← All authors Yiannis Karavias Brunel University of London (from arXiv:2606.12184, 2026) · ORCID · OpenAlex
22 papers in scope · 20 published · 5 on the econ.EM arXiv · 1,193 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jan Ditzen Joakim Westerlund Marco Barassi Chongxian Zhu Paresh Kumar Narayan Simon Reese Joonhwah Lee Artūras Juodis Likai Chen Ovidijus Stauskas Georg Keilbar Martin Mugnier Martin Weidner Hugo Freeman Fei Liu Liangjun Su Yayi Yan Elena Manresa Bin Peng Jiti Gao 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 (4 of 22)
published 2026 · Oxford Bulletin of Economics and Statistics · first circulated 2023
Testing and estimating structural breaks in time series and panel data in Stata
published 2025 · The Stata Journal Promoting communications on statistics and Stata · 49 citations
working paper 2025 · arXiv · 1 citations
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
published 2024 · Journal of Applied Econometrics · 45 citations · first circulated 2021
Improved tests for Granger noncausality in panel data
published 2023 · The Stata Journal Promoting communications on statistics and Stata · 8 citations
working paper 2022 · arXiv · 8 citations
Panel unit-root tests with structural breaks
published 2022 · The Stata Journal Promoting communications on statistics and Stata · 52 citations · first circulated 2012
with Pengyu Chen, Elias Tzavalis
published 2022 · Journal of Business and Economic Statistics · 13 citations · first circulated 2021
Missing Values in Panel Data Unit Root Tests
published 2022 · Econometrics · 10 citations
with Elias Tzavalis, Haotian Zhang
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
published 2020 · Empirical Economics · 475 citations
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
published 2020 · Review of Quantitative Finance and Accounting · 8 citations
with Stella Spilioti, Elias Tzavalis
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model
published 2017 · Statistics & Probability Letters · 1 citations
with Spyridon D. Symeonides, Elias Tzavalis
Inflation convergence in the EMU
published 2016 · Journal of Empirical Finance · 30 citations
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors
published 2016 · Journal of Time Series Econometrics · 4 citations · first circulated 2014
with Spyridon D. Symeonides, Elias Tzavalis, Spyridon D. Symeondes
The impact of government size on economic growth: A threshold analysis
published 2015 · Economics Letters · 150 citations
with Stylianos Asimakopoulos
A comparison of investors’ sentiments and risk premium effects on valuing shares
published 2015 · Finance research letters · 7 citations
with Stella Spilioti, Elias Tzavalis
Almost All About Unit Roots: Foundations, Developments, and Applications, by InChoi. Published by Cambridge University Press, Cambridge, 2015. Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 9781107097339 (hardback), price: 60.00£ (US$95.00)
published 2015 · Journal of Time Series Analysis
Local Power of Fixed‐ T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends
published 2015 · Journal of Time Series Analysis · 21 citations · first circulated 2012
with Elias Tzavalis
Local power of panel unit root tests allowing for structural breaks
published 2015 · Econometric Reviews · 20 citations
with Elias Tzavalis
Optimal versus realized bank credit risk and monetary policy
published 2014 · Journal of Financial Stability · 24 citations · first circulated 2013
with Manthos D. Delis
A fixed-T version of Breitung’s panel data unit root test
published 2014 · Economics Letters · 9 citations
with Elias Tzavalis
Testing for unit roots in short panels allowing for a structural break
published 2012 · Computational Statistics & Data Analysis · 258 citations
with Elias Tzavalis
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.
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