Access Statistics for Panagiotis Mantalos

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP 0 0 0 24 0 0 9 55
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 1 3 15 261
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 0 59 0 0 7 92
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 0 0 14 57
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 1 4 23 735
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 4 5 9 190
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation 0 0 0 24 0 0 9 87
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 0 0 6 96
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 1 2 15 82
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 0 0 8 192
Total Working Papers 0 0 0 376 7 14 115 1,847

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems 0 0 0 129 0 0 16 330
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 0 1 344 0 0 16 984
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 0 52 0 1 12 212
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 1 4 6 0 2 24 47
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 0 1 7 26
Hedging with trees: Tail-hedge discounting of long-term forestry returns 0 0 0 6 0 0 6 49
Hybrid bootstrap aided unit root testing 0 0 0 7 0 0 8 45
On improved volatility modelling by fitting skewness in ARCH models 0 0 0 2 0 0 8 20
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 0 0 1 11 1 1 21 70
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation 0 0 0 0 1 3 11 14
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 0 9 16
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 0 4 489
Stumpage prices in Sweden 1909–2012: Testing for non-stationarity 0 0 0 6 0 0 6 56
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 0 1 7 130
The effect of spillover on the Granger causality test 0 0 0 40 1 3 9 145
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 0 0 8 45
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 1 2 11 222
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 0 0 3 208
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 0 5 49
Total Journal Articles 0 1 6 749 4 14 191 3,157

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Statistics updated 2026-09-10