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 11 152
Defence spending and economic growth: A causal analysis for Greece and Turkey 2 3 8 38 7 13 31 172
Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test 0 0 0 29 1 2 9 226
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 17 1 2 4 63
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 4 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 1 7 48
Gauss 4.0 for Windows 0 1 1 229 0 2 5 574
Generalized least squares transformation and estimation with autoregressive error 0 0 0 16 3 3 8 93
Hedge ratios in Greek stock index futures market 0 0 0 288 4 5 12 1,089
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 22 0 1 3 106
Military Spending and Economic Growth in South Africa 0 0 1 4 2 3 12 62
Modification of the LM unit root test 0 0 0 21 4 6 9 69
Modification of the point optimal unit root test 0 0 0 6 3 3 4 41
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 3 5 10 110
On the finite-sample size distortion of smooth transition unit root tests 0 0 0 7 2 2 7 44
On the size of the DF-GLS test 0 0 1 27 3 3 10 158
On unit root testing with smooth transitions 0 0 1 10 1 3 9 45
Pitfall of unit autoregressive root testing 0 0 0 15 0 0 2 107
Power comparison of invariant unit root tests 0 0 0 7 1 1 1 23
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 3 3 8 7,263
Reconsidering LM unit root testing 0 0 0 26 3 4 11 126
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 4 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 1 1 6 47
Unemployment in Greece 0 0 0 176 1 1 5 576
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 0 1 33 1 1 12 103
Unit root testing based on BLUS residuals 0 0 0 5 1 1 5 42
Total Journal Articles 2 4 13 1,491 57 78 218 11,483


Statistics updated 2026-05-06