Peter Exterkate : Citation Profile


Are you Peter Exterkate?

University of Sydney (99% share)
Aarhus Universitet (1% share)

3

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 5
   Journals where Peter Exterkate has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (11.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pex2
   Updated: 2020-09-14    RAS profile: 2017-06-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Exterkate.

Is cited by:

Koopman, Siem Jan (5)

Fernandes, Marcelo (3)

van der Wel, Michel (3)

Smeekes, Stephan (2)

Kristensen, Johannes (2)

Chague, Fernando (2)

Giovannelli, Alessandro (1)

Moder, Isabella (1)

Bräuning, Falk (1)

Shin, Minchul (1)

Lucas, Andre (1)

Cites to:

Ng, Serena (9)

Stock, James (7)

Watson, Mark (7)

van Dijk, Dick (7)

Diebold, Francis (6)

Medeiros, Marcelo (6)

Teräsvirta, Timo (6)

Reichlin, Lucrezia (5)

Ludvigson, Sydney (5)

Minea, Alexandru (5)

Giannone, Domenico (5)

Main data


Where Peter Exterkate has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute3

Recent works citing Peter Exterkate (2020 and 2019)


YearTitle of citing document
2019Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12752.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2019A New “Big Data” Index of U.S. Economic Activity. (2019). Brave, Scott ; Kelley, David ; Butters, Andrew R. In: Economic Perspectives. RePEc:fip:fedhep:00034.

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2020Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543.

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2019Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks. (2019). Fiura, Milan. In: FFA Working Papers. RePEc:prg:jnlwps:v:1:y:2019:id:1.001.

Full description at Econpapers || Download paper

Works by Peter Exterkate:


YearTitleTypeCited
2012Model Selection in Kernel Ridge Regression In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2013Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression In: CREATES Research Papers.
[Full Text][Citation analysis]
paper9
2016Nonlinear forecasting with many predictors using kernel ridge regression.(2016) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2011Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017A regime-switching stochastic volatility model for forecasting electricity prices In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2017A regime-switching stochastic volatility model for forecasting electricity prices.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach In: Economic Systems.
[Full Text][Citation analysis]
article3
2010Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper20
2013Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model.(2013) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 20
article
2011Sparse and Robust Factor Modelling In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper5
2011Modelling Issues in Kernel Ridge Regression In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0

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