Narrow search
Showing 1 - 10 of 13
Cover Image
A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G. - 2002
Persistent link: https://www.econbiz.de/10001717796
Cover Image
On bootstrap inference in cointegrating regressions
Psaradakis, Zacharias G. - In: Economics letters 72 (2001) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001577808
Cover Image
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
Cover Image
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868
Cover Image
An empirical reassessment of target-zone ninlinearities
Garratt, Anthony; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of international money and finance 20 (2001) 4, pp. 533-548
Persistent link: https://www.econbiz.de/10001598626
Cover Image
An empirical reassessment of target-zone nonlinearities
Garratt, Anthony; Psaradakis, Zacharias G.; Sola, Martin - 1998
Persistent link: https://www.econbiz.de/10001354545
Cover Image
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
Cover Image
Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
Cover Image
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
Cover Image
Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Marián - 2018
Persistent link: https://www.econbiz.de/10012134646