Browsing Τμήμα Οικονομικών / Department of Economics by Author "Andreou, Elena"
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Article
Structural breaks tests robust to regression misspecification
Alaa, Α.Μ.; Andreou, Elena; Boldea, O. (2018)Structural break tests for regression models are sensitive to model misspecification. We show—analytically and through simulations—that the sup Wald test for breaks in the conditional mean and variance of a time series ...
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Article
Tests for breaks in the conditional co-movements of asset returns
Andreou, Elena; Ghysels, Eric (2003)We propose procedures designed to uncover structural breaks in the co-movements of financial markets. A reduced form approach is introduced that can be considered as a two-stage method for reducing the dimensionality of ...
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Book
A VAR model for the monetary sector of the Cyprus economy
Spanos, Aris; Andreou, Elena; Syrichas, George (University of CyprusCentral Bank of Cyprus, 1997)
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Conference Object
What determines equity flows by investment funds to emerging economies?
Andreou, Elena; Matsi, Maria; Savvides, Andreas (University of Ioannina, Department of Economics, 2016)