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 6 10 54
Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” 0 0 0 128 0 3 4 249
Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis 0 0 1 59 0 1 7 90
Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns 0 0 0 15 1 11 12 55
ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY 0 0 0 0 1 12 29 729
Risk-adjusted long term social rates of discount for transportation infrastructure investment 0 0 0 58 0 1 1 182
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 3 8 84
Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity 0 0 0 21 0 4 6 95
TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES 0 0 0 47 4 9 10 77
Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality 0 0 0 0 1 2 4 188
Total Working Papers 0 0 1 376 7 52 91 1,803

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 10 19 329
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems 1 1 3 344 3 10 17 982
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors 0 0 0 52 2 8 10 209
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model 0 0 1 2 1 11 13 35
Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP 0 0 0 0 0 1 7 22
Hedging with trees: Tail-hedge discounting of long-term forestry returns 0 0 0 6 1 3 5 48
Hybrid bootstrap aided unit root testing 0 0 0 7 1 6 8 45
On improved volatility modelling by fitting skewness in ARCH models 0 0 0 2 1 6 6 18
Risk-adjusted long-term social rates of discount for transportation infrastructure investment 0 1 1 11 2 8 14 62
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 4 6 9
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 0 3 5 489
Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach 0 0 0 0 1 5 6 13
Stumpage prices in Sweden 1909–2012: Testing for non-stationarity 0 0 0 6 1 3 3 53
The Robustness of the RESET Test to Non-Normal Error Terms 0 0 0 32 1 2 3 126
The effect of spillover on the Granger causality test 0 0 0 40 0 4 6 141
The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis 0 0 0 7 0 4 6 43
The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations 0 0 0 47 2 5 7 216
Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality 0 0 0 49 0 3 4 208
Vector autoregressive order selection and forecasting via the modified divergence information criterion 0 0 0 11 0 3 3 47
Total Journal Articles 1 2 8 745 17 99 148 3,095

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Statistics updated 2026-03-04