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Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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Maximum likelihood estimation in Markov regime-switching models with covariate-dependent transition probabilities
Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1681-1710
Persistent link: https://www.econbiz.de/10013382399
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Markov switching causality and the money-output relationship
Psaradakis, Zacharias G. - 2003
Persistent link: https://www.econbiz.de/10013424282
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Rational bubbles : too many to be true?
Caravello, Tomas E.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of economic dynamics & control 151 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
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Using the bootstrap to test for symmetry under unknown dependence
Psaradakis, Zacharias G. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 406-415
Persistent link: https://www.econbiz.de/10011691652
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p-value adjustment for multiple tests for nonlinearity
Psaradakis, Zacharias G. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 3, pp. 95-100
Persistent link: https://www.econbiz.de/10001773120
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Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790033
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Semiparametric sieve-type generalized least squares inference
Kapetanios, George; Psaradakis, Zacharias G. - In: Econometric reviews 35 (2016) 5/7, pp. 951-985
Persistent link: https://www.econbiz.de/10011590983
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262
Persistent link: https://www.econbiz.de/10012180732