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
An Improved Divergence Information Criterion for the Determination of the Order of an AR Process
(
- Contribution to journal › Article
-
Mark
The effect of spillover on the Granger causality test
(
- Contribution to journal › Article
-
Mark
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
(
- Contribution to journal › Article