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Yiannis Karavias
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Cited by
Year
The impact of government size on economic growth: A threshold analysis
S Asimakopoulos, Y Karavias
Economics Letters 139, 65-68, 2016
2042016
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
A Juodis, Y Karavias, V Sarafidis
Empirical economics 60 (1), 93-112, 2021
1892021
Testing for unit roots in short panels allowing for a structural break
Y Karavias, E Tzavalis
Computational Statistics & Data Analysis 76, 391-407, 2014
1192014
Testing and estimating structural breaks in time series and panel data in Stata
J Ditzen, Y Karavias, J Westerlund
arXiv preprint arXiv:2110.14550, 2021
912021
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Y Karavias, PK Narayan, J Westerlund
Journal of Business & Economic Statistics 41 (3), 653-666, 2023
782023
Improved tests for Granger noncausality in panel data
J Xiao, Y Karavias, A Juodis, V Sarafidis, J Ditzen
The Stata Journal 23 (1), 230-242, 2023
502023
Inflation convergence in the EMU
M Karanasos, P Koutroumpis, Y Karavias, A Kartsaklas, V Arakelian
Journal of Empirical Finance 39, 241-253, 2016
462016
Optimal versus realized bank credit risk and monetary policy
MD Delis, Y Karavias
Journal of Financial Stability 16, 13-30, 2015
332015
Panel unit-root tests with structural breaks
P Chen, Y Karavias, E Tzavalis
The Stata Journal 22 (3), 664-678, 2022
282022
xtbreak: Estimating and testing for structural breaks in Stata
J Ditzen, Y Karavias, J Westerlund
London Stata Conference, Stata Users Group.[Accessed on: 25 December 2021], 2021
27*2021
Generalized fixed‐T panel unit root tests
Y Karavias, E Tzavalis
Scandinavian Journal of Statistics 46 (4), 1227-1251, 2019
17*2019
Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending
J Ditzen, Y Karavias, J Westerlund
arXiv preprint arXiv:2211.06707, 2022
16*2022
Local Power of Fixed‐T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends
Y Karavias, E Tzavalis
Journal of Time Series Analysis 37 (2), 222-239, 2016
162016
Local power of panel unit root tests allowing for structural breaks
Y Karavias, E Tzavalis
Econometric Reviews 36 (10), 1123-1156, 2017
132017
A comparison of investors’ sentiments and risk premium effects on valuing shares
Y Karavias, S Spilioti, E Tzavalis
Finance Research Letters 17, 1-6, 2016
72016
A fixed-T version of Breitung’s panel data unit root test
Y Karavias, E Tzavalis
Economics letters 124 (1), 83-87, 2014
72014
Firm heterogeneity and trade credit behaviour
S Asimakopoulos, FDS Fernandes, Y Karavias
Discussion papers, 20-20, 2020
6*2020
Missing values in panel data unit root tests
Y Karavias, E Tzavalis, H Zhang
Econometrics 10 (1), 12, 2022
42022
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Y Karavias, S Spilioti, E Tzavalis
Review of Quantitative Finance and Accounting 56, 1593-1621, 2021
42021
Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors
SD Symeonides, Y Karavias, E Tzavalis
Journal of Time Series Econometrics 9 (1), 20150014, 2017
42017
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Articles 1–20