The following pages link to Nikitas Pittis (Q1328005):
Displayed 12 items.
- Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence (Q1328006) (← links)
- Forward versus reverse regression and cointegration. (Q1606267) (← links)
- Testing for PPP: the erratic behaviour of unit root tests (Q1927348) (← links)
- Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← links)
- Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) (← links)
- Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348) (← links)
- A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- Testing for a unit root under errors with just barely infinite variance (Q3552865) (← links)
- Estimator Choice and Fisher's Paradox: A Monte Carlo Study (Q4451550) (← links)
- Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas (Q4596050) (← links)
- KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD (Q4808396) (← links)