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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

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

Detection of structural breaks in linear dynamic panel data models

Wachter, Stefan de (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920683

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

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

A comparison of investors' sentiments and risk premium effects on valuing shares

Karavias, Yiannis; Spilioti, Stella; Tzavalis, Elias - In: Finance research letters 17 (2016), pp. 1-6

Persistent link: https://www.econbiz.de/10011596194