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 4 46
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 0 0 2 85
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 0 0 0 43
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 0 3 15 712
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 0 0 1 181
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation 0 0 0 24 2 2 2 78
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 1 21 0 0 4 90
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 0 0 0 67
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 0 0 2 184
Total Working Papers 0 0 2 376 2 5 32 1,732

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 1 1 4 314
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 1 3 343 1 2 8 968
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 1 52 0 1 3 200
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 0 1 2 0 0 1 23
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 1 4 5 19
Hedging with trees: Tail-hedge discounting of long-term forestry returns 0 0 0 6 0 0 4 43
Hybrid bootstrap aided unit root testing 0 0 0 7 0 0 0 37
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 0 0 2 49
Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation 0 0 0 0 0 0 0 3
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 0 1 485
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 0 0 7
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 0 0 0 123
The effect of spillover on the Granger causality test 0 0 0 40 0 0 1 136
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 0 0 0 37
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 0 1 4 211
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 1 1 4 205
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 0 1 44
Total Journal Articles 0 1 8 743 4 10 38 2,966

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Statistics updated 2025-09-05