A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact Form SolutionM. Karanasos · Econometric Theory · 1998

A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTIONKaranasos, Menelaos · Econometric Theory · 2000

A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTIONKaranasos, M. · Econometric Theory · 1998

Prediction in ARMA Models with GARCH in Mean EffectsMenelaos Karanasos · 2001

Output Variability and Economic Growth: the Japanese CaseStilianos Fountas; Menelaos Karanasos; Alfonso Mendoza · 2004

Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic PerformanceStilianos Fountas; Menelaos Karanasos; Jinki Kim · 2006

Is the Relationship between Inflation and Its Uncertainty Linear?Menelaos Karanasos; Stefanie Schurer · 2008

The impulse response function of the long memory GARCH processChristian Conrad; Menelaos Karanasos · 2006

A re-examination of the asymmetric power ARCH modelMenelaos Karanasos; Jinki Kim · 2006

NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODELConrad, Christian; Karanasos, Menelaos · Econometric Theory · 2010

The link between macroeconomic performance and variability in the UKChristian Conrad; Menelaos Karanasos; Ning Zeng · 2010

[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992

On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985

MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008

Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989

ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013

UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008

Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995