Zacharias Psaradakis

Available identifiers

zbMath Open psaradakis.zachariasMaRDI QIDQ737287

List of research outcomes

Publication	Date of Publication	Type
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities	2024-01-23	Paper
Rational bubbles: too many to be true?	2023-07-06	Paper
Normality tests for dependent data: large-sample and bootstrap approaches	2022-07-04	Paper
Semiparametric Sieve-Type Generalized Least Squares Inference	2022-06-03	Paper
Portmanteau tests for linearity of stationary time series	2022-03-04	Paper
Bootstrap-assisted tests of symmetry for dependent data	2020-04-27	Paper
Multivariate contemporaneous-threshold autoregressive models	2016-08-10	Paper
A Quantile‐based Test for Symmetry of Weakly Dependent Processes	2015-06-29	Paper
On testing for nonlinearity in multivariate time series	2015-05-05	Paper
On inference based on the one-sample sign statistic for long-range dependent data	2011-04-06	Paper
Contemporaneous-Threshold Smooth Transition GARCH Models	2011-03-09	Paper
Selecting nonlinear time series models using information criteria	2011-02-22	Paper
Assessing Time-Reversibility Under Minimal Assumptions	2010-04-22	Paper
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates	2008-04-04	Paper
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching	2007-05-29	Paper
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS	2007-05-29	Paper
Blockwise bootstrap testing for stationarity	2006-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q3368248	2006-01-27	Paper
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes	2006-01-27	Paper
On the Autocorrelation Properties of Long‐Memory GARCH Processes	2004-11-24	Paper
A sieve bootstrap test for stationarity.	2004-02-14	Paper
A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic	2003-04-02	Paper
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend	2002-09-05	Paper
A simple method of testing for cointegration subject to multiple regime changes	2002-07-31	Paper
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors	2001-12-12	Paper
On bootstrap inference in cointegrating regressions	2001-08-20	Paper
A simple procedure for detecting periodically collapsing rational bubbles	2001-08-20	Paper
Bootstrap tests for unit roots in seasonal autoregressive models	2001-01-25	Paper
Markov level shifts and the unit-root hypothesis	2001-01-01	Paper
Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching	2000-06-13	Paper
On regression-based tests for persistence in logarithmic volatility models	2000-04-10	Paper
A comparison of tests of linear hypothesis in cointegrated vector autoregressive models	1999-11-08	Paper
Testing for unit roots in time series with nearly deterministic seasonal variation	1999-06-23	Paper
Bootstrap-based evaluation of markov-switching time series models	1999-02-22	Paper
A note on super exogeneity in linear regression models	1999-01-01	Paper
On the power of tests for superexogeneity and structural invariance	1996-06-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Zacharias Psaradakis