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Power properties of nonlinearity tests for time series with Markov regime

Psaradakis, Zacharias G.; Spagnolo, Nicola - 1999

Persistent link: https://www.econbiz.de/10001434242

Power properties of nonlinearity tests for time series with Markov regimes

Psaradakis, Zacharias G. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3

Persistent link: https://www.econbiz.de/10001790033

Testing for unit roots in time series with nearly deterministic seasonal variation

Psaradakis, Zacharias G. - 1996

Persistent link: https://www.econbiz.de/10000930373

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

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

Semiparametric sieve-type GLS inference in regressions with long-range dependence

Kapetanios, George; Psaradakis, Zacharias - 2007

This paper considers the problem of statistical inference in linear regression models whose stochastic regressors and errors may exhibit long-range dependence. A time-domain sieve-type generalized least squares (GLS) procedure is proposed based on an autoregressive approximation to the...

Persistent link: https://www.econbiz.de/10010284208