George Kapetanios

George Kapetanios's AcademicInfluence.com Rankings

George Kapetanios

Economics

#3489

World Rank

#3955

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Econometrics

#95

World Rank

#98

Historical Rank

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Economics

George Kapetanios's Degrees

Masters Econometrics University of Southampton

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George Kapetanios's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Testing for a unit root in the nonlinear STAR framework (2003) (1507)
Panels with Nonstationary Multifactor Error Structures (2006) (832)
Assessing the Economy�?Wide Effects of Quantitative Easing (2012) (303)
Getting PPP right: Identifying mean-reverting real exchange rates in panels. (2009) (228)
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006) (221)
Unit-Root Testing Against the Alternative Hypothesis of Up to Structural Breaks (2002) (202)
Nonlinear mean reversion in real exchange rates (2002) (196)
Exponent of Cross-Sectional Dependence: Estimation and Inference (2012) (178)
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns (2005) (174)
Forecasting Exchange Rates with a Large Bayesian VAR (2008) (164)
Unit Root Tests in Three-Regime Setar Models (2002) (157)
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments (2010) (131)
A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets (2010) (125)
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries (1999) (120)
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (2009) (114)
A Bootstrap Procedure for Panel Data Sets with Many Cross-Sectional Units (2008) (114)
Forecast Combination and the Bank of England's Suite of Statistical Forecasting Models (2007) (114)
Inference on stochastic time-varying coefficient models (2014) (112)
A parametric estimation method for dynamic factor models of large dimensions (2006) (105)
Are More Data Always Better for Factor Analysis' Results for the Euro Area, the Six Largest Euro Area Countries and the UK (2009) (97)
Forecasting Using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation (2005) (91)
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling (2007) (85)
Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (2008) (84)
Forecasting Government Bond Yields with Large Bayesian Vars (2010) (75)
Model Selection in Threshold Models (2001) (74)
Generalised Density Forecast Combinations (2014) (74)
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change (2012) (73)
Testing the Rank of the Hankel Matrix: A Statistical Approach (2001) (73)
The Yen Real Exchange Rate May Be Stationary after All: Evidence from Non-Linear Unit-Root Tests (2004) (69)
Unit‐root testing against the alternative hypothesis of up to m structural breaks (2005) (68)
Spectral Based Methods to Identify Common Trends and Common Cycles (2001) (67)
Testing for Neglected Nonlinearity in Long-Memory Models (2007) (65)
Forecasting Euro Area Inflation Using Dynamic Factor Measures of Underlying Inflation (2004) (62)
Assessing the Economy-Wide Effects of Quantitative Easing (2012) (62)
Import Prices and Exchange Rate Pass-Through: Theory and Evidence from the United Kingdom (2003) (60)
Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting (2009) (60)
Variable selection in regression models using nonstandard optimisation of information criteria (2007) (57)
A State Space Approach to Extracting the Signal From Uncertain Data (2007) (57)
A real time evaluation of Bank of England forecasts of inflation and growth (2009) (56)
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions (2003) (54)
GLS detrending-based unit root tests in nonlinear STAR and SETAR models (2008) (52)
The yen real exchange rate may be stationary after all (2004) (46)
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset (2004) (44)
How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP (2004) (43)
Large Time-Varying Parameter VARs: A Non-Parametric Approach (2016) (43)
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (2016) (43)
Modeling structural breaks in economic relationships using large shocks (2010) (43)
Testing for Cointegration in Nonlinear Star Error Correction Models (2003) (41)
MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE (2013) (41)
Nonlinear models for strongly dependent processes with financial applications (2008) (40)
A New Method for Determining the Number of Factors in Factor Models with Large Datasets (2004) (39)
Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (2018) (38)
