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Kapetanios, George

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Author ID: kapetanios.george Recent zbMATH articles by "Kapetanios, George"
Published as: Kapentanios, George; Kapetanios, G.; Kapetanios, George; Kpetanios, George
Documents Indexed: 68 Publications since 2000

Publications by Year

Citations contained in zbMATH Open

51 Publications have been cited 372 times in 301 Documents Cited by Year
Testing for a unit root in the nonlinear STAR framework. Zbl 1027.62065
Kapetanios, George; Shin, Yongcheol; Snell, Andy
58
2003
Panels with non-stationary multifactor error structures. Zbl 1441.62767
Kapetanios, G.; Pesaran, M. Hashem; Yamagata, T.
27
2011
Model selection in threshold models. Zbl 0985.62071
Kapetanios, George
20
2001
A testing procedure for determining the number of factors in approximate factor models with large datasets. Zbl 1214.62068
Kapetanios, George
19
2010
Unit root tests in three-regime SETAR models. Zbl 1096.62083
Kapetanios, George; Shin, Yongcheol
17
2006
Inference on stochastic time-varying coefficient models. Zbl 1293.62184
Giraitis, L.; Kapetanios, G.; Yates, T.
16
2014
A bootstrap procedure for panel data sets with many cross-sectional units. Zbl 1141.91639
Kapetanios, G.
15
2008
Testing for cointegration in nonlinear smooth transition error correction models. Zbl 1127.62081
Kapetanios, George; Shin, Yongcheol; Snell, Andy
14
2006
Variable selection in regression models using nonstandard optimisation of information criteria. Zbl 1452.62926
Kapetanios, George
13
2007
Factor-GMM estimation with large sets of possibly weak instruments. Zbl 1284.91447
Kapetanios, George; Marcellino, Massimiliano
11
2010
Generalised density forecast combinations. Zbl 1337.62292
Kapetanios, G.; Mitchell, James; Price, S.; Fawcett, N.
10
2015
Small sample properties of the conditional least squares estimator in SETAR models. Zbl 0954.91044
Kapetanios, G.
10
2000
A radial basis function artificial neural network test for ARCH. Zbl 0963.91071
Blake, A. P.; Kapetanios, G.
8
2000
Adaptive forecasting in the presence of recent and ongoing structural change. Zbl 1288.91163
Giraitis, Liudas; Kapetanios, George; Price, Simon
7
2013
The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion. Zbl 1125.62310
Kapetanios, George
7
2004
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling. Zbl 1172.62020
Camba-Mendez, Gonzalo; Kapetanios, George
6
2009
Nonlinear models for strongly dependent processes with financial applications. Zbl 1429.62382
Baillie, Richard T.; Kapetanios, George
6
2008
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean. Zbl 1360.62542
Blake, Andrew P.; Kapetanios, George
6
2007
A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset. Zbl 1254.91597
Kapetanios, George
6
2004
A note on an iterative least-squares estimation method for ARMA and VARMA models. Zbl 1255.62254
Kapetanios, George
6
2003
Testing the rank of the Hankel covariance matrix: A statistical approach. Zbl 1056.93533
Camba-Mendez, Gonzalo; Kapetanios, George
6
2001
A one covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models. Zbl 1401.62107
Chudik, A.; Kapetanios, G.; Pesaran, M. Hashem
5
2018
Inference on multivariate heteroscedastic time varying random coefficient models. Zbl 1392.62287
Giraitis, Liudas; Kapetanios, George; Yates, Tony
5
2018
Testing for exogeneity in threshold models. Zbl 1182.62038
Kapetanios, George
5
2010
