← All authors George Kapetanios King's College London (from arXiv:2602.10174, 2026) · ORCID · OpenAlex
165 papers in scope · 157 published · 9 on the econ.EM arXiv · 7,739 citations · h-index 41 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Vasilis Sarafidis Alexia Ventouri Akihiko Noda Koichiro Moriya Kun Ho Kim Stefan Richter Sayar Karmakar Tamás Krisztin Philipp Piribauer Tianwei Zhou Artūras Juodis Wei Biao Wu J. Jenny Li Richard T. Baillie Otilia Boldea Áureo de Paula Likai Chen Aaron Mora Christian Glocker Pedro H. G. Ferreira de Souza Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (11 of 165)
working paper 2026 · arXiv
published 2026 · Econometric Theory
with Liudas Giraitis, Yufei Li, Alexia Ventouri
Forecasting with Deep Pooled Panel Neural Networks
published 2026 · Econometric Reviews
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons
published 2025 · Economics Letters
Yes! uncovered interest parity does hold in the long run
published 2025 · Journal of International Money and Finance · 3 citations
Expansionary and Contractionary Fiscal Multipliers in the United States
published 2025 · International Journal of Finance & Economics · 1 citations · first circulated 2022
with Panagiotis Koutroumpis, Christopher Tsoukis, Ekaterina Glebkina
working paper 2025 · arXiv
Nonparametric Time Varying IV-SVARs: Estimation and Inference
published 2025 · The Review of Economics and Statistics · 2 citations
Machine Learning for Economic Policy
published 2025 · Journal of Econometrics · 4 citations
Reducing labour market flexibility: A causal inference study on reform in The Netherlands
published 2025 · Economics Letters · 1 citations · first circulated 2024
with Kamalika Patra, Nora Neuteboom, Alexia Ventouri
published 2024 · Econometrics Journal · 7 citations · first circulated 2016
Forecasting with Machine Learning methods and multiple large datasets
published 2024 · Econometrics and Statistics · 9 citations
Forecasting UK inflation bottom up
published 2024 · International Journal of Forecasting · 26 citations · first circulated 2021
Assessing the economy using faster indicators
published 2023 · Journal of Forecasting · 1 citations
with Fotis Papailias
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
published 2023 · Journal of Business and Economic Statistics · 9 citations
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors
published 2023 · Econometrics and Statistics · 4 citations
working paper 2023 · arXiv · 6 citations
Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression
published 2023 · Journal of Financial Econometrics · 35 citations
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
published 2023 · Empirical Economics · 7 citations
Forecasting in factor augmented regressions under structural change
published 2023 · International Journal of Forecasting · 7 citations · first circulated 2021
Choosing between persistent and stationary volatility
published 2022 · The Annals of Statistics · 1 citations
published 2022 · Journal of International Money and Finance · 5 citations
working paper 2022 · arXiv
How did consumers react to the COVID‐19 pandemic over time?
published 2022 · Oxford Bulletin of Economics and Statistics · 19 citations
with Nora Neuteboom, Feiko Ritsema, Alexia Ventouri
Making text count: Economic forecasting using newspaper text
published 2022 · Journal of Applied Econometrics · 96 citations · first circulated 2020
with Eleni Kalamara, Arthur Turrell, Chris Redl, Sujit Kapadia
Hierarchical Time-Varying Estimation of Asset Pricing Models
published 2022 · Journal of risk and financial management · 2 citations
Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction Data
published 2022 · Proceedings of the ... Annual Hawaii International Conference on System Sciences/Proceedings of the Annual Hawaii International Conference on System Sciences
with Nora Neuteboom, Alexia Ventouri, Feiko Ritsema
Investigating the predictive ability of ONS big data‐based indicators
published 2021 · Journal of Forecasting · 2 citations
with Fotis Papailias
WITHDRAWN: Forecasting UK inflation bottom up
published 2021 · International Journal of Forecasting · 1 citations
Measurement of factor strength: Theory and practice
published 2021 · Journal of Applied Econometrics · 41 citations
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS
published 2021 · Econometric Theory · 20 citations
with Yiannis Dendramis, Liudas Giraitis
Time-varying instrumental variable estimation
published 2020 · Journal of Econometrics · 23 citations
Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models
published 2020 · Journal of Applied Econometrics · 9 citations · first circulated 2017
with Sinem Hacıoğlu Hoke
Detection of units with pervasive effects in large panel data models
published 2020 · Journal of Econometrics · 11 citations
A Similarity-Based Approach for Macroeconomic Forecasting
published 2020 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 18 citations · first circulated 2019
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
published 2020 · Journal of Econometrics · 31 citations · first circulated 2019
Time-varying cointegration with an application to the UK Great Ratios
published 2020 · Economics Letters · 9 citations · first circulated 2018
with Stephen Millard, Kateřina Petrová, Simon Price
State-level wage Phillips curves
published 2020 · Econometrics and Statistics · 3 citations
with Simon Price, Menelaos Tasiou, Alexia Ventouri
Exponent of Cross-sectional Dependence for Residuals
published 2020 · Sankhya B
Kernel-based Volatility Generalised Least Squares
published 2019 · Econometrics and Statistics · 3 citations
Editorial: Central bank forecasting
published 2019 · International Journal of Forecasting · 4 citations
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
published 2019 · Journal of Financial Markets · 16 citations · first circulated 2013
with Eirini Konstantinidi, Michael H. Neumann, George Skiadopoulos
A comprehensive evaluation of macroeconomic forecasting methods
published 2019 · International Journal of Forecasting · 50 citations · first circulated 2016
Large time‐varying parameter VARs: A nonparametric approach
published 2019 · Journal of Applied Econometrics · 38 citations
A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI : 10.1111/jtsa.12460
published 2019 · Journal of Time Series Analysis · 13 citations
Exponent of Cross-sectional Dependence for Residuals
published 2019 · Sankhya B · 32 citations · first circulated 2018
A time-varying parameter structural model of the UK economy
published 2019 · Journal of Economic Dynamics and Control · 16 citations · first circulated 2017
with Riccardo M. Masolo, Kateřina Petrová, Matthew Waldron
A new approach for detecting shifts in forecast accuracy
published 2019 · International Journal of Forecasting · 1 citations · first circulated 2018
with Ching-wai Chiu, Simon Hayes, Konstantinos Theodoridis, Ching-Wai Chiu
Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels
published 2019 · SERIEs · 3 citations
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme
published 2018 · The Quarterly Review of Economics and Finance · 35 citations · first circulated 2015
with Rohan Churm, Michael Joyce, Konstantinos Theodoridis
Time-varying Lasso
published 2018 · Economics Letters · 16 citations
with Filip Žikeš
A UK financial conditions index using targeted data reduction: Forecasting and structural identification
published 2018 · Econometrics and Statistics · 23 citations · first circulated 2017
with Simon Price, Garry Young
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
published 2018 · Econometrica · 68 citations · first circulated 2016
Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
published 2017 · Journal of Time Series Analysis · 50 citations · first circulated 2015
with Liudas Giraitis, Tony Yates
Resuscitating real interest rate parity: new evidence from panels
published 2017 · European Journal of Finance · 3 citations
with Georgios Chortareas, Georgios Magkonis
Regulatory capture and financial crisis
published 2017 · Physics of Life Reviews · 3 citations
with Eleonora Muzzupappa
Estimation and forecasting in vector autoregressive moving average models for rich datasets
published 2017 · Journal of Econometrics · 22 citations
with Gustavo Fruet Dias
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
published 2017 · Journal of Banking & Finance · 21 citations
A new summary measure of inflation expectations
published 2016 · Economics Letters · 5 citations
with Becky Maule, Garry Young
A Shrinkage Instrumental Variable Estimator for Large Datasets
published 2016 · L Actualité économique · 1 citations · first circulated 2008
Credit market freedom and cost efficiency in US state banking
published 2016 · Journal of Empirical Finance · 52 citations
with Georgios Chortareas, Alexia Ventouri
A time varying DSGE model with financial frictions
published 2016 · Journal of Empirical Finance · 27 citations · first circulated 2015
with Ana Beatriz Galvão, Liudas Giraitis, Kateřina Petrová
Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?