Tests of Rank in Reduced Rank Regression Models (2003) (38)
An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests (2003) (38)
Forecasting Using Bayesian and Information-Theoretic Model Averaging (2008) (38)
An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (2004) (38)
A Note on an Iterative Least Squares Estimation Method for Arma and Varma Models (2002) (37)
Forecasting using predictive likelihood model averaging (2006) (37)
Comparing logit-based early warning systems: Does the duration of systemic banking crises matter? (2016) (37)
Forecasting using predictive likelihood model averaging (2006) (37)
Small sample properties of the conditional least squares estimator in SETAR models (2000) (36)
A Nonlinear Panel Data Model of Cross-Sectional Dependence (2014) (36)
Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market (2016) (36)
Unconventional Monetary Policies and the Macroeconomy: The Impact of the United Kingdom's QE2 and Funding for Lending Scheme (2015) (36)
Credit market freedom and cost efficiency in US state banking (2016) (36)
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (2016) (35)
Nonlinear Alternatives to Unit Root Tests and Public Finances Sustainability: Some Evidence from Latin American and Caribbean Countries (2008) (34)
Structural Breaks in Inflation Dynamics (2003) (34)
Rational expectations and fixed-event forecasts: An application to UK inflation (2003) (33)
A Radial Basis Function Artificial Neural Network Test for ARCH (2000) (30)
Testing for Arch in the Presence of Nonlinearity of Unknown Form in the Conditional Mean (2003) (29)
Testing the rank of the Hankel covariance matrix: a statistical approach (2001) (29)
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis (2009) (28)
Forecasting with Measurement Errors in Dynamic Models (2004) (28)
Threshold models for trended time series (2003) (27)
The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K. (1999) (27)
Making Text Count: Economic Forecasting Using Newspaper Text (2020) (26)
THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (2004) (26)
Model Selection Criteria for Factor‐Augmented Regressions (2013) (26)
A Time Varying DSGE Model with Financial Frictions (2016) (23)
Shifts in Volatility Driven by Large Stock Market Shocks (2012) (23)
A review of forecasting techniques for large data sets (2008) (21)
A comprehensive evaluation of macroeconomic forecasting methods (2019) (21)
Dynamic Factor Extraction of Cross-Sectional Dependence In Panel Unit Root Tests (2007) (20)
Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures (2012) (19)
Forecasting in the Presence of Recent Structural Change (2010) (19)
Exponent of Cross-sectional Dependence for Residuals (2019) (19)
Sieve Bootstrap for Strongly Dependent Stationary Processes (2006) (18)
Cluster analysis of panel data sets using non-standard optimisation of information criteria (2006) (17)
Testing for strict stationarity in financial variables (2009) (17)
Estimating the Rank of the Spectral Density Matrix (2004) (17)
Structural Analysis with Multivariate Autoregressive Index Models (2015) (17)
Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models (2015) (17)
Determining the Poolability of Individual Series in Panel Datasets (2003) (16)
Big Data & Macroeconomic Nowcasting: Methodological Review (2018) (16)
A stochastic variance factor model for large datasets and an application to S&P data (2008) (15)
A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification (2017) (15)
Factor Based Identification-Robust Inference in IV Regressions (2015) (15)
The Role of Search Frictions and Bargaining for Inflation Dynamics (2006) (15)
Elusive Persistence: Wage and Price Rigidities, the New Keynesian Phillips Curve and Inflation Dynamics (2011) (15)
Measurement of factor strength: Theory and practice (2021) (14)
Estimating Time-Varying DSGE Models Using Minimum Distance Methods (2014) (14)
Testing for Nonstationary Long Memory Against Nonlinear Ergodic Models (2003) (14)
Testing for a Unit Root against Nonlinear STAR Models (2000) (14)
Choosing the optimal set of instruments from large instrument sets (2006) (14)
Estimation and Inference for Impulse Response Functions from Univariate Strongly Persistent Processes (2013) (14)
Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (2011) (13)
The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks (2004) (13)
Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives (2003) (13)
Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets (2017) (13)
