Narrow search
Showing 1 - 10 of 33
Cover Image
On testing for nonlinearity in multivariate time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Economics letters 125 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010504802
Cover Image
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350561
Cover Image
A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350566
Cover Image
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Cover Image
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - 1996
Persistent link: https://www.econbiz.de/10000930373
Cover Image
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
Cover Image
Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G. - In: Econometric reviews 17 (1998) 3, pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
Cover Image
Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.; Spagnolo, Nicola - 1999
Persistent link: https://www.econbiz.de/10001434242
Cover Image
The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G. - 1989
Persistent link: https://www.econbiz.de/10000803224
Cover Image
Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000906274