Details about Peter Exterkate
Access statistics for papers by Peter Exterkate.
Last updated 2017-06-08. Update your information in the RePEc Author Service.
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- A regime-switching stochastic volatility model for forecasting electricity prices
Working Papers, University of Sydney, School of Economics
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2017)
- Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
See also Journal Article in International Journal of Forecasting (2016)
- Model Selection in Kernel Ridge Regression
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
- Modelling Issues in Kernel Ridge Regression
Tinbergen Institute Discussion Papers, Tinbergen Institute
- Sparse and Robust Factor Modelling
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
- 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 View citations (3)
See also Journal Article in Journal of Forecasting (2013)
- Nonlinear forecasting with many predictors using kernel ridge regression
International Journal of Forecasting, 2016, 32, (3), 736-753 View citations (7)
See also Working Paper (2013)
- The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach
Economic Systems, 2015, 39, (4), 632-643 View citations (3)
- 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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