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 14 0 2 6 45
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 1 1 2 44 1 3 10 145
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 0 0 0 45 0 0 5 40
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 15 0 0 2 120
Improved Tests for Granger Non-Causality in Panel Data 0 1 12 70 3 7 47 246
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 1 3 10 87
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 0 0 4 24
Improved tests for Granger noncausality in panel data 1 1 5 38 2 6 16 72
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics 6 6 6 6 9 9 9 9
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 1 1 3 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 1 1 4 28 2 6 26 68
Nato expansion: An open door policy? 0 4 4 4 1 3 3 3
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 37 0 0 3 113
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 1 1 3 120
Panel Unit Root Tests with Structural Breaks 0 2 6 27 0 3 23 93
Panel Unit Root Tests with Structural Breaks 0 0 1 80 1 3 8 181
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 0 1 1 88
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 2 25 0 1 7 49
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 3 124 0 1 12 58
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 3 42 157 11 34 190 561
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 1 2 3 80
The impact of government size on economic growth: a threshold analysis 0 0 2 133 0 0 11 284
The impact of military spending on economic growth: A threshold regression analysis 0 0 0 0 2 2 2 2
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 1 2 6 36 3 9 19 74
Total Working Papers 10 22 101 1,242 39 97 430 2,959

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 1 2 15 1 2 5 72
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 1 7 25 174 12 30 88 584
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 5 134
Generalized fixed‐T panel unit root tests 0 0 0 4 0 0 0 11
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 1 1 9 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 0 0 2 8 0 2 5 23
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 1 2 4 42
Local power of panel unit root tests allowing for structural breaks 0 0 0 6 3 3 5 35
Missing Values in Panel Data Unit Root Tests 0 0 0 12 0 1 5 54
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 0 0 0 1 3 8 8
Optimal versus realized bank credit risk and monetary policy 0 0 0 27 0 0 2 157
Panel unit-root tests with structural breaks 0 0 1 6 1 1 10 23
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 0 0 3 41
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 2 6 12 1 10 24 44
Testing for unit roots in short panels allowing for a structural break 0 2 14 59 1 12 50 218
The impact of government size on economic growth: A threshold analysis 0 0 8 221 3 5 29 500
Total Journal Articles 1 12 62 653 25 73 255 2,110

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 11 21 83
Total Chapters 0 0 0 1 4 11 21 83

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 2 10 21 147 10 42 132 900
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 1 6 21 215 11 29 97 1,086
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 3 6 41 303 15 35 166 1,304
Total Software Items 6 22 83 665 36 106 395 3,290

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Statistics updated 2025-08-05