E-LIB Suche - Ergebnisse für: Kapetanios, George

1

Forecasting UK inflation bottom up:

Joseph, Andreas ; Potjagailo, Galina ; Chakraborty, Chiranjit.
International Journal of Forecasting. , 2024

Link: https://doi.org/10.1016/..

2

Forecasting in factor augmented regressions under structura..:

Massacci, Daniele ; Kapetanios, George
International Journal of Forecasting. 40 (2024) 1 - p. 62-76 , 2024

Link: https://doi.org/10.1016/..

3

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..

4

Mean group instrumental variable estimation of time-varying..:

Bai, Yu ; Marcellino, Massimiliano ; Kapetanios, George
Econometrics and Statistics. , 2023

Link: https://doi.org/10.1016/..

5

Assessing the economy using faster indicators:

Kapetanios, George ; Papailias, Fotis
Journal of Forecasting. 43 (2023) 1 - p. 208-223 , 2023

Link: https://doi.org/10.1002/..

6

A new test for market efficiency and uncovered interest par..:

Baillie, Richard T. ; Diebold, Francis X. ; Kapetanios, George.
Journal of International Money and Finance. 130 (2023) - p. 102765 , 2023

Link: https://doi.org/10.1016/..

7

Testing for correlation between the regressors and factor l..:

Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol
Empirical Economics. 64 (2023) 6 - p. 2611-2659 , 2023

Link: https://doi.org/10.1007/..

8

An LM Test for the Conditional Independence between Regress..:

Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol
Journal of Business & Economic Statistics. 42 (2023) 2 - p. 743-761 , 2023

Link: https://doi.org/10.1080/..

9

Forecasting Value-at-Risk Using Deep Neural Network Quantil..:

Chronopoulos, Ilias ; Raftapostolos, Aristeidis ; Kapetanios, George
Journal of Financial Econometrics. 22 (2023) 3 - p. 636-669 , 2023

Link: https://doi.org/10.1093/..

10

Testing for Correlation between the Regressors and Factor L..:

KAPETANIOS George ; SERLENGA Laura ; SHIN Yongcheol
JRC132929. , 2023

Link: https://publications.jrc..

11

Forecasting Value-at-Risk Using Deep Neural Network Quantil..:

Chronopoulos, Ilias ; Raftapostolos, Aristeidis ; Kapetanios, George
Chronopoulos , I , Raftapostolos , A & Kapetanios , G 2023 , ' Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression ' , Journal of Financial Econometrics . https://doi.org/10.1093/jjfinec/nbad014. , 2023

Link: https://kclpure.kcl.ac.u..

12

Deep Neural Network Estimation in Panel Data Models:

Chronopoulos, Ilias ; Chrysikou, Katerina ; Kapetanios, George..
http://arxiv.org/abs/2305.19921. , 2023

Link: http://arxiv.org/abs/230..

13

Hierarchical Time-Varying Estimation of Asset Pricing Model:

Baillie, Richard T. ; Calonaci, Fabio ; Kapetanios, George
Journal of Risk and Financial Management. 15 (2022) 1 - p. 14 , 2022

Link: https://doi.org/10.3390/..

14

How did consumers react to the COVID‐19 pandemic over time?:

Kapetanios, George ; Neuteboom, Nora ; Ritsema, Feiko.
Oxford Bulletin of Economics and Statistics. 84 (2022) 5 - p. 961-993 , 2022

Link: https://doi.org/10.1111/..

15

Making text count: Economic forecasting using newspaper tex:

Kalamara, Eleni ; Turrell, Arthur ; Redl, Chris..
Journal of Applied Econometrics. 37 (2022) 5 - p. 896-919 , 2022

Link: https://doi.org/10.1002/..