]> BibSonomy publications for /author/Tzavalis http://www.bibsonomy.org/burst/author/Tzavalis BibSonomy BuRST Feed for /author/Tzavalis 2008-07-21T00:03:54+02:00 The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis importedhttp://www.bibsonomy.org/bibtex/2bead507cba5b167640acc890eeea398a/fbw fbw 2008-05-28T17:45:28+02:00 Asymptotik Schätzfunktion Stichprobe Ökonometrie
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
{Garry D. A.} Phillips and {Elias} Tzavalis (2007)
to Asymptotik Schätzfunktion Stichprobe Ökonometrie by fbw on 2008-05-28 17:45:28 ]]> Cambridge Univ. PressXXVII, 389 S.Cambridge [u.a.]The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis2007Asymptotik Schätzfunktion Stichprobe Ökonometrie 2008-05-28 17:45:28.0 Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece http://www.bibsonomy.org/bibtex/25810dbbc50966eff745bbb372cb28abd/smicha smicha 2008-04-28T13:05:01+02:00 imported
Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece
Stelios Makrydakis and Elias Tzavalis and Athanassios Balfoussias Economic Modelling 16 71--86 (1999)
to imported by smicha on 2008-04-28 13:05:01 ]]> Economic ModellingJan171--86Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece161999imported 012008-04-28 13:05:01.0 Fiscal policy and politics: theory and evidence from Greece 1960-1997 http://www.bibsonomy.org/bibtex/2236b11de512f4377edd021d5a1a190ff/smicha smicha 2008-04-28T13:05:01+02:00 Political business cycles
Fiscal policy and politics: theory and evidence from Greece 1960-1997
Ben Lockwood and Apostolis Philippopoulos and Elias Tzavalis Economic Modelling 18 253--268 (2001)
to Political business cycles by smicha on 2008-04-28 13:05:01 ]]> Economic ModellingApr2253--268Fiscal policy and politics: theory and evidence from Greece 1960-1997182001Political business cycles 2008-04-28 13:05:01.0 The term premium and the puzzles of the expectations hypothesis of the term structure http://www.bibsonomy.org/bibtex/2c693d9af6804143755374faf925c8431/smicha smicha 2008-04-28T13:05:01+02:00 Term structure
The term premium and the puzzles of the expectations hypothesis of the term structure
Elias Tzavalis Economic Modelling 21 73--93 (2004)
to Term structure by smicha on 2008-04-28 13:05:01 ]]> Economic ModellingJan173--93The term premium and the puzzles of the expectations hypothesis of the term structure212004Term structure 2008-04-28 13:05:01.0 The Influence of VAR Dimensions on Estimator Biases http://www.bibsonomy.org/bibtex/2002f7b01eb56931c6f706b54a2b2a3ba/smicha smicha 2008-04-25T10:38:44+02:00 imported
The Influence of VAR Dimensions on Estimator Biases
Karim M. Abadir and Kaddour Hadri and Elias Tzavalis Econometrica 67 163--181 (1999)
to imported by smicha on 2008-04-25 10:38:44 ]]> EconometricaJandoi: 10.1111/1468-0262.000081163--181The Influence of VAR Dimensions on Estimator Biases671999imported 012008-04-25 10:38:44.0 Rejoinder to Comment by Doornik, Nielsen, and Rothenberg http://www.bibsonomy.org/bibtex/28e8ec3ccf6cba63d33e039aa57cfa846/smicha smicha 2008-04-25T10:38:44+02:00 imported
Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
Karim M. Abadir and Kaddour Hadri and Elias Tzavalis Econometrica 71 385--386 (2003)
to imported by smicha on 2008-04-25 10:38:44 ]]> EconometricaJandoi: 10.1111/1468-0262.004021385--386Rejoinder to Comment by Doornik, Nielsen, and Rothenberg712003imported 012008-04-25 10:38:44.0 Forecasting inflation from the term structure http://www.bibsonomy.org/bibtex/226aa744408058ad4befb45d83fe32a0f/smicha smicha 2008-04-23T22:05:04+02:00 Fisher equation
Forecasting inflation from the term structure
Elias Tzavalis and M. R. Wickens Journal of Empirical Finance 3 103--122 (1996)
to Fisher equation by smicha on 2008-04-23 22:05:04 ]]> Journal of Empirical FinanceMay1103--122Forecasting inflation from the term structure31996Fisher equation 2008-04-23 22:05:04.0 Panel data unit roots tests: The role of serial correlation and the time dimension http://www.bibsonomy.org/bibtex/259030a7b0cc8e7ecfd441b026097fbef/smicha smicha 2008-04-23T22:05:04+02:00 (panel) Dynamic data longitudinal
Panel data unit roots tests: The role of serial correlation and the time dimension
Stefan De Wachter and Richard D. F. Harris and Elias Tzavalis Journal of Statistical Planning and Inference 137 230--244 (2007)
to (panel) Dynamic data longitudinal by smicha on 2008-04-23 22:05:04 ]]> Journal of Statistical Planning and InferenceJan1230--244Panel data unit roots tests: The role of serial correlation and the time dimension1372007(panel) Dynamic data longitudinal 012008-04-23 22:05:04.0 On regression-based tests for persistence in logarithmic volatility models http://www.bibsonomy.org/bibtex/28afdd4402a8043c9511d2f37b3b1e09d/smicha smicha 2008-04-23T12:36:09+02:00 imported
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 ]]> Econometric Reviews4441--448On regression-based tests for persistence in logarithmic volatility models181999imported 2008-04-23 12:36:09.0 Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends http://www.bibsonomy.org/bibtex/2f1df563c508f4acef1cb539ac146427b/smicha smicha 2008-04-23T12:36:09+02:00 imported
Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Richard D. F. Harris and Elias Tzavalis Econometric Reviews 23 149--166 (2004)
to imported by smicha on 2008-04-23 12:36:09 ]]> Econometric Reviews2149--166Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends232004imported 2008-04-23 12:36:09.0