Panagiotis Mantalos (Former)
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- 2013
-
Mark
GARCH-Type models and the performance of information criteria
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2012
-
Mark
Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC
(
- Contribution to journal › Article
- 2010
-
Mark
The effect of spillover on the Granger causality test
(
- Contribution to journal › Article
-
Mark
An Improved Divergence Information Criterion for the Determination of the Order of an AR Process
(
- Contribution to journal › Article
-
Mark
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
(
- Contribution to journal › Article
- 2008
-
Mark
Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
(
- Contribution to journal › Article
-
Mark
Interval estimation for a binomial proportion: a bootstrap approach
(
- Contribution to journal › Article
- 2007
-
Mark
The Robustness of the RESET Test to Non-Normal Error Terms
(
- Contribution to journal › Article
-
Mark
An Examination of the Robustness of the Vector Autoregressive Granger-Causality Test in the Presence of GARCH and Variance Shifts
(
- Contribution to journal › Article
- 2005
-
Mark
The effect of the GARCH(1,1) on autocorrelation tests in dynamic systems of equations
(
- Contribution to journal › Article