Panagiotis Mantalos

Available identifiers

Publication	Date of Publication	Type
On improved volatility modelling by fitting skewness in ARCH models	2022-02-25	Paper
The effect of spillover on the Granger causality test	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	2015-01-30	Paper
https://portal.mardi4nfdi.de/entity/Q5299931	2013-06-24	Paper
Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC	2013-04-17	Paper
An improved divergence information criterion for the determination of the order of an AR process	2010-08-05	Paper
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC	2010-04-08	Paper
Interval estimation for a binomial proportion: a bootstrap approach	2009-03-17	Paper
The robustness of the RESET test to non-normal error terms	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	2003-08-20	Paper
Booststrapped johansen tests for cointegration relationships: a graphical analysis	2001-10-14	Paper

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