Access Statistics for Zacharias Psaradakis

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 Distance Test of Normality for a Wide Class of Stationary Processes 0 0 0 13 0 1 1 54
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 1 48 2 2 5 14
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 0 0 2 11
A simple method for testing cointegration subject to regime changes 0 0 0 167 0 0 0 426
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 0 3 659
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 37 0 1 2 39
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 1 1 61
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 2 226
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 0 1 2 823
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 0 0 4 636
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 0 0 3 201
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 79 0 0 1 135
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 1 51 0 0 6 102
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 15 0 0 2 32
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 3 18 0 0 4 42
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 0 177
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 1 2 192
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 0 0 177
Normality Tests for Dependent Data 0 0 0 19 0 0 2 83
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 0 0 141
On Detrending and Cyclical Asymmetry 0 1 1 179 0 1 1 899
On Testing for Bubbles During Hyperinflations 0 1 3 73 1 3 16 91
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 0 1 24
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 1 1 6 270
On the autocorrelation properties of Long Memory Garch Processes 0 0 0 236 0 0 2 667
On the power of tests for superexogeneity and structural invariance 0 0 0 1 0 1 1 162
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 2 2 3 177
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 0 72
Rational Bubbles: Too Many to be True? 0 0 0 80 0 0 3 110
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 0 0 0 187
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 0 0 2 496
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 0 0 0 13
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 0 1 2 18
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 2 121 2 2 4 266
State-Dependent Threshold STAR Models 0 0 0 99 0 0 2 226
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 0 1 1 681
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 1 1 2 408
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 1 1 1 870
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 0 34 0 0 5 80
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 1 1 53 0 1 6 130
Total Working Papers 0 3 12 2,948 10 22 100 10,078

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile-based Test for Symmetry of Weakly Dependent Processes 1 1 2 14 1 1 3 49
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 0 0 0 92
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 0 17 0 1 1 40
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 1 1 41
A sieve bootstrap test for stationarity 0 0 0 6 0 1 2 38
A simple method of testing for cointegration subject to multiple regime changes 0 0 2 61 1 1 6 148
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 0 0 1 163
An Analysis of Seasonality in the U.K. Equity Market 1 1 2 162 1 3 5 425
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 0 0 68
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 0 1 1 53
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 0 39 0 0 0 181
Blockwise bootstrap testing for stationarity 0 0 0 13 0 0 0 75
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 0 0 0 0 0 0 8
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 0 0 1 42
Bootstrap-based evaluation of markov-switching time series models 1 1 2 101 1 1 2 196
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 1 1 4 717
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 0 0 227
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 0 0 389 0 0 3 848
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 0 77 0 0 1 222
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 0 90 0 0 0 227
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 0 0 1 182 0 1 2 483
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 0 1 1 62 0 2 2 165
Markov level shifts and the unit-root hypothesis 0 0 0 14 0 0 1 201
Markov switching causality and the money-output relationship 0 1 3 350 0 3 14 870
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 2 7 7 0 3 17 18
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 0 6 1 2 9 34
Multivariate contemporaneous-threshold autoregressive models 0 0 0 57 0 0 2 235
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 3 271 0 0 5 580
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 0 0 2 857
On bootstrap inference in cointegrating regressions 0 0 0 23 0 2 4 51
On detrending and cyclical asymmetry 0 0 0 109 0 1 2 620
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 0 0 1 31
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 0 2 2 61
On testing for bubbles during hyperinflations 0 0 3 3 0 2 7 9
On testing for nonlinearity in multivariate time series 0 0 0 25 0 1 1 117
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 1 1 1 137
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 0 0 0 18
On the power of tests for superexogeneity and structural invariance 0 0 0 16 0 0 0 82
PcGive and PcFiml Version 7 [Review Article] 0 0 0 0 0 0 0 228
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 0 0 37
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 0 195 0 1 1 465
Rational bubbles: Too many to be true? 0 0 3 4 0 0 12 17
Selecting nonlinear time series models using information criteria 0 0 0 89 0 0 0 197
Semiparametric Sieve-Type Generalized Least Squares Inference 0 1 1 4 1 2 4 25
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 26 0 0 0 93
Switching error-correction models of house prices in the United Kingdom 2 3 4 200 2 3 5 423
Target zone credibility and economic fundamentals 0 0 0 40 0 0 0 124
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 0 0 0 68
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 0 0 1 210
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 0 0 1 523
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 0 1 5
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 0 1 2 287
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 0 0 2 6
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 0 0 0 20
p-Value Adjustments for Multiple Tests for Nonlinearity 0 0 0 58 0 0 0 288
Total Journal Articles 5 11 34 3,803 10 38 132 11,445

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12