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bookmarks

publications

(17)

• Switching error-correction models of house prices in the United Kingdom
  Stephen Hall and Zacharias Psaradakis and Martin Sola Economic Modelling 14 517--527 (1997)
  to Error-correction models by smicha on 2008-04-28 13:05:01
  | URL | BibTeX  
• Target zone credibility and economic fundamentals
  Marco Tronzano and Zacharias Psaradakis and Martin Sola Economic Modelling 20 791--807 (2003)
  to Credibility by smicha on 2008-04-28 13:05:01
  | URL | BibTeX  
• PCGIVE AND PCFIML VERSION 7
  Zacharias Psaradakis Journal of Economic Surveys 7 399--407 (1993)
  to imported by smicha on 2008-04-25 09:13:59
  | URL | BibTeX  
• An empirical reassessment of target-zone nonlinearities
  Anthony Garratt and Zacharias Psaradakis and Martin Sola Journal of International Money and Finance 20 533--548 (2001)
  to Bayesian analysis by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• On regression-based tests for persistence in logarithmic volatility models
  Zacharias Psaradakis and Elias Tzavalis Econometric Reviews 18 441--448 (1999)
  to imported by smicha on 2008-04-23 12:36:09
  | URL | BibTeX  
• Testing for unit roots in time series with nearly deterministic seasonal variation
  Zacharias Psaradakis Econometric Reviews 16 421--439 (1997)
  to imported by smicha on 2008-04-23 12:36:09
  | URL | BibTeX  
• Bootstrap-based evaluation of markov-switching time series models
  Zacharias Psaradakis Econometric Reviews 17 275--288 (1998)
  to imported by smicha on 2008-04-23 12:36:09
  | URL | BibTeX  
• ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
  Zacharias Psaradakis and Nicola Spagnolo Journal of Time Series Analysis 24 237--252 (2003)
  to imported by smicha on 2008-04-22 17:47:36
  | URL | BibTeX  
• Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
  Zacharias Psaradakis and Nicola Spagnolo Journal of Time Series Analysis 27 753--766 (2006)
  to imported by smicha on 2008-04-22 17:47:36
  | URL | BibTeX  
• Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
  Zacharias Psaradakis Journal of Time Series Analysis 22 577--594 (2001)
  to imported by smicha on 2008-04-22 17:47:36
  | URL | BibTeX