Estimating Time-Variation in Measurement Error from Data Revisions; an Application to Forecasting in Dynamic Models (2004) (13)
Bandwidth selection by cross-validation for forecasting long memory financial time series (2014) (13)
A radial basis function artificial neural network test for neglected nonlinearity (2003) (13)
Estimating Deterministically Time-Varying Variances in Regression Models (2007) (13)
Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure (2019) (13)
Incorporating lag order selection uncertainty in parameter inference for AR models (2001) (12)
Modified information criteria and selection of long memory time series models (2014) (12)
GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks (2003) (12)
TESTING FOR EXOGENEITY IN THRESHOLD MODELS (2009) (12)
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments (2010) (11)
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology (2017) (11)
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors (2013) (11)
Determining the Stationarity Properties of Individual Series in Panel Datasets (2003) (11)
Jumps in Option Prices and Their Determinants: Real-Time Evidence from the E-Mini S&P 500 Option Market (2019) (11)
Big Data and Macroeconomic Nowcasting : From Data Access to Modelling (2016) (11)
Block Bootstrap and Long Memory (2011) (11)
Nonlinear Autoregressive Models and Long Memory (2004) (10)
Variable Selection using Non-Standard Optimisation of Information Criteria (2005) (10)
Forecasting Large Datasets with Reduced Rank Multivariate Models (2007) (10)
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting (2002) (9)
Big Data Analytics: A New Perspective (2016) (9)
Level shifts in stock returns driven by large shocks (2014) (9)
Big Data Econometrics: Now Casting and Early Estimates (2017) (9)
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (2018) (8)
Detection of Units with Pervasive Effects in Large Panel Data Models (2019) (8)
Modelling in the presence of cross-sectional error dependence (2017) (8)
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation (2006) (8)
Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series (2006) (8)
Robust Forecast Methods and Monitoring During Structural Change (2013) (8)
The challenge of Big Data (2017) (8)
Testing for a Linear Unit Root against Nonlinear Threshold Stationarity (2000) (8)
A time-varying parameter structural model of the UK economy (2019) (8)
Time-varying Lasso (2018) (8)
A Test of M Structural Breaks Under the Unit Root Hypothesis (1999) (7)
Parsimonious Estimation with Many Instruments (2009) (7)
Bootstrap statistical tests of rank determination for system identification (2002) (7)
GLS Detrending for Nonlinear Unit Root Tests (2002) (7)
Bootstrap-based tests for deterministic time-varying coefficients in regression models (2008) (7)
TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (2010) (7)
A Nonlinear Approach to Public Finance Sustainability in Latin America (2003) (7)
Semi Parametric Estimation of Long Memory : the Holy Grail or a Poisoned Chalice ? ” (2007) (7)
Information Criteria, Model Selection Uncertainty and the Determination of Cointegration Rank (2000) (7)
On Testing for Diagonality of Large Dimensional Covariance Matrices (2004) (6)
Variable Selection for Large Unbalanced Datasets Using Non-Standard Optimisation of Information Criteria and Variable Reduction Methods (2014) (6)
Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests (2003) (6)
A Similarity-Based Approach for Macroeconomic Forecasting (2019) (6)
Testing for Strict Stationarity (2007) (6)
Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates (2006) (6)
Testing for Neglected Nonlinearity in Long Memory Models (2002) (5)
Tests for Deterministic Parametric Structural Change in Regression Models (2005) (5)
A mathematical tool for warehousing optimization (2009) (5)
Measurement of Factor Strenght: Theory and Practice (2020) (5)
Testing for Exogeneity in Nonlinear Threshold Models (2004) (5)
Forecasting UK inflation bottom up (2021) (5)
Conditional Model Confidence Sets with an Application to Forecasting Models (2005) (5)
Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models (2010) (5)
Measuring Conditional Persistence in Nonlinear Time Series (2007) (5)
Testing for Neglected Nonlinearity in Cointegrating Relationships * (2007) (5)
Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset (2005) (4)
A Dynamic Factor Analysis of Financial Contagion in Asia (2003) (4)
Semiparametric Sieve-Type Generalized Least Squares Inference (2016) (4)
