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George Kapetanios

  1. Deep Neural Network Estimation in Panel Data Models
    2023/05/31 by Ilias Chronopoulos, Chronopoulos, Ilias, Katerina Chrysikou +7 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #COVID-19 Pandemic Impacts #COVID-19 epidemiological studies #Econometrics (econ.EM) #FOS: Economics and business
  2. Making text count: Economic forecasting using newspaper text
    2022/05/12 by Eleni Kalamara, Arthur Turrell, Chris Redl +2 · 2 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Monetary Policy and Economic Impact
  3. Testing for Neglected Nonlinearity in Long-Memory Models
    2007/09/27 by Richard T. Baillie, George Kapetanios · 2 citations
    Economics, Econometrics and Finance · Decision Sciences · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Stock Market Forecasting Methods
  4. Estimation and inference for impulse response functions from univariate strongly persistent processes
    2012/10/19 by Richard T. Baillie, George Kapetanios · 1 citation
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
  5. Nonlinear Boosting with Multiple Testing in High-Dimensional Generalised Linear Models with Binary Responses
    2026/07/24 by Charisios Grivas, George Kapetanios, Zacharias Psaradakis +3
    Economics, Econometrics and Finance · #econ.EM