The following pages link to Christos Agiakloglou (Q673191):
Displayed 5 items.
- The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
- Evidence of ARCH(1) Errors in the Context of Spurious Regressions (Q3652722) (← links)
- Bias in the sample autocorrelations of fractional noise (Q4280039) (← links)
- LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (Q4299032) (← links)
- (Q4356541) (← links)