Pure significance tests of the unit root hypothesis against nonlinear alternatives. Zbl 1053.62095
Blake, Andrew P.; Kapentanios, George
5
2003
A radial basis function artificial neural network test for neglected nonlinearity. Zbl 1054.62108
Blake, Andrew P.; Kapetanios, George
5
2003
Structural analysis with multivariate autoregressive index models. Zbl 1420.62372
Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
4
2016
A nonlinear panel data model of cross-sectional dependence. Zbl 1298.62153
Kapetanios, George; Mitchell, James; Shin, Yongcheol
4
2014
Modeling structural breaks in economic relationships using large shocks. Zbl 1230.91165
Kapetanios, G.; Tzavalis, E.
4
2010
A parametric estimation method for dynamic factor models of large dimensions. Zbl 1223.62097
Kpetanios, George; Marcellino, Massimiliano
4
2009
Making a match: combining theory and evidence in policy-oriented macroeconomic modeling. Zbl 1418.62481
Kapetanios, G.; Pagan, A.; Scott, A.
4
2007
Forecasting using predictive likelihood model averaging. Zbl 1254.91668
Kapetanios, George; Labhard, Vincent; Price, Simon
4
2006
Nonlinear mean reversion in real exchange rates. Zbl 1158.91461
Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol
4
2002
An automatic leading indicator of economic activity: forecasting GDP growth for European countries. Zbl 0989.91094
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J.; Weale, Martin R.
4
2001
Incorporating lag order selection uncertainty in parameter inference for AR models. Zbl 1030.62068
Kapetanios, G.
4
2001
Revisiting useful approaches to data-rich macroeconomic forecasting. Zbl 06918334
Groen, Jan J. J.; Kapetanios, George
3
2016
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model. Zbl 1218.62092
Kapetanios, George; Shin, Yongcheol
3
2011
Tests of the martingale difference hypothesis using boosting and RBF neural network approximations. Zbl 1290.62061
Kapetanios, George; Blake, Andrew P.
2
2010
Testing for neglected nonlinearity in cointegrating relationships. Zbl 1150.62039
Blake, Andrew P.; Kapetanios, George
2
2007
Bootstrap statistical tests of rank determination for system identification. Zbl 1365.93518
Camba-Mendez, Gonzalo; Kapetanios, George
2
2004
Exponent of cross-sectional dependence for residuals. Zbl 1437.62206
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem
1
2019
Modified information criteria and selection of long memory time series models. Zbl 06983968
Baillie, Richard T.; Kapetanios, George; Papailias, Fotis
1
2014
The fifth special issue on computational econometrics. Zbl 1284.00065
Belsley, David A. (ed.); Duchesne, Pierre (ed.); Kapetanios, George (ed.); Kontoghiorghes, Erricos John (ed.); Paolella, Marc (ed.); Van Dijk, Herman K. (ed.)
1
2010
Cross-sectional averaging and instrumental variable estimation with many weak instruments. Zbl 1232.91566
Kapetanios, George; Marcellino, Massimiliano
1
2010
Estimating deterministically time-varying variances in regression models. Zbl 1255.91356
Kapetanios, George
1
2007
Nonlinear autoregressive models and long memory. Zbl 1255.62255
Kapetanios, George
1
2006
Choosing the optimal set of instruments from large instrument sets. Zbl 1157.62567
Kapetanios, George
1
2006
Cluster analysis of panel data sets using non-standard optimisation of information criteria. Zbl 1200.62065
Kapetanios, George
1
2006
Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series. Zbl 1301.91026
Kapetanios, George; Tzevalis, Elias
1
2006
Estimating the rank of the spectral density matrix. Zbl 1091.62092
