All Stories

  1. Improved tests for Granger noncausality in panel data

    Article • The Stata Journal Promoting communications on statistics and Stata, March 2023, SAGE Publications

    Dr Yiannis Karavias

  2. Impact evaluation and economic benefit analysis of a domestic violence and abuse UK police intervention

    Article • Frontiers in Psychology, February 2023, Frontiers

    Dr Yiannis Karavias

  3. Panel unit-root tests with structural breaks

    Article • The Stata Journal Promoting communications on statistics and Stata, September 2022, SAGE Publications

    Dr Yiannis Karavias

  4. Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

    Article • Journal of Business and Economic Statistics, April 2022, Taylor & Francis

    Dr Yiannis Karavias

  5. Missing Values in Panel Data Unit Root Tests

    Article • Econometrics, March 2022, MDPI AG

    Dr Yiannis Karavias

  6. Structural Breaks in Financial Panel Data

    Article • January 2021, Springer Science + Business Media

    Dr Yiannis Karavias

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

    Article • Empirical Economics, November 2020, Springer Science + Business Media

    Dr Yiannis Karavias

  8. Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals

    Article • Review of Quantitative Finance and Accounting, September 2020, Springer Science + Business Media

    Dr Yiannis Karavias

  9. Generalized fixed‐T panel unit root tests

    Article • Scandinavian Journal of Statistics, March 2019, Wiley

    Dr Yiannis Karavias

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

    Article • Statistics & Probability Letters, April 2018, Elsevier

    Dr Yiannis Karavias

  11. Correcting for autocorrelation when the sample is small

    Article • Journal of Time Series Econometrics, January 2017, De Gruyter

    Dr Yiannis Karavias, ELIAS TZAVALIS

  12. Inflation convergence in the EMU

    Article • Journal of Empirical Finance, December 2016, Elsevier

    Dr Yiannis Karavias

  13. A comparison of investors’ sentiments and risk premium effects on valuing shares

    Article • Finance Research Letters, May 2016, Elsevier

    Dr Yiannis Karavias

  14. The impact of government size on economic growth: A threshold analysis

    Article • Economics Letters, February 2016, Elsevier

    Dr Yiannis Karavias, Stylianos Asimakopoulos

  15. Almost All About Unit Roots: Foundations, Developments, and Applications, by InChoi. Published by Cambridge University Press, Cambridge, 2015. Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 9781107097339 (hardb

    Article • Journal of Time Series Analysis, September 2015, Wiley

    Dr Yiannis Karavias

  16. Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends

    Article • Journal of Time Series Analysis, June 2015, Wiley

    Dr Yiannis Karavias

  17. Local power of panel unit root tests allowing for structural breaks

    Article • Econometric Reviews, June 2015, Taylor & Francis

    Dr Yiannis Karavias

  18. Optimal versus realized bank credit risk and monetary policy

    Article • Journal of Financial Stability, February 2015, Elsevier

    Dr Yiannis Karavias

  19. Testing for unit roots in short panels allowing for a structural break

    Article • Computational Statistics & Data Analysis, August 2014, Elsevier

    Dr Yiannis Karavias

  20. A fixed-

    Article • Economics Letters, July 2014, Elsevier

    Dr Yiannis Karavias