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 1 2 6 48
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 0 0 2 246
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 1 59 4 4 6 89
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 1 1 1 44
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 3 5 18 717
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 0 0 0 181
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 5 81
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 1 1 4 91
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 1 1 1 68
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 1 2 3 186
Total Working Papers 0 0 1 376 13 19 46 1,751

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 5 9 319
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 0 2 343 2 4 9 972
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 1 52 1 1 4 201
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 0 1 2 0 1 2 24
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 1 2 7 21
Hedging with trees: Tail-hedge discounting of long-term forestry returns 0 0 0 6 2 2 4 45
Hybrid bootstrap aided unit root testing 0 0 0 7 0 2 2 39
On improved volatility modelling by fitting skewness in ARCH models 0 0 0 2 0 0 0 12
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 0 0 0 10 3 5 6 54
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 2 2 5
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 1 1 8
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 1 2 486
Stumpage prices in Sweden 1909–2012: Testing for non-stationarity 0 0 0 6 0 0 0 50
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 1 1 1 124
The effect of spillover on the Granger causality test 0 0 0 40 1 1 2 137
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 0 2 2 39
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 0 0 4 211
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 0 0 3 205
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 0 0 44
Total Journal Articles 0 0 7 743 16 30 60 2,996

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