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Forecasting using predictive likelihood model averaging
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Economics letters 91 (2006) 3, pp. 373-379
Persistent link: https://www.econbiz.de/10003333638
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Forecasting using predictive likelihood model averaging
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Economics letters 91 (2006) 3, pp. 373-379
Persistent link: https://www.econbiz.de/10007259463
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A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George - In: Economics letters 79 (2003) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
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Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George - In: Economics letters 72 (2001) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
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Small sample properties of the conditional least squares estimator in SETAR models
Kapetanios, George - In: Economics letters 69 (2000) 3, pp. 267-276
Persistent link: https://www.econbiz.de/10001525568
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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. 63-69
Persistent link: https://www.econbiz.de/10002215537
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Nonlinear autoregressive models and long memory
Kapetanios, George - In: Economics letters 91 (2006) 3, pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
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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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A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George; Price, Simon; Theodoridis, Konstantinos - In: Economics letters 136 (2015), pp. 237-242
Persistent link: https://www.econbiz.de/10011436166
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Time-varying Lasso
Kapetanios, George; Zikes, Filip - In: Economics letters 169 (2018), pp. 1-6
Persistent link: https://www.econbiz.de/10012019554