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

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)