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    Number of items: 49.

    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 Vavra, Marian (2019) Portmanteau tests for linearity of stationary time series. Econometric Reviews 38 (2), pp. 248-262. ISSN 0747-4938.

    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 (2015) 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.

    Kapetanios, G. and Psaradakis, Zacharias (2014) Semiparametric sieve-type generalized least squares inference. Econometric Reviews 35 (6), pp. 951-985. ISSN 0747-4938.

    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.

    Psaradakis, Zacharias (2006) Blockwise bootstrap testing for stationarity. Statistics and Probability Letters 76 (6), pp. 562-570. ISSN 0167-7152.

    Psaradakis, Zacharias and Spagnolo, N. (2006) Joint determination of the state dimension and autoregressive order for models with Markov regime switching. Journal of Time Series Analysis 27 (5), pp. 753-766. ISSN 0143-9782.

    Spagnolo, F. and Psaradakis, Zacharias (2005) Forecast performance of nonlinear error-correction models with multiple regimes. Journal of Forecasting 24 (2), pp. 119-138. ISSN 0277-6693.

    Ravn, M.O. and Sola, M. and Psaradakis, Zacharias (2005) Markov switching causality and the money-output relationship. Journal of Applied Econometrics 20 (5), pp. 665-683. ISSN 0883-7252.

    Spagnolo, F. and Psaradakis, Zacharias and Sola, M. (2005) Testing the unbiased forward exchange rate hypothesis using a Markov-switching model and instrumental variables. Journal of Applied Econometrics 20 (3), pp. 423-437. ISSN 0883-7252.

    Psaradakis, Zacharias and Sola, M. and Spagnolo, F. (2004) On markov error-correction models, with an application to stock prices and dividends. Journal of Applied Econometrics 19 (1), pp. 69-88. ISSN 0883-7252.

    Karanasos, M. and Psaradakis, Zacharias and Sola, M. (2004) On the autocorrelation properties of long-memory GARCH processes. Journal of Time Series Analysis 25 (2), pp. 265-281. ISSN 0143-9782.

    Psaradakis, Zacharias and Sola, M. (2003) On detrending and cyclical asymmetry. Journal of Applied Econometrics 18 (3), pp. 271-289. ISSN 0883-7252.

    Psaradakis, Zacharias and Spagnolo, N. (2003) On the determination of the number of regimes in Markov-switching autoregressive models. Journal of Time Series Analysis 24 , pp. 237-252. ISSN 0143-9782.

    Psaradakis, Zacharias (2003) A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirnov type statistic. Communications in Statistics - Simulation and Computation 32 (1), pp. 113-126. ISSN 0361-0918.

    Psaradakis, Zacharias (2003) A sieve bootstrap test for stationarity. Statistics and Probability Letters 62 (3), pp. 263-274. ISSN 0167-7152.

    Psaradakis, Zacharias and Spagnolo, N. (2002) Power properties of nonlinearity tests for time series with Markov regimes. Studies in Nonlinear Dynamics & Econometrics 6 (3), ISSN 1081-1826.

    Gabriel, V.J. and Sola, M. and Psaradakis, Zacharias (2002) A simple method of testing for cointegration subject to multiple regime changes. Economics Letters 76 (2), pp. 213-221. ISSN 0165-1765.

    Psaradakis, Zacharias (2001) Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors. Journal of Time Series Analysis 22 (5), pp. 577-594. ISSN 0143-9782.

    Psaradakis, Zacharias (2001) Markov level shifts and the unit-root hypothesis. The Econometrics Journal 4 (2), pp. 226-242. ISSN 1368-4221.

    Psaradakis, Zacharias (2001) On bootstrap inference in cointegrating regressions. Economics Letters 72 (1), pp. 1-10. ISSN 0165-1765.

    Garratt, A. and Psaradakis, Zacharias and Sola, M. (2001) An empirical reassessment of target-zone nonlinearities. Journal of International Money and Finance 20 (4), pp. 533-548. ISSN 0261-5606.

    Spagnolo, F. and Sola, M. and Psaradakis, Zacharias (2001) A simple procedure for detecting periodically collapsing rational bubbles. Economics Letters 72 (3), pp. 317-323. ISSN 0165-1765.

    Psaradakis, Zacharias (2000) P-value adjustments for multiple tests for nonlinearity. Studies in Nonlinear Dynamics & Econometrics 4 (3), pp. 95-100. ISSN 1081-1826.

    Hall, S.G. and Sola, M. and Psaradakis, Zacharias (1999) Detecting periodically collapsing bubbles: a Markov-switching unit root test. Journal of Applied Econometrics 14 (2), pp. 141-154. ISSN 0883-7252.

    Psaradakis, Zacharias and Tzavalis, E. (1999) On regression-based tests for persistence in logarithmic volatility models. Econometric Reviews 18 (4), pp. 441-448. ISSN 0747-4938.

    Psaradakis, Zacharias (1999) A note on super exogeneity in linear regression models. Econometric Reviews 18 (3), pp. 331-336. ISSN 0747-4938.

    Psaradakis, Zacharias (1998) Bootstrap-based evaluation of Markov-switching time series models. Econometric Reviews 17 (3), pp. 275-288. ISSN 0747-4938.

    Psaradakis, Zacharias and Sola, M. (1998) Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching. Journal of Econometrics 86 (2), pp. 369-386. ISSN 0304-4076.

    Hall, S.G. and Psaradakis, Zacharias and Sola, M. (1997) Cointegration and changes in regime: the Japanese consumption function. Journal of Applied Econometrics 12 (2), pp. 151-168. ISSN 0883-7252.

    Psaradakis, Zacharias (1997) Testing for unit roots in time series with nearly deterministic seasonal variation. Econometric Reviews 16 (4), pp. 421-439. ISSN 0747-4938.

    Psaradakis, Zacharias and Sola, M. (1996) On the power of tests for superexogeneity and structural invariance. Journal of Econometrics 72 (1-2), pp. 151-175. ISSN 0304-4076.

    Clare, A. and Psaradakis, Zacharias and Thomas, S. (1995) An analysis of seasonality in the U.K. equity market. Economic Journal 105 (429), pp. 398-409. ISSN 0013-0133.

    Monograph

    Psaradakis, Zacharias and Vavra, M. (2020) Using Triples to assess symmetry under weak dependence. Working Paper. Birkbeck, University of London, London, UK.

    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 Thu Apr 15 06:22:51 2021 BST.