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ORCIDElias Tzavalis
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2010 – 2019
- 2014
[j5]Erricos John Kontoghiorghes
, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014)- [j4]Yiannis Karavias, Elias Tzavalis:
Testing for unit roots in short panels allowing for a structural break. Comput. Stat. Data Anal. 76: 391-407 (2014) - [j3]Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos:
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence. Stat. Comput. 24(3): 297-315 (2014) - 2012
- [j2]Stefan De Wachter, Elias Tzavalis:
Detection of structural breaks in linear dynamic panel data models. Comput. Stat. Data Anal. 56(11): 3020-3034 (2012)
2000 – 2009
- 2007
- [j1]Leonidas S. Rompolis, Elias Tzavalis:
Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion. Math. Comput. Model. 46(1-2): 225-234 (2007)
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