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A comparison of tests of linear hypotheses in cointegrated vector autoregressive models
Psaradakis, Zacharias G. - In: Economics letters 45 (1994) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001163982
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Bootstrap-based evaluation of Markov-switching time series models
Psaradakis, Zacharias G. - In: Econometric reviews 17 (1998) 3, pp. 275-288
Persistent link: https://www.econbiz.de/10001247697
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - 1996
Persistent link: https://www.econbiz.de/10000930373
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A note on super exogeneity in linear regression models
Psaradakis, Zacharias G. - In: Econometric reviews 18 (1999) 3, pp. 331-336
Persistent link: https://www.econbiz.de/10001405022
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - In: Econometric reviews 16 (1997) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
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p-value adjustment for multiple tests for nonlinearity
Psaradakis, Zacharias G. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 3, pp. 95-100
Persistent link: https://www.econbiz.de/10001773120
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Markov level shifts and the unit-root hypothesis
Psaradakis, Zacharias G. - In: The econometrics journal 4 (2001) 4, pp. 225-241
Persistent link: https://www.econbiz.de/10001651355
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The demand for money in Greece : an exercise in econometric modelling with cointegrated variables
Psaradakis, Zacharias G. - In: Oxford bulletin of economics and statistics 55 (1993) 2, pp. 215-236
Persistent link: https://www.econbiz.de/10001142895
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G. - 1989
Persistent link: https://www.econbiz.de/10000803224