Regulatory capture and financial crisis: Comment on "Modeling human behavior in economics and social science" by Marina Dolfin, Leone Leonida, and Nisrina Outada. (2017) (4)
A Generalised Fractional Differencing Bootstrap for Long Memory Processes (2019) (4)
A State Space Approach To The Policymaker's Data Uncertainty Problem (2007) (4)
A new summary measure of inflation expectations (2016) (4)
Analysis of the most recent modelling techniques for big data with particular attention to Bayesian ones (2018) (3)
Model Selection Uncertainty and Dynamic Models (2000) (3)
A Time Varying Parameter Structural Model of the UK Economy (2017) (3)
Making text count: economic forecasting using newspaper text* (2022) (3)
Measuring Conditional Persistence in Time Series (2002) (3)
Boosting Estimation of RBF Neural Networks for Dependent Data (2007) (3)
Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling (2005) (3)
An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies (2014) (3)
Forecasting EU Economic Activity Using Financial Condition Indexes (2014) (3)
A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes (2004) (3)
Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change (2011) (3)
Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels (2019) (3)
Forecasting in the presence of recent and recurring structural change (2009) (3)
Estimating Time-Variation in Measurement Error from Data Revisions : Working (2002) (3)
A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models (2015) (3)
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations (2002) (3)
Forecasting with Dynamic Models using Shrinkage-based Estimation (2008) (2)
The Elusive Persistence: Wage and Price Rigidities, the Phillips Curve, and Inflation Dynamics (2007) (2)
Forecasting EU Economic Activity Using Summary Indicators (2014) (2)
Inference for impulse response coefficients from multivariate fractionally integrated processes (2014) (2)
Business Cycles Dating for EU Economies: An Empirical Search for the Optimal Settings (2014) (2)
Editorial: Central bank forecasting (2019) (2)
Forecasting Under Structural Change (2015) (2)
Dynamic Factor Models of Large Dimensions (2002) (2)
Resuscitating real interest rate parity: new evidence from panels (2017) (2)
A review of forecasting techniques for large datasets (2008) (2)
A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems (2003) (2)
A New Approach to Multi-Step Forecasting Using Dynamic Stochastic General Equilibrium Models (2015) (2)
On Robust Inference in Time Series Regression (2022) (2)
Stochastic volatility driven by large shocks (2006) (2)
Time Varying Cointegration and the UK Great Ratios (2018) (2)
Using Extraneous Information and GMM to Estimate Threshold Parameters in Tar Models (2003) (2)
A similarity‐based approach for macroeconomic forecasting (2020) (2)
Guidance and recommendations on the use of Big data for macroeconomic nowcasting (2017) (2)
Time-Varying Instrumental Variable Estimation (2020) (2)
Semiparametric Sieve-Type GLS Inference in Regressions Working (2002) (1)
A New Approach for Detecting Shifts in Forecast Accuracy (2018) (1)
A New Nonparametric Test of Cointegration Rank (2003) (1)
A New Test for Market Efficiency and Uncovered Interest Parity (2022) (1)
Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change (2013) (1)
Hierarchical Time-Varying Estimation of Asset Pricing Models (2022) (1)
Measuring and communicating uncertainty in official statistics: State of the art and perspectives (2021) (1)
Forecasting financial distress in emerging markets : a dynamic probit analysis (2010) (1)
Time-varying cointegration with an application to the UK Great Ratios (2020) (1)
Comment on 'Fast sparse regression and classification' by J.H. Friedman (2012) (1)
A Residual-Based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models (2018) (1)
Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models (2020) (1)
Choosing between persistent and stationary volatility (2022) (1)
Structural Analysis with Classical and Bayesian Large Reduced Rank VARs (2012) (1)
Real-Time Evaluation of Inflation Report Forecasts for Inflation and Growth “ (2008) (1)
Filtering techniques for big data and big data based uncertainty indexes (2017) (1)
Empirical examples of using Big Internet Data for Macroeconomic Nowcasting (2018) (1)
Model Selection Criteria for Factor-Augmented Regressions (2012) (1)
Testing the Martingale Difference Hypothesis Using Neural Network Approximations (2007) (1)
Forecasting in Factor Augmented Regressions under Structural Change (2023) (1)
How did consumers react to the COVID‐19 pandemic over time? (2022) (1)
