Similar Search Results

The sensitivity of value-at-risk estimates using Monte Carlo approach

Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Spudai / University of Piraeus : journal of economics … 61 (2011) 1/2, pp. 7-12

Persistent link: https://www.econbiz.de/10010201425

Resolving spurious regressions and serially correlated errors

Agiakloglou, Christos N. - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1361-1366

Persistent link: https://www.econbiz.de/10010222386

Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes

Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 29 (2022) 7, pp. 619-625

Persistent link: https://www.econbiz.de/10013170999

Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation

Agiakloglou, Christos N.; Bera, Anil K.; Deligiannakis, … - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 535-552

Persistent link: https://www.econbiz.de/10013442210

Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes

Agiakloglou, Christos N.; Tsimbos, Cleon; Tsimpanos, … - In: Empirical economics : a journal of the Institute for … 57 (2019) 5, pp. 1613-1631

Persistent link: https://www.econbiz.de/10012215851

The balance between size and power in testing for linear association for two stationary AR(1) processes

Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234

Persistent link: https://www.econbiz.de/10011430410

Causality in EU macroeconomic variables

Agiakloglou, Christos N.; Gkouvakis, Michalis; Kanas, … - In: Applied economics letters 23 (2016) 4/6, pp. 264-277

Persistent link: https://www.econbiz.de/10011430444

Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?

Agiakloglou, Christos N.; Tsimbos, Cleon; Tsimpanos, … - In: Applied economics letters 22 (2015) 16/18, pp. 1372-1377

Persistent link: https://www.econbiz.de/10011380201

A comment on "resolving spurious regressions and serially correlated errors"

Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1289-1298

Persistent link: https://www.econbiz.de/10011554480

The sensitivity of Value-at-Risk estimates using Monte Carlo approach

Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Spoudai : journal of economics and business 61 (2011) 1/2, pp. 7-12

This study examines the sensitivity of VaR estimates obtained with Monte Carlo technique using the data set of Benninga and Wiener (1998) and applies the Kupiec test either by assuming large sample properties or by obtaining p-values through simulation process.

Persistent link: https://www.econbiz.de/10010255282