Dimitrios V. Vougas

发表

On unit root testing with smooth transitions

Dimitrios V. Vougas, 2006, Comput. Stat. Data Anal..

Estimation for Unit Root Testing

Dimitrios V. Vougas, 2013, 1310.1878.

A Direct Test for Cointegration Between a Pair of Time Series

Paul Newbold, Tae-Hwan Kim, Dimitrios V. Vougas, 2002 .

The efficiency of Greek stock index futures market

Christos Floros, Dimitrios V. Vougas, Christos Floros, 2008 .

Drift in the relative price of primary commodities: a case where we care about unit roots

Paul Newbold, Dimitrios V. Vougas, P. Newbold, 1996 .

Unit roots and smooth transitions

Paul Newbold, Dimitrios V. Vougas, Stephen J. Leybourne, 1998 .

On the finite-sample size distortion of smooth transition unit root tests

Steven Cook, Dimitrios V. Vougas, 2004 .

Pitfall of unit autoregressive root testing

Dimitrios V. Vougas, 2002 .

A weighted symmetric cointegration test

Dimitrios V. Vougas, S. Cook, 2008 .

Spurious levels relationships

Dimitrios V. Vougas, S. Cook, 2007 .

GLS detrending and unit root testing

Dimitrios V. Vougas, 2007 .

Prais–Winsten Algorithm for Regression with Second or Higher Order Autoregressive Errors

Dimitrios V. Vougas, 2021, Econometrics.

On the stationarity of futures hedge ratios

Dimitrios V. Vougas, Stavros Degiannakis, Christos Floros, 2020, Operational Research.

New exact ML estimation and inference for a Gaussian MA(1) process

Dimitrios V. Vougas, 2008 .

Generalized least squares transformation and estimation with autoregressive error

Dimitrios V. Vougas, 2008 .

A comparison of LS/ML and GMM estimation in a simple AR(1) model

Dimitrios V. Vougas, 2000 .

Hedging effectiveness in Greek stock index futures market, 1999-2001

Dimitrios V. Vougas, Christos Floros, 2006 .

Trading volume and returns relationship in Greek stock index futures market: GARCH vs. GMM

Dimitrios V. Vougas, Christos Floros, Dimitrios Vougas, 2007 .

Military Spending and Economic Growth in South Africa

Peter Batchelor, David S. Saal, J. Paul Dunne, 1999 .

Defence spending and economic growth: A causal analysis for Greece and Turkey

Dimitrios V. Vougas, P. Dunne, E. Nikolaidou, 2001 .

Unit root testing against an ST–MTAR alternative: finite-sample properties and an application to the UK housing market

Dimitrios V. Vougas, S. Cook, 2009 .

Reconsidering LM unit root testing

Dimitrios V. Vougas, 2003 .

Lead-lag relationship between futures and spot markets in Greece: 1999 - 2001

Dimitrios V. Vougas, Christos Floros, 2007 .

On the stationarity of futures hedge ratios

Dimitrios V. Vougas, Stavros Degiannakis, Christos Floros, 2020, Oper. Res..

Hedge ratios in Greek stock index futures market

Dimitrios V. Vougas, Christos Floros *, 2004 .

Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression

Dimitrios V. Vougas, 2006 .

Solving the quantitative skills gap: a flexible learning call to arms!

Dimitrios V. Vougas, S. Cook, Duncan Watson, 2019, Higher Education Pedagogies.