Dimitrios V. Vougas

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
New exact ML estimation and inference for a Gaussian \(MA(1)\) process Economics Letters	2013-01-29	Paper
GLS detrending and unit root testing Economics Letters	2013-01-28	Paper
scientific article; zbMATH DE number 5995427 (Why is no real title available?)	2012-01-05	Paper
On unit root testing with smooth transitions Computational Statistics and Data Analysis	2009-04-06	Paper
Unit root testing based on BLUS residuals Statistics & Probability Letters	2008-09-29	Paper
A weighted symmetric cointegration test Journal of Statistical Computation and Simulation	2008-08-07	Paper
Generalized least squares transformation and estimation with autoregressive error Statistics & Probability Letters	2008-03-26	Paper
Reconsidering LM unit root testing Journal of Applied Statistics	2007-09-11	Paper
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression Statistics & Probability Letters	2006-04-28	Paper
A Direct Test for Cointegration Between a Pair of Time Series Journal of Time Series Analysis	2005-05-20	Paper
On the finite-sample size distortion of smooth transition unit root tests Statistics & Probability Letters	2005-03-08	Paper
A comparison of LS/ML and GMM estimation in a simple AR(1) model Communications in Statistics. Simulation and Computation	2000-07-10	Paper
Unit roots and smooth transitions Journal of Time Series Analysis	1998-12-14	Paper
BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS Journal of Time Series Analysis	1996-10-28	Paper

Research outcomes over time

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