. 208-223

Persistent link: https://www.econbiz.de/10014443196

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting

Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867252

A new method for determining the number of factors in factor models with large datasets

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403209

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. 63-69

Persistent link: https://www.econbiz.de/10002215537

A testing procedure for determining the number of factors in approximate factor models with large datasets

Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409

Persistent link: https://www.econbiz.de/10008736170

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338

Persistent link: https://www.econbiz.de/10003455448

A testing procedure for determining the number of factors in approximate factor models with large datasets

Kapetanios, George (contributor) - 2005

Persistent link: https://www.econbiz.de/10003262857

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George; Pesaran, Mohammad Hashem - 2005

This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure. Such models raise new problems for estimation and inference. This paper compares...

Persistent link: https://www.econbiz.de/10010276160