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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

Robust critical values for unit root tests for series with conditional heteroscedasticity errors : an application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent economics & finance 5 (2017) 1, pp. 1-12

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional heteroscedasticity errors using the normalizing and variance-stabilizing transformation (NoVaS) and examine their properties using Monte Carlo methods. In terms of the size of...

Persistent link: https://www.econbiz.de/10011877334

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

The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis

Mantalos, Panagiotis; Månsson, Kristofer; Shukur, Ghazi - In: International journal of computational economics and … 1 (2010) 3/4, pp. 327-342

Persistent link: https://www.econbiz.de/10008933194

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

Bootstrap methods for autocorrelation test with uncorrelated but not independent errors

Mantalos, Panagiotis; Shukur, Ghazi - In: Economic modelling 25 (2008) 5, pp. 1040-1050

Persistent link: https://www.econbiz.de/10003800721

The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations

Mantalos, Panagiotis; Shukur, Ghazi - In: Applied economics 37 (2005) 16, pp. 1907-1913

Persistent link: https://www.econbiz.de/10003142938

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

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

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