Items where authors include "Dimitrakopoulos, S"

Article

Aknouche, A, Almohaimeed, BS and Dimitrakopoulos, S orcid.org/0000-0002-0043-180X (2021) Forecasting transaction counts with integer-valued GARCH models. Studies in Nonlinear Dynamics and Econometrics. ISSN 1081-1826

Aknouche, A, Almohaimeed, B and Dimitrakopoulos, S orcid.org/0000-0002-0043-180X (2021) Periodic autoregressive conditional duration. Journal of Time Series Analysis. ISSN 0143-9782

Dimitrakopoulos, S orcid.org/0000-0002-0043-180X and Kolossiatis, M (2020) Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series. Econometric Reviews, 39 (4). pp. 319-343. ISSN 0747-4938

Aknouche, A, Demmouche, N, Dimitrakopoulos, S orcid.org/0000-0002-0043-180X et al. (1 more author) (2019) Bayesian analysis of periodic asymmetric power GARCH models. Studies in Nonlinear Dynamics & Econometrics. ISSN 1558-3708

Dimitrakopoulos, S orcid.org/0000-0002-0043-180X and Tsionas, M (2019) Ordinal-response GARCH models for transaction data: A forecasting exercise. International Journal of Forecasting, 35 (4). pp. 1273-1287. ISSN 0169-2070

Dimitrakopoulos, S (2018) Accounting for persistence in panel count data models. An application to the number of patents awarded. Economics Letters, 171. pp. 245-248. ISSN 0165-1765

Dimitrakopoulos, S (2017) The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation. Economics Letters, 155. pp. 14-18. ISSN 0165-1765

Dimitrakopoulos, S and Dey, DK (2017) Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target. Economics Letters, 154. pp. 20-23. ISSN 0165-1765

Dimitrakopoulos, S (2017) Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. Economics Letters, 150. pp. 10-14. ISSN 0165-1765

Dimitrakopoulos, S and Kolossiatis, M (2016) State Dependence and Stickiness of Sovereign Credit Ratings: Evidence from a Panel of Countries. Journal of Applied Econometrics, 31 (6). pp. 1065-1082. ISSN 0883-7252

Book Section

Dimitrakopoulos, S orcid.org/0000-0002-0043-180X (2019) Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation and nonparametric structures. In: Panel Data Econometrics. Academic Press , pp. 147-173. ISBN 978-0-12-814367-4