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Peter Exterkate

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
RePEc Short-ID:pex2
Postal Address:
Location: Sydney, Australia
Phone: 61 +2 9351 5055
Fax: 61 +2 9351 4341
Postal: Sydney, NSW 2006
Handle: RePEc:edi:deusyau (more details at EDIRC)
Location: Aarhus, Denmark
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)
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  1. Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, School of Economics and Management, University of Aarhus.
  2. Peter Exterkate, 2012. "Model Selection in Kernel Ridge Regression," CREATES Research Papers 2012-10, School of Economics and Management, University of Aarhus.
  3. 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.
  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.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2012-05-02. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2013-06-16. Author is listed
  3. NEP-FOR: Forecasting (2) 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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