Concepedia

Peter Exterkate

PE

Statistics

Publications

5

Citations

242

H-Index

5

Active since

2010

Affiliations

Aarhus University(Current)

The University of Sydney

Erasmus University Rotterdam

Peter Exterkate is an author at Aarhus University specializing in kernel regression, forecasting, and time series forecasting.

Publications per year

2010–2016

5

Publications

5

Nonlinear forecasting with many predictors using kernel ridge regression

Peter Exterkate, Patrick J. F. Groenen, Christiaan Heij et al. · International Journal of Forecasting · 2016 · 131 citations · Full text

Computing, Data Science, Forecasting +12

Model selection in kernel ridge regression

Peter Exterkate · Computational Statistics & Data Analysis · 2013 · 60 citations

Computing, Biostatistics, Machine Learning +7

Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model

Peter Exterkate, Dick van Dijk, Christiaan Heij et al. · Journal of Forecasting · 2011 · 29 citations

Business, Economics, Finance +17

Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model

Peter Exterkate, Dick van Dijk, Christiaan Heij et al. · SSRN Electronic Journal · 2010 · 11 citations · Full text

Business, Business Economics, Economics +15

Modelling Issues in Kernel Ridge Regression

Peter Exterkate · SSRN Electronic Journal · 2011 · 11 citations · Full text

Computing, Meteorology, Econometrics +16

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