G. Kapetanios
5 published titles
Model selection in threshold models
1 edition
- Department of Applied Economics, University of Cambridge
- 1999
- Details
Forecasting large datasets with Bayesian reduced rank multivariate models
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2009
- Details
Factor-GMM estimation with large sets of possibly weak instruments
1 edition
- Centre for Economic Policy Research
- 2010
- Details
Factor based identification-robust inference in IV regressions
1 edition
- Centre for Economic Policy Research
- Details
Structural analysis with multivariate autoregressive index models
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
