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 1 2 51 0 1 6 137
Defence spending and economic growth: A causal analysis for Greece and Turkey 0 0 1 25 0 2 7 112
Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test 0 0 0 29 0 0 2 212
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 16 0 0 2 51
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 0 2 4 48
Final modification of the LM unit root test 0 0 0 6 0 1 3 27
GLS detrending and unit root testing 0 0 0 10 0 0 4 38
Gauss 4.0 for Windows 0 1 1 226 0 1 6 557
Generalized least squares transformation and estimation with autoregressive error 0 0 0 16 0 0 3 79
Hedge ratios in Greek stock index futures market 0 2 6 286 2 4 18 1,059
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 21 0 1 8 86
Military Spending and Economic Growth in South Africa 0 0 0 1 0 0 7 29
Modification of the LM unit root test 0 0 0 21 0 2 2 59
Modification of the point optimal unit root test 0 0 0 6 0 3 4 33
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 0 1 5 96
On the finite-sample size distortion of smooth transition unit root tests 0 0 0 7 0 0 0 36
On the size of the DF-GLS test 0 0 0 24 1 2 2 144
On unit root testing with smooth transitions 0 0 0 9 0 0 8 31
Pitfall of unit autoregressive root testing 0 0 0 15 0 0 0 103
Power comparison of invariant unit root tests 0 0 0 7 0 1 1 20
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 0 1 2 7,248
Reconsidering LM unit root testing 0 0 0 26 0 0 2 112
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 0 0 2 40
Size performance of the Lagrange Multiplier (LM) unit root test in the presence of a neglected break under the null 0 0 0 4 0 1 5 39
Unemployment in Greece 0 0 2 168 0 0 7 552
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 0 0 27 0 2 3 70
Unit root testing based on BLUS residuals 0 0 0 5 0 0 2 36
Total Journal Articles 0 4 12 1,449 3 25 115 11,054


Statistics updated 2020-09-04