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Three different measures of sample skewness and kurtosis and their effects on the Jarque-Bera test for normality
Mantalos, Panagiotis - In: International journal of computational economics and … 2 (2011) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10009230940
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Stumpage prices in Sweden 1909 - 2012 : testing for non-stationarity
Hultkrantz, Lars; Andersson, Linda; Mantalos, Panagiotis - In: Journal of forest economics : JFE 20 (2014) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10010436218
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Vector autoregressive order selection and forecasting via the modified divergence information criterion
Mantalos, Panagiotis; Mattheou, Kyriacos; … - In: International journal of computational economics and … 1 (2010) 3/4, pp. 254-277
Persistent link: https://www.econbiz.de/10008933204
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Size and power of the error correction model cointegration test : a bootstrap approach
Mantalos, Panagiotis - In: Oxford bulletin of economics and statistics 60 (1998) 2, pp. 249-255
Persistent link: https://www.econbiz.de/10001241929
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Estimating 'gamma' for tail-hedge discount rates when project returns are cointegrated with GDP
Mantalos, Panagiotis; Hultkrantz, Lars - In: Applied economics 50 (2018) 37, pp. 4074-4085
Persistent link: https://www.econbiz.de/10012060694
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Hedging with trees : tail-hedge discounting of long-term forestry returns
Hultkrantz, Lars; Mantalos, Panagiotis - In: Journal of forest economics : JFE 30 (2018), pp. 52-57
Persistent link: https://www.econbiz.de/10012126344