A Shrinkage Instrumental Variable Estimator for Large Datasets (2016) (1)
Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses (2003) (1)
Kernel-based Volatility Generalised Least Squares (2019) (1)
Forecasting with a model of data revisions (2008) (1)
Cross-Validation Based Covariance Shrinkage in Portfolio Selection (2014) (1)
Nonlinear Modelling of Autoregressive Structural Breaks (2002) (0)
On the estimation of short memory components in long memory time series models (2016) (0)
Using Neural Network Approximations (2002) (0)
Expansionary and contractionary fiscal multipliers in the U.S. (2022) (0)
Portfolio selection with large dimensional covariance matrices (2018) (0)
NIE volume 173 Cover and Front matter (2000) (0)
State-level wage Phillips curves (2020) (0)
Forecasting UK GDP growth with large survey panels (2021) (0)
Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI: 10.1111/jtsa.12460 (2021) (0)
High Dimensional Generalised Penalised Least Squares (2022) (0)
Department of Economics Measuring Conditional Persistence in Time Series (2002) (0)
A REVIEW OF FORECASTING TECHNIQUES FOR LARGE (2016) (0)
A Regularization Approach for Estimation and Variable Selection in High Dimensional Regression (2018) (0)
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence (2007) (0)
School of Economic s and Finance A Nonlinear Panel Model of Cross-sectional Dependence (2002) (0)
Correction to: Exponent of Cross-sectional Dependence for Residuals (2020) (0)
Theoretical Result Supplement for ‘ Big Data Analytics : A New Perspective ’ by A . Chudik (2016) (0)
A Bootstrap Test of Cointegration Rank (1999) (0)
A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models (2002) (0)
Online Theory Supplement to " A One-Covariate at a Time , Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models " (2018) (0)
WITHDRAWN: Forecasting UK inflation bottom up (2021) (0)
WBS Economic Modelling & Forecasting Group Working Paper Series : No 3 September 2013 Working paper title : Nonlinear Panel Data Model of Cross-Sectional Independence (2013) (0)
Bank of England (2015) (0)
Financial Econometrics and Realized Volatility/Vast Data (2009) (0)
Structural Breaks in Stock Returns Driven by Large Shocks (2012) (0)
Time-varying Cointegration and the UK Great Ratios (2019) (0)
The Econometric Theory Awards 2011 (2011) (0)
Working Paper No. 355 Multivariate methods for monitoring structural change (2008) (0)
No . 915 Forecasting UK inflation bottom up (2021) (0)
Stock returns predictability with unstable predictors (2022) (0)
Testing for nonlinear cointegration between stock prices and dividends (2004) (0)
Chapter 11 Forecasting with Rich Data : Model Comparison and Evidence from European Countries (2015) (0)
Real-time Evidence from the Emini S & P 500 Option Market (2002) (0)
B Online Theoretical Result Supplement for ‘ A One-Covariate at a Time , Multiple Testing Approach to Variable Selection in Large Datasets ’ by A . Chudik (2016) (0)
Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels (2004) (0)
Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction Data (2022) (0)
Multistep prediction error decomposition in DSGE models : estimation and forecast performance ∗ (2016) (0)
A New Test and Historical Perspectives on Tests for Market Efficiency and Rational Expectations in Financial Markets (2022) (0)
Investigating the Predictive Ability of ONS Big Data-Based Indicators (2020) (0)
12-2018 “ State-level wage Phillips curves ” “ (2018) (0)
Common Correlated Effect Cross-Sectional Dependence Corrections for Non-Linear Conditional Mean Panel Models (2017) (0)
A test for serial dependence using neural networks (2007) (0)
On statistical time series methods for forecasting the 2020 CoViD pandemic (2020) (0)
Variable Reduction and Variable Selection Methods Using Small, Medium and Large Datasets: A Forecast Comparison for the PEEIs (2014) (0)
Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria (2005) (0)
Investigating the predictive ability of ONS big data‐based indicators (2021) (0)
A nonlinear panel model of herding (2010) (0)
The Investigation of Heterogeneous Productions Technologies: Implications for the Banking Efficiency (2011) (0)
Estimation and Inference in a Non-Linear State Space Model: Durable Consumption (2002) (0)
Theoretical Supplement for Paper ‘ A One-Covariate at a Time , Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (2016) (0)
Breaks in DSGE models (2008) (0)
Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model (2019) (0)

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