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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995
Persistent link: https://www.econbiz.de/10000909158
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Testing for PPP : the erratic behaviour of unit root tests
Caporale, Guglielmo Maria; Pittis, Nikitas; Sakellis, … - In: Economics letters 80 (2003) 2, pp. 277-284
Persistent link: https://www.econbiz.de/10001774211
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Long-run PPP under the presence of near-to-unit roots : the case of the British pound - US dollar rate
Pittis, Nikitas; Christou, Christina; Kalyvitēs, Sarantēs - In: Review of international economics 17 (2009) 1, pp. 144-155
Persistent link: https://www.econbiz.de/10003814620
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Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
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Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of forecasting 21 (2002) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
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Irrelevant but highly persistent instruments in stationary regressions with endogeneous variables containing near-to-unit roots
Panopulu, Aikaterinē; Kourogenis, Nicolaos; Pittis, Nikitas - 2006
Persistent link: https://www.econbiz.de/10003292260