Elias Tzavalis : Citation Profile

Are you Elias Tzavalis?

Athens University of Economics and Business (AUEB)

10

H index

11

i10 index

674

Citations

RESEARCH PRODUCTION:

42

Articles

40

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 28
   Journals where Elias Tzavalis has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 34 (4.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptz13
   Updated: 2018-11-10    RAS profile: 2018-05-27    
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Relations with other researchers

Works with:

Karavias, Yiannis (8)

Rompolis, Leonidas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elias Tzavalis.

Is cited by:

Pesaran, M (13)

Baharumshah, Ahmad Zubaidi (12)

Karanassou, Marika (10)

Lau, Evan (10)

Apergis, Nicholas (9)

Christopoulos, Dimitris (9)

Bande, Roberto (9)

Wickens, Michael (8)

Kool, Clemens (8)

Westerlund, Joakim (8)

Tsionas, Mike (8)

Cites to:

Perron, Pierre (35)

Campbell, John (24)

Phillips, Peter (22)

Andrews, Donald (21)

Moon, Hyungsik (21)

Bai, Jushan (21)

Perron, Benoit (18)

Kruiniger, Hugo (15)

Leybourne, Stephen (14)

Pesaran, M (14)

Shiller, Robert (14)

Main data

Where Elias Tzavalis has published?

Journals with more than one article published# docs
Econometric Reviews4
Journal of Empirical Finance4
Economic Modelling3
Economics Letters3
Journal of Economic Dynamics and Control2
Econometrica2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Exeter, Department of Economics12
MPRA Paper / University Library of Munich, Germany3
Working Papers / Bank of Greece2

Recent works citing Elias Tzavalis (2018 and 2017)

YearTitle of citing document
2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/045.

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2017A Reassessment of Product Aggregation Bias in Demand Analysis: An Application to the U.S. Meat Market. (2017). Li, Wenying ; Zhen, Chen. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258197.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Drepper, Bettina ; Boldea, Otilia. In: Papers. RePEc:arx:papers:1808.03109.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2017Bank Market Power and Loan Contracts: Empirical Evidence. (2017). HASAN, IFTEKHAR ; Zhen, Xinting ; Wang, Haizhi ; Liu, Liuling ; Vacca, Valerio ; Rossi, Paola ; Pagnini, Marcello . In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:649-676.

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2018The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach. (2018). Qiu, Bin ; Reed, Robert W ; Das, Kuntal K. In: Working Papers in Economics. RePEc:cbt:econwp:18/14.

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2017The Consumption Response to Minimum Wages: Evidence from Chinese Households. (2017). Dautovic, Ernest ; Huang, YI ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12057.

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2017Has cultural heritage monetary value an impact on visits? An assessment using Italian official data. (2017). Rizzo, Ilde ; Mignosa, Anna ; Lisi, Domenico ; Guccio, Calogero. In: ACEI Working Paper Series. RePEc:cue:wpaper:awp-02-2017.

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2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569.

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2017Analyzing Current Account Sustainability through the Saving-Investment Correlation. (2017). Dash, Santosh Kumar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00810.

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2017Determinants of FDI inflows in advanced economies: Does the quality of economic structures matter?. (2017). Sondermann, David ; Vansteenkiste, Isabel ; Dellis, Konstantinos . In: Working Paper Series. RePEc:ecb:ecbwps:20172066.

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2017Analyze the Determinants of Capital Structure for Vietnamese Real Estate Listed Companies. (2017). Phuong, Nguyen Thi ; Thu, Dang Thi ; Lien, Nguyen Phuong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-36.

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2018Linkages of Global Financial Crisis and Trade Direction in an Oil Based Economy. (2018). Al-Shammari, Nayef ; Al-Obaid, Shaha. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-31.

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2018Profit Persistence in Energy Industry: A Comparison Between Listed and Unlisted Companies. (2018). Iskenderoglu, Omer ; Haykir, Ozkan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-36.

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2018News and expected returns in East Asian equity markets: The RV-GARCHM model. (2018). Martin, Vance L ; Yao, Wenying ; Tang, Chrismin. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:36-52.

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2017The behaviour of SMEs capital structure determinants in different macroeconomic states. (2017). Balios, Dimitrios ; Daskalakis, Nikolaos ; Dalla, Violetta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:248-260.

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2017Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2018Can private domestic investment lead Chinese technological progress?. (2018). Chen, Hong ; Singh, Baljeet ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:186-193.

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2018The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56.

