SELECTED RECENT PUBLICATIONS
Andreou E. and E. Ghysels, Rolling Volatility Estimators: Some New Theoretical,
Simulation and Empirical Results, Journal of Business and Economic Statistics, forthcoming
2001.
Andreou E. and A. Spanos, Testing Trend versus Difference Stationarity and Statistical
Adequacy, forthcoming Econometric Reviews, 2001.
Andreou E., N. Pittis and A. Spanos, Modelling Stock Returns: The Empirical Literature,
Journal of Economic Surveys, 15, 2, 187-220.
Andreou E., R. Desiano and M. Sensier, The Behaviour of Stock Returns and Interest Rates
over the Business Cycle in the US and UK, Applied Economic Letters, 8, 233-238, 2001.
Andreou E., D. R. Osborn and M. Sensier, A Comparison of the Statistical Properties of
Financial Variables in the USA, UK and Germany over the Business Cycle, The Manchester
School, 68, 4, 396-418, 2000.
Anil K. Bera and Y. Bilias, Rao´s Score, Neymans C (alpha) and Silvey´s LM Tests: An
Essay on Historical Developments and Some New Results, Journal of Statistical Planning
and Inference, 97, 9-44, 2001.
Bertaut C. and M. Haliassos, Precautionary Portfolio Behavior from a Life-Cycle
Perspective, Journal of Economic Dynamics and Control, 21, 1511-1542, 1997.
Bilias Y., Minggao Gu and Zhiliang Ying, Towards a General Asymptotic Theory for the
Cox model with Staggered Entry, The Annals of Statistics, 25, 662-682, 1997.
Blundell R., P. Pashardes and G. Weber, What Do We Learn About Consumer Demand
Patterns From Micro-Data?, American Economic Review, 83, 570-597, 1993.
Bougheas S., P. Demetriades and T. P. Mamouneas, Infrastructure, Specialization and
Economic Growth, Canadian Journal of Economics, forthcoming.
Caporale W., C. Hassapis and N. Pittis, Unit Roots and Long Run Causality: Investigating the
Relationship between Output, Money and Interest Rates, Economic Modeling, 15(1), 91-112,
January 1998.
Caporale G. and N. Pittis, Efficient estimation of cointegrated vectors and testing for
causality in vector autoregressions: A survey of the theoretical literature, Journal of
Economic Surveys, forthcoming.
Caporale G. and N. Pittis, Unit root testing using covariates: Some theory and evidence,
Oxford Bulletin of Economics and Statistics, forthcoming.
Caporale G. and N. Pittis, Causality and Forecasting in Incomplete Systems, Journal of
Forecasting, 16, 6, 425-437, 1997.