Blar i BI Open på forfatter "Karavias, Yiannis"

Viser treff 1-2 av 2

    • A homogeneous approach to testing for Granger non-causality in heterogeneous panels 

      Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis (Peer reviewed; Journal article, 2021)
      This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional (N) and time series (T) dimensions. The method is valid in models with homogeneous or heterogeneous ...

    • Improved tests for Granger noncausality in panel data 

      Xiao, Jiaqi; Karavias, Yiannis; Juodis, Artūras; Sarafidis, Vasilis; Ditzen, Jan (Peer reviewed; Journal article, 2023)
      In this article, we introduce the xtgrangert command, which implements the panel Granger noncausality testing approach developed by Juodis, Karavias, and Sarafidis (2021, Empirical Economics 60: 93–112). This test offers ...