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 5 9 16 157
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 2 15 4 6 13 54
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 7 10 12 93
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 1 46 5 6 11 47
Firm Heterogeneity and Trade Credit Behaviour 0 1 1 16 1 5 10 130
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 4 9 12 33
Improved Tests for Granger Non-Causality in Panel Data 0 1 6 73 13 33 60 288
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 4 7 14 97
Improved tests for Granger noncausality in panel data 0 1 4 39 8 13 22 85
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics 0 1 36 36 3 9 32 32
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 0 1 1 18 2 9 12 133
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 1 1 24 2 7 7 35
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 0 17 4 8 10 29
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 1 1 2 29 8 11 24 83
Nato expansion: An open door policy? 0 0 5 5 5 15 21 21
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 5 8 12 77
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 7 12 13 126
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 1 3 5 123
Panel Unit Root Tests with Structural Breaks 0 1 3 82 2 9 18 193
Panel Unit Root Tests with Structural Breaks 0 0 4 27 4 11 23 107
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 3 5 8 95
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 1 25 0 2 8 53
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 3 23 169 5 24 144 616
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 1 6 129 4 7 20 74
Testing and estimating structural breaks in time series and panel data in Stata 0 1 17 17 20 35 55 55
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 2 5 9 86
The impact of government size on economic growth: a threshold analysis 1 1 2 134 8 11 18 299
The impact of military spending on economic growth: A threshold regression analysis 1 1 1 1 7 11 16 16
The local power of fixed-T panel unit root tests allowing for serially correlated errors 0 0 0 7 5 5 5 49
The power performance of fixed-T panel unit root tests allowing for structural breaks 0 0 0 6 6 10 10 47
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 0 0 3 37 3 7 22 85
Total Working Papers 3 15 122 1,322 157 322 662 3,418


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 5 5 5 62
A fixed-T version of Breitung’s panel data unit root test 0 0 2 15 6 8 11 80
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 2 8 34 195 12 36 109 645
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 1 1 4 136
Generalized fixed‐T panel unit root tests 0 0 0 4 0 2 3 14
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 4 5 6 25
Improved tests for Granger noncausality in panel data 0 0 1 6 2 3 9 31
Inflation convergence in the EMU 0 0 2 15 4 6 9 68
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 0 0 2 9 2 8 15 35
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 6 10 13 52
Local power of panel unit root tests allowing for structural breaks 1 1 1 7 1 2 6 37
Missing Values in Panel Data Unit Root Tests 0 0 0 12 4 5 11 63
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 5 7 7 6 19 37 37
Optimal versus realized bank credit risk and monetary policy 0 0 1 28 3 3 5 161
Panel unit-root tests with structural breaks 0 1 3 8 4 9 22 41
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 1 4 8 47
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 10 19 5 12 42 69
Testing and estimating structural breaks in time series and panel data in Stata 0 3 7 7 5 16 27 27
Testing for unit roots in short panels allowing for a structural break 0 1 6 62 4 9 41 237
The impact of government size on economic growth: A threshold analysis 0 3 8 225 5 17 37 522
Total Journal Articles 3 22 85 707 80 180 420 2,389


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 6 10 31 99
Total Chapters 0 0 0 1 6 10 31 99


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 20 155 5 17 103 938
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 0 1 19 226 10 25 98 1,138
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 0 13 41 329 1 63 189 1,420
Total Software Items 0 16 80 710 16 105 390 3,496


Statistics updated 2026-02-12