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 3 7 8 19
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 48 7 11 16 28
A simple method for testing cointegration subject to regime changes 0 1 1 168 5 10 11 437
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 5 6 665
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 3 9 14 53
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 1 4 8 68
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 4 8 12 238
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 2 4 5 827
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 4 13 16 652
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 1 5 8 209
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 1 80 2 9 14 149
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 1 7 10 112
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 3 18 4 12 22 54
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 6 8 9 51
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 1 9 10 187
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 2 5 10 202
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 10 13 190
Normality Tests for Dependent Data 0 0 0 19 5 8 10 93
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 2 5 6 147
On Detrending and Cyclical Asymmetry 0 0 2 180 5 16 21 919
On Testing for Bubbles During Hyperinflations 0 0 0 73 3 7 10 99
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 3 7 9 33
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 2 6 12 281
On the autocorrelation properties of Long Memory Garch Processes 0 1 1 237 1 6 13 680
On the power of tests for superexogeneity and structural invariance 0 0 0 1 2 5 6 168
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 2 2 74
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 7 14 19 194
Rational Bubbles: Too Many to be True? 0 0 0 80 4 16 20 130
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 2 5 6 193
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 0 3 5 501
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 0 7 8 21
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 0 1 6 24
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 1 122 5 8 15 279
State-Dependent Threshold STAR Models 0 0 0 99 2 6 8 234
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 0 1 6 686
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 3 8 10 879
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 2 12 14 421
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 1 1 35 1 8 11 91
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 1 6 59 5 17 29 159
Total Working Papers 0 4 17 2,964 101 305 441 10,504

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 3 3 7 55
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 5 9 9 101
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 0 17 0 2 5 45
A distance test of normality for a wide class of stationary processes 0 0 0 10 2 4 9 50
A sieve bootstrap test for stationarity 0 0 0 6 1 4 6 44
A simple method of testing for cointegration subject to multiple regime changes 0 0 1 62 2 8 13 160
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 1 5 7 170
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 162 1 1 8 432
An empirical reassessment of target-zone nonlinearities 0 0 0 12 1 7 8 76
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 1 5 7 60
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 1 40 0 3 8 189
Blockwise bootstrap testing for stationarity 0 0 0 13 1 4 6 81
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 1 1 1 6 15 16 24
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 1 3 5 47
Bootstrap-based evaluation of markov-switching time series models 0 0 1 101 1 12 15 210
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 2 7 15 731
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 9 16 243
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 0 4 393 3 8 25 873
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 1 78 2 6 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 14 14 497
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 1 2 4 66 3 10 13 178
Markov level shifts and the unit-root hypothesis 0 0 0 14 2 4 4 205
Markov switching causality and the money-output relationship 0 0 3 352 2 5 15 883
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 1 2 8 11 22 27 44
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 1 7 2 11 21 54
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 2 6 9 244
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 0 271 0 3 11 591
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 6 17 26 883
On bootstrap inference in cointegrating regressions 1 1 1 24 2 9 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 0 1 2 33
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 1 8 11 72
On testing for bubbles during hyperinflations 0 0 1 4 2 9 15 23
On testing for nonlinearity in multivariate time series 0 0 0 25 1 4 8 124
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 2 7 10 146
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 1 4 6 24
On the power of tests for superexogeneity and structural invariance 0 0 0 16 2 6 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 7 44
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 0 195 0 7 12 476
Rational bubbles: Too many to be true? 0 0 1 5 1 6 21 38
Selecting nonlinear time series models using information criteria 0 0 2 91 3 6 9 206
Semiparametric Sieve-Type Generalized Least Squares Inference 0 0 1 4 1 2 7 30
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 1 4 9 102
Switching error-correction models of house prices in the United Kingdom 0 2 4 202 1 10 16 437
Target zone credibility and economic fundamentals 0 0 0 40 2 5 10 134
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 1 4 6 74
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 1 5 8 218
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 3 10 533
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 6 9 14
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 2 9 10 297
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 2 8 11 17
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 1 4 5 25
p-Value Adjustments for Multiple Tests for Nonlinearity 0 1 2 60 0 4 10 298
Total Journal Articles 2 8 35 3,830 93 349 577 12,005

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Statistics updated 2026-03-04