Testing the rank of the Hankel covariance matrix: a statistical approach. - Gonzalo Camba-Mendez; George Kapetanios (IEEE Trans. Autom. Control., 2001)

Bootstrap statistical tests of rank determination for system identification. - Gonzalo Camba-Mendez; George Kapetanios (IEEE Trans. Autom. Control., 2004)

Choosing the optimal set of instruments from large instrument sets. - George Kapetanios (Comput. Stat. Data Anal., 2006)

Variable selection in regression models using nonstandard optimisation of information criteria. - George Kapetanios (Comput. Stat. Data Anal., 2007)

Bootstrap-based tests for deterministic time-varying coefficients in regression models. - George Kapetanios (Comput. Stat. Data Anal., 2008)

The Fifth Special Issue on Computational Econometrics. - David A. Belsley; Pierre Duchesne; George Kapetanios; Erricos John Kontoghiorghes; Marc S. Paolella; Herman K. van Dijk (Comput. Stat. Data Anal., 2010)

Factor-GMM estimation with large sets of possibly weak instruments. - George Kapetanios; Massimiliano Marcellino (Comput. Stat. Data Anal., 2010)

Modified information criteria and selection of long memory time series models. - Richard T. Baillie; George Kapetanios; Fotis Papailias (Comput. Stat. Data Anal., 2014)

Revisiting useful approaches to data-rich macroeconomic forecasting. - Jan J. J. Groen; George Kapetanios (Comput. Stat. Data Anal., 2016)

Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. - George Kapetanios; Massimiliano Marcellino; Fotis Papailias (Comput. Stat. Data Anal., 2016)

Tracking the Impact of the Covid-19 Pandemic with the Use of High-Frequency Geo-Located Bank Transaction Data. - Nora Neuteboom; George Kapetanios; Alexia Ventouri; Feiko Ritsema (HICSS, 2022)