42 results on '"Vougas, Dimitrios"'
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2. Solving the Quantitative Skills Gap: A Flexible Learning Call to Arms!
3. Estimation for Unit Root Testing
4. Index Futures Trading, Information and Stock Market Volatility: The Case of Greece
5. Military Spending and Economic Growth in South Africa: A Causal Analysis
6. Aspects of integration in econometrics
7. The efficiency of Greek stock index futures market
8. Prais–Winsten Algorithm for Regression with Second or Higher Order Autoregressive Errors
9. Unit root testing based on BLUS residuals
10. Generalized least squares transformation and estimation with autoregressive error
11. Unemployment in Greece
12. On the stationarity of futures hedge ratios
13. Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
14. Solving the quantitative skills gap: a flexible learning call to arms!
15. Drift in the relative price of primary commodities: a case where we care about unit roots
16. New exact ML estimation and inference for a Gaussian MA(1) process
17. Modification of the point optimal unit root test
18. GLS detrending and unit root testing
19. Is the trend in post-WW II US real GDP uncertain or non-linear?
20. Final modification of the LM unit root test
21. On the size of the DF–GLS test
22. Size performance of the Lagrange Multiplier (LM) unit root test in the presence of a neglected break under the null
23. Power comparison of invariant unit root tests
24. A weighted symmetric cointegration test
25. Modification of the LM unit root test
26. Examining the robustness of cointegration analysis under weighted symmetric estimation
27. On unit root testing with smooth transitions
28. Index futures trading, information and stock market volatility: The case of Greece
29. Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
30. On the finite-sample size distortion of smooth transition unit root tests
31. Hedge ratios in Greek stock index futures market
32. Analysing long memory and volatility of returns in the Athens stock exchange
33. Reconsidering LM unit root testing
34. Pitfall of unit autoregressive root testing
35. Application of the Dickey-Fuller test to the Nelson and Plosser (1982) Data
36. A Direct Test for Cointegration Between a Pair of Time Series
37. Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing
38. Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test
39. Defence spending and economic growth: A causal analysis for Greece and Turkey*
40. A comparison of LS/ML and GMM estimation in a simple AR(1) model
41. Unit roots and smooth transitions
42. Spurious levels relationships
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