Access Statistics for Yiannis Karavias

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 1 1 5 43 1 1 12 142
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 1 13 2 2 5 43
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 0 1 2 82
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 0 45 2 4 5 40
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 15 0 0 3 120
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 1 1 9 84
Improved Tests for Granger Non-Causality in Panel Data 0 1 2 7 0 3 5 24
Improved Tests for Granger Non-Causality in Panel Data 1 2 14 69 5 11 52 239
Improved tests for Granger noncausality in panel data 1 2 6 37 2 3 14 66
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 0 0 0 17 0 0 3 121
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 1 17 0 0 3 19
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 0 23 0 0 1 28
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 4 27 1 3 26 62
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 0 0 0 65
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 1 1 3 119
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 0 0 3 113
Panel Unit Root Tests with Structural Breaks 0 2 6 25 2 6 27 90
Panel Unit Root Tests with Structural Breaks 0 1 2 80 0 3 6 178
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 0 0 3 87
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 1 2 25 1 3 8 48
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 3 8 52 154 22 55 204 527
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 1 4 124 0 3 14 57
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 1 1 1 78
The impact of government size on economic growth: a threshold analysis 0 1 2 133 1 3 12 284
The local power of fixed-T panel unit root tests allowing for serially correlated errors 0 0 0 7 0 0 1 44
The power performance of fixed-T panel unit root tests allowing for structural breaks 0 0 0 6 0 0 0 37
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 0 7 34 0 2 20 65
Total Working Papers 6 20 110 1,220 42 106 442 2,862

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of investors’ sentiments and risk premium effects on valuing shares 0 0 0 13 0 0 1 57
A fixed-T version of Breitung’s panel data unit root test 1 1 1 14 1 1 3 70
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 3 6 29 167 4 18 97 554
Almost All About Unit Roots: Foundations, Developments, and Applications, by In Choi. Published by Cambridge University Press, Cambridge, 2015. Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 9781107097339 (hardback), price: 60.00£ (US$95.00) 1 1 2 48 1 1 5 133
Generalized fixed‐T panel unit root tests 0 0 0 4 0 0 0 11
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 0 1 2 20
Improved tests for Granger noncausality in panel data 0 1 1 6 0 3 9 25
Inflation convergence in the EMU 2 2 2 15 2 2 3 61
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 0 1 3 8 0 1 4 21
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 0 1 2 40
Local power of panel unit root tests allowing for structural breaks 0 0 0 6 0 1 2 32
Missing Values in Panel Data Unit Root Tests 0 0 2 12 0 1 9 53
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 0 0 0 0 5 5 5
Optimal versus realized bank credit risk and monetary policy 0 0 0 27 0 1 2 157
Panel unit-root tests with structural breaks 0 1 1 6 0 3 10 22
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 1 2 3 41
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 1 5 10 3 7 18 34
Testing for unit roots in short panels allowing for a structural break 0 1 13 57 5 10 51 206
The impact of government size on economic growth: A threshold analysis 0 4 13 221 1 10 34 495
Total Journal Articles 7 19 72 641 18 68 260 2,037

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Structural Breaks in Financial Panel Data 0 0 1 1 0 4 19 72
Total Chapters 0 0 1 1 0 4 19 72

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data 0 2 23 137 5 23 145 858
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 0 2 18 209 5 17 108 1,057
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 4 9 52 297 14 38 194 1,269
Total Software Items 4 13 93 643 24 78 447 3,184

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Statistics updated 2025-05-12