Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model. - Panagiotis Mantalos (Monte Carlo Methods Appl., 2003)

An Improved Divergence Information Criterion for the Determination of the Order of an AR Process. - Panagiotis Mantalos; K. Mattheou; Alex Karagrigoriou (Commun. Stat. Simul. Comput., 2010)

Hybrid bootstrap aided unit root testing. - Carsten Jentsch; Jens-Peter Kreiss; Panagiotis Mantalos; Efstathios Paparoditis (Comput. Stat., 2012)

GARCH-Type Models and Performance of Information Criteria. - Farrukh Javed; Panagiotis Mantalos (Commun. Stat. Simul. Comput., 2013)