Panagiotis Mantalos

zbMath Openmantalos.panagiotisMaRDI QIDQ2463417

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
On improved volatility modelling by fitting skewness in ARCH models Journal of Applied Statistics	2022-02-25	Paper
The effect of spillover on the Granger causality test Journal of Applied Statistics	2020-09-29	Paper
Sensitivity of the causality in variance tests to GARCH(1,1) processes	2020-01-08	Paper
Hybrid bootstrap aided unit root testing Computational Statistics	2015-01-30	Paper
scientific article; zbMATH DE number 6180013 (Why is no real title available?)	2013-06-24	Paper
Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC Journal of Statistical Computation and Simulation	2013-04-17	Paper
An improved divergence information criterion for the determination of the order of an AR process Communications in Statistics. Simulation and Computation	2010-08-05	Paper
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC Journal of Statistical Computation and Simulation	2010-04-08	Paper
Interval estimation for a binomial proportion: a bootstrap approach Journal of Statistical Computation and Simulation	2009-03-17	Paper
The robustness of the RESET test to non-normal error terms Computational Economics	2007-12-06	Paper
A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems	2006-01-27	Paper
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model	2004-05-18	Paper
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems Journal of Applied Statistics	2003-08-20	Paper
Booststrapped johansen tests for cointegration relationships: a graphical analysis Journal of Statistical Computation and Simulation	2001-10-14	Paper

Research outcomes over time

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