Details about Dimitrios Vougas

Access statistics for papers by Dimitrios Vougas.

Last updated 2017-09-11. Update your information in the RePEc Author Service.

Short-id: pvo257

Journal Articles

2013

1. EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH
   Manchester School, 2013, 81, (1), 33-57 View citations (3)

2009

2. Modification of the point optimal unit root test
   Applied Economics Letters, 2009, 16, (4), 349-352 View citations (1)
3. Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
   Applied Economics, 2009, 41, (11), 1397-1404 View citations (25)

2008

4. Final modification of the LM unit root test
   Applied Economics Letters, 2008, 15, (13), 1007-1009
5. Generalized least squares transformation and estimation with autoregressive error
   Statistics & Probability Letters, 2008, 78, (4), 402-404
6. New exact ML estimation and inference for a Gaussian MA(1) process
   Economics Letters, 2008, 99, (1), 172-176 View citations (1)
7. On the size of the DF-GLS test
   Applied Economics Letters, 2008, 15, (10), 777-780 View citations (5)
8. Power comparison of invariant unit root tests
   Applied Economics Letters, 2008, 15, (7), 509-512
9. Size performance of the Lagrange Multiplier (LM) unit root test in the presence of a neglected break under the null
   Applied Economics Letters, 2008, 15, (9), 701-705
10. Unit root testing based on BLUS residuals
    Statistics & Probability Letters, 2008, 78, (13), 1943-1947

2007

11. Examining the robustness of cointegration analysis under weighted symmetric estimation
    Applied Economics Letters, 2007, 14, (10), 711-714 View citations (2)
12. GLS detrending and unit root testing
    Economics Letters, 2007, 97, (3), 222-229 View citations (10)
13. Is the trend in post-WW II US real GDP uncertain or non-linear?
    Economics Letters, 2007, 94, (3), 348-355 View citations (26)
14. Modification of the LM unit root test
    Applied Economics Letters, 2007, 14, (12), 913-917 View citations (1)

2006

15. On unit root testing with smooth transitions
    Computational Statistics & Data Analysis, 2006, 51, (2), 797-800 View citations (11)
16. Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
    Statistics & Probability Letters, 2006, 76, (1), 27-34 View citations (1)

2004

17. Analysing long memory and volatility of returns in the Athens stock exchange
    Applied Financial Economics, 2004, 14, (6), 457-460 View citations (16)
18. Gauss 4.0 for Windows
    Computers in Higher Education Economics Review, 2004, 16, (1), 29-31
19. Hedge ratios in Greek stock index futures market
    Applied Financial Economics, 2004, 14, (15), 1125-1136 View citations (20)
20. On the finite-sample size distortion of smooth transition unit root tests
    Statistics & Probability Letters, 2004, 70, (3), 175-182 View citations (2)

2003

21. Reconsidering LM unit root testing
    Journal of Applied Statistics, 2003, 30, (7), 727-741 View citations (8)
22. Unemployment in Greece
    Journal of Policy Modeling, 2003, 25, (2), 107-112 View citations (3)

2002

23. Pitfall of unit autoregressive root testing
    Applied Economics Letters, 2002, 9, (10), 665-669

2001

24. Defence spending and economic growth: A causal analysis for Greece and Turkey
    Defence and Peace Economics, 2001, 12, (1), 5-26 View citations (56)
25. Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test
    Applied Economics Letters, 2001, 8, (6), 427-430
26. Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing
    Applied Economics Letters, 2001, 8, (6), 373-375

1999

27. Military Spending and Economic Growth in South Africa
    Journal of Conflict Resolution, 1999, 43, (4), 521-537 View citations (48)