published 2016 · Journal of Empirical Finance · 50 citations
Structural analysis with Multivariate Autoregressive Index models
published 2016 · Journal of Econometrics · 24 citations · first circulated 2015
On the estimation of short memory components in long memory time series models
published 2016 · Studies in Nonlinear Dynamics and Econometrics · 2 citations
Revisiting useful approaches to data-rich macroeconomic forecasting
published 2016 · Computational Statistics & Data Analysis · 69 citations · first circulated 2009
with Jan J. J. Groen
Inference for impulse response coefficients from multivariate fractionally integrated processes
published 2015 · Econometric Reviews · 3 citations · first circulated 2014
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
published 2015 · Economics Letters · 1 citations
with Simon Price, Konstantinos Theodoridis
Generalised density forecast combinations
published 2015 · Journal of Econometrics · 88 citations · first circulated 2014
Factor‐Based Identification‐Robust Interference in IV Regressions
published 2015 · Journal of Applied Econometrics · 19 citations
Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
published 2015 · Journal of Applied Econometrics · 43 citations
with Liudas Giraitis, Anne Wetherilt, Filip Žikeš
Shifts in volatility driven by large stock market shocks
published 2015 · Journal of Economic Dynamics and Control · 45 citations · first circulated 2012
with Yiannis Dendramis, Elias Tzavalis
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
published 2015 · Computational Statistics & Data Analysis · 27 citations
Semiparametric Sieve-Type Generalized Least Squares Inference
published 2014 · Econometric Reviews · 8 citations
Bandwidth selection by cross-validation for forecasting long memory financial time series
published 2014 · Journal of Empirical Finance · 13 citations
Level shifts in stock returns driven by large shocks
published 2014 · Journal of Empirical Finance · 12 citations
with Yiannis Dendramis, Elias Tzavalis
A nonlinear panel data model of cross-sectional dependence
published 2014 · Journal of Econometrics · 42 citations · first circulated 2010
Inference on stochastic time-varying coefficient models
published 2013 · Journal of Econometrics · 149 citations
with Liudas Giraitis, Tony Yates
Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change
published 2013 · Empirical Economics · 4 citations · first circulated 2011
with Tony Yates, Anthony Yates
Robust Forecast Methods and Monitoring during Structural Change
published 2013 · Manchester School · 10 citations
with Jana Eklund, Simon Price
Modified information criteria and selection of long memory time series models
published 2013 · Computational Statistics & Data Analysis · 15 citations
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
published 2013 · Economics Letters · 15 citations
with Alev Atak
Adaptive forecasting in the presence of recent and ongoing structural change
published 2013 · Journal of Econometrics · 75 citations · first circulated 2010
with Liudas Giraitis, Simon Price, Jana Eklund
Assessing the Economy‐wide Effects of Quantitative Easing
published 2012 · The Economic Journal · 262 citations
Estimation and inference for impulse response functions from univariate strongly persistent processes
published 2012 · Econometrics Journal · 21 citations
Model Selection Criteria for Factor‐Augmented Regressions *
published 2012 · Oxford Bulletin of Economics and Statistics · 30 citations · first circulated 2011
with Jan J. J. Groen
Comment on ‘Fast sparse regression and classification’ by J.H. Friedman
published 2012 · International Journal of Forecasting · 1 citations
Forecasting government bond yields with large Bayesian vector autoregressions
published 2012 · Journal of Banking & Finance · 91 citations
HOW PUZZLING IS THE PPP PUZZLE? AN ALTERNATIVE HALF‐LIFE MEASURE OF CONVERGENCE TO PPP
published 2012 · Journal of Applied Econometrics · 12 citations
with Georgios Chortareas
Exponent of Cross-Sectional Dependence: Estimation and Inference
published 2012 · Journal of Applied Econometrics · 64 citations
Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
published 2011 · International Journal of Forecasting · 24 citations
MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE
published 2011 · Journal of Applied Econometrics · 41 citations · first circulated 2009
with Jan J. J. Groen, Simon Price
Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model
published 2011 · Econometric Reviews · 16 citations · first circulated 2003
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
published 2011 · Journal of Forecasting · 60 citations · first circulated 2009
with Giovanni Caggiano, Vincent Labhard
Panels with non-stationary multifactor error structures
published 2010 · Journal of Econometrics · 950 citations
The Fifth Special Issue on Computational Econometrics
published 2010 · Computational Statistics & Data Analysis · 1 citations
with David A. Belsley, Pierre Duchesne, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk
