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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
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Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Harris, Richard D. F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002131166
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On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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On Regression-Based Tests for Persistence in Logarithmic Volatility Models
Psaradakis, Z.; Tzavalis, E. - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10006911869
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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Harris, Richard D.F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10006880811
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A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis - In: Econometric reviews 30 (2011) 2, pp. 208-250
Persistent link: https://www.econbiz.de/10008813120