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Panagiotis Mantalos

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This is information that was supplied by Panagiotis Mantalos in registering through RePEc. If you are Panagiotis Mantalos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Panagiotis
Middle Name:
Last Name: Mantalos
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RePEc Short-ID: pma697

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Affiliation

Handelshögskolan
Örebro Universitet
Location: Örebro, Sweden
Homepage: http://www.oru.se/Institutioner/Handelshogskolan-vid-Orebro-universitet/
Email:
Phone: 019-30 30 00
Fax: 019-33 25 46
Postal: 701 82 Örebro
Handle: RePEc:edi:ieoruse (more details at EDIRC)

Works

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Working papers

  1. Andersson, Linda & Hultkrantz , Lars & Mantalos , Panagiotis, 2013. "Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity," Working Papers 2013:1, Örebro University, School of Business.
  2. Mantalos, Panagiotis & Karagrigoriou, Alex, 2012. "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers 2012:4, Örebro University, School of Business.
  3. Mantalos, Panagiotis, 2012. "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers 2012:2, Örebro University, School of Business.
  4. Hultkrantz, Lars & Krüger, Niclas & Mantalos , Panagiotis, 2012. "Risk-adjusted long term social rates of discount for transportation infrastructure investment," Working Papers 2012:14, Örebro University, School of Business.
  5. Mantalos, Panagiotis, 2010. "Robust Critical Values For The Jarque-Bera Test For Normality," JIBS Working Papers 2010-8, Jönköping International Business School.
  6. Mantalos, Panagiotis, 2010. "Three Different Measures of Sample Skewness and Kurtosis and their Effects on the Jarque-Bera Test for Normality," JIBS Working Papers 2010-9, Jönköping International Business School.

Articles

  1. C. Jentsch & J.-P. Kreiss & P. Mantalos & E. Paparoditis, 2012. "Hybrid bootstrap aided unit root testing," Computational Statistics, Springer, vol. 27(4), pages 779-797, December.
  2. Panagiotis Mantalos, 2011. "Three different measures of sample skewness and kurtosis and their effects on the Jarque–Bera test for normality," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 2(1), pages 47-62.
  3. Panagiotis Mantalos & Kyriacos Mattheou & Alex Karagrigoriou, 2010. "Vector autoregressive order selection and forecasting via the modified divergence information criterion," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 254-277.
  4. Panagiotis Mantalos & Kristofer Mansson & Ghazi Shukur, 2010. "The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 327-342.
  5. Panagiotis Mantalos & Ghazi Shukur, 2010. "The effect of spillover on the Granger causality test," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1473-1486.
  6. Mantalos, Panagiotis & Shukur, Ghazi, 2008. "Bootstrap methods for autocorrelation test with uncorrelated but not independent errors," Economic Modelling, Elsevier, vol. 25(5), pages 1040-1050, September.
  7. Panagiotis Mantalos & Ghazi Shukur, 2007. "The Robustness of the RESET Test to Non-Normal Error Terms," Computational Economics, Society for Computational Economics, vol. 30(4), pages 393-408, November.
  8. Panagiotis Mantalos & Ghazi Shukur, 2005. "The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations," Applied Economics, Taylor & Francis Journals, vol. 37(16), pages 1907-1913.
  9. Mantalos Panagiotis, 2000. "A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-18, April.
  10. Ghazi Shukur & Panagiotis Mantalos, 2000. "A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(8), pages 1021-1031.
  11. Mantalos, Panagiotis & Shukur, Ghazi, 1998. "Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(2), pages 249-55, May.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2012-03-08 2012-03-28. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2012-03-08 2012-03-28. Author is listed
  3. NEP-ORE: Operations Research (1) 2012-03-28. Author is listed
  4. NEP-TRE: Transport Economics (1) 2013-01-07. Author is listed
  5. NEP-URE: Urban & Real Estate Economics (1) 2013-01-07. Author is listed

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