Access Statistics for Dimitrios Vougas

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysing long memory and volatility of returns in the Athens stock exchange 0 0 0 51 2 3 14 155
Defence spending and economic growth: A causal analysis for Greece and Turkey 0 0 5 38 0 1 29 176
Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test 0 0 0 29 1 1 10 227
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 17 0 2 5 65
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 0 0 7 57
Final modification of the LM unit root test 0 0 0 6 0 0 2 31
GLS detrending and unit root testing 0 0 0 10 1 1 8 50
Gauss 4.0 for Windows 0 0 1 229 0 0 5 574
Generalized least squares transformation and estimation with autoregressive error 0 0 0 16 0 0 8 93
Hedge ratios in Greek stock index futures market 0 0 0 288 2 2 12 1,091
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 22 0 0 4 107
Military Spending and Economic Growth in South Africa 0 0 1 4 0 0 12 62
Modification of the LM unit root test 0 0 0 21 1 1 11 71
Modification of the point optimal unit root test 0 0 0 6 1 1 5 42
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 1 3 12 113
On the finite-sample size distortion of smooth transition unit root tests 0 0 0 7 0 1 8 45
On the size of the DF-GLS test 0 0 0 27 0 0 8 159
On unit root testing with smooth transitions 0 0 0 10 0 0 8 45
Pitfall of unit autoregressive root testing 0 0 0 15 1 2 5 110
Power comparison of invariant unit root tests 0 0 0 7 1 2 3 25
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 1 1 9 7,265
Reconsidering LM unit root testing 0 0 0 26 1 1 12 127
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 0 0 8 56
Size performance of the Lagrange Multiplier (LM) unit root test in the presence of a neglected break under the null 0 0 0 5 2 3 8 50
Unemployment in Greece 0 0 0 176 0 0 5 576
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 1 1 34 1 4 12 107
Unit root testing based on BLUS residuals 0 0 0 5 0 0 6 43
Total Journal Articles 0 1 8 1,492 16 29 236 11,522


Statistics updated 2026-09-10