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 1 2 15 2 3 8 48
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 1 2 44 0 4 10 148
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 0 0 2 82
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 1 1 1 46 1 1 6 41
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 15 1 2 4 122
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 2 4 11 90
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 0 0 4 24
Improved Tests for Granger Non-Causality in Panel Data 1 1 10 71 5 11 46 254
Improved tests for Granger noncausality in panel data 0 1 5 38 0 2 15 72
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics 9 33 33 33 4 20 20 20
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 1 2 20
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 1 3 28 1 5 19 71
Nato expansion: An open door policy? 1 1 5 5 1 3 5 5
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 0 1 3 120
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 1 1 4 114
Panel Unit Root Tests with Structural Breaks 0 0 5 27 1 2 21 95
Panel Unit Root Tests with Structural Breaks 1 1 2 81 2 3 10 183
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 0 0 1 88
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 2 25 0 0 7 49
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 4 8 37 165 11 34 179 584
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 3 3 5 127 5 5 15 63
Testing and estimating structural breaks in time series and panel data in Stata 5 5 5 5 11 11 11 11
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 0 1 3 80
The impact of government size on economic growth: a threshold analysis 0 0 2 133 0 1 11 285
The impact of military spending on economic growth: A threshold regression analysis 0 0 0 0 0 3 3 3
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 1 5 36 0 3 17 74
Total Working Papers 25 58 128 1,290 48 121 442 3,041


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 0 1 5 72
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 1 12 33 185 6 32 93 604
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 0 5 134
Generalized fixed‐T panel unit root tests 0 0 0 4 0 1 1 12
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 0 0 1 20
Improved tests for Granger noncausality in panel data 0 0 1 6 0 1 7 26
Inflation convergence in the EMU 0 0 2 15 0 0 2 61
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 1 1 3 9 1 2 7 25
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 0 1 4 42
Local power of panel unit root tests allowing for structural breaks 0 0 0 6 0 3 5 35
Missing Values in Panel Data Unit Root Tests 0 0 0 12 0 3 8 57
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 1 1 1 4 9 16 16
Optimal versus realized bank credit risk and monetary policy 0 0 0 27 0 0 2 157
Panel unit-root tests with structural breaks 1 1 2 7 2 8 14 30
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 1 1 4 42
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 1 3 7 15 1 8 26 51
Testing and estimating structural breaks in time series and panel data in Stata 3 3 3 3 7 7 7 7
Testing for unit roots in short panels allowing for a structural break 0 2 13 61 0 7 50 224
The impact of government size on economic growth: A threshold analysis 1 1 9 222 1 6 28 503
Total Journal Articles 8 24 77 676 23 90 285 2,175


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 4 10 25 89
Total Chapters 0 0 0 1 4 10 25 89


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 3 7 24 152 5 24 129 914
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 5 10 26 224 8 30 97 1,105
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 4 12 47 312 19 49 174 1,338
Total Software Items 12 29 97 688 32 103 400 3,357


Statistics updated 2025-10-06