Items by Stamatogiannis, Michalis

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Number of items: 4.


Kostakis, A., Magdalinos, T. and Stamatogiannis, M. P., 2015. Forthcoming. Robust Econometric Inference for Stock Return Predictability. Review of Financial Studies

Lawford, S. and Stamatogiannis, M. P., 2009. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators. Journal of Econometrics, 148 (2), pp. 124-130.

Conference or Workshop Items

Kostakis, A., Magdalinos, T. and Stamatogiannis, M. P., 2011. Robust econometric inference for stock return predictability. In: 65th European Meeting of the Econometric Society, 2011-08-25 - 2011-08-29, Oslo.


Stamatogiannis, M. P., 2010. Econometric inference in models with nonstationary time series. Thesis (Doctor of Philosophy (PhD)). University of Nottingham.

This list was generated on Fri Apr 17 19:22:18 2015 IST.