Efthymios Pavlidis
Economics and Econometrics · 2016
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 31 citations into it
- Finance — 18 citations into it
Whom Efthymios Pavlidis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter C. B. Phillips
- Yoosoon Chang
- Lutz Kilian
- Jae-Young Kim
- Serena Ng
- Ulrich Homm
- F. Busetti
- Jun Yu
- K. Im
- Tassos Magdalinos
Papers from Efthymios Pavlidis's perspective
Ordered by how strongly the researchers Efthymios Pavlidis trusts endorse each paper. Same corpus, a different order for every researcher.
- Detection of change in persistence of a linear time series
- Detecting bubbles in Hong Kong residential property market
- Tests of stationarity against a change in persistence
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- Testing for unit roots in heterogeneous panels
- Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
- Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
- Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
- Mildly explosive autoregression under weak and strong dependence
Their papers
- Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2016) — 146 citations