Limit Theory for the QMLE of the GQARCH (1, 1) model S Arvanitis, A Louka Communications in Statistics-Theory and Methods 44 (17), 3549-3575, 2015 | 8 | 2015 |
Stable limits for the Gaussian QMLE in the non-stationary GARCH (1, 1) model S Arvanitis, A Louka Economics letters 161, 135-137, 2017 | 6 | 2017 |
Evaluating the impact of labour market reforms in Greece during 2010-2018 G Gatopoulos, A Louka, I Polycarpou, N Vettas CEPR Discussion Paper No. DP15860, 2021 | 5 | 2021 |
A Note on the QMLE Limit Theory in the Non-stationary ARCH (1) Model S Arvanitis, A Louka Journal of Time Series Econometrics 8 (1), 21-39, 2016 | 4 | 2016 |
Martingale transforms with mixed stable limits and the QMLE for conditionally heteroskedastic models S Arvanitis, A Louka Available at SSRN 2694013, 2015 | 4 | 2015 |
Evaluating the impact of labour market reforms in Greece during 2010-2018 N Vettas, G Gatopoulos, A Louka, I Polycarpou Hellenic Observatory Research Calls Programme, 1, 2019 | 3 | 2019 |
A CLT for martingale transforms with infinite variance S Arvanitis, A Louka Statistics & Probability Letters 119, 116-123, 2016 | 2 | 2016 |
A CLT For Martingale Transforms With Slowly Varying Second Moments and the Limit Theory of the QMLE for Conditionally Heteroskedastic Models S Arvanitis, A Louka Working Paper 17/2013, Dept. of Economics, AUEB. Accessed November 2014 …, 2013 | 2 | 2013 |
Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance S Arvanitis, A Louka Communications in Statistics-Theory and Methods 53 (5), 1684-1699, 2024 | | 2024 |
LASSO can fix the statistical properties of the CLAD estimator under heavy censoring K Florios, A Louka, Y Bilias Available at SSRN 4741192, 2024 | | 2024 |
ECONOMIC CRISIS AND CRIME: MONEY UNDER THE MATTRESS DURING FINANCIAL DESTABILIZATION E Kyrkopoulou, A Louka, K Fabbe Journal of Policy Modeling, 2024 | | 2024 |
Exact Computation of Censored Least Absolute Deviations Estimator for Panel Data with Fixed Effects K Florios, A Louka, Y Bilias Available at SSRN, 2023 | | 2023 |
Money under the mattress: economic crisis and crime E Kyrkopoulou, A Louka, K Fabbe Bank of Greece Working Paper, 2022 | | 2022 |
Trends in total factor productivity in Greece and its determinants during the period 2005-2019 N Vettas, A Louka, K Peppas, Y Pountouraki, M Vasileiadis Bank of Greece Economic Bulletin, 2022 | | 2022 |
Tabu Search for Maximum Score Estimator Computation K Florios, A Louka, Y Bilias Tabu Search for Maximum Score Estimator Computation: Florios, Kostas| uLouka …, 2022 | | 2022 |
Limit Theory for Martingale Transforms with Heavy-Tailed Multiplicative Noise S Arvanitis, A Louka | | 2021 |
GreeSE Papers G Gatopoulos, A Louka, I Polycarpou, N Vettas | | 2021 |
Hellenic Observatory Research Calls Programmme Research Calls Programmme N Vettas, G Gatopoulos, IA Louka, II Polycarpou | | 2020 |
Limits for the Gaussian QMLE in the Non-Stationary GARCH (1, 1) Mod S Stelios, A Louka Athens University Of Economics and Business, Department of Economics, 2017 | | 2017 |
Limits for the Gaussian QMLE in the Non-Stationary GARCH (1, 1) Mod S Arvanitis, A Louka Athens University Of Economics and Business, Department of Economics Working …, 2017 | | 2017 |