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 0 3 11 152
Defence spending and economic growth: A causal analysis for Greece and Turkey 0 2 7 38 3 13 30 175
Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test 0 0 0 29 0 1 9 226
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 17 0 2 4 63
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 0 5 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 2 8 49
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 3 8 93
Hedge ratios in Greek stock index futures market 0 0 0 288 0 5 12 1,089
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 22 1 2 4 107
Military Spending and Economic Growth in South Africa 0 0 1 4 0 3 12 62
Modification of the LM unit root test 0 0 0 21 1 6 10 70
Modification of the point optimal unit root test 0 0 0 6 0 3 4 41
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 0 3 10 110
On the finite-sample size distortion of smooth transition unit root tests 0 0 0 7 0 2 7 44
On the size of the DF-GLS test 0 0 1 27 1 4 11 159
On unit root testing with smooth transitions 0 0 1 10 0 2 9 45
Pitfall of unit autoregressive root testing 0 0 0 15 1 1 3 108
Power comparison of invariant unit root tests 0 0 0 7 0 1 1 23
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 1 4 9 7,264
Reconsidering LM unit root testing 0 0 0 26 0 3 11 126
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 0 4 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 0 1 6 47
Unemployment in Greece 0 0 0 176 0 1 5 576
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 0 0 33 0 1 10 103
Unit root testing based on BLUS residuals 0 0 0 5 1 2 6 43
Total Journal Articles 0 2 11 1,491 10 77 222 11,493


Statistics updated 2026-06-04