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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
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2
Using triples to assess symmetry under weak dependence
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1538-1551
Persistent link: https://www.econbiz.de/10013540370
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3
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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4
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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5
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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6
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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7
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
Saved in:
8
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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9
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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10
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
-
2003
Persistent link: https://www.econbiz.de/10013424282
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