Camba-Mendez, Gonzalo; Kapetanios, George
1
2005
An investigation of current account solvency in Latin-America using nonlinear nonstationarity tests. Zbl 1081.91593
Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih
1
2004
Exponent of cross-sectional dependence for residuals. Zbl 1437.62206
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem
1
2019
A one covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models. Zbl 1401.62107
Chudik, A.; Kapetanios, G.; Pesaran, M. Hashem
5
2018
Inference on multivariate heteroscedastic time varying random coefficient models. Zbl 1392.62287
Giraitis, Liudas; Kapetanios, George; Yates, Tony
5
2018
Structural analysis with multivariate autoregressive index models. Zbl 1420.62372
Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
4
2016
Revisiting useful approaches to data-rich macroeconomic forecasting. Zbl 06918334
Groen, Jan J. J.; Kapetanios, George
3
2016
Generalised density forecast combinations. Zbl 1337.62292
Kapetanios, G.; Mitchell, James; Price, S.; Fawcett, N.
10
2015
Inference on stochastic time-varying coefficient models. Zbl 1293.62184
Giraitis, L.; Kapetanios, G.; Yates, T.
16
2014
A nonlinear panel data model of cross-sectional dependence. Zbl 1298.62153
Kapetanios, George; Mitchell, James; Shin, Yongcheol
4
2014
Modified information criteria and selection of long memory time series models. Zbl 06983968
Baillie, Richard T.; Kapetanios, George; Papailias, Fotis
1
2014
Adaptive forecasting in the presence of recent and ongoing structural change. Zbl 1288.91163
Giraitis, Liudas; Kapetanios, George; Price, Simon
7
2013
Panels with non-stationary multifactor error structures. Zbl 1441.62767
Kapetanios, G.; Pesaran, M. Hashem; Yamagata, T.
27
2011
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model. Zbl 1218.62092
Kapetanios, George; Shin, Yongcheol
3
2011
A testing procedure for determining the number of factors in approximate factor models with large datasets. Zbl 1214.62068
Kapetanios, George
19
2010
Factor-GMM estimation with large sets of possibly weak instruments. Zbl 1284.91447
Kapetanios, George; Marcellino, Massimiliano
11
2010
Testing for exogeneity in threshold models. Zbl 1182.62038
Kapetanios, George
5
2010
Modeling structural breaks in economic relationships using large shocks. Zbl 1230.91165
Kapetanios, G.; Tzavalis, E.
4
2010
Tests of the martingale difference hypothesis using boosting and RBF neural network approximations. Zbl 1290.62061
Kapetanios, George; Blake, Andrew P.
2
2010
The fifth special issue on computational econometrics. Zbl 1284.00065
Belsley, David A. (ed.); Duchesne, Pierre (ed.); Kapetanios, George (ed.); Kontoghiorghes, Erricos John (ed.); Paolella, Marc (ed.); Van Dijk, Herman K. (ed.)
1
2010
Cross-sectional averaging and instrumental variable estimation with many weak instruments. Zbl 1232.91566
Kapetanios, George; Marcellino, Massimiliano
1
2010
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling. Zbl 1172.62020
Camba-Mendez, Gonzalo; Kapetanios, George
6
2009
A parametric estimation method for dynamic factor models of large dimensions. Zbl 1223.62097
Kpetanios, George; Marcellino, Massimiliano
4
2009
A bootstrap procedure for panel data sets with many cross-sectional units. Zbl 1141.91639
Kapetanios, G.
15
2008
Nonlinear models for strongly dependent processes with financial applications. Zbl 1429.62382
Baillie, Richard T.; Kapetanios, George
6
2008
Variable selection in regression models using nonstandard optimisation of information criteria. Zbl 1452.62926
