Nikitas Pittis

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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
Factor models of stock returns: GARCH errors versus time-varying betas Journal of Forecasting	2017-12-08	Paper
Cointegration, variance shifts and the limiting distribution of the OLS estimator Economics Letters	2013-01-29	Paper
Testing for Granger causality in variance in the presence of causality in mean Economics Letters	2013-01-01	Paper
Testing for PPP: the erratic behaviour of unit root tests Economics Letters	2013-01-01	Paper
Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences Econometric Reviews	2011-03-30	Paper
Testing for a unit root under errors with just barely infinite variance Journal of Time Series Analysis	2010-04-22	Paper
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator Economics Letters	2010-03-18	Paper
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error Econometrics Journal	2005-07-04	Paper
Estimator Choice and Fisher's Paradox: A Monte Carlo Study Econometric Reviews	2004-02-26	Paper
KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD Econometric Theory	2003-05-22	Paper
Forward versus reverse regression and cointegration. Economics Letters	2002-07-24	Paper
Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence Economics Letters	1994-07-03	Paper

Research outcomes over time

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