George Kapetanios

According to our database, George Kapetanios authored at least 11 papers between 2001 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2022

Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction Data.

Nora Neuteboom, George Kapetanios, Alexia Ventouri, Feiko Ritsema

Proceedings of the 55th Hawaii International Conference on System Sciences, 2022

2016

Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods.

George Kapetanios, Massimiliano Marcellino, Fotis Papailias

Comput. Stat. Data Anal., 2016

Revisiting useful approaches to data-rich macroeconomic forecasting.

Jan J. J. Groen, George Kapetanios

Comput. Stat. Data Anal., 2016

2014

Modified information criteria and selection of long memory time series models.

Richard T. Baillie, George Kapetanios, Fotis Papailias

Comput. Stat. Data Anal., 2014

2010

Factor-GMM estimation with large sets of possibly weak instruments.

George Kapetanios, Massimiliano Marcellino

Comput. Stat. Data Anal., 2010

The Fifth Special Issue on Computational Econometrics.

David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk

Comput. Stat. Data Anal., 2010

2008

Bootstrap-based tests for deterministic time-varying coefficients in regression models.

George Kapetanios

Comput. Stat. Data Anal., 2008

2007

Variable selection in regression models using nonstandard optimisation of information criteria.

George Kapetanios

Comput. Stat. Data Anal., 2007

2006

Choosing the optimal set of instruments from large instrument sets.

George Kapetanios

Comput. Stat. Data Anal., 2006

2004

Bootstrap statistical tests of rank determination for system identification.

Gonzalo Camba-Mendez, George Kapetanios

IEEE Trans. Autom. Control., 2004

2001

Testing the rank of the Hankel covariance matrix: a statistical approach.

Gonzalo Camba-Mendez, George Kapetanios

IEEE Trans. Autom. Control., 2001