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A common shift in real interest rates across countries

Tzavalis, Elias - In: Applied financial economics 9 (1999) 4, pp. 365-369

Persistent link: https://www.econbiz.de/10001454659

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

A fixed-image version of Breitung's panel data unit root test

Karavias, Yiannis; Tzavalis, Elias - In: Economics letters 124 (2014) 1, pp. 83-87

Persistent link: https://www.econbiz.de/10010490592

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

A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models

Meligkotsidou, Loukia (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002153105

Panel data unit roots tests : the role of serial correlation and the time dimension

De Wachter, Stefan (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003262998

Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms

Kruiniger, Hugo; Tzavalis, Elias - 2002

Persistent link: https://www.econbiz.de/10001689974

Inference for unit roots in dynamic panels where the time dimension is fixed

Harris, Richard D. F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226

Persistent link: https://www.econbiz.de/10001382078

Regression-based tests for persistence in conditional variances

Psaradakis, Zacharias G.; Tzavalis, Elias - 1995

Persistent link: https://www.econbiz.de/10000912747

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time period for all units. However, this...

Persistent link: https://www.econbiz.de/10013041203