Details about Panagiotis Mantalos

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

Access statistics for papers by Panagiotis Mantalos.

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Short-id: pma697

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 View citations (1)
   See also Journal Article Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP, Applied Economics, Taylor & Francis Journals (2018) View citations (2) (2018)
2. Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns
   Working Papers, Örebro University, School of Business View citations (3)
   See also Journal Article Hedging with trees: Tail-hedge discounting of long-term forestry returns, Journal of Forest Economics, Elsevier (2018) View citations (1) (2018)

2015

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

2013

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

2012

6. Risk-adjusted long term social rates of discount for transportation infrastructure investment
   Working Papers, Örebro University, School of Business View citations (2)
   See also Journal Article Risk-adjusted long-term social rates of discount for transportation infrastructure investment, Research in Transportation Economics, Elsevier (2014) View citations (7) (2014)
7. 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
   See also Journal Article Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation, Cogent Economics & Finance, Taylor & Francis Journals (2017) (2017)
8. TESTING FOR SKEWNESS IN AR CONDITIONAL VOLATILITY MODELS FOR FINANCIAL RETURN SERIES
   Working Papers, Örebro University, School of Business

2010

9. ROBUST CRITICAL VALUES FOR THE JARQUE-BERA TEST FOR NORMALITY
   JIBS Working Papers, Jönköping International Business School View citations (1)
10. 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

2020

1. On improved volatility modelling by fitting skewness in ARCH models
   Journal of Applied Statistics, 2020, 47, (6), 1031-1063 View citations (1)

2018

2. Estimating ‘gamma’ for tail-hedge discount rates when project returns are cointegrated with GDP
   Applied Economics, 2018, 50, (37), 4074-4085 View citations (2)
   See also Working Paper Estimating “Gamma” for Tail-hedge Discount Rates When Project Returns Are Co-integrated with GDP, Working Papers (2016) View citations (1) (2016)
3. Hedging with trees: Tail-hedge discounting of long-term forestry returns
   Journal of Forest Economics, 2018, 30, (C), 52-57 View citations (1)
   See also Working Paper Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns, Working Papers (2016) View citations (3) (2016)

2017

4. 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
   See also Working Paper Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation, Working Papers (2012) (2012)

2014

5. Risk-adjusted long-term social rates of discount for transportation infrastructure investment
   Research in Transportation Economics, 2014, 47, (C), 70-81 View citations (7)
   See also Working Paper Risk-adjusted long term social rates of discount for transportation infrastructure investment, Working Papers (2012) View citations (2) (2012)
6. Stumpage prices in Sweden 1909–2012: Testing for non-stationarity
   Journal of Forest Economics, 2014, 20, (1), 33-46 View citations (4)

2012

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

2011

8. 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 View citations (1)

2010

9. The effect of spillover on the Granger causality test
   Journal of Applied Statistics, 2010, 37, (9), 1473-1486 View citations (10)
10. 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
11. 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

2008

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

2007

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

2005

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

2003

15. 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 View citations (2)

2000

16. 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), 18 View citations (108)
17. A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
    Journal of Applied Statistics, 2000, 27, (8), 1021-1031 View citations (125)

1998

18. Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach
    Oxford Bulletin of Economics and Statistics, 1998, 60, (2), 249-255 View citations (62)
    Also in Oxford Bulletin of Economics and Statistics, 1998, 60, (2), 249-55 (1998) View citations (70)