Publications

Journal Articles

  1. Cook, S., Watson, D., & Vougas, D. Solving the quantitative skills gap: a flexible learning call to arms!. Higher Education Pedagogies, 4(1), 17-31.
  2. MOURATIDIS, K., KENOURGIOS, D., SAMITAS, A., VOUGAS, D., & Vougas, D. EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*. The Manchester School, 81(1), 33-57.
  3. Vougas, D. New Exact ML Estimation and Inference for a Gaussian MA(1) process. Economics Letters, 99(1), 172-176.
    http://www.sciencedirect.com/science/article/pii/S0165176507002479
  4. Vougas, D. Generalized Least Squares Transformation and Estimation with Autoregressive Error’. Statistics and Probability Letters, 78(4), 402-404.
    http://www.sciencedirect.com/science/article/pii/S0167715207002544
  5. Vougas, D. Unit Root Tests Based on BLUS Residuals, Statistics and Probability Letters. Statistics and Probability Letters’, 78(13), 1943-1947.
    http://www.sciencedirect.com/science/article/pii/S016771520800062X
  6. Vougas, D. GLS detrending and unit root testing. Economics Letters, 97(3), 222
  7. Vougas, D. Is the trend in post-WW II US real GDP uncertain or non-linear?. Economics Letters, 94(3), 348
  8. Cook, S. & Vougas, D. On the finite-sample size distortion of smooth transition unit root tests. Statistics & Probability Letters, 70(3), 175
  9. LEYBOURNE, S., NEWBOLD, P., Vougas, D., & KIM, T. A Direct Test for Cointegration Between a Pair of Time Series. Journal of Time Series Analysis, 23(2), 173