g kapetanios
机构: Professor of Finance and Econometrics, Kings College London
每年引用次数
引用次数
引用: 11,973
H-指数: 49
I10-指数 : 153
出版物: 397
Factor‐Based Identification‐Robust Interference in IV Regressions
Georges Kapetanios , Lynda Khalaf , Massimiliano Marcellino
Journal of Applied Econometrics 31 ( 5) 821 -842
8
2016
The elusive persistence: Wage and price rigidities, the Phillips curve, and inflation dynamics
Chris Tsoukis , George Kapetanios , Joseph Pearlman
Research Papers in Economics
1
2007
Testing for nonlinear cointegration between stock prices and dividends
George Kapetanios , Andy Snell , Yongcheol Shin
Research Papers in Economics
2004
Stochastic volatility driven by large shocks
George Kapetanios , Elias Tzavalis
Research Papers in Economics
2
2006
A new method for determining the number of factors in factor models with large datasets
George Kapetanios
Research Papers in Economics
29
2004
A test for serial dependence using neural networks
George Kapetanios
Research Papers in Economics
2007
How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
George Kapetanios , Georgios Chortareas
Research Papers in Economics
6
2004
Financial Econometrics and Realized Volatility/Vast Data
Menelaos Karanasos , George Kapetanios
Economics Bulletin 29 ( 2) 1 -14
2009
Block bootstrap and long memory
Fotis Papailias , George Kapetanios
Research Papers in Economics
5
2011
Statistical tests of the rank of a matrix and their applications in econometric modelling
George Kapetanios , Gonzalo Camba-Mendez
Research Papers in Economics
1
2005
Sieve bootstrap for strongly dependent stationary processes
Zacharias Psaradakis , George Kapetanios
Research Papers in Economics
10
2006
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Zacharias Psaradakis , George Kapetanios
Research Papers in Economics
2007
A bootstrap invariance principle for highly nonstationary long memory processes
George Kapetanios
Research Papers in Economics
4
2004
Forecasting with dynamics models using shrinkage-based estimation
George Kapetanios , Andrea Carriero , Massimiliano Marcellino
Research Papers in Economics
2008
Tests for Deterministic Parametric Structural Change in Regression Models
George Kapetanios
Research Papers in Economics
4
2005
Testing for strict stationarity
George Kapetanios ,
Research Papers in Economics
7
2007
Testing the martingale difference hypothesis using neural network approximations
George Kapetanios , Andrew P. Blake
Research Papers in Economics
1
2007
Testing for a Unit Root against Nonlinear STAR Models
George Kapetanios , Andy Snell , Yongcheol Shin
Research Papers in Economics
10
2000
Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset
George Kapetanios , Elias Tzavalis
Research Papers in Economics
2
2005
Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates
George Kapetanios , Richard T. Baillie
Research Papers in Economics
5
2006