17
H index
25
i10 index
1069
Citations
Zacharias Psaradakis : Citation Profile
Birkbeck College | RESEARCH PRODUCTION: 55 Articles 38 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
31 years (1993 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Zacharias Psaradakis. | Is cited by:
| Cites to:
|
Main data
Where Zacharias Psaradakis has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Department of Economics Working Papers / Universidad Torcuato Di Tella | 11 |
| Working and Discussion Papers / Research Department, National Bank of Slovakia | 4 |
Recent works citing Zacharias Psaradakis (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2025). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:2504.21669. Full description at Econpapers || Download paper |
| 2025 | Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252. Full description at Econpapers || Download paper |
| 2024 | A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87. Full description at Econpapers || Download paper |
| 2025 | Hyperinflation and Explosive Behaviour in the General Price Level. (2025). Crespo, Raul J. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/785. Full description at Econpapers || Download paper |
| 2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
| 2024 | Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724. Full description at Econpapers || Download paper |
| 2024 | On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118. Full description at Econpapers || Download paper |
| 2025 | The dynamics of U.S. industrial production: A time-varying Granger causality perspective. (2025). Otero, Jesus ; Hurn, Stan ; Baum, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22. Full description at Econpapers || Download paper |
| 2025 | An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83. Full description at Econpapers || Download paper |
| 2025 | Conditional threshold effects of stock market volatility on crude oil market volatility. (2025). Hamori, Shigeyuki ; Motegi, Kaiji. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500012x. Full description at Econpapers || Download paper |
| 2025 | Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test. (2025). Ren, Xiaohang ; Tao, Lizhu ; Liu, Chuanwang ; He, Yue. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225011375. Full description at Econpapers || Download paper |
| 2024 | A simulated electronic market with speculative behaviour and bubble formation. (2024). Cofre, Nicolas ; Mosionek-Schweda, Magdalena. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400775x. Full description at Econpapers || Download paper |
| 2025 | Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x. Full description at Econpapers || Download paper |
| 2025 | Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542. Full description at Econpapers || Download paper |
| 2025 | Factors influencing asymmetries in Saudi Arabias housing market. (2025). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s170349492500012x. Full description at Econpapers || Download paper |
| 2024 | Political institutions and output collapses. (2024). Temple, Jonathan ; Imam, Patrick. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000752. Full description at Econpapers || Download paper |
| 2024 | Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113. Full description at Econpapers || Download paper |
| 2025 | Resilience or returns: Assessing green equity index performance across market regimes. (2025). Thuy, An Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008232. Full description at Econpapers || Download paper |
| 2024 | A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675. Full description at Econpapers || Download paper |
| 2024 | A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms. (2024). Omay, Tolga ; Corakci, Aysegul. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10501-4. Full description at Econpapers || Download paper |
| 2024 | Non-linear Cointegration Test, Based on Record Counting Statistic. (2024). Blas, Clara Simn ; Santos-Martn, M T ; Sipols, Ana E ; Fellag, Hocine ; Atil, Lynda. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10520-1. Full description at Econpapers || Download paper |
| 2025 | Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w. Full description at Econpapers || Download paper |
| 2024 | Discovering maritime-piracy hotspots: a study based on AHP and spatio-temporal analysis. (2024). Alexopoulos, Thomas ; Fytopoulos, Antonios ; Kalaitzi, Dimitra ; Tsioufis, Marios. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:2:d:10.1007_s10479-023-05352-z. Full description at Econpapers || Download paper |
| 2025 | On using fuzzy clustering for detecting the number of states in Markov switching models. (2025). Domianello, Luca Scaffidi ; Otranto, Edoardo. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06585-w. Full description at Econpapers || Download paper |
| 2024 | Modelling asymmetries among consumer price index, currency price, gross domestic output and aggregate import demand in an emerging economy: the case of Nigeria. (2024). USMAN, OJONUGWA ; Ogba, Likita J ; Iormom, Bruce I ; Bature, Bitrus N. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-023-00615-0. Full description at Econpapers || Download paper |
| 2024 | Regime dependent dynamics of parallel and official exchange markets in China: evidence from cryptocurrency. (2024). Song, Tiezheng ; Li, Huachen. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:41:p:4952-4973. Full description at Econpapers || Download paper |
| 2024 | Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions. (2024). Spagnolo, Nicola ; Sola, Martin ; Psaradakis, Zacharias ; Yunis, Patricio ; Rapetti, Francisco. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_02. Full description at Econpapers || Download paper |
| 2024 | On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_04. Full description at Econpapers || Download paper |
| 2025 | Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison. (2025). Spagnolo, Nicola ; Sola, Martin ; Ricordi, Delfina. In: Department of Economics Working Papers. RePEc:udt:wpecon:2025_03. Full description at Econpapers || Download paper |
| 2024 | Supply, Demand and Asymmetric Adjustment of House Prices in Poland. (2024). Radoslaw, Trojanek ; Michal, Gluszak. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:32:y:2024:i:2:p:31-45:n:1003. Full description at Econpapers || Download paper |
Works by Zacharias Psaradakis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities.(2023) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2021 | Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities.(2021) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2022 | Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities.(2022) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2010 | Multivariate Contemporaneous-Threshold Autoregressive Models In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2011 | Multivariate contemporaneous-threshold autoregressive models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2007 | Multivariate contemporaneous threshold autoregressive models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2009 | Multivariate Contemporaneous Threshold Autoregressive Models.(2009) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2010 | State-Dependent Threshold STAR Models In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | A Distance Test of Normality for a Wide Class of Stationary Processes In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A distance test of normality for a wide class of stationary processes.(2017) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2015 | Portmanteau Tests for Linearity of Stationary Time Series In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Portmanteau Tests for Linearity of Stationary Time Series.(2016) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Portmanteau tests for linearity of stationary time series.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities.(2024) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities.(2017) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Normality Tests for Dependent Data.(2017) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Bootstrap-Assisted Tests of Symmetry for Dependent Data In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Bootstrap Assisted Tests of Symmetry for Dependent Data.(2018) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1996 | Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation In: Archive Discussion Papers. [Citation analysis] | paper | 8 |
