George Kapetanios

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 3

Top Topics

Transaction Data

Top Venues

Comput. Stat. Data Anal.

Publications

Nora Neuteboom, George Kapetanios, Alexia Ventouri, Feiko Ritsema
Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction Data. HICSS (2022)
George Kapetanios, Massimiliano Marcellino, Fotis Papailias
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. Comput. Stat. Data Anal. 100 (2016)
Jan J. J. Groen, George Kapetanios
Revisiting useful approaches to data-rich macroeconomic forecasting. Comput. Stat. Data Anal. 100 (2016)
Richard T. Baillie, George Kapetanios, Fotis Papailias
Modified information criteria and selection of long memory time series models. Comput. Stat. Data Anal. 76 (2014)
David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk
The Fifth Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 54 (11) (2010)
George Kapetanios, Massimiliano Marcellino
Factor-GMM estimation with large sets of possibly weak instruments. Comput. Stat. Data Anal. 54 (11) (2010)
George Kapetanios
Bootstrap-based tests for deterministic time-varying coefficients in regression models. Comput. Stat. Data Anal. 53 (2) (2008)
George Kapetanios
Variable selection in regression models using nonstandard optimisation of information criteria. Comput. Stat. Data Anal. 52 (1) (2007)
George Kapetanios
Choosing the optimal set of instruments from large instrument sets. Comput. Stat. Data Anal. 51 (2) (2006)
Gonzalo Camba-Mendez, George Kapetanios
Bootstrap statistical tests of rank determination for system identification. IEEE Trans. Autom. Control. 49 (2) (2004)
Gonzalo Camba-Mendez, George Kapetanios
Testing the rank of the Hankel covariance matrix: a statistical approach. IEEE Trans. Autom. Control. 46 (2) (2001)