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~subject:"Estimation theory"
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Estimation theory
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Psaradakis, Zacharias G.
26
Sola, Martin
14
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3
Spagnolo, Fabio
3
Spagnolo, Nicola
3
Vávra, Marián
3
Barassi, Marco R.
2
Dueker, Michael
2
Psaradakis, Zacharias
2
Zhao, Yuqian
2
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1
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1
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1
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ECONIS (ZBW)
31
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
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2
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
Saved in:
3
The demand for money in Greece : an exercise in econometric modelling with cointegrated variables
Psaradakis, Zacharias G.
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001142895
Saved in:
4
A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G.
-
2002
Persistent link: https://www.econbiz.de/10001717796
Saved in:
5
The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G.
-
1989
Persistent link: https://www.econbiz.de/10000803224
Saved in:
6
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
7
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
8
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000947745
Saved in:
9
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
10
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
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