Zacharias Psaradakis

发表

On inference based on the one-sample sign statistic for long-range dependent data

Zacharias Psaradakis, Zacharias Psaradakis, 2010, Comput. Stat..

Normality tests for dependent data: large-sample and bootstrap approaches

Zacharias Psaradakis, Marián Vávra, Zacharias Psaradakis, 2018, Commun. Stat. Simul. Comput..

On the asymptotic behaviour ofunit-root tests in the presence ofa Markov trend

Zacharias Psaradakis, 2002 .

Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities

Zacharias Psaradakis, Martin Sola, Fabio Spagnolo, 2010 .

On the asymptotic behaviour of unit-root tests in the presence of a Markov trend

Zacharias Psaradakis, 2002 .

Forecast performance of nonlinear error-correction models with multiple regimes

Zacharias Psaradakis, Fabio Spagnolo, 2005 .

Studies in Nonlinear Dynamics and Econometrics

Zacharias Psaradakis, Zacharias Psaradakis, 2001 .

State‐Dependent Threshold Smooth Transition Autoregressive Models

Zacharias Psaradakis, Fabio Spagnolo, Michael J. Dueker, 2013 .

Markov Switching Causality and the Money-Output Relationship

Zacharias Psaradakis, Martin Sola, Morten O. Ravn, 2003 .

On Markov error‐correction models, with an application to stock prices and dividends

Zacharias Psaradakis, Martin Sola, Fabio Spagnolo, 2004 .

On the Autocorrelation Properties of Long‐Memory GARCH Processes

Zacharias Psaradakis, Zacharias Psaradakis, M. Karanasos, 2002 .

Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

Zacharias Psaradakis, 2001 .

ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS

Zacharias Psaradakis, Nicola Spagnolo, Zacharias Psaradakis, 2002 .

Blockwise bootstrap testing for stationarity

Zacharias Psaradakis, Zacharias Psaradakis, 2006 .

p-Value Adjustments for Multiple Tests for Nonlinearity

Zacharias Psaradakis, Zacharias Psaradakis, 2000 .