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Reconsidering LM unit root tes...
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Vougas, Dimitrios V.
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Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul
- In:
Applied economics
28
(
1996
)
4
,
pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
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2
Unemployment in Greece
Vougas, Dimitrios V.
- In:
Journal of policy modeling : JPMOD ; a social science …
25
(
2003
)
2
,
pp. 107-112
Persistent link: https://www.econbiz.de/10001739748
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3
Defence spending and economic growth : a causal analysis for Greece and Turkey
Dunne, Paul
;
Nikolaidou, Eftychia
;
Vougas, Dimitrios V.
- In:
Defence and peace economics
12
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001603919
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4
Analysing long memory and volatility of returns in the Athens stock exchange
Vougas, Dimitrios V.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 457-460
Persistent link: https://www.econbiz.de/10001971236
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5
Hedge ratios in Greek stock index futures market
Floros, Christos
;
Vougas, Dimitrios V.
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1125-1136
Persistent link: https://www.econbiz.de/10002391583
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6
Final modification of the LM unit root test
Vougas, Dimitrios V.
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1007-1009
Persistent link: https://www.econbiz.de/10003801118
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7
Modification of the point optimal unit root test
Vougas, Dimitrios V.
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 349-352
Persistent link: https://www.econbiz.de/10003842404
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8
On the size of the DF-GLS test
Vougas, Dimitrios V.
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 777-780
Persistent link: https://www.econbiz.de/10003785629
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9
New exact ML estimation and inference for a Gaussian MA(1) process
Vougas, Dimitrios V.
- In:
Economics letters
99
(
2008
)
1
,
pp. 172-176
Persistent link: https://www.econbiz.de/10003723293
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10
Power comparison of invariant unit root tests
Vougas, Dimitrios V.
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 509-512
Persistent link: https://www.econbiz.de/10003741289
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