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Zacharias Psaradakis
Zacharias Psaradakis
Professor of Econometrics, Birkbeck, University of London
Verified email at bbk.ac.uk - Homepage
Title
Cited by
Cited by
Year
Detecting periodically collapsing bubbles: a Markov‐switching unit root test
SG Hall, Z Psaradakis, M Sola
Journal of Applied Econometrics 14 (2), 143-154, 1999
3501999
On Markov error‐correction models, with an application to stock prices and dividends
Z Psaradakis, M Sola, F Spagnolo
Journal of Applied Econometrics 19 (1), 69-88, 2004
2282004
On the determination of the number of regimes in Markov‐switching autoregressive models
Z Psaradakis, N Spagnolo
Journal of time series analysis 24 (2), 237-252, 2003
2222003
Markov switching causality and the money–output relationship
Z Psaradakis, MO Ravn, M Sola
Journal of Applied Econometrics 20 (5), 665-683, 2005
1502005
An analysis of seasonality in the UK equity market
AD Clare, Z Psaradakis, SH Thomas
The Economic Journal 105 (429), 398-409, 1995
971995
Switching error-correction models of house prices in the United Kingdom
S Hall, Z Psaradakis, M Sola
Economic Modelling 14 (4), 517-527, 1997
961997
Cointegration and changes in regime: the Japanese consumption function
SG Hall, Z Psaradakis, M Sola
Journal of Applied Econometrics 12 (2), 151-168, 1997
951997
Joint determination of the state dimension and autoregressive order for models with Markov regime switching
Z Psaradakis, N Spagnolo
Journal of Time Series Analysis 27 (5), 753-766, 2006
802006
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Z Psaradakis, M Sola
Journal of Econometrics 86 (2), 369-386, 1998
751998
On the Autocorrelation Properties of Long‐Memory GARCH Processes
M Karanasos, Z Psaradakis, M Sola
Journal of Time Series Analysis 25 (2), 265-282, 2004
662004
Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
Z Psaradakis
Journal of Time Series Analysis 22 (5), 577-594, 2001
612001
On detrending and cyclical asymmetry
Z Psaradakis, M Sola
Journal of Applied Econometrics 18 (3), 271-289, 2003
572003
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
F Spagnolo, Z Psaradakis, M Sola
Journal of Applied Econometrics 20 (3), 423-437, 2005
462005
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
J Driffill, Z Psaradakis, M Sola
Oxford Bulletin of Economics and Statistics 59 (1), 29-42, 1997
441997
Testing the expectations hypothesis of the term structure using instrumental variables
J Driffill, Z Psaradakis, M Sola
International Journal of Finance & Economics 3 (4), 321-325, 1998
421998
Normality tests for dependent data: large-sample and bootstrap approaches
Z Psaradakis, M Vávra
Communications in Statistics-Simulation and Computation 49 (2), 283-304, 2020
372020
Selecting nonlinear time series models using information criteria
Z Psaradakis, M Sola, F Spagnolo, N Spagnolo
Journal of Time Series Analysis 30 (4), 369-394, 2009
352009
A simple method of testing for cointegration subject to multiple regime changes
VJ Gabriel, Z Psaradakis, M Sola
Economics Letters 76 (2), 213-221, 2002
342002
On the power of tests for superexogeneity and structural invariance
Z Psaradakis, M Sola
Journal of Econometrics 72 (1-2), 151-175, 1996
341996
Power properties of nonlinearity tests for time series with Markov regimes
Z Psaradakis, N Spagnolo
Studies in Nonlinear Dynamics & Econometrics 6 (3), 2002
312002
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