Similar Search Results

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

Inference for unit roots in dynamic panels in the presence of deterministic trends

Harris, Richard D. F.; Tzavalis, Elias - 1997

Persistent link: https://www.econbiz.de/10000966505

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

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time period for all units. However, this...

Persistent link: https://www.econbiz.de/10013041203

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

Nonlinear modelling of autoregressive structural breaks in some US macroeconomic series

Kapetanios, George; Tzavalis, Elias - In: Nonlinear time series analysis of business cycles, (pp. 175-198). 2006

Persistent link: https://www.econbiz.de/10003309355

Panel data unit roots tests : the role of serial correlation and the time dimension

De Wachter, Stefan (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003262998

Level shifts in stock returns driven by large shocks

Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51

Persistent link: https://www.econbiz.de/10011300506

Shifts in volatility driven by large stock market shocks

Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147

Persistent link: https://www.econbiz.de/10011587216

Forecasting economic activity from yield curve factors

Argyropoulos, Efthymios; Tzavalis, Elias - In: The North American journal of economics and finance : a … 36 (2016), pp. 293-311

Persistent link: https://www.econbiz.de/10011672685