Author

G. Kapetanios

3 papers indexed here

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Open access Sep 2026

Partial Time‐Varying Regression Modelling Under General Heterogeneity

This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a no...

L. Giraitis, G. Kapetanios, Yu-Fei Li et al. · Journal of Time Series Analy... · 0 citations

Preprint Jul 2026

Nonlinear Boosting with Multiple Testing in High-Dimensional Generalised Linear Models with Binary Responses

This paper proposes a nonlinear boosting with multiple testing (BMT) approach to variable selection in high-dimensional generalised linear models with binary responses. At each stage of the BMT procedure, the model is updated by adding only the most significant covariate, conditional on those already selected in previo...

Charisios Grivas, G. Kapetanios, Zacharias Psaradakis et al. · 1 citation · ⚡1

Preprint Jul 2026

Estimation and Inference for Latent Dual Networks Using High-Dimensional IV Screening

We develop a novel methodology for estimation and inference in high-dimensional panel network models with latent dual structures. The framework allows outcomes to be affected simultaneously by positive and negative interaction channels, accommodating settings in which some interactions reinforce outcomes while others g...

Artūras Juodis, G. Kapetanios, Vasilis Sarafidis · 0 citations