Nikitas Pittis

Available identifiers

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

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