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Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos; Pittis, Nikitas - In: Journal of forecasting 28 (2009) 7, pp. 612-630
Persistent link: https://www.econbiz.de/10003902230
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Unbounded heteroscedasticity in first-order autoregressive models and the EickerWhite asymptotic variance estimator
Kourogenis, Nikolaos; Pittis, Nikitas - In: Economics letters 106 (2010) 2, pp. 84-86
Persistent link: https://www.econbiz.de/10003948555
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Looking far in the past : revisiting the growth-returns nexus with non-parametric tests
Panopulu, Aikaterinē; Pittis, Nikitas; Kalyvitēs, … - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 743-766
Persistent link: https://www.econbiz.de/10003951655
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Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
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Decomposing the persistence of real exchange rates
Malliaropulos, Dimitrios; Panopulu, Aikaterinē; … - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1217-1242
Persistent link: https://www.econbiz.de/10009748342
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Statistical modeling of stock returns: explanatory or descriptive? : a historical survey with some methodological reflections
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas - In: Journal of economic surveys 30 (2016) 1, pp. 149-164
Persistent link: https://www.econbiz.de/10011553044
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Cointegration, variance shifts and the limiting distribution of the OLS estimator
Kourogenis, Nikolaos; Pittis, Nikitas - In: Economics letters 99 (2008) 1, pp. 103-106
Persistent link: https://www.econbiz.de/10003723250
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Testing for Granger causality in variance in the presence of causality in mean
Pantelidis, Theologos; Pittis, Nikitas - In: Economics letters 85 (2004) 2, pp. 201-207
Persistent link: https://www.econbiz.de/10002253547
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The Feldstein-Horioka puzzle revisited : a Monte Carlo study
Caporale, Guglielmo Maria; Panopulu, Aikaterinē; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149
Persistent link: https://www.econbiz.de/10003210065
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309
Persistent link: https://www.econbiz.de/10002811388