| Nonlinear forecasting with many predictors using kernel ridge regression P Exterkate, PJF Groenen, C Heij, D van Dijk International Journal of Forecasting 32 (3), 736-753, 2016 | 124 | 2016 |
| Forecasting the yield curve in a data‐rich environment using the factor‐augmented Nelson–Siegel model P Exterkate, DV Dijk, C Heij, PJF Groenen Journal of Forecasting 32 (3), 193-214, 2013 | 49 | 2013 |
| Model selection in kernel ridge regression P Exterkate Computational statistics & data analysis 68, 1-16, 2013 | 45 | 2013 |
| The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach G Petrevski, P Exterkate, D Tevdovski, J Bogoev Economic Systems 39 (4), 632-643, 2015 | 13 | 2015 |
| Sparse and robust factor modelling C Croux, P Exterkate Tinbergen Institute Discussion Paper TI 122/4, 2011 | 11 | 2011 |
| Modelling issues in kernel ridge regression P Exterkate Tinbergen Institute Discussion Paper, 2011 | 7 | 2011 |
| A regime-switching stochastic volatility model for forecasting electricity prices P Exterkate, O Knapik | 4* | 2017 |
| Forecasting the yield curve in a data-rich environment P Exterkate Working paper, Cemmap, 2008 | 3 | 2008 |
| Robust and sparse factor modelling C Croux, P Exterkate Available at SSRN 1967424, 2011 | 2 | 2011 |
| Model selection in kernel ridge regression P Exterkate | 1 | 2012 |
| Of Needles and Haystacks: Novel Techniques for Data-Rich Economic Forecasting Data-Rich Economic Forecasting P Exterkate | 1 | 2011 |
| Distribution Forecasting in Nonlinear Models with Stochastic Volatility P Exterkate | | 2014 |
| Of Needles and Haystacks P Exterkate | | |
