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Kapetanios, George
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1

On Robust Inference in Time Series Regression 

NBER working paper series, no. w32554
Baillie, Richard T ; Diebold, Francis X ; Kapetanios, George.. , 2024
Link: https://www.nber.org/pap..
 
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2

A New Test for Market Efficiency and Uncovered Interest Par.. 

NBER working paper series, no. w30638
Baillie, Richard T ; Diebold, Francis X ; Kapetanios, George. , 2022
Link: https://www.nber.org/pap..
 
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3

Smart data for multinational enterprises (MNEs): using open.. 

Statistical working papers
Papailias, Fotis ; Balea, Virginia ; Vlachou, Hionia. - 2021 edition . , 2021
Link: https://data.europa.eu/d..
 
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4

Measuring and communicating uncertainty in official statist.. 

Statistical working papers : theme General and regional statistics
Kapetanios, George ; Marcellino, Massimiliano ; Kempf, Felix... - 2021 edition . , 2021
Link: https://data.europa.eu/d..
 
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5

New methods for timely estimates: 2020 edition 

Statistical working papers: Economy and finance
Mazzi, Gian Luigi ; Kapetanios, George ; Marcellino, Massimiliano. - 2020 edition . , 2020
Link: https://data.europa.eu/d..
 
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6

A residual-based threshold method for detection of units th.. 

CESifo working paper ; no. 7401 (December 2018), Category 12, Empirical and theoretical methods
Kapetanios, George ; Reese, Simon ; Pesaran, M. Hashem , [2018]
Link: http://hdl.handle.net/10..
 
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7

Exponent of cross-sectional dependence for residuals 

CESifo working paper ; no. 7223, Category 12: Empirical and theoretical methods
Bailey, Natalia ; Kapetanios, George ; Pesaran, M. Hashem , 2018
Link: http://hdl.handle.net/10..
 
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8

Analysis of the most recent modelling techniques for big da.. 

Statistical working papers
Kapetanios, George ; Marcellino, Massimiliano ; Petrova, Katerina - 2018 edition . , 2018
Link: https://data.europa.eu/d..
 
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9

Filtering techniques for big data and big data based uncert.. 

Statistical working papers
Kapetanios, George ; Marcellino, Massimiliano ; Papailas, Fotis - 2017 edition . , 2017
Link: https://data.europa.eu/d..
 
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10

Big data conversion techniques including their main feature.. 

Statistical working papers
Kapetanios, George ; Marcellino, Massimiliano ; Papailias, Fotis - 2017 edition . , 2017
Link: https://data.europa.eu/d..
 
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11

Big data analytics 

a new perspective  CESifo working paper ; no. 5824, Category 12, Empirical and theoretical methods
Chudik, Alexander ; Kapetanios, George ; Pesaran, M. Hashem , March 2016
Link: http://hdl.handle.net/10..
 
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12

Big data and macroeconomic nowcasting: from data access to .. 

Statistical working papers : theme 9
Baldacci, Emanuele ; Buono, Dario ; Kapetanios, George... - 2016 edition . , 2016
Link: https://data.europa.eu/d..
 
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13

An automatic leading indicator, variable reduction and vari.. 

forecasting the industrial production growth for euro area ...  Working paper series / European Central Bank ; 1773
Papailias, Fotis ; Camba-Méndez, Gonzalo ; Kapetanios, George. , 2015
Link: http://www.ecb.europa.eu..
 
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14

An automatic leading indicator, variable reduction and vari.. 

Working Paper Series, 1773, April 2015
Camba-Méndez, Gonzalo ; Kapetanios, George ; Papailias, Fotis. , 2015
Link: http://bookshop.europa.e..
 
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15

Exponent of cross-sectional dependence 

estimation and inference  CESifo working paper ; 3722, Empirical and Theoretical Methods
Bailey, Natalia , 2012
Link: http://hdl.handle.net/10..
 
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