ELUSIVE PERSISTENCE: WAGE AND PRICE RIGIDITIES, THE NEW KEYNESIAN PHILLIPS CURVE AND INFLATION DYNAMICS
published 2010 · Journal of Economic Surveys · 12 citations
with Christopher Tsoukis, Joseph Pearlman
Factor-GMM estimation with large sets of possibly weak instruments
published 2010 · Computational Statistics & Data Analysis · 28 citations
Cross-sectional averaging and instrumental variable estimation with many weak instruments
published 2010 · Economics Letters · 7 citations · first circulated 2008
TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
published 2010 · Econometric Theory · 7 citations
with Andrew Blake
Forecasting large datasets with Bayesian reduced rank multivariate models
published 2010 · Journal of Applied Econometrics · 104 citations · first circulated 2007
Modeling structural breaks in economic relationships using large shocks
published 2009 · Journal of Economic Dynamics and Control · 46 citations
with Elias Tzavalis
A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
published 2009 · Journal of Business and Economic Statistics · 153 citations · first circulated 2005
A State Space Approach to Extracting the Signal From Uncertain Data
published 2009 · Journal of Business and Economic Statistics · 44 citations · first circulated 2007
with Alastair Cunningham, Jana Eklund, Chris Jeffery, Vincent Labhard, Christopher A. Jeffery
TESTING FOR EXOGENEITY IN THRESHOLD MODELS
published 2009 · Econometric Theory · 15 citations · first circulated 2004
Testing for strict stationarity in financial variables
published 2009 · Journal of Banking & Finance · 19 citations
Financial Econometrics and Realized Volatility/Vast Data
published 2009 · Economics bulletin
with Menelaos Karanasos
no link
A parametric estimation method for dynamic factor models of large dimensions
published 2009 · Journal of Time Series Analysis · 42 citations · first circulated 2003
Forecasting exchange rates with a large Bayesian VAR
published 2009 · International Journal of Forecasting · 172 citations · first circulated 2008
Forecasting financial crises and contagion in Asia using dynamic factor analysis
published 2008 · Journal of Empirical Finance · 27 citations · first circulated 2003
with Andrea Cipollini
A real time evaluation of Bank of England forecasts of inflation and growth
published 2008 · International Journal of Forecasting · 49 citations
with Jan J. J. Groen, Simon Price
Nonlinear models for strongly dependent processes with financial applications
published 2008 · Journal of Econometrics · 34 citations
Bootstrap-based tests for deterministic time-varying coefficients in regression models
published 2008 · Computational Statistics & Data Analysis · 8 citations
Getting PPP right: Identifying mean-reverting real exchange rates in panels
published 2008 · Journal of Banking & Finance · 213 citations · first circulated 2004
with Georgios Chortareas
Nonlinear Alternatives to Unit Root Tests and Public Finances Sustainability: Some Evidence from Latin American and Caribbean Countries*
published 2008 · Oxford Bulletin of Economics and Statistics · 33 citations
with Georgios Chortareas, Merih Uctum
A bootstrap procedure for panel data sets with many cross-sectional units
published 2008 · Econometrics Journal · 153 citations
GLS detrending-based unit root tests in nonlinear STAR and SETAR models
published 2008 · Economics Letters · 69 citations · first circulated 2002
Forecast combination and the Bank of England's suite of statistical forecasting models
published 2008 · Economic Modelling · 82 citations · first circulated 2007
with Vincent Labhard, Simon Price
A stochastic variance factor model for large datasets and an application to S&P data
published 2008 · Economics Letters · 11 citations · first circulated 2004
with Andrea Cipollini
A Review of Forecasting Techniques for Large Data Sets
published 2008 · National Institute Economic Review · 19 citations
with Jana Eklund
Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
published 2008 · Econometric Reviews · 8 citations · first circulated 2005
with Gonzalo Camba-Méndez
A review of forecasting techniques for large datasets
published 2008 · National Institute Economic Review · 6 citations
with Jana Eklund
Forecasting Using Bayesian and Information-Theoretic Model Averaging
published 2007 · Journal of Business and Economic Statistics · 66 citations · first circulated 2005
with Vincent Labhard, Simon Price
Testing for Neglected Nonlinearity in Long-Memory Models
published 2007 · Journal of Business and Economic Statistics · 55 citations · first circulated 2002
Testing for Neglected Nonlinearity in Cointegrating Relationships*
published 2007 · Journal of Time Series Analysis · 4 citations · first circulated 2004
with Andrew Blake
Estimating deterministically time-varying variances in regression models
published 2007 · Economics Letters · 14 citations · first circulated 2005
Variable selection in regression models using nonstandard optimisation of information criteria
published 2007 · Computational Statistics & Data Analysis · 47 citations
