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Measuring conditional persistence in time series
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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Estimating deterministically time-varying variances in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808192
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Tests for deterministic parametric structural change in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808206
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Variable selection using non-standard optimisation of information criteria
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808328
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Measuring conditional persistence in nonlinear time series
Kapetanios, George - In: Oxford bulletin of economics and statistics 69 (2007) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
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Estimating deterministically time-varying variances in regression models
Kapetanios, George - In: Economics letters 97 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
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Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
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Time varying three pass regression filter
Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023
Persistent link: https://www.econbiz.de/10014383819
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Comment on "Fast sparse regression and classification" by J. H. Friedman
Kapetanios, George; Pesaran, M. Hashem - In: International journal of forecasting 28 (2012) 3, pp. 739-740
Persistent link: https://www.econbiz.de/10009659834
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Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671730