Kapetanios, George
13
2007
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean. Zbl 1360.62542
Blake, Andrew P.; Kapetanios, George
6
2007
Making a match: combining theory and evidence in policy-oriented macroeconomic modeling. Zbl 1418.62481
Kapetanios, G.; Pagan, A.; Scott, A.
4
2007
Testing for neglected nonlinearity in cointegrating relationships. Zbl 1150.62039
Blake, Andrew P.; Kapetanios, George
2
2007
Estimating deterministically time-varying variances in regression models. Zbl 1255.91356
Kapetanios, George
1
2007
Unit root tests in three-regime SETAR models. Zbl 1096.62083
Kapetanios, George; Shin, Yongcheol
17
2006
Testing for cointegration in nonlinear smooth transition error correction models. Zbl 1127.62081
Kapetanios, George; Shin, Yongcheol; Snell, Andy
14
2006
Forecasting using predictive likelihood model averaging. Zbl 1254.91668
Kapetanios, George; Labhard, Vincent; Price, Simon
4
2006
Nonlinear autoregressive models and long memory. Zbl 1255.62255
Kapetanios, George
1
2006
Choosing the optimal set of instruments from large instrument sets. Zbl 1157.62567
Kapetanios, George
1
2006
Cluster analysis of panel data sets using non-standard optimisation of information criteria. Zbl 1200.62065
Kapetanios, George
1
2006
Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series. Zbl 1301.91026
Kapetanios, George; Tzevalis, Elias
1
2006
Estimating the rank of the spectral density matrix. Zbl 1091.62092
Camba-Mendez, Gonzalo; Kapetanios, George
1
2005
The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion. Zbl 1125.62310
Kapetanios, George
7
2004
A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset. Zbl 1254.91597
Kapetanios, George
6
2004
Bootstrap statistical tests of rank determination for system identification. Zbl 1365.93518
Camba-Mendez, Gonzalo; Kapetanios, George
2
2004
An investigation of current account solvency in Latin-America using nonlinear nonstationarity tests. Zbl 1081.91593
Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih
1
2004
Testing for a unit root in the nonlinear STAR framework. Zbl 1027.62065
Kapetanios, George; Shin, Yongcheol; Snell, Andy
58
2003
A note on an iterative least-squares estimation method for ARMA and VARMA models. Zbl 1255.62254
Kapetanios, George
6
2003
Pure significance tests of the unit root hypothesis against nonlinear alternatives. Zbl 1053.62095
Blake, Andrew P.; Kapentanios, George
5
2003
A radial basis function artificial neural network test for neglected nonlinearity. Zbl 1054.62108
Blake, Andrew P.; Kapetanios, George
5
2003
Nonlinear mean reversion in real exchange rates. Zbl 1158.91461
Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol
4
2002
Model selection in threshold models. Zbl 0985.62071
Kapetanios, George
20
2001
Testing the rank of the Hankel covariance matrix: A statistical approach. Zbl 1056.93533
Camba-Mendez, Gonzalo; Kapetanios, George
6
2001
An automatic leading indicator of economic activity: forecasting GDP growth for European countries. Zbl 0989.91094
Camba-Mendez, Gonzalo; Kapetanios, George; Smith, Richard J.; Weale, Martin R.
4
2001
Incorporating lag order selection uncertainty in parameter inference for AR models. Zbl 1030.62068
Kapetanios, G.
4
2001
Small sample properties of the conditional least squares estimator in SETAR models. Zbl 0954.91044
Kapetanios, G.
10
2000
A radial basis function artificial neural network test for ARCH. Zbl 0963.91071
Blake, A. P.; Kapetanios, G.
8
2000
all top 5

