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Details about Peter Exterkate

E-mail:
Homepage:http://sydney.edu.au/arts/economics/staff/profiles/peter.exterkate.php
Workplace:School of Economics, Faculty of Arts and Social Sciences, University of Sydney, (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Peter Exterkate.

Last updated 2017-06-08. Update your information in the RePEc Author Service.

Short-id: pex2


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Working Papers

2017

  1. A regime-switching stochastic volatility model for forecasting electricity prices
    Working Papers, University of Sydney, School of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2017) Downloads

2013

  1. Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) Downloads

    See also Journal Article in International Journal of Forecasting (2016)

2012

  1. Model Selection in Kernel Ridge Regression
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2011

  1. Modelling Issues in Kernel Ridge Regression
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. Sparse and Robust Factor Modelling
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (5)

2010

  1. Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Journal of Forecasting (2013)

Journal Articles

2016

  1. Nonlinear forecasting with many predictors using kernel ridge regression
    International Journal of Forecasting, 2016, 32, (3), 736-753 Downloads View citations (7)
    See also Working Paper (2013)

2015

  1. The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach
    Economic Systems, 2015, 39, (4), 632-643 Downloads View citations (3)

2013

  1. Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
    Journal of Forecasting, 2013, 32, (3), 193-214 View citations (16)
    See also Working Paper (2010)
 
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