Elias Tzavalis

According to our database, Elias Tzavalis authored at least 5 papers between 2007 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2014

A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence.

Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos

Stat. Comput., 2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

Testing for unit roots in short panels allowing for a structural break.

Yiannis Karavias, Elias Tzavalis

Comput. Stat. Data Anal., 2014

2012

Detection of structural breaks in linear dynamic panel data models.

Stefan De Wachter, Elias Tzavalis

Comput. Stat. Data Anal., 2012

2007

Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion.

Leonidas S. Rompolis, Elias Tzavalis

Math. Comput. Model., 2007