Research

Items by Stamatogiannis, Michalis

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Number of items: 3.

Articles

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., 2011. Robust econometric inference for stock return predictability. In: 65th European Meeting of the Econometric Society, 2011-08-25 - 2011-08-29, Oslo.

Thesis

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

This list was generated on Fri Oct 31 11:17:00 2014 GMT.