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Measuring and communicating uncertainty in official statistics : state of the art and perspectives
Kapetanios, George; Marcellino, Massimiliano; Kempf, Felix - 2021 - 2021 edition
Persistent link: https://www.econbiz.de/10012590863
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Structural analysis with multivariate autoregressive index models
Carreiro, Andrea; Kapetanios, George; Marcellino, … - 2015
Persistent link: https://www.econbiz.de/10011391928
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Factor-based identification-robust interference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 5, pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
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Factor based identification-robust inference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10010495478
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 67-87
Persistent link: https://www.econbiz.de/10011775777
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2015 - This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
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Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George; Marcellino, Massimiliano; Venditti, … - 2017
Persistent link: https://www.econbiz.de/10011959996
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A comparison of estimation methods for dynamic factor models of large dimensions
Kapetanios, George (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867670