Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Yiannis Karavias"'
Autor:
Yiannis Karavias, Siddhartha Bandyopadhyay, Christine Christie, Caroline Bradbury-Jones, Julie Taylor, Eddie Kane, Heather D. Flowe
Publikováno v:
Frontiers in Psychology, Vol 14 (2023)
This study evaluated the impact and economic benefit of Cautioning and Relationship Abuse (CARA), an intervention which aims to reduce re-offending of first-time low-level domestic violence and abuse perpetrators. The analysis was based on two sample
Externí odkaz:
https://doaj.org/article/64aef33cf4984c888a927a7e5fdda753
Publikováno v:
Econometrics, Vol 10, Iss 1, p 12 (2022)
Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common t
Externí odkaz:
https://doaj.org/article/91afa270ddef4c3394c1c120369e1d7a
Publikováno v:
The Stata Journal: Promoting communications on statistics and Stata. 23:230-242
In this article, we introduce the xtgrangert command, which implements the panel Granger noncausality testing approach developed by Juodis, Karavias, and Sarafidis (2021, Empirical Economics 60: 93–112). This test offers superior size and power per
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::11c4d75408be24b4868678999cd38241
https://doi.org/10.1177/1536867x231162034
https://doi.org/10.1177/1536867x231162034
Publikováno v:
The Stata Journal: Promoting communications on statistics and Stata. 22:664-678
In this article, we introduce a new community-contributed command called xtbunitroot, which implements the panel-data unit-root tests developed by Karavias and Tzavalis (2014, Computational Statistics and Data Analysis 76: 391–407). These tests all
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f048c8058321ead2e325857b56cfefe
https://doi.org/10.1177/1536867x221124541
https://doi.org/10.1177/1536867x221124541
Publikováno v:
Review of Quantitative Finance and Accounting. 56:1593-1621
We investigate the existence of evidence of investor sentiment on share price deviations from their intrinsic values across two sentiment regimes of shares market: the low-to-normal and the excess one. We use the residual income valuation model to ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bd09110eec1c11a50873160995a0e6b
https://doi.org/10.1007/s11156-020-00937-2
https://doi.org/10.1007/s11156-020-00937-2
Autor:
Christine Christie, Yiannis Karavias, Siddhartha Bandyopadhyay, Caroline Bradbury-Jones, Julie Taylor, Eddie Kane, Heather D Flowe
This project found that the CARA (Cautioning and Relationship Abuse) Service has a significant impact on recidivism. On average, the CARA Service reduced offences by 81% in the first six months and by 56% in the first 12 months for West Midlands. CAR
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b534ea4968c475239e53905f54ed6c6
https://doi.org/10.31234/osf.io/jw9uy
https://doi.org/10.31234/osf.io/jw9uy
Autor:
Yiannis Karavias
Publikováno v:
Encyclopedia of Finance ISBN: 9783030734435
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f3f8c8c3abc4bcf300774e4ae21ab02
https://doi.org/10.1007/978-3-030-91231-4_95
https://doi.org/10.1007/978-3-030-91231-4_95
Dealing with structural breaks is an important step in most, if not all, empirical economic research. This is particularly true in panel data comprised of many cross-sectional units, such as individuals, firms or countries, which are all affected by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e56d5248762024182654a3538c8c94d8
Publikováno v:
Empirical Economics
This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional (N) and time series (T) dimensions. The method is valid in models with homogeneous or heterogeneous coefficients. The novelty of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ea6f426962ca0616c6779c29cb211c6
Autor:
Elias Tzavalis, Yiannis Karavias
Publikováno v:
Scandinavian Journal of Statistics. 46:1227-1251
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6a8197cbb9d5ceb820cfe408b280f3d
https://doi.org/10.1111/sjos.12392
https://doi.org/10.1111/sjos.12392