Zacharias Psaradakis
Professor
Department of Economics, Mathematics and Statistics
University of London
United Kingdom
Biography
Zacharias Psaradakis is currently working as professor at University of London.
Research Interest
Time-series econometrics, Bootstrap methods, Nonlinear models, Applied econometrics
Publications
-
"State-Dependent Threshold Smooth Transition Autoregressive Models" (with M.J. Dueker, M. Sola and F. Spagnolo), Oxford Bulletin of Economics and Statistics, 75 (2013), 835-854.
-
"Selecting Nonlinear Time Series Models Using Information Criteria" (with M. Sola, F. Spagnolo and N. Spagnolo), Journal of Time Series Analysis 30 (2009), 369-394.
-
"Blockwise Bootstrap Testing for Stationarity", Statistics and Probability Letters 76 (2006), 562-570.
