Panagiotis Mantalos
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- Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach (RePEc:bla:obuest:v:60:y:1998:i:2:p:249-255)
by Panagiotis Mantalos & Ghazi Shukur - Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach (RePEc:bla:obuest:v:60:y:1998:i:2:p:249-55)
by Mantalos, Panagiotis & Shukur, Ghazi - Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model (RePEc:bpj:mcmeap:v:9:y:2003:i:3:p:257-269:n:6)
by Mantalos Panagiotis - A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems (RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2)
by Mantalos Panagiotis - Bootstrap methods for autocorrelation test with uncorrelated but not independent errors (RePEc:eee:ecmode:v:25:y:2008:i:5:p:1040-1050)
by Mantalos, Panagiotis & Shukur, Ghazi - Stumpage prices in Sweden 1909–2012: Testing for non-stationarity (RePEc:eee:foreco:v:20:y:2014:i:1:p:33-46)
by Hultkrantz, Lars & Andersson, Linda & Mantalos, Panagiotis - Hedging with trees: Tail-hedge discounting of long-term forestry returns (RePEc:eee:foreco:v:30:y:2018:i:c:p:52-57)
by Hultkrantz, Lars & Mantalos, Panagiotis - Risk-adjusted long-term social rates of discount for transportation infrastructure investment (RePEc:eee:retrec:v:47:y:2014:i:c:p:70-81)
by Hultkrantz, Lars & A. Krüger, Niclas & Mantalos, Panagiotis - Robust Critical Values For The Jarque-Bera Test For Normality (RePEc:hhb:hjacfi:2010_008)
by Mantalos, Panagiotis - Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality (RePEc:hhb:hjacfi:2010_009)
by Mantalos, Panagiotis - Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation (RePEc:hhs:oruesi:2012_002)
by Mantalos, Panagiotis - Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series (RePEc:hhs:oruesi:2012_004)
by Mantalos, Panagiotis & Karagrigoriou, Alex - Risk-adjusted long term social rates of discount for transportation infrastructure investment (RePEc:hhs:oruesi:2012_014)
by Hultkrantz, Lars & Krüger, Niclas & Mantalos , Panagiotis - Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity (RePEc:hhs:oruesi:2013_001)
by Andersson, Linda & Hultkrantz , Lars & Mantalos , Panagiotis - Greek Debt Crisis “An Introduction to the Economic Effects of Austerity” (RePEc:hhs:oruesi:2015_004)
by Mantalos, Panagiotis - Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis (RePEc:hhs:oruesi:2015_005)
by Mantalos, Panagiotis - Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns (RePEc:hhs:oruesi:2016_002)
by Hultkrantz, Lars & Mantalos, Panagiotis - Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP (RePEc:hhs:oruesi:2016_003)
by Hultkrantz, Lars & Mantalos, Panagiotis - Vector autoregressive order selection and forecasting via the modified divergence information criterion (RePEc:ids:ijcome:v:1:y:2010:i:3/4:p:254-277)
by Panagiotis Mantalos & Kyriacos Mattheou & Alex Karagrigoriou - The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis (RePEc:ids:ijcome:v:1:y:2010:i:3/4:p:327-342)
by Panagiotis Mantalos & Kristofer Mansson & Ghazi Shukur - Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality (RePEc:ids:ijcome:v:2:y:2011:i:1:p:47-62)
by Panagiotis Mantalos - The Robustness of the RESET Test to Non-Normal Error Terms (RePEc:kap:compec:v:30:y:2007:i:4:p:393-408)
by Panagiotis Mantalos & Ghazi Shukur - Hybrid bootstrap aided unit root testing (RePEc:spr:compst:v:27:y:2012:i:4:p:779-797)
by C. Jentsch & J.-P. Kreiss & P. Mantalos & E. Paparoditis - The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations (RePEc:taf:applec:v:37:y:2005:i:16:p:1907-1913)
by Panagiotis Mantalos & Ghazi Shukur - Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP (RePEc:taf:applec:v:50:y:2018:i:37:p:4074-4085)
by Panagiotis Mantalos & Lars Hultkrantz - A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (RePEc:taf:japsta:v:27:y:2000:i:8:p:1021-1031)
by Ghazi Shukur & Panagiotis Mantalos - The effect of spillover on the Granger causality test (RePEc:taf:japsta:v:37:y:2010:i:9:p:1473-1486)
by Panagiotis Mantalos & Ghazi Shukur - On improved volatility modelling by fitting skewness in ARCH models (RePEc:taf:japsta:v:47:y:2020:i:6:p:1031-1063)
by P. Mantalos & A. Karagrigoriou & L. Střelec & P. Jordanova & P. Hermann & J. Kiseľák & J. Hudák & M. Stehlík - Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation (RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1274282)
by Panagiotis Mantalos