| 1997 | Testing for unit roots in time series with nearly deterministic seasonal variation.(1997) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 1993 | PcGive and PcFiml Version 7 [Review Article]. In: Journal of Economic Surveys. [Citation analysis] | article | 0 |
| 2001 | Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 19 |
| 2003 | ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 94 |
| 2002 | On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
| 2004 | On the Autocorrelation Properties of Long‐Memory GARCH Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 35 |
| 2002 | On the autocorrelation properties of Long Memory Garch Processes.(2002) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2006 | Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 50 |
| 2008 | Assessing Time‐Reversibility Under Minimal Assumptions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2009 | Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 17 |
| 2015 | A Quantile-based Test for Symmetry of Weakly Dependent Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 1993 | The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 9 |
| 1997 | A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 17 |
| 2013 | State-Dependent Threshold Smooth Transition Autoregressive Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Contemporaneous-Threshold Smooth Transition GARCH Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Contemporaneous-Threshold Smooth Transition GARCH Models.(2009) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | On testing for bubbles during hyperinflations In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | On Testing for Bubbles During Hyperinflations.(2022) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | p-Value Adjustments for Multiple Tests for Nonlinearity In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2002 | Power Properties of Nonlinearity Tests for Time Series with Markov Regimes In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 20 |
| 1998 | An Empirical Reassessment of Target-zone Nonlinearities In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 2001 | An empirical reassessment of target-zone nonlinearities.(2001) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2003 | Markov Switching Causality and the Money-Output Relationship In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
| 2005 | Markov switching causality and the money-output relationship.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
| 1995 | An Analysis of Seasonality in the U.K. Equity Market. In: Economic Journal. [Full Text][Citation analysis] | article | 22 |
| 2001 | Markov level shifts and the unit-root hypothesis In: Econometrics Journal. [Citation analysis] | article | 9 |
| 2023 | Rational bubbles: Too many to be true? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2021 | Rational Bubbles: Too Many to be True?.(2021) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1997 | Switching error-correction models of house prices in the United Kingdom In: Economic Modelling. [Full Text][Citation analysis] | article | 46 |
| 2003 | Target zone credibility and economic fundamentals In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2014 | On testing for nonlinearity in multivariate time series In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1994 | A comparison of tests of linear hypotheses in cointegrated vector autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2001 | On bootstrap inference in cointegrating regressions In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2001 | A simple procedure for detecting periodically collapsing rational bubbles In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2002 | A simple method of testing for cointegration subject to multiple regime changes In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 1996 | On the power of tests for superexogeneity and structural invariance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 1993 | On the power of tests for superexogeneity and structural invariance.(1993) In: Documentos de Trabajo (working papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1998 | Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
| 2000 | Bootstrap tests for unit roots in seasonal autoregressive models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | On the asymptotic behaviour of unit-root tests in the presence of a Markov trend In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2003 | A sieve bootstrap test for stationarity In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 5 |
| 2006 | Blockwise bootstrap testing for stationarity In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 1995 | Regression-Based Tests for Persistence in Conditional Variances. In: Discussion Papers. [Citation analysis] | paper | 2 |
| 1998 | Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 2000 | Assessing the Credibility of a Target Zone: Evidence from EMS Countries. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
| 1997 | Cointegration and Changes in Regime: The Japanese Consumption Function. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 47 |
| 1999 | Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 161 |
| 2003 | On detrending and cyclical asymmetry In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2002 | On Detrending and Cyclical Asymmetry.(2002) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2004 | On Markov error-correction models, with an application to stock prices and dividends In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 106 |
| 2005 | Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2005 | Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2005 | Forecast performance of nonlinear error-correction models with multiple regimes In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2001 | A simple method for testing cointegration subject to regime changes In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Residual-based tests for cointegration and multiple regime shifts In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Sieve Bootstrap for Strongly Dependent Stationary Processes In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | On inference based on the one-sample sign statistic for long-range dependent data In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | On Using Triples to Assess Symmetry Under Weak Dependence In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Using Triples to Assess Symmetry Under Weak Dependence.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1998 | Bootstrap-based evaluation of markov-switching time series models In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
| 1999 | On regression-based tests for persistence in logarithmic volatility models In: Econometric Reviews. [Full Text][Citation analysis] | article | 10 |
| 2016 | Semiparametric Sieve-Type Generalized Least Squares Inference In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2016 | Using the Bootstrap to Test for Symmetry Under Unknown Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Cross-Sectional Aggregation and Persistence in Conditional Variance In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team