( en | de | ru )

 

Disambiguation of "Psaradakis, Zacharias"

Author of the publication

copydeleteadd this publication to your clipboard
An empirical reassessment of target-zone nonlinearities

, , and . Journal of International Money and Finance, 20 (4): 533--548 (August 2001)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Frank Zacharias

Walter Zacharias

Zacharias Bergweiler

Helmut Zacharias

Bärbel Zacharias

 

Other publications of authors with the same name

Bootstrap-based evaluation of markov-switching time series models. Econometric Reviews, 17 (3): 275--288 (1998)On the power of tests for superexogeneity and structural invariance, and . Journal of Econometrics, 72 (1-2): 151--175 (00 1996)On the Autocorrelation Properties of Long-Memory GARCH Processes, , and . Journal of Time Series Analysis, 25 (2): 265--282 (61 03 2004)doi: 10.1046/j.0143-9782.2003.00349.x.Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching, and . Journal of Econometrics, 86 (2): 369--386 (October 1998)Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching, and . Journal of Time Series Analysis, 27 (5): 753--766 (244 09 2006)doi: 10.1111/j.1467-9892.2006.00487.x.Testing for unit roots in time series with nearly deterministic seasonal variation. Econometric Reviews, 16 (4): 421--439 (1997)Switching error-correction models of house prices in the United Kingdom, , and . Economic Modelling, 14 (4): 517--527 (October 1997)Target zone credibility and economic fundamentals, , and . Economic Modelling, 20 (4): 791--807 (July 2003)ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS, and . Journal of Time Series Analysis, 24 (2): 237--252 (60 03 2003)doi: 10.1111/1467-9892.00305.Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors. Journal of Time Series Analysis, 22 (5): 577--594 (244 09 2001)doi: 10.1111/1467-9892.00242.