| A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems G Shukur, P Mantalos Journal of Applied Statistics 27 (8), 1021-1031, 2000 | 270 | 2000 |
| Size and power of the RESET test as applied to systems of equations: A bootstrap approach G Shukur, P Mantalos Journal of modern applied statistical methods 3, 370-385, 2004 | 183 | 2004 |
| A graphical investigation of the size and power of the Granger-causality tests in integrated-cointegrated VAR systems P Mantalos Studies in Nonlinear Dynamics & Econometrics 4 (1), 2000 | 169 | 2000 |
| Size and power of the error correction model cointegration test. A bootstrap approach P Mantalos, G Shukur Oxford Bulletin of Economics and Statistics 60 (2), 249-255, 1998 | 128 | 1998 |
| Tests for Granger-causality in Integrated-cointegrated VAR Systems G Shukur, P Mantalos | 71 | 1998 |
| GARCH-type models and performance of information criteria F Javed, P Mantalos Communications in Statistics-Simulation and Computation 42 (8), 1917-1933, 2013 | 60 | 2013 |
| Risk-adjusted long-term social rates of discount for transportation infrastructure investment L Hultkrantz, NA Krüger, P Mantalos Research in transportation economics 47, 70-81, 2014 | 24 | 2014 |
| The effect of spillover on the Granger causality test P Mantalos, G Shukur Journal of Applied Statistics 37 (9), 1473-1486, 2010 | 21 | 2010 |
| An improved divergence information criterion for the determination of the order of an AR process P Mantalos, K Mattheou, A Karagrigoriou Communications in Statistics—Simulation and Computation® 39 (5), 865-879, 2010 | 21 | 2010 |
| Sensitivity of the causality in variance test to the GARCH (1, 1) parameters F Javed Available at SSRN 1856055, 2011 | 20 | 2011 |
| Robust critical values for the Jarque-Bera test for normality P Mantalos Jönköping International Business School, 2010 | 19 | 2010 |
| Booststrapped johansen tests for cointegration relationships: a graphical analysis P Mantalos, G Shukur Journal of Statistical Computation and Simulation 68 (4), 351-371, 2001 | 18 | 2001 |
| Three different measures of sample skewness and kurtosis and their effects on the Jarque? Bera test for normality P Mantalos International Journal of Computational Economics and Econometrics 2 (1), 47-62, 2011 | 17 | 2011 |
| Interval estimation for a binomial proportion: a bootstrap approach P Mantalos, K Zografos Journal of Statistical Computation and Simulation 78 (12), 1251-1265, 2008 | 16 | 2008 |
| Forecasting ARMA models: a comparative study of information criteria focusing on MDIC P Mantalos, K Mattheou, A Karagrigoriou Journal of Statistical Computation and Simulation 80 (1), 61-73, 2010 | 14 | 2010 |
| Stumpage prices in Sweden 1909–2012: Testing for non-stationarity L Hultkrantz, L Andersson, P Mantalos Journal of Forest Economics 20 (1), 33-46, 2014 | 13 | 2014 |
| ECM-Cointegration test with GARCH (1, 1) Errors P Mantalos Interstat, March, 2001 | 12 | 2001 |
| The effect of the GARCH (1, 1) on autocorrelation tests in dynamic systems of equations P Mantalos, G Shukur* Applied Economics 37 (16), 1907-1913, 2005 | 10 | 2005 |
| On improved volatility modelling by fitting skewness in ARCH models P Mantalos, A Karagrigoriou, L Střelec, P Jordanova, P Hermann, ... Journal of Applied Statistics 47 (6), 1031-1063, 2020 | 7 | 2020 |
| Hedging with trees: Tail-hedge discounting of long-term forestry returns L Hultkrantz, P Mantalos Journal of forest economics 30, 52-57, 2018 | 7 | 2018 |
