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Dimitrios Vougas

Personal Details

First Name:Dimitrios
Middle Name:
Last Name:Vougas
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RePEc Short-ID:pvo257
[This author has chosen not to make the email address public]

Affiliation

School of Management
Swansea University

Swansea, United Kingdom
http://www.swan.ac.uk/som/
RePEc:edi:bmswauk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas & Dimitris Vougas, 2013. "Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach," Manchester School, University of Manchester, vol. 81(1), pages 33-57, January.
  2. Steven Cook & Dimitrios Vougas, 2009. "Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market," Applied Economics, Taylor & Francis Journals, vol. 41(11), pages 1397-1404.
  3. Dimitrios Vougas, 2009. "Modification of the point optimal unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 16(4), pages 349-352.
  4. Vougas, Dimitrios V., 2008. "New exact ML estimation and inference for a Gaussian MA(1) process," Economics Letters, Elsevier, vol. 99(1), pages 172-176, April.
  5. Dimitrios Vougas, 2008. "Power comparison of invariant unit root tests," Applied Economics Letters, Taylor & Francis Journals, vol. 15(7), pages 509-512.
  6. Dimitrios Vougas, 2008. "Final modification of the LM unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 15(13), pages 1007-1009.
  7. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
  8. Dimitrios Vougas, 2008. "On the size of the DF-GLS test," Applied Economics Letters, Taylor & Francis Journals, vol. 15(10), pages 777-780.
  9. Vougas, Dimitrios V., 2008. "Generalized least squares transformation and estimation with autoregressive error," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 402-404, March.
  10. Dimitrios Vougas, 2008. "Size performance of the Lagrange Multiplier (LM) unit root test in the presence of a neglected break under the null," Applied Economics Letters, Taylor & Francis Journals, vol. 15(9), pages 701-705.
  11. Steven Cook & Dimitrios Vougas, 2007. "Examining the robustness of cointegration analysis under weighted symmetric estimation," Applied Economics Letters, Taylor & Francis Journals, vol. 14(10), pages 711-714.
  12. Vougas, Dimitrios V., 2007. "Is the trend in post-WW II US real GDP uncertain or non-linear?," Economics Letters, Elsevier, vol. 94(3), pages 348-355, March.
  13. Dimitrios Vougas, 2007. "Modification of the LM unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 913-917.
  14. Vougas, Dimitrios V., 2007. "GLS detrending and unit root testing," Economics Letters, Elsevier, vol. 97(3), pages 222-229, December.
  15. Vougas, Dimitrios V., 2006. "Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 27-34, January.
  16. Vougas, Dimitrios V., 2006. "On unit root testing with smooth transitions," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 797-800, November.
  17. Cook, Steven & Vougas, Dimitrios, 2004. "On the finite-sample size distortion of smooth transition unit root tests," Statistics & Probability Letters, Elsevier, vol. 70(3), pages 175-182, December.
  18. Dimitrios V. Vougas, 2004. "Gauss 4.0 for Windows," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 16(1), pages 29-31.
  19. Vougas, Dimitrios V., 2003. "Unemployment in Greece," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 107-112, February.
  20. Dimitrios Vougas, 2003. "Reconsidering LM unit root testing," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(7), pages 727-741.
  21. Dimitrios Vougas, 2002. "Pitfall of unit autoregressive root testing," Applied Economics Letters, Taylor & Francis Journals, vol. 9(10), pages 665-669.
  22. Paul Dunne & Eftychia Nikolaidou & Dimitrios Vougas, 2001. "Defence spending and economic growth: A causal analysis for Greece and Turkey," Defence and Peace Economics, Taylor & Francis Journals, vol. 12(1), pages 5-26.
  23. Dimitrios Vougas, 2001. "Deterministic exponential heteroskedasticity, a weakly stationary unit-root process and a useful diagnostic test," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 427-430.
  24. Dimitrios Vougas, 2001. "Real per capita GNP of USA: examination of the presence of a unit root via overdifferencing," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 373-375.
  25. Paul Dunne & Dimitrios Vougas, 1999. "Military Spending and Economic Growth in South Africa," Journal of Conflict Resolution, Peace Science Society (International), vol. 43(4), pages 521-537, August.

    RePEc:taf:apfiec:v:14:y:2004:i:15:p:1125-1136 is not listed on IDEAS
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:457-460 is not listed on IDEAS

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