Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model

Statistics and Probability Letters [0167-7152]

Karavias, Ioannis | Symeonides, Spyridon | Tzavalis, Elias

Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors

Journal of Time Series Econometrics [1941-1928]

Karavias, Ioannis | Tzavalis, Elias | Symeonides, Spyridon

Inflation convergence in the EMU

Journal of Empirical Finance [0927-5398]

Karanasos, M | Karavias, Ioannis | Komtroumpis, P | Kartsaklas, A | Arakelian, V

Local power of fixed-T?panel unit root tests with serially correlated errors and incidental trends

Journal of Time Series Analysis [0143-9782]

Karavias, Ioannis | Tzavalis, Elias

The impact of government size on economic growth: A threshold analysis

Economics Letters [0165-1765]

Asimakopoulos, Stylianos | Karavias, Ioannis

Almost all about unit roots

Journal of Time Series Analysis [0143-9782]

Karavias, Ioannis

Local Power of Panel Unit Root Tests Allowing for Structural Breaks

Econometric Reviews [0747-4938]

Karavias, Ioannis | Tzavalis, Elias

A comparison of investors’' sentiments and risk premium effects on valuing shares

Finance Research Letters [1544-6123]

Karavias, Ioannis | Spilioti, Stella | Tzavalis, Elias

Optimal versus realized bank credit risk and monetary policy

Journal of Financial Stability [1572-3089]

Delis, Manthos D. | Karavias, Ioannis

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

Computational Statistics & Data Analysis [0167-9473]

Karavias, Ioannis | Tzavalis, Elias