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 1 9 55
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 1 8 13 259
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 0 59 0 2 7 92
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 0 1 14 57
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 3 5 24 734
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 1 3 5 186
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 1 11 87
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 0 1 6 96
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 1 4 14 81
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 0 2 8 192
Total Working Papers 0 0 0 376 6 28 111 1,839

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 1 17 330
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 0 1 344 0 2 17 984
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 0 52 0 2 12 211
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 1 3 4 6 2 8 24 47
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 0 3 10 25
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 2 8 20
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 0 0 1 11 0 6 20 69
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 2 9 12
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 3 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 3 6 56
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 0 3 6 129
The effect of spillover on the Granger causality test 0 0 0 40 0 1 6 142
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 0 2 8 45
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 0 4 9 220
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 0 0 4 208
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 2 5 49
Total Journal Articles 1 3 6 749 3 44 188 3,146

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Statistics updated 2026-07-10