George Kapetanios

11 papers Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2022 — conf
Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction Data.
HICSS
Nora Neuteboom, George Kapetanios, Alexia Ventouri, Feiko Ritsema
2016 J jnl
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods.
Comput. Stat. Data Anal.
George Kapetanios, Massimiliano Marcellino, Fotis Papailias
2016 J jnl
Revisiting useful approaches to data-rich macroeconomic forecasting.
Comput. Stat. Data Anal.
Jan J. J. Groen, George Kapetanios
2014 J jnl
Modified information criteria and selection of long memory time series models.
Comput. Stat. Data Anal.
Richard T. Baillie, George Kapetanios, Fotis Papailias
2010 J jnl
Factor-GMM estimation with large sets of possibly weak instruments.
Comput. Stat. Data Anal.
George Kapetanios, Massimiliano Marcellino
2010 J jnl
The Fifth Special Issue on Computational Econometrics.
Comput. Stat. Data Anal.
David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk
2008 J jnl
Bootstrap-based tests for deterministic time-varying coefficients in regression models.
Comput. Stat. Data Anal.
George Kapetanios
2007 J jnl
Variable selection in regression models using nonstandard optimisation of information criteria.
Comput. Stat. Data Anal.
George Kapetanios
2006 J jnl
Choosing the optimal set of instruments from large instrument sets.
Comput. Stat. Data Anal.
George Kapetanios
2004 J jnl
Bootstrap statistical tests of rank determination for system identification.
IEEE Trans. Autom. Control.
Gonzalo Camba-Mendez, George Kapetanios
2001 J jnl
Testing the rank of the Hankel covariance matrix: a statistical approach.
IEEE Trans. Autom. Control.
Gonzalo Camba-Mendez, George Kapetanios