Yiannis Karavias
Economics and Econometrics · 2016–2021
A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 34 citations into it
- Finance — 9 citations into it
- Statistics and Probability — 5 citations into it
Whom Yiannis Karavias trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Donald W. K. Andrews
- Dukpa Kim
- Badar Nadeem Ashraf
- A. Chudik
- M. Pesaran
- G. David Roodman
- Hande Karabıyık
- M. Arellano
- Clive W. J. Granger
Papers from Yiannis Karavias's perspective
Ordered by how strongly the researchers Yiannis Karavias trusts endorse each paper. Same corpus, a different order for every researcher.
- A simple panel unit root test in the presence of cross-section dependence
- Panel Data Models With Interactive Fixed Effects
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors (Social Science Research Network)
- Weak and Strong Cross Section Dependence and Estimation of Large Panels (Social Science Research Network)
- Expected stock returns and variance risk premia
- Financial markets under the global pandemic of COVID-19 (Finance Research Letters)
- Common breaks in means and variances for panel data
- Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (Journal of Behavioral and Experimental Finance)
- The Unprecedented Stock Market Impact of COVID-19
Their papers
- The impact of government size on economic growth: a threshold analysis (2016) — 157 citations
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (2021) — 132 citations
- A homogeneous approach to testing for Granger non-causality in heterogeneous panels (2020) — 436 citations