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 0 0 2 44 3 4 13 152
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 15 2 2 9 50
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 1 4 5 86
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 1 46 1 1 6 42
Firm Heterogeneity and Trade Credit Behaviour 0 1 1 16 2 7 9 129
Improved Tests for Granger Non-Causality in Panel Data 0 2 7 73 15 21 52 275
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 3 3 10 93
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 3 5 9 29
Improved tests for Granger noncausality in panel data 0 1 4 39 3 5 14 77
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics 1 3 36 36 5 9 29 29
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 1 1 1 18 6 10 12 131
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 1 17 2 5 7 25
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 1 1 1 24 3 5 5 33
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 1 28 1 4 16 75
Nato expansion: An open door policy? 0 0 5 5 10 11 16 16
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 2 7 7 72
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 1 2 5 122
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 3 5 6 119
Panel Unit Root Tests with Structural Breaks 0 0 4 27 5 8 20 103
Panel Unit Root Tests with Structural Breaks 1 1 3 82 4 8 17 191
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 1 4 5 92
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 1 25 1 4 9 53
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 2 4 24 169 15 27 151 611
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 1 2 6 129 1 7 19 70
Testing and estimating structural breaks in time series and panel data in Stata 0 12 17 17 10 24 35 35
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 2 4 7 84
The impact of government size on economic growth: a threshold analysis 0 0 1 133 1 6 11 291
The impact of military spending on economic growth: A threshold regression analysis 0 0 0 0 1 6 9 9
The local power of fixed-T panel unit root tests allowing for serially correlated errors 0 0 0 7 0 0 0 44
The power performance of fixed-T panel unit root tests allowing for structural breaks 0 0 0 6 3 4 4 41
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 1 3 37 3 8 19 82
Total Working Papers 7 29 122 1,319 113 220 536 3,261


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 0 57
A fixed-T version of Breitung’s panel data unit root test 0 0 2 15 2 2 6 74
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 3 8 35 193 14 29 106 633
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) 0 0 1 48 0 1 4 135
Generalized fixed‐T panel unit root tests 0 0 0 4 1 2 3 14
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 1 1 2 21
Improved tests for Granger noncausality in panel data 0 0 1 6 0 3 7 29
Inflation convergence in the EMU 0 0 2 15 2 3 5 64
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 0 0 3 9 6 8 15 33
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 3 4 8 46
Local power of panel unit root tests allowing for structural breaks 0 0 0 6 0 1 5 36
Missing Values in Panel Data Unit Root Tests 0 0 0 12 0 2 7 59
Multiple Structural Breaks in Interactive Effects Panel Data Models 3 6 7 7 7 15 31 31
Optimal versus realized bank credit risk and monetary policy 0 1 1 28 0 1 2 158
Panel unit-root tests with structural breaks 1 1 3 8 4 7 19 37
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 2 4 8 46
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 4 10 19 1 13 37 64
Testing and estimating structural breaks in time series and panel data in Stata 1 4 7 7 4 15 22 22
Testing for unit roots in short panels allowing for a structural break 1 1 10 62 3 9 44 233
The impact of government size on economic growth: A threshold analysis 2 3 8 225 7 14 32 517
Total Journal Articles 11 28 90 704 57 134 363 2,309


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 0 1 1 4 26 93
Total Chapters 0 0 0 1 1 4 26 93


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 1 3 22 155 7 19 116 933
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 1 2 20 226 6 23 96 1,128
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 6 17 45 329 18 81 200 1,419
Total Software Items 8 22 87 710 31 123 412 3,480


Statistics updated 2026-01-09