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Ilias S. Kevork

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Personal Details

First Name: Ilias
Middle Name: S.
Last Name: Kevork
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RePEc Short-ID: pke216

Email:
Homepage: http://www.econ.uth.gr/en/kathigites/kevork.html
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Affiliation

Department of Economics
University of Thessaly
Location: Greece
Homepage: http://www.econ.uth.gr/
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Handle: RePEc:edi:dethegr (more details at EDIRC)

Works

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Working papers

  1. Halkos, George & Kevork, Ilias, 2013. "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper 44189, University Library of Munich, Germany.
  2. Halkos, George & Kevork, Ilias, 2012. "Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand," MPRA Paper 36460, University Library of Munich, Germany.
  3. Halkos, George & Kevork, Ilias, 2012. "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper 40724, University Library of Munich, Germany.
  4. Halkos, George & Kevork, Ilias, 2012. "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper 39650, University Library of Munich, Germany.
  5. Halkos, George & Kevork, Ilias, 2012. "Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand," MPRA Paper 36205, University Library of Munich, Germany.
  6. Halkos, George & Kevork, Ilias, 2012. "The classical newsvendor model under normal demand with large coefficients of variation," MPRA Paper 40414, University Library of Munich, Germany.
  7. Halkos, George & Kevork, Ilias, 2011. "Non-negative demand in newsvendor models:The case of singly truncated normal samples," MPRA Paper 31842, University Library of Munich, Germany.
  8. Halkos, George & Kevork, Ilias, 2006. "Forecasting an ARIMA (0,2,1) using the random walk model with drift," MPRA Paper 31841, University Library of Munich, Germany.
  9. Halkos, George & Kevork, Ilias, 2006. "Estimating population means in covariance stationary process," MPRA Paper 31843, University Library of Munich, Germany.
  10. George, Halkos & Ilias, Kevork, 2005. "Το Υπόδειγμα Τυχαίου Περιπάτου Με Αυτοπαλίνδρομα Σφάλματα
    [The random walk model with autoregressive errors]
    ," MPRA Paper 33312, University Library of Munich, Germany.
  11. George, Halkos & Ilias, Kevork, 2004. "H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης
    [Using the asymptotic variance to est
    ," MPRA Paper 33324, University Library of Munich, Germany.
  12. Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.

Articles

  1. Kevork, Ilias S., 2010. "Estimating the optimal order quantity and the maximum expected profit for single-period inventory decisions," Omega, Elsevier, Elsevier, vol. 38(3-4), pages 218-227, June.
  2. George Halkos & Ilias Kevork, 2008. "A sequential procedure for testing the existence of a random walk model in finite samples," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(8), pages 909-925.
  3. George Halkos & Ilias Kevork, 2007. "Testing for a unit root under the alternative hypothesis of ARIMA (0, 2, 1)," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 39(21), pages 2753-2767.
  4. George Halkos & Ilias Kevork, 2007. "Critical values for testing a unit root in finite samples from the MA(1)," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(3), pages 191-195.
  5. George Halkos & Ilias Kevork, 2006. "Forecasting the stationary AR(1) with an almost unit root," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(12), pages 789-793.
  6. George Halkos & Ilias Kevork, 2005. "A comparison of alternative unit root tests," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 32(1), pages 45-60.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2012-02-20 2012-02-20 2012-07-08 2013-02-08. Author is listed
  2. NEP-FOR: Forecasting (2) 2012-08-23 2013-02-08. Author is listed

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