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Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
De Wachter, Stefan; Tzavalis, Elias - In: Economics letters 88 (2005) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10006750650
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The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias - In: Economics letters 49 (1995) 4, pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
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Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
De Wachter, Stefan; Tzavalis, Elias - In: Economics letters 88 (2005) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10002880912
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A fixed-image version of Breitung's panel data unit root test
Karavias, Yiannis; Tzavalis, Elias - In: Economics letters 124 (2014) 1, pp. 83-87
Persistent link: https://www.econbiz.de/10010490592