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 16 0 0 18 63
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 1 45 0 2 18 163
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 0 2 15 97
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 1 46 0 0 9 49
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 16 0 3 17 137
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 0 2 16 103
Improved Tests for Granger Non-Causality in Panel Data 0 0 3 73 0 1 48 294
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 0 2 12 36
Improved tests for Granger noncausality in panel data 0 0 2 40 0 4 20 92
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics 0 0 34 40 2 2 36 45
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 0 0 2 19 0 1 26 147
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 2 25 0 1 11 39
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 1 18 0 0 13 33
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 1 29 0 1 24 92
Nato expansion: An open door policy? 0 2 3 7 0 5 38 41
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 1 1 17 82
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 0 1 9 129
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 0 0 15 128
Panel Unit Root Tests with Structural Breaks 0 0 2 82 0 0 20 201
Panel Unit Root Tests with Structural Breaks 0 0 0 27 0 0 22 115
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 1 2 16 104
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 0 25 0 2 8 57
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 1 13 170 1 5 69 630
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 5 129 1 1 20 78
Testing and estimating structural breaks in time series and panel data in Stata 0 0 17 17 0 2 63 63
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 0 1 11 91
The impact of government size on economic growth: a threshold analysis 0 0 2 135 0 5 38 322
The impact of military spending on economic growth: A threshold regression analysis 0 1 3 3 1 5 31 33
The local power of fixed-T panel unit root tests allowing for serially correlated errors 0 0 0 7 0 0 9 53
The power performance of fixed-T panel unit root tests allowing for structural breaks 0 0 0 6 0 2 17 54
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 0 3 39 0 7 29 103
Total Working Papers 0 4 98 1,340 7 60 715 3,674


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 1 1 9 66
A fixed-T version of Breitung’s panel data unit root test 0 0 0 15 0 0 14 86
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 0 2 26 200 7 14 91 675
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 0 48 0 0 4 138
Generalized fixed‐T panel unit root tests 0 1 1 5 0 1 6 17
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 0 1 10 30
Improved tests for Granger noncausality in panel data 0 0 0 6 0 2 9 35
Inflation convergence in the EMU 0 0 0 15 0 0 14 75
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 2 4 6 14 3 6 22 45
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 1 1 15 57
Local power of panel unit root tests allowing for structural breaks 0 0 1 7 0 0 5 40
Missing Values in Panel Data Unit Root Tests 0 0 0 12 0 0 11 65
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 1 9 9 1 4 43 51
Optimal versus realized bank credit risk and monetary policy 0 0 1 28 1 2 9 166
Panel unit-root tests with structural breaks 0 0 2 8 0 1 25 48
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 0 1 11 52
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 7 19 2 5 38 82
Testing and estimating structural breaks in time series and panel data in Stata 2 3 14 14 7 11 63 63
Testing for unit roots in short panels allowing for a structural break 1 2 6 65 3 7 40 258
The impact of government size on economic growth: A threshold analysis 1 2 8 229 2 7 50 550
Total Journal Articles 6 15 81 734 28 64 489 2,599


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 0 3 28 111
Total Chapters 0 0 0 1 0 3 28 111


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 1 12 159 3 18 69 969
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 0 4 15 230 0 12 87 1,173
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 1 3 32 335 5 20 456 1,760
Total Software Items 1 8 59 724 8 50 612 3,902


Statistics updated 2026-08-07