Yiannis Karavias

Publications

  1. 2020
  2. Published

    A homogeneous approach to testing for Granger non-causality in heterogeneous panels

    Yiannis Karavias, 23 Nov 2020, In: Empirical Economics. 2020, p. 1-20

    Research output: Contribution to journalArticlepeer-review

  3. Published
  4. 2019
  5. Published

    Generalized fixed-T panel unit root tests

    Yiannis Karavias, Dec 2019, In: Scandinavian Journal of Statistics. 46, 4, p. 1227-1251 25 p.

    Research output: Contribution to journalArticlepeer-review

  6. Published

    Partially heterogeneous tests for Granger non-causality in panel data

    Yiannis Karavias, 24 Apr 2019, No. 59 ed., Bank of Lithuania, (Working Paper Series; no. 59/2019).

    Research output: Working paper

  7. 2018
  8. Published

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

    Yiannis Karavias, 1 Apr 2018, In: Statistics and Probability Letters. 135, p. 54-59 6 p.

    Research output: Contribution to journalArticlepeer-review

  9. 2017
  10. Published

    Local power of panel unit root tests allowing for structural breaks

    Yiannis Karavias, 26 Nov 2017, In: Econometric Reviews. 36, 10, p. 1123-1156 34 p.

    Research output: Contribution to journalArticlepeer-review

  11. Published
  12. 2016
  13. E-pub ahead of print

    Inflation convergence in the EMU

    Yiannis Karavias, 2 Aug 2016, In: Journal of Empirical Finance. 20 p.

    Research output: Contribution to journalArticlepeer-review

  14. Published

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

    Yiannis Karavias, 1 Mar 2016, In: Journal of Time Series Analysis. 37, 2, p. 222-239

    Research output: Contribution to journalArticlepeer-review

  15. Published

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

    Yiannis Karavias, Feb 2016, In: Economics Letters. 139, p. 65-68 4 p.

    Research output: Contribution to journalArticlepeer-review

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