1.Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

作　　者：Giovanni Caggiano ;George Kapetanios ;Vincent Labhard

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2009 ;1.

出版社：European Central Bank

文章 ID：89236509

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2.Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling

作　　者：Gonzalo Camba-Méndez ;George Kapetanios

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2008 ;1.

出版社：European Central Bank

文章 ID：89236866

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3.Spectral based methods to identify common trends and common cycles

作　　者：Gonzalo Camba-Méndez ;George Kapetanios

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2001 ;.

出版社：European Central Bank

文章 ID：89237395

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

作　　者：Gonzalo Camba-Méndez ;George Kapetanios

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2001 ;.

出版社：European Central Bank

文章 ID：89237415

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5.A Generalization of a Sieve Bootstrap Invariance Principle to Long Memory Processes

作　　者：George Kapetanios

出　　处：Quantitative and Qualitative Analysis in Social Sciences. 2010 ;4(1):19-40.

出版社：Quantitative and Qualitative Analysis in Social Sciences

文章 ID：88507215

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6.Forecasting euro area inflation using dynamic factor measures of underlying inflation

作　　者：Gonzalo Camba-Méndez ;George Kapetanios

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2004 ;.

出版社：European Central Bank

文章 ID：89237810

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7.Estimating the rank of the spectral density matrix

作　　者：Gonzalo Camba-Méndez ;George Kapetanios

出　　处：Euro Area Balance of Payments and International Investment Position Statistics. 2004 ;.

出版社：European Central Bank

文章 ID：89237913

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8.A Nonlinear Panel Data Model of Cross-Sectional Dependence

作　　者：James Mitchell ;George Kapetanios,Yongcheol

出　　处：Discussion Papers / University of Leicester, Department of Economics. 2012 ;2012.

出版社：Leicester

文章 ID：77062078

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9.Hierarchical Time-Varying Estimation of Asset Pricing Models

作　　者：Richard T.Baillie ;Fabio Calonaci ;George Kapetanios

出　　处：Journal of Risk and Financial Management. 2022 ;15(1):1-26.doi:10.3390/jrfm15010014

出版社：MDPI, Open Access Journal

文章 ID：1037788555

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	有本地全文	8篇
	有全文链接	1篇

	投资	6篇
	经济学	2篇
	财政、金融	1篇

	英国	2篇
	瑞士	1篇

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	George Kapetanios	8篇
	Gonzalo Camba-Méndez	5篇
	Fabio Calonaci	1篇
	George Kapetanios,Yongcheol	1篇
	Giovanni Caggiano	1篇

	Euro Area Balance of Payments and International Investment Position Statistics	6篇
	Discussion Papers / University of Leicester, Department of Economics	1篇
	Journal of Risk and Financial Management	1篇
	Quantitative and Qualitative Analysis in Social Sciences	1篇