EconBase
← All authors

Christis Katsouris

University of Southampton (from arXiv:2302.05193, 2023) · OpenAlex

17 papers in scope · 0 published · 17 on the econ.EM arXiv · 1 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Pentti Saikkonen
  2. Mika Meitz
  3. Alex Maynard
  4. Nina Kuriyama
  5. Jozef Baruník
  6. Fan Lin
  7. Chuan Goh
  8. Michael Ellington
  9. Peter W. Glynn
  10. Savi Virolainen
  11. Bas J. M. Werker
  12. Yannick Hoga
  13. Bo Zhou
  14. Jayeeta Bhattacharya
  15. Bernd Funovits
  16. Jean-Yves Pitarakis
  17. Iliyan Georgiev
  18. Marcelo C. Medeiros
  19. Giuseppe Cavaliere
  20. Tobias Fissler

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

Robust Estimation in Network Vector Autoregression with Nonstationary Regressors
working paper2024 · arXiv
Paper profile arXiv arXiv:2401.04050
Structural Analysis of Vector Autoregressive Models
working paper2023 · arXiv
Paper profile arXiv arXiv:2312.06402
Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
working paper2023 · arXiv
Paper profile arXiv arXiv:2311.08218
Optimal Estimation Methodologies for Panel Data Regression Models
working paper2023 · arXiv
Paper profile arXiv arXiv:2311.03471
Unified Inference for Dynamic Quantile Predictive Regression
working paper2023 · arXiv
Paper profile arXiv arXiv:2309.14160
High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods
working paper2023 · arXiv
Paper profile arXiv arXiv:2308.16192
Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models
working paper2023 · arXiv
Paper profile arXiv arXiv:2308.13915
Quantile Time Series Regression Models Revisited
working paper2023 · arXiv
Paper profile arXiv arXiv:2308.06617
Limit Theory under Network Dependence and Nonstationarity
working paper2023 · arXiv
Paper profile arXiv arXiv:2308.01418
Predictability Tests Robust against Parameter Instability
working paper2023 · arXiv
Paper profile arXiv arXiv:2307.15151
Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models
working paper2023 · arXiv
Paper profile arXiv arXiv:2307.14463
Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models
working paper2023 · arXiv
Paper profile arXiv arXiv:2305.11282
Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors
working paper2023 · arXiv
Paper profile arXiv arXiv:2305.00860
Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates
working paper2023 · arXiv
Paper profile arXiv arXiv:2302.05193
Testing for Structural Change under Nonstationarity
working paper2023 · arXiv
Paper profile arXiv arXiv:2302.02370
Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions
working paper2022 · arXiv
Paper profile arXiv arXiv:2204.02073
Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models
working paper2020 · arXiv · 1 citations
Paper profile arXiv arXiv:2202.00141

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.