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Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G. - In: Econometric reviews 17 (1998) 3, pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
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A note on super exogeneity in linear regression models
Psaradakis, Zacharias G. - In: Econometric reviews 18 (1999) 3, pp. 331-336
Persistent link: https://www.econbiz.de/10001405022
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - In: Econometric reviews 16 (1997) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
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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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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