Peter Exterkate
Names
| first: |
Peter |
| last: |
Exterkate |
Identifer
Contact
Affiliations
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University of Sydney
/ Faculty of Arts and Social Sciences
/ School of Economics (weight: 99%)
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Aarhus Universitet
/ Institut for Økonomi
/ Center for Research in Econometric Analysis of Time Series (CREATES) (weight: 1%)
Research profile
author of:
- Model Selection in Kernel Ridge Regression (RePEc:aah:create:2012-10)
by Peter Exterkate - Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression (RePEc:aah:create:2013-16)
by Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk - A regime-switching stochastic volatility model for forecasting electricity prices (RePEc:aah:create:2017-03)
by Peter Exterkate & Oskar Knapik - The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach (RePEc:eee:ecosys:v:39:y:2015:i:4:p:632-643)
by Petrevski, Goran & Exterkate, Peter & Tevdovski, Dragan & Bogoev, Jane - Nonlinear forecasting with many predictors using kernel ridge regression (RePEc:eee:intfor:v:32:y:2016:i:3:p:736-753)
by Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick - Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model (RePEc:ems:eureir:18254)
by Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F. - A regime-switching stochastic volatility model for forecasting electricity prices (RePEc:syd:wpaper:2017-02)
by Knapik, Oskar & Exterkate, Peter - Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression (RePEc:tin:wpaper:20110007)
by Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk - Sparse and Robust Factor Modelling (RePEc:tin:wpaper:20110122)
by Christophe Croux & Peter Exterkate - Modelling Issues in Kernel Ridge Regression (RePEc:tin:wpaper:20110138)
by Peter Exterkate - Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model (RePEc:wly:jforec:v:32:y:2013:i:3:p:193-214)
by Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen