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 1 10 55
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 3 5 8 254
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 0 59 1 1 6 91
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 1 3 14 57
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 2 3 25 731
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 2 3 4 185
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 11 87
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 1 1 7 96
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 3 7 13 80
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 2 5 8 192
Total Working Papers 0 0 0 376 17 32 106 1,828

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 1 129 1 2 18 330
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 1 2 344 2 5 18 984
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 0 52 2 4 12 211
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 1 1 3 2 7 18 41
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 2 2 9 24
Hedging with trees: Tail-hedge discounting of long-term forestry returns 0 0 0 6 0 2 6 49
Hybrid bootstrap aided unit root testing 0 0 0 7 0 1 8 45
On improved volatility modelling by fitting skewness in ARCH models 0 0 0 2 1 2 7 19
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 0 0 1 11 5 8 19 68
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 8 11
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 3 4 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 3 4 6 56
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 1 2 4 127
The effect of spillover on the Granger causality test 0 0 0 40 1 1 6 142
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 2 2 8 45
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 3 5 9 219
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 2 2 5 49
Total Journal Articles 0 2 5 746 31 55 178 3,133

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Statistics updated 2026-05-06