Pittis, Nikitas
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Anyfantakis, Costas; Caporale, Guglielmo Maria and Pittis, Nikitas (July 2004) Parameter Instability and Forecasting Performance: A Monte Carlo Study. Former Series > Working Paper Series > IHS Economics Series 160
Caporale, Guglielmo Maria; Ntantamis, Christos; Pantelidis, Theologos and Pittis, Nikitas (May 2004) The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study. Former Series > Working Paper Series > IHS Economics Series 156
Caporale, Guglielmo Maria and Pittis, Nikitas (May 2004) Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance: Some Monte Carlo Evidence. Former Series > Working Paper Series > IHS Economics Series 157