Access Statistics for Zacharias Psaradakis

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
A Distance Test of Normality for a Wide Class of Stationary Processes 0 0 0 13 0 1 3 57
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 0 4 8 19
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 48 0 9 16 28
A simple method for testing cointegration subject to regime changes 0 1 1 168 2 11 13 439
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 1 4 7 666
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 2 11 16 55
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 4 7 68
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 1 8 13 239
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 1 3 5 828
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 0 11 16 652
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 1 5 9 210
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 1 80 0 6 14 149
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 3 18 7 17 29 61
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 1 8 11 113
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 0 8 9 51
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 1 8 11 188
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 4 10 202
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 10 14 191
Normality Tests for Dependent Data 0 0 0 19 2 10 12 95
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 3 6 147
On Detrending and Cyclical Asymmetry 0 0 1 180 0 14 20 919
On Testing for Bubbles During Hyperinflations 0 0 0 73 0 7 9 99
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 4 9 33
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 2 7 14 283
On the autocorrelation properties of Long Memory Garch Processes 0 0 1 237 1 4 14 681
On the power of tests for superexogeneity and structural invariance 0 0 0 1 0 4 6 168
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 2 74
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 1 13 20 195
Rational Bubbles: Too Many to be True? 0 0 0 80 0 16 20 130
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 0 4 6 193
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 1 3 6 502
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 0 6 8 21
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 2 3 8 26
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 1 122 0 8 15 279
State-Dependent Threshold STAR Models 0 0 0 99 0 6 8 234
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 1 2 6 687
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 0 8 10 879
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 0 9 14 421
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 1 1 35 0 5 11 91
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 6 59 1 14 30 160
Total Working Papers 0 2 16 2,964 29 282 465 10,533

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile-based Test for Symmetry of Weakly Dependent Processes 0 0 1 14 2 5 9 57
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 1 10 10 102
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 0 17 0 1 5 45
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 3 9 50
A sieve bootstrap test for stationarity 0 0 0 6 0 4 6 44
A simple method of testing for cointegration subject to multiple regime changes 0 0 1 62 1 9 14 161
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 1 6 8 171
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 162 0 1 8 432
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 7 8 76
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 1 5 8 61
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 1 40 0 2 8 189
Blockwise bootstrap testing for stationarity 0 0 0 13 0 3 6 81
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 0 1 1 0 11 16 24
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 0 3 5 47
Bootstrap-based evaluation of markov-switching time series models 0 0 1 101 0 9 15 210
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 1 7 16 732
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 2 7 18 245
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 0 4 393 1 6 26 874
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 1 78 0 4 8 230
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 0 90 0 1 5 232
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 0 0 0 182 3 17 17 500
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 0 2 4 66 0 9 13 178
Markov level shifts and the unit-root hypothesis 0 0 0 14 0 3 4 205
Markov switching causality and the money-output relationship 0 0 2 352 1 5 14 884
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 1 8 1 20 27 45
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 1 7 1 8 22 55
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 1 6 10 245
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 0 271 3 6 14 594
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 1 13 27 884
On bootstrap inference in cointegrating regressions 0 1 1 24 0 6 11 62
On detrending and cyclical asymmetry 0 0 0 109 0 4 5 625
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 1 1 3 34
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 1 5 12 73
On testing for bubbles during hyperinflations 0 0 1 4 2 9 16 25
On testing for nonlinearity in multivariate time series 0 0 0 25 0 4 7 124
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 7 10 146
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 0 4 6 24
On the power of tests for superexogeneity and structural invariance 0 0 0 16 0 4 9 91
PcGive and PcFiml Version 7 [Review Article] 0 0 0 0 0 2 2 230
Portmanteau tests for linearity of stationary time series 0 0 0 12 1 4 8 45
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 0 195 1 6 12 477
Rational bubbles: Too many to be true? 0 0 1 5 0 6 21 38
Selecting nonlinear time series models using information criteria 0 0 2 91 0 6 9 206
Semiparametric Sieve-Type Generalized Least Squares Inference 0 0 0 4 0 2 6 30
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 1 4 10 103
Switching error-correction models of house prices in the United Kingdom 2 4 6 204 3 12 19 440
Target zone credibility and economic fundamentals 0 0 0 40 2 7 12 136
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 0 4 6 74
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 0 3 8 218
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 5 9 14
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 3 11 534
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 0 8 10 297
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 1 7 12 18
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 1 4 6 26
p-Value Adjustments for Multiple Tests for Nonlinearity 0 1 2 60 0 2 10 298
Total Journal Articles 2 8 34 3,832 36 320 606 12,041

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Statistics updated 2026-04-09