| Testing for a unit root in the nonlinear STAR framework G Kapetanios, Y Shin, A Snell Journal of econometrics 112 (2), 359-379, 2003 | 1981 | 2003 |
| Panels with non-stationary multifactor error structures G Kapetanios, MH Pesaran, T Yamagata Journal of econometrics 160 (2), 326-348, 2011 | 979 | 2011 |
| Assessing the economy‐wide effects of quantitative easing G Kapetanios, H Mumtaz, I Stevens, K Theodoridis The Economic Journal 122 (564), F316-F347, 2012 | 540 | 2012 |
| Unit‐root testing against the alternative hypothesis of up to m structural breaks G Kapetanios Journal of Time Series Analysis 26 (1), 123-133, 2005 | 405 | 2005 |
| Timing of surgery following SARS‐CoV‐2 infection: an international prospective cohort study G Prucher, M Assenza, B Binda, M Biondi, G Brachini, P Bruzzaniti, ... Anaesthesia 76 (6), 748-758, 2021 | 401 | 2021 |
| Testing for cointegration in nonlinear smooth transition error correction models G Kapetanios, Y Shin, A Snell Econometric Theory 22 (2), 279-303, 2006 | 367 | 2006 |
| Getting PPP right: identifying mean-reverting real exchange rates in panels G Chortareas, G Kapetanios Journal of Banking & Finance 33 (2), 390-404, 2009 | 262 | 2009 |
| Exponent of cross‐sectional dependence: Estimation and inference N Bailey, G Kapetanios, MH Pesaran Journal of Applied Econometrics 31 (6), 929-960, 2016 | 249 | 2016 |
| Forecasting exchange rates with a large Bayesian VAR A Carriero, G Kapetanios, M Marcellino International Journal of Forecasting 25 (2), 400-417, 2009 | 216 | 2009 |
| Unit root tests in three‐regime SETAR models G Kapetanios, Y Shin The Econometrics Journal 9 (2), 252-278, 2006 | 174 | 2006 |
| A bootstrap procedure for panel data sets with many cross‐sectional units G Kapetanios The Econometrics Journal 11 (2), 377-395, 2008 | 172 | 2008 |
| Factor-GMM estimation with large sets of possibly weak instruments G Kapetanios, M Marcellino Computational Statistics & Data Analysis 54 (11), 2655-2675, 2010 | 167 | 2010 |
| Inference on stochastic time-varying coefficient models L Giraitis, G Kapetanios, T Yates Journal of Econometrics 179 (1), 46-65, 2014 | 163 | 2014 |
| A testing procedure for determining the number of factors in approximate factor models with large datasets G Kapetanios Journal of Business & Economic Statistics 28 (3), 397-409, 2010 | 149 | 2010 |
| Forecast combination and the Bank of England's suite of statistical forecasting models G Kapetanios, V Labhard, S Price Economic Modelling 25 (4), 772-792, 2008 | 139 | 2008 |
| An automatic leading indicator of economic activity: forecasting GDP growth for European countries G Camba‐Mendez, G Kapetanios, RJ Smith, MR Weale The Econometrics Journal 4 (1), S56-S90, 2001 | 139 | 2001 |
| A parametric estimation method for dynamic factor models of large dimensions G Kapetanios, M Marcellino Journal of Time Series Analysis 30 (2), 208-238, 2009 | 132 | 2009 |
| Forecasting using Bayesian and information-theoretic model averaging: An application to UK inflation G Kapetanios, V Labhard, S Price Journal of Business & Economic Statistics 26 (1), 33-41, 2008 | 125 | 2008 |
| Forecasting large datasets with Bayesian reduced rank multivariate models A Carriero, G Kapetanios, M Marcellino Journal of Applied Econometrics 26 (5), 735-761, 2011 | 119 | 2011 |
| Forecasting government bond yields with large Bayesian vector autoregressions A Carriero, G Kapetanios, M Marcellino Journal of Banking & Finance 36 (7), 2026-2047, 2012 | 112 | 2012 |
Massimiliano MarcellinoUniversità BocconiAdresse e-mail validée de unibocconi.it
