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 0 0 141
Defence spending and economic growth: A causal analysis for Greece and Turkey 0 0 1 30 0 1 5 134
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 1 17 0 0 1 56
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 1 1 1 50
Final modification of the LM unit root test 0 0 0 6 0 0 0 28
GLS detrending and unit root testing 0 0 0 10 0 0 0 40
Gauss 4.0 for Windows 1 1 1 228 1 1 1 568
Generalized least squares transformation and estimation with autoregressive error 0 0 0 16 0 0 2 83
Hedge ratios in Greek stock index futures market 0 0 0 288 0 0 0 1,077
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 22 0 0 0 103
Military Spending and Economic Growth in South Africa 0 0 0 3 1 1 6 49
Modification of the LM unit root test 0 0 0 21 0 0 0 59
Modification of the point optimal unit root test 0 0 0 6 0 0 0 36
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 0 0 0 99
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 25 0 0 0 147
On unit root testing with smooth transitions 0 0 0 9 0 0 0 34
Pitfall of unit autoregressive root testing 0 0 0 15 0 0 0 104
Power comparison of invariant unit root tests 0 0 0 7 0 0 0 20
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 0 0 1 7,253
Reconsidering LM unit root testing 0 0 0 26 0 0 0 114
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 0 0 0 48
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 0 0 41
Unemployment in Greece 0 0 1 175 0 0 1 570
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 0 1 32 0 0 3 88
Unit root testing based on BLUS residuals 0 0 0 5 0 0 0 36
Total Journal Articles 1 1 5 1,476 3 4 21 11,231


Statistics updated 2024-09-04