Showing results 9 to 17 of 17
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| Issue Date | Title | Author(s) |
| 5-Aug-2016 | Local power of panel unit root tests allowing for structural breaks | Karavias, Y; Tzavalis, E |
| 16-Mar-2022 | Missing Values in Panel Data Unit Root Tests | Karavias, Y; Tzavalis, E; Zhang, H |
| 12-Nov-2022 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending | Ditzen, J; Karavias, Y; Westerlund, J |
| 12-Nov-2024 | Multiple Structural Breaks in Interactive Effects Panel Data Models | Ditzen, J; Karavias, Y; Westerlund, J |
| 1-Sep-2022 | Panel unit-root tests with structural breaks | Chen, P; Karavias, Y; Tzavalis, E |
| 14-Apr-2016 | Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors | Symeonides, SD; Karavias, Y; Tzavalis, E |
| 8-Apr-2022 | Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 | Karavias, Y; Narayan, PK; Westerlund, J |
| 26-Aug-2025 | Testing and estimating structural breaks in time series and panel data in Stata | Ditzen, J; Karavias, Y; Westerlund, J |
| 8-Aug-2023 | Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects | Barassi, M; Karavias, Y; Zhu, C |
