Research

Items by Stamatogiannis, Michalis

Up a level
Export as [feed] RSS 1.0 [feed] Atom [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Number of items: 4.

Articles

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.

Thesis

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.