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2018The Distributional and Multi-Sectoral Impacts of Rainfall Shocks: Evidence From Computable General Equilibrium Modelling for the Awash Basin, Ethiopia. (2018). Borgomeo, Edoardo ; Walker, Oliver ; Kebede, Seifu ; Charles, Katrina J ; Tamru, Seneshaw ; Alamirew, Tena ; Woldeyes, Firew B ; Vadheim, Bryan . In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:621-632.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2017Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189.

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2017Capturing the impact of shocks on the electricity sector performance in the OECD. (2017). POLEMIS, MICHAEL. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:99-107.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications. (2018). Olani, Adugna ; Gamtessa, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:650-666.

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2017Modelling oil price-inflation nexus: The role of asymmetries. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; Isah, Kazeem ; Akanni, Lateef. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:97-106.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2017Do countries endowments of non-renewable energy resources matter for FDI attraction? A panel data analysis of 125 countries over the period 1995–2012. (2017). Forte, Rosa ; Assuno, Susana. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:57-71.

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2018Credit risk modelling under recessionary and financially distressed conditions. (2018). Dendramis, Y ; Adraktas, G ; Tzavalis, E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:160-175.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2017Do financial reforms help stabilize inequality?. (2017). McAdam, Peter ; Christopoulos, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:45-61.

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2017Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators. (2017). Peasco, Cristina ; Romero-Jordan, Desiderio ; del Rio, Pablo. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:45-60.

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2017Exploring the relationship among CO2 emissions, real GDP, energy consumption and tourism in the EU and candidate countries: Evidence from panel models robust to heterogeneity and cross-sectional depen. (2017). Dogan, Eyup ; Aslan, Alper. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:239-245.

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2018What is better for mitigating carbon emissions – Renewable energy or nuclear energy? A panel data analysis. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:464-471.

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2017Inflation and consumption of nontradable goods: Global implications from regional analyses. (2017). Nagayasu, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:478-491.

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2017Structural change and economic growth: Empirical evidence and policy insights from Asian economies. (2017). Vu, K M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:41:y:2017:i:c:p:64-77.

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2018A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL. (2018). Kumar, Jitendra ; Shangodoyin, Dahud Kehinde ; Agiwal, Varun. In: Statistics in Transition New Series. RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23.

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2017Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290.

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2017The Impact of Foreign Direct Investment (FDI) on the Environment: Market Perspectives and Evidence from China. (2017). Sheng, Pengfei ; Zheng, Jiajia . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:8-:d:92253.

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2018Effect of Deposit Mobilization on the Financial Sustainability of Rural Saving and Credit Cooperatives: Evidence from Ethiopia. (2018). Duguma, Girma Jirata ; Han, Jiqin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3387-:d:171390.

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2018Coal Consumption and Economic Growth: Panel Cointegration and Causality Evidence from OECD and Non-OECD Countries. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:660-:d:134134.

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2018Sustainable Development of China’s Industrial Economy: An Empirical Study of the Period 2001–2011. (2018). Osei, Edward ; Yu, Mark ; Zhang, Jianhua ; Li, Huijun . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:764-:d:135699.

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2017The Consumption Response to Minimum Wages: Evidence from Chinese Households. (2017). Dautovic, Ernest ; Huang, YI ; Hau, Harald. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2017.

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2017The Relationship between Labor Productivity and Economic Growth in OECD Countries. (2017). Korkmaz, Suna . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:5:p:71-76.

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2017A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries. (2017). Ben Ali, Nadia ; Saidi, Kais ; Benali, Nadia. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:89-109.

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2017Mortgage lending, banking crises, and financial stability in Asia and Europe. (2017). Morgan, Peter J ; Zhang, Yan . In: Asia Europe Journal. RePEc:kap:asiaeu:v:15:y:2017:i:4:d:10.1007_s10308-017-0489-y.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2017Size matters: fragmentation and vertical fiscal imbalances in Moldova. (2017). Cevik, Serhan. In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:2:d:10.1007_s10663-016-9325-7.

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2018Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2018). Bischoff, Oliver ; Buchwald, Achim. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:1:d:10.1007_s10842-017-0250-7.

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2017ICT, conflicts in financial intermediation and financial access: evidence of synergy and threshold effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul N. In: Netnomics. RePEc:kap:netnom:v:18:y:2017:i:2:d:10.1007_s11066-017-9119-5.

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2017Implied volatility and skewness surface. (2017). Feunou, Bruno ; Tedongap, Romeo ; Fontaine, Jean-Sebastien. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x.