Cited by 491 Authors

39 Kapetanios, George
9 Pesaran, M. Hashem
7 Shin, Yongcheol
6 Marcellino, Massimiliano
5 Blake, Andrew Peter
5 Maki, Daiki
4 Bauer, Dietmar
4 Chudik, Alexander
4 Kiliç, Rehim
4 Lee, Junsoo
4 Petrova, Katerina
4 Phillips, Peter Charles Bonest
4 Trapani, Lorenzo
3 Baltagi, Badi H.
3 Casarin, Roberto
3 Chong, Terence Tai-Leung
3 Enders, Walter
3 Gao, Jiti
3 Hassler, Uwe
3 Kruse, Robinson
3 Leeb, Hannes
3 Li, Dong
3 Liew, Venus Khim-Sen
3 Ling, Shiqing
3 Massacci, Daniele
3 Peng, Bin
3 Potscher, Benedikt M.
3 Price, Simon
3 Psaradakis, Zacharias
3 Rahbek, Anders
3 Sandberg, Rickard
3 Seo, Myunghwan
3 Sibbertsen, Philipp
3 Sola, Martin
3 Spagnolo, Fabio
3 Su, Liangjun
3 Westerlund, Joakim
3 Winker, Peter
3 Xiu, Dacheng
3 Yamagata, Takashi
2 Aït-Sahalia, Yacine
2 Baharumshah, Ahmad Zubaidi
2 Baillie, Richard T.
2 Battaglia, Francesco Paolo
2 Bec, Frédérique
2 Chan, Wai-Sum
2 Chen, Cathy W. S.
2 Choi, Chi-Young
2 Cook, Steven C.
2 Cui, Guowei
2 Demetrescu, Matei
2 Dias, Gustavo Fruet
2 Dueker, Michael J.
2 Escanciano, Juan Carlos
2 Fan, Jianqing
2 Feng, Qu
2 Fuertes, Ana-María
2 Giraitis, Liudas
2 Heaton, Chris
2 Holly, Sean
2 Ilalan, Deniz
2 Kao, Chihwa
2 Karabiyik, Hande
2 Kelly, Bryan
2 Li, Kunpeng
2 Liao, Yuan
2 McAlinn, Kenichiro
2 Mitchell, James B.
2 Moh, Young-Kyu
2 Niglio, Marcella
2 Omay, Tolga
2 Özel, Özgür
2 Papailias, Fotis
2 Preminger, Arie
2 Reese, Simon
2 Snell, Andy
2 Solo, Victor
2 Spagnolo, Nicola
2 Surgailis, Donatas
2 Tong, Howell
2 Tosetti, Elisa
2 Tzavalis, Elias
2 Urbain, Jean-Pierre
2 Vitale, Cosimo Damiano
2 West, Mike
2 Zhang, Lingxiang
1 Aastveit, Knut Are
1 Addo, Peter Martey
1 Al-Sadoon, Majid M.
1 Alberto, Isolina
1 Alfarano, Simone
1 Álvarez, Inmaculada C.
1 Anatolyev, Stanislav
1 Apicella, Giovanna
1 Atak, Alev
1 Bada, Oualid
1 Bai, Jushan
1 Bailey, Natalia
1 Banerjee, Anindya
1 Bardet, Jean-Marc
...and 391 more Authors
all top 5

Cited in 68 Serials

68 Journal of Econometrics
27 Economics Letters
24 Computational Statistics and Data Analysis
18 Journal of Time Series Analysis
18 Econometric Theory
12 The Econometrics Journal
10 Journal of Economic Dynamics & Control
8 Econometric Reviews
7 Journal of the American Statistical Association
5 Statistical Papers
4 Journal of Multivariate Analysis
4 Computational Economics
4 Journal of Forecasting
4 Bulletin of Economic Research
3 International Economic Review
3 Mathematics and Computers in Simulation
3 Communications in Statistics. Simulation and Computation
3 Communications in Statistics. Theory and Methods
3 European Journal of Operational Research
3 Journal of Statistical Computation and Simulation
3 Open Economies Review
3 Studies in Nonlinear Dynamics and Econometrics
3 Journal of Applied Statistics
3 Electronic Journal of Statistics
3 Journal of Econometric Methods
2 Metrika
2 Journal of Statistical Planning and Inference
2 Statistics & Probability Letters
2 Methodology and Computing in Applied Probability
2 Quantitative Finance
2 AStA. Allgemeines Statistisches Archiv
2 North American Actuarial Journal
2 Statistical Methods and Applications
2 Bayesian Analysis
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Computer Methods in Applied Mechanics and Engineering
1 Lithuanian Mathematical Journal
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Automatica
1 Metron
1 Insurance Mathematics & Economics
1 Circuits, Systems, and Signal Processing
1 Signal Processing
1 Neural Computation
1 Computational Statistics
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Complexity
1 Electronic Communications in Probability
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Journal of Economic Growth
1 International Journal of Nonlinear Sciences and Numerical Simulation
1 Scandinavian Actuarial Journal
1 Statistical Methodology
1 Journal of the Korean Statistical Society
1 The European Physical Journal B. Condensed Matter and Complex Systems
1 Journal of Statistical Theory and Practice
1 European Journal of Pure and Applied Mathematics
1 Sankhyā. Series B
1 European Actuarial Journal
1 Statistics and Computing
1 Journal of Time Series Econometrics
1 Journal of Statistical Distributions and Applications
1 Chinese Journal of Mathematics
1 Cogent Mathematics & Statistics

Citations by Year