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 2 5 48
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 2 2 4 248
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 1 59 0 4 6 89
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 1 2 2 45
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 7 11 24 724
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 1 1 1 182
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation 0 0 0 24 1 3 6 82
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 1 2 5 92
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 1 2 2 69
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 0 2 3 186
Total Working Papers 0 0 1 376 14 31 58 1,765

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 3 129 3 8 12 322
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 0 2 343 3 6 12 975
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 1 52 4 5 8 205
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 0 1 2 4 5 6 28
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 1 3 8 22
Hedging with trees: Tail-hedge discounting of long-term forestry returns 0 0 0 6 1 3 5 46
Hybrid bootstrap aided unit root testing 0 0 0 7 0 1 2 39
On improved volatility modelling by fitting skewness in ARCH models 0 0 0 2 1 1 1 13
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 1 1 1 11 4 8 10 58
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation 0 0 0 0 2 4 4 7
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 1 2 3 487
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 1 1 2 9
Stumpage prices in Sweden 1909–2012: Testing for non-stationarity 0 0 0 6 2 2 2 52
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 0 1 1 124
The effect of spillover on the Granger causality test 0 0 0 40 1 2 3 138
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 1 3 3 40
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 1 1 4 212
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 1 1 4 206
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 0 0 44
Total Journal Articles 1 1 8 744 31 57 90 3,027

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Statistics updated 2026-01-09