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 8 8 149
Defence spending and economic growth: A causal analysis for Greece and Turkey 1 2 6 36 3 8 24 162
Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test 0 0 0 29 1 8 8 225
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH 0 0 0 17 0 1 4 61
Examining the robustness of cointegration analysis under weighted symmetric estimation 0 0 0 17 0 1 2 52
Final modification of the LM unit root test 0 0 0 6 0 1 2 31
GLS detrending and unit root testing 0 0 0 10 0 5 6 47
Gauss 4.0 for Windows 1 1 1 229 2 4 6 574
Generalized least squares transformation and estimation with autoregressive error 0 0 0 16 0 5 6 90
Hedge ratios in Greek stock index futures market 0 0 0 288 0 5 7 1,084
Is the trend in post-WW II US real GDP uncertain or non-linear? 0 0 0 22 0 1 2 105
Military Spending and Economic Growth in South Africa 0 0 1 4 0 7 10 59
Modification of the LM unit root test 0 0 0 21 1 3 4 64
Modification of the point optimal unit root test 0 0 0 6 0 0 1 38
New exact ML estimation and inference for a Gaussian MA(1) process 0 0 0 22 2 5 7 107
On the finite-sample size distortion of smooth transition unit root tests 0 0 0 7 0 2 5 42
On the size of the DF-GLS test 0 0 2 27 0 4 8 155
On unit root testing with smooth transitions 0 0 1 10 1 4 7 43
Pitfall of unit autoregressive root testing 0 0 0 15 0 2 2 107
Power comparison of invariant unit root tests 0 0 0 7 0 0 0 22
Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing 0 0 0 395 0 4 5 7,260
Reconsidering LM unit root testing 0 0 0 26 1 8 9 123
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression 0 0 0 9 0 3 4 52
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 5 46
Unemployment in Greece 0 0 1 176 0 2 5 575
Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market 0 0 1 33 0 5 11 102
Unit root testing based on BLUS residuals 0 0 0 5 0 3 4 41
Total Journal Articles 2 3 13 1,489 11 101 162 11,416


Statistics updated 2026-03-04