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 3 3 3 144
Defence spending and economic growth: A causal analysis for Greece and Turkey 0 1 4 34 2 9 20 156
Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test 0 0 0 29 0 0 0 217
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 17 0 0 4 60
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 1 2 2 52
Final modification of the LM unit root test 0 0 0 6 0 1 2 30
GLS detrending and unit root testing 0 0 0 10 4 4 5 46
Gauss 4.0 for Windows 0 0 0 228 0 1 2 570
Generalized least squares transformation and estimation with autoregressive error 0 0 0 16 1 1 2 86
Hedge ratios in Greek stock index futures market 0 0 0 288 3 3 5 1,082
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 22 0 1 1 104
Military Spending and Economic Growth in South Africa 0 1 1 4 2 4 5 54
Modification of the LM unit root test 0 0 0 21 0 1 2 61
Modification of the point optimal unit root test 0 0 0 6 0 1 1 38
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 1 2 4 103
On the finite-sample size distortion of smooth transition unit root tests 0 0 0 7 1 4 4 41
On the size of the DF-GLS test 0 0 2 27 1 1 5 152
On unit root testing with smooth transitions 0 0 1 10 1 3 5 40
Pitfall of unit autoregressive root testing 0 0 0 15 0 0 0 105
Power comparison of invariant unit root tests 0 0 0 7 0 0 2 22
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 1 1 3 7,257
Reconsidering LM unit root testing 0 0 0 26 3 3 4 118
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 1 1 2 50
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 2 3 44
Unemployment in Greece 0 0 1 176 1 3 4 574
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 0 1 33 1 2 9 98
Unit root testing based on BLUS residuals 0 0 0 5 2 3 4 40
Total Journal Articles 0 2 10 1,486 29 56 103 11,344


Statistics updated 2026-01-09