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Structural threshold regression

Kourtellos, Andros; Stengos, Thanasēs; Tan, Chih Ming - In: Econometric theory 32 (2016) 4, pp. 827-860

Persistent link: https://www.econbiz.de/10011644210

Testing for structural breaks with local smoothers : a simulation study

Öztürk, Serda Selin; Stengos, Thanasēs - In: Economics letters 125 (2014) 1, pp. 119-122

Persistent link: https://www.econbiz.de/10010504741

A principal component-guided sparse regression approach for the determination of bitcoin returns

Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: Journal of risk and financial management : JRFM 13 (2020) 2/33, pp. 1-10

We examine the significance of fourty-one potential covariates of bitcoin returns for the period 2010-2018 (2872 daily observations). The recently introduced principal component-guided sparse regression is employed. We reveal that economic policy uncertainty and stock market volatility are among...

Persistent link: https://www.econbiz.de/10012173752

Output and pollution abatement in a U.S. state emission function

Empora, Neophyta; Mamuneas, Theofanis P.; Stengos, Thanasēs - In: Environment and development economics 25 (2020) 1, pp. 44-65

Persistent link: https://www.econbiz.de/10012156894

A principal component-guided sparse regression approach for the determination of bitcoin returns

Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2020

Persistent link: https://www.econbiz.de/10012152311

Specification and sensitivity analysis of cross-country growth regressions

Kalaitzidakis, Pantelis; Mamuneas, Theofanis P.; … - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 645-656

Persistent link: https://www.econbiz.de/10001717336

A consistent model specification test for a regression function based on nonparametric wavelet estimation

Stengos, Thanasēs; Sun, Yiguo - In: Econometric reviews 20 (2001) 1, pp. 41-60

Persistent link: https://www.econbiz.de/10001582451

The partially linear regression model : Monte Carlo evidence from the projection pursuit regression approach

Li, Dingding; Stengos, Thanasēs - In: Economics letters 75 (2002) 1, pp. 11-16

Persistent link: https://www.econbiz.de/10001650821

Age effects on consumer demand : an additive partially linear regression model

Lyssiotou, Panayiota Flori; Pashardes, Panos; Stengos, … - In: The Canadian journal of economics 35 (2002) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10001676322

Income inequality and economic development : evidence from the threshold regression model

Savvides, Andreas; Stengos, Thanasēs - In: Economics letters 69 (2000) 2, pp. 207-212

Persistent link: https://www.econbiz.de/10001521852

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