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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

Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors

Symeonides, Spyridon D.; Karavias, Yiannis; Tzavalis, Elias - In: Journal of time series econometrics 9 (2017) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10011671115

Regression-based tests for persistence in conditional variances

Psaradakis, Zacharias G.; Tzavalis, Elias - 1995

Persistent link: https://www.econbiz.de/10000912747

Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors

Harris, Richard D. F.; Tzavalis, Elias - 1998

Persistent link: https://www.econbiz.de/10000992997

Inference for unit roots in dynamic panels

Harris, Richard D. F.; Tzavalis, Elias - 1996

Persistent link: https://www.econbiz.de/10000939832

The influence of VAR dimensions on estimator biases

Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 1, pp. 163-181

Persistent link: https://www.econbiz.de/10001256083

The influence of VAR dimensions on estimator biases : comment

Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-383

Persistent link: https://www.econbiz.de/10001731136

Cornish-Fisher size corrected t and F statistics for the linear regression model with heteroscedastic errors

Symeonides, Spyridon D.; Kandilorou, Helen; Tzavalis, Elias - In: The refinement of econometric estimation and test …, (pp. 173-204). 2007

Persistent link: https://www.econbiz.de/10003461869

Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms

Kruiniger, Hugo; Tzavalis, Elias - 2003

In this paper we introduce fixed-T unit root tests for panel data models with serially correlated and heteroscedastic disturbance terms. The tests are based on pooled least squares estimators for the autoregressive coefficient of the AR(1) panel model adjusted for their inconsistency. The...

Persistent link: https://www.econbiz.de/10014114274

The Influence of VAR Dimensions on Estimator Biases

Abadir, Karim Maher - 2012

Vector AutoRegressions (VARs) have now become the most popular tool of Time Series analysis amongst econometricians. Unfortunately, little is known about the analytic finite-sample properties of parameter estimators for such systems. The asymptotic analysis of VARs published to date does not...

Persistent link: https://www.econbiz.de/10013112346