Items by Stamatogiannis, Michalis
 | Up a level |
Number of items: 3.
Articles
Stamatogiannis, M. P. and Lawford, S., 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
Stamatogiannis, M., Kostakis, A. and Magdalinos, T., 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.
