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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G. - 1989
Persistent link: https://www.econbiz.de/10000803224
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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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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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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G. - In: Economic modelling 14 (1997) 4, pp. 517-527
Persistent link: https://www.econbiz.de/10001238063
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Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G. - In: Journal of applied econometrics 12 (1997) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350561
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A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350566
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On testing for nonlinearity in multivariate time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Economics letters 125 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010504802
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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