Dynamic factor extraction of cross‐sectional dependence in panel unit root tests
published 2007 · Journal of Applied Econometrics · 21 citations · first circulated 2004
Measuring Conditional Persistence in Nonlinear Time Series*
published 2006 · Oxford Bulletin of Economics and Statistics · 8 citations · first circulated 2002
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
published 2006 · Journal of Econometrics · 2 citations · first circulated 2003
with Andrew Blake
Unit root tests in three‐regime SETAR models
published 2006 · Econometrics Journal · 31 citations · first circulated 2003
Forecasting using predictive likelihood model averaging
published 2006 · Economics Letters · 41 citations
with Vincent Labhard, Simon Price
Nonlinear autoregressive models and long memory
published 2006 · Economics Letters · 11 citations · first circulated 2004
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
published 2006 · Econometric Theory · 260 citations
Choosing the optimal set of instruments from large instrument sets
published 2006 · Computational Statistics & Data Analysis · 10 citations · first circulated 2005
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling
published 2006 · Journal of Econometrics · 79 citations · first circulated 2005
with Adrian Pagan, Alasdair Scott
Rational expectations and fixed-event forecasts: An application to UK inflation
published 2005 · Empirical Economics · 7 citations · first circulated 2003
with Hasan Bakhshi, Anthony Yates
Cluster analysis of panel data sets using non-standard optimisation of information criteria
published 2005 · Journal of Economic Dynamics and Control · 13 citations
Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models
published 2005 · International Journal of Forecasting · 18 citations · first circulated 2004
with Richard Harrison, Tony Yates, Anthony Yates
Unit‐root testing against the alternative hypothesis of up to m structural breaks
published 2005 · Journal of Time Series Analysis · 259 citations · first circulated 2002
Forecasting euro area inflation using dynamic factor measures of underlying inflation
published 2005 · Journal of Forecasting · 27 citations · first circulated 2004
with Gonzalo Camba-Méndez
THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION
published 2004 · Econometric Theory · 27 citations
A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
published 2004 · Economics Letters · 41 citations · first circulated 2002
The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests*
published 2004 · Oxford Bulletin of Economics and Statistics · 61 citations · first circulated 2003
with Georgios Chortareas
Bootstrap Statistical Tests of Rank Determination for System Identification
published 2004 · IEEE Transactions on Automatic Control · first circulated 2003
with Gonzalo Camba-Méndez
An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests
published 2004 · Studies in Nonlinear Dynamics and Econometrics · 47 citations · first circulated 2003
with Georgios Chortareas, Merih Uctum
Estimating the Rank of the Spectral Density Matrix
published 2004 · Journal of Time Series Analysis
with Gonzalo Camba-Méndez
A radial basis function artificial neural network test for neglected nonlinearity
published 2003 · Econometrics Journal · 24 citations
with Andrew Blake
Threshold models for trended time series
published 2003 · Empirical Economics · 21 citations · first circulated 1999
Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
published 2003 · Journal of Time Series Analysis · 15 citations
with Andrew Blake
A note on an iterative least-squares estimation method for ARMA and VARMA models
published 2003 · Economics Letters · 26 citations · first circulated 2002
Erratum
published 2003 · Studies in Nonlinear Dynamics and Econometrics
Tests of Rank in Reduced Rank Regression Models
published 2003 · Journal of Business and Economic Statistics · 32 citations
Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses
published 2003 · Studies in Nonlinear Dynamics and Econometrics · 3 citations
Testing for a unit root in the nonlinear STAR framework
published 2002 · Journal of Econometrics · 1560 citations
Nonlinear mean reversion in real exchange rates
published 2002 · Economics Letters · 101 citations
Model Selection in Threshold Models
published 2001 · Journal of Time Series Analysis · 66 citations · first circulated 1999
Incorporating lag order selection uncertainty in parameter inference for AR models
published 2001 · Economics Letters · 11 citations · first circulated 2000
An automatic leading indicator of economic activity: forecasting GDP growth for European countries*
published 2001 · Econometrics Journal · 110 citations
with Gonzalo Camba-Méndez, Richard J. Smith, Martin Weale
Small sample properties of the conditional least squares estimator in SETAR models
published 2000 · Economics Letters · 34 citations
A radial basis function artificial neural network test for ARCH
published 2000 · Economics Letters · 24 citations
with Andrew Blake
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).