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Peter Exterkate

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This is information that was supplied by Peter Exterkate in registering through RePEc. If you are Peter Exterkate , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Peter
Middle Name:
Last Name: Exterkate
Suffix:

RePEc Short-ID: pex2

Email:
Homepage: http://econ.au.dk/research/research-centres/creates/people/postdocs/peter-exterkate/
Postal Address:
Phone:

Affiliation

Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)

Works

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Working papers

  1. Peter Exterkate, 2012. "Model Selection in Kernel Ridge Regression," CREATES Research Papers 2012-10, School of Economics and Management, University of Aarhus.
  2. Christophe Croux & Peter Exterkate, 2011. "Sparse and Robust Factor Modelling," Tinbergen Institute Discussion Papers 11-122/4, Tinbergen Institute.
  3. Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
  4. Peter Exterkate, 2011. "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-138/4, Tinbergen Institute.
  5. Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010. "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Research Papers EI 2010-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

Articles

  1. Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013. "Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 193-214, 04.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2011-02-26 2012-05-02. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2011-02-26 2013-06-16. Author is listed
  3. NEP-FOR: Forecasting (3) 2011-02-26 2012-05-02 2013-06-16. Author is listed
  4. NEP-ORE: Operations Research (1) 2013-06-16. Author is listed

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