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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Nonlinear autoregressive models and long memory
Kapetanios, George
- In:
Economics letters
91
(
2006
)
3
,
pp. 360-368
Persistent link: https://www.econbiz.de/10003333633
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
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