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    Number of items: 20.

    Article

    Psaradakis, Zacharias and Vávra, M. (2019) Bootstrap-assisted tests of symmetry for dependent data. Journal of Statistical Computation and Simulation 89 (7), pp. 1203-1226. ISSN 0094-9655.

    Psaradakis, Zacharias and Vávra, M. (2018) Normality tests for dependent data: large-sample and bootstrap approaches. Communications in Statistics - Simulation and Computation , ISSN 0361-0918. (In Press)

    Psaradakis, Zacharias and Vavra, Marian (2017) A distance test of normality for a wide class of stationary processes. Econometrics and Statistics 2 , pp. 50-60. ISSN 2452-3062.

    Psaradakis, Zacharias and Vavra, Marian (2016) Portmanteau tests for linearity of stationary time series. Econometric Reviews , ISSN 0747-4938. (In Press)

    Kapetanios, G. and Psaradakis, Zacharias (2016) Semiparametric sieve-type generalized least squares inference. Econometric Reviews 35 (6), pp. 951-985. ISSN 0747-4938.

    Psaradakis, Zacharias (2016) Using the Bootstrap to test for symmetry under unknown dependence. Journal of Business and Economic Statistics 34 (3), pp. 406-415. ISSN 0735-0015.

    Psaradakis, Zacharias and Vavra, M. (2015) A quantile-based test for symmetry of weakly dependent processes. Journal of Time Series Analysis 36 (4), pp. 587-598. ISSN 0143-9782.

    Psaradakis, Zacharias and Vavra, Marian (2014) On testing for nonlinearity in multivariate time series. Economics Letters 125 (1), pp. 1-4. ISSN 0165-1765.

    Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2013) State-dependent threshold smooth transition autoregressive models. Oxford Bulletin of Economics and Statistics 75 (6), pp. 835-854. ISSN 0305-9049.

    Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) Contemporaneous-threshold smooth transition GARCH models. Studies in Nonlinear Dynamics & Econometrics 15 (2), ISSN 1081-1826.

    Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) Multivariate contemporaneous-threshold autoregressive models☆. Journal of Econometrics 160 (2), pp. 311-325. ISSN 0304-4076.

    Psaradakis, Zacharias (2010) On inference based on the one-sample sign statistic for long-range dependent data. Computational Statistics 25 (2), pp. 329-340. ISSN 0943-4062.

    Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. and Spagnolo, N. (2009) Selecting nonlinear time series models using information criteria. Journal of Time Series Analysis 30 (4), pp. 369-394. ISSN 0143-9782.

    Psaradakis, Zacharias (2008) Assessing time-reversibility under minimal assumptions. Journal of Time Series Analysis 29 (5), pp. 881-905. ISSN 0143-9782.

    Monograph

    Psaradakis, Zacharias and Vavra, Marian (2018) Bootstrap-assisted tests of symmetry for dependent data. Working Paper. Birkbeck, University of London, London, UK.

    Psaradakis, Zacharias and Vavra, Marian (2017) Normality tests for dependent data: large-sample and bootstrap approaches. Working Paper. Birkbeck, University of London, London, UK.

    Psaradakis, Zacharias (2017) Markov-Switching Models with state-dependent time-varying transition probabilities. Working Paper. Birkbeck College, University of London, London, UK.

    Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2016) Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov Regimes. Working Paper. Birkbeck College, University of London, London, UK.

    Psaradakis, Zacharias and Vavra, Marian (2015) Portmanteau tests for linearity of Stationary Time Series. Working Paper. Birkbeck College, University of London, London, UK.

    Psaradakis, Zacharias and Vavra, Marian (2015) A distance test of normality for a wide class of stationary processes. Working Paper. Birkbeck College, University of London, London, UK.

    This list was generated on Sun Jun 16 03:36:43 2019 BST.