Access Statistics for Panagiotis Mantalos

Author contact details at EconPapers.

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 9 55
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 0 2 15 261
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 0 59 0 0 7 92
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 0 0 14 57
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 0 1 22 735
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 4 8 13 194
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 0 8 87
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 0 0 6 96
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 0 1 15 82
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 0 0 8 192
Total Working Papers 0 0 0 376 4 12 117 1,851

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 1 1 17 331
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 0 0 1 344 2 2 17 986
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 0 52 1 2 13 213
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 0 4 6 0 0 24 47
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 0 1 7 26
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 7 45
On improved volatility modelling by fitting skewness in ARCH models 0 0 0 2 0 0 8 20
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 0 0 1 11 0 1 20 70
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 2 11 14
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 1 1 5 490
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 0 8 16
Stumpage prices in Sweden 1909–2012: Testing for non-stationarity 1 1 1 7 2 2 8 58
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 0 1 7 130
The effect of spillover on the Granger causality test 0 0 0 40 0 3 9 145
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 0 0 8 45
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 0 2 11 222
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 0 0 3 208
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 0 5 49
Total Journal Articles 1 1 7 750 7 18 194 3,164

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11