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Unit roots and long-run causal...
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ECONIS (ZBW)
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71
Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978643
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72
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
73
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
74
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
2004
Persistent link: https://www.econbiz.de/10002068644
Saved in:
75
The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
2004
Persistent link: https://www.econbiz.de/10002068650
Saved in:
76
Estimator choice and Fisherś paradox : a Monte Carlo study
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10001944682
Saved in:
77
On modelling speculative prices : the empirical literature
Andreou, Elena
;
Pittis, Nikitas
;
Spanos, Aris
- In:
Journal of economic surveys
15
(
2001
)
2
,
pp. 187-220
Persistent link: https://www.econbiz.de/10001575068
Saved in:
78
Cointegration and joint efficiency of international commodity markets
Hassapis, Christis
;
Kalyvitēs, Sarantēs
;
Pittis, Nikitas
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
2
,
pp. 213-231
Persistent link: https://www.econbiz.de/10001433892
Saved in:
79
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
Saved in:
80
Testing for exchange rate bubbles using variance inqualities
Kalyvitēs, Sarantēs
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 359-367
Persistent link: https://www.econbiz.de/10001167830
Saved in:
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