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2017Banking competition in the Brazilian economy [Banking competition in the Brazilian economy]. (2017). Divino, Jose Angelo ; SILVA, RENAN SAID . In: Nova Economia. RePEc:nov:artigo:v:27:y:2017:i:3:p:393-419.

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2017The effect of renewable energy use and economic growth on pollution in the EUROZONE. (2017). Fotis, Panagiotis Nikolaos ; Pekka, Victoria . In: Economics and Business Letters. RePEc:ove:journl:aid:11878.

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2017Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172.

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2017Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2017). Shilpi, Forhad ; Emran, M. Shahe ; Uddin, Helal M ; Mookherjee, Dilip. In: MPRA Paper. RePEc:pra:mprapa:79844.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: MPRA Paper. RePEc:pra:mprapa:84047.

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2018A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo . In: MPRA Paper. RePEc:pra:mprapa:88623.

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2017Testing time series for the bubbles (with application to Russian data). (2017). Skrobotov, Anton ; Sinelnikova-Muryleva, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0319.

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2017P-SVAR Analysis of Stability in Sub-Saharan Africa Commercial Banks. (2017). Akande, Joseph Olorunfemi ; Kwenda, Farai. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2017:i:3:p:49-78.

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2018Spatial convergence of real wages in Russian cities. (2018). Ivanova, Vera. In: The Annals of Regional Science. RePEc:spr:anresc:v:61:y:2018:i:1:d:10.1007_s00168-017-0855-0.

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2018Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8.

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2018Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions. (2018). Albulescu, Claudiu ; Tmil, Matei ; Suciu, Simina Silvana ; Miclea, Erban. In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:2:d:10.1007_s40821-017-0079-3.

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2017Fertility and Financial Development in South Asia. (2017). Shahzad, Syed Jawad Hussain ; Zakaria, Muhammad ; Hussain, Syed Jawad ; Janjua, Saquib Yousaf ; Fida, Bashir Ahmed . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1382-6.

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2017Testing economic convergence in non-stationary panel. (2017). Niang, Abdou-Aziz . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0361-z.

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2017Cumulative sum estimator for change-point in panel data. (2017). Chen, Zhuoheng ; Hu, Yijun. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0722-y.

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2017Does military spending promote social welfare? A comparative analysis of the BRICS and G7 countries. (2017). Zhang, Ying ; Wang, Rui ; Xu, Jia Xin ; Liu, Xiaoxing. In: Defence and Peace Economics. RePEc:taf:defpea:v:28:y:2017:i:6:p:686-702.

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2017The spatial impact of employment centres on housing markets. (2017). Fuerst, Franz ; Laszkiewicz, Edyta ; Szumilo, Nikodem. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:4:p:472-491.

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2017Determinants of Industrial Production in Turkey. (2017). Ozturk, Mustafa ; Agan, Yavuz . In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0023.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I. In: Working Papers. RePEc:use:tkiwps:1715.

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Elias Tzavalis has edited the books:

YearTitleTypeCited

Works by Elias Tzavalis:

YearTitleTypeCited
2015Unveiling the ECBs Monetary Policy Behaviour Under Different Inflation Regimes In: Economica.
[Full Text][Citation analysis]		article0
2006Structural Changes in Expected Stock Returns Relationships: Evidence from ASE In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article3
2010RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article3
2016Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2011MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS In: Manchester School.
[Full Text][Citation analysis]		article4
2000Inflation and Exchange Rate Regimes in Mexico. In: Review of Development Economics.
[Full Text][Citation analysis]		article3
1998Inflation and Exchange Rate Regimes in Mexico.(1998) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Unveiling the monetary policy rule in euro area In: Working Papers.
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2017On the determinants of NPLS: lessons from Greece In: Working Papers.
[Full Text][Citation analysis]		paper1
2017Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2001Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors.(2001) In: Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2015Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects In: Studies in Nonlinear Dynamics & Econometrics.
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2002Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper4
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers.
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2008Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article12
2018Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier In: Working Paper Series.
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1999The Influence of VAR Dimensions on Estimator Biases In: Econometrica.
[Citation analysis]		article39
1996The Influence of VAR Dimensions on Estimator Biases.(1996) In: Discussion Papers.
[Citation analysis]
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2003Rejoinder to Comment by Doornik, Nielsen, and Rothenberg In: Econometrica.
[Full Text][Citation analysis]		article0
2012Detection of structural breaks in linear dynamic panel data models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article26
2004Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers.
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