Elias Tzavalis

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The Refinement of Econometric Estimation and Test Procedures: Introduction

Garry D. A. Phillips, Elias Tzavalis, 2007 .

Predicting default risk under asymmetric binary link functions

Elias Tzavalis, Yiannis Dendramis, Petros Varthalitis, 2020 .

The Refinement of Econometric Estimation and Test Procedures

Garry D. A. Phillips, Elias Tzavalis, 2007 .

Detection of structural breaks in linear dynamic panel data models

Elias Tzavalis, Stefan De Wachter, S. Wachter, 2012, Comput. Stat. Data Anal..

A Bayesian Analysis of Unit Roots in Panel Data Models with Cross-Sectional Dependence

Loukia Meligkotsidou, Ioannis D. Vrontos, Elias Tzavalis, 2009 .

Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure.

Michael R. Wickens, Elias Tzavalis, M. Wickens, 1997 .

A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of Economic Series

Loukia Meligkotsidou, Ioannis D. Vrontos, Elias Tzavalis, 2004 .

Testing for unit roots in short panels allowing for a structural break

Elias Tzavalis, Yiannis Karavias, Yiannis Karavias, 2014, Comput. Stat. Data Anal..

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

Loukia Meligkotsidou, Ioannis D. Vrontos, Elias Tzavalis, 2014, Stat. Comput..

Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion

Elias Tzavalis, Leonidas S. Rompolis, 2007, Math. Comput. Model..

CFEnetwork: The annals of computational and financial econometrics, 3rd issue

Robert Taylor, Jean-Marie Dufour, Helmut Lütkepohl, 2014, Computational Statistics & Data Analysis.

Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models

Elias Tzavalis, Stefan De Wachter, 2005 .

Inference for unit roots in dynamic panels where the time dimension is fixed

Elias Tzavalis, Richard D. F. Harris, E. Tzavalis, 1999 .

The Influence of VAR Dimensions on Estimator Biases

Kaddour Hadri, Elias Tzavalis, K. Hadri, 1999 .

Monetary Policy Rules and Business Cycle Conditions

Elias Tzavalis, Apostolis Philippopoulos, A. Philippopoulos, 2011 .