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Details about Panagiotis Mantalos

This author is deceased (2017-08-01).

Access statistics for papers by Panagiotis Mantalos.

Last updated 2020-03-18. Update your information in the RePEc Author Service.

Short-id: pma697


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Working Papers

2016

  1. Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP
    Working Papers, Örebro University, School of Business Downloads View citations (1)
  2. Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns
    Working Papers, Örebro University, School of Business Downloads View citations (2)
    See also Journal Article in Journal of Forest Economics (2018)

2015

  1. Greek Debt Crisis “An Introduction to the Economic Effects of Austerity”
    Working Papers, Örebro University, School of Business Downloads
  2. Greek Debt Crisis: The “@-euro” a New Possible Solution to Greek Debt Crisis
    Working Papers, Örebro University, School of Business Downloads

2013

  1. Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity
    Working Papers, Örebro University, School of Business Downloads View citations (3)

2012

  1. Risk-adjusted long term social rates of discount for transportation infrastructure investment
    Working Papers, Örebro University, School of Business Downloads View citations (1)
    See also Journal Article in Research in Transportation Economics (2014)
  2. Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
    Working Papers, Örebro University, School of Business Downloads
    See also Journal Article in Cogent Economics & Finance (2017)
  3. TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES
    Working Papers, Örebro University, School of Business Downloads

2010

  1. ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY
    JIBS Working Papers, Jönköping International Business School
  2. Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality
    JIBS Working Papers, Jönköping International Business School

Journal Articles

2018

  1. Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP
    Applied Economics, 2018, 50, (37), 4074-4085 Downloads
  2. Hedging with trees: Tail-hedge discounting of long-term forestry returns
    Journal of Forest Economics, 2018, 30, (C), 52-57 Downloads
    See also Working Paper (2016)

2017

  1. Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation
    Cogent Economics & Finance, 2017, 5, (1), 1274282 Downloads
    See also Working Paper (2012)

2014

  1. Risk-adjusted long-term social rates of discount for transportation infrastructure investment
    Research in Transportation Economics, 2014, 47, (C), 70-81 Downloads View citations (5)
    See also Working Paper (2012)
  2. Stumpage prices in Sweden 1909–2012: Testing for non-stationarity
    Journal of Forest Economics, 2014, 20, (1), 33-46 Downloads View citations (4)

2012

  1. Hybrid bootstrap aided unit root testing
    Computational Statistics, 2012, 27, (4), 779-797 Downloads

2011

  1. Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality
    International Journal of Computational Economics and Econometrics, 2011, 2, (1), 47-62 Downloads

2010

  1. The effect of spillover on the Granger causality test
    Journal of Applied Statistics, 2010, 37, (9), 1473-1486 Downloads View citations (5)
  2. The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis
    International Journal of Computational Economics and Econometrics, 2010, 1, (3/4), 327-342 Downloads
  3. Vector autoregressive order selection and forecasting via the modified divergence information criterion
    International Journal of Computational Economics and Econometrics, 2010, 1, (3/4), 254-277 Downloads

2008

  1. Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
    Economic Modelling, 2008, 25, (5), 1040-1050 Downloads View citations (1)

2007

  1. The Robustness of the RESET Test to Non-Normal Error Terms
    Computational Economics, 2007, 30, (4), 393-408 Downloads View citations (3)

2005

  1. The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations
    Applied Economics, 2005, 37, (16), 1907-1913 Downloads View citations (1)

2003

  1. Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
    Monte Carlo Methods and Applications, 2003, 9, (3), 257-269 Downloads

2000

  1. A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (1), 1-18 Downloads View citations (66)
  2. A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
    Journal of Applied Statistics, 2000, 27, (8), 1021-1031 Downloads View citations (54)

1998

  1. Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach
    Oxford Bulletin of Economics and Statistics, 1998, 60, (2), 249-55 View citations (56)
 
Page updated 2020-07-01