| Detecting periodically collapsing bubbles: a Markov‐switching unit root test SG Hall, Z Psaradakis, M Sola Journal of Applied Econometrics 14 (2), 143-154, 1999 | 358 | 1999 |
| On Markov error‐correction models, with an application to stock prices and dividends Z Psaradakis, M Sola, F Spagnolo Journal of Applied Econometrics 19 (1), 69-88, 2004 | 228 | 2004 |
| On the determination of the number of regimes in Markov‐switching autoregressive models Z Psaradakis, N Spagnolo Journal of time series analysis 24 (2), 237-252, 2003 | 227 | 2003 |
| Markov switching causality and the money–output relationship Z Psaradakis, MO Ravn, M Sola Journal of Applied Econometrics 20 (5), 665-683, 2005 | 154 | 2005 |
| Switching error-correction models of house prices in the United Kingdom S Hall, Z Psaradakis, M Sola Economic Modelling 14 (4), 517-527, 1997 | 104 | 1997 |
| An analysis of seasonality in the UK equity market AD Clare, Z Psaradakis, SH Thomas The Economic Journal 105 (429), 398-409, 1995 | 100 | 1995 |
| Cointegration and changes in regime: the Japanese consumption function SG Hall, Z Psaradakis, M Sola Journal of Applied Econometrics 12 (2), 151-168, 1997 | 95 | 1997 |
| Joint determination of the state dimension and autoregressive order for models with Markov regime switching Z Psaradakis, N Spagnolo Journal of Time Series Analysis 27 (5), 753-766, 2006 | 81 | 2006 |
| Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching Z Psaradakis, M Sola Journal of Econometrics 86 (2), 369-386, 1998 | 75 | 1998 |
| On the Autocorrelation Properties of Long‐Memory GARCH Processes M Karanasos, Z Psaradakis, M Sola Journal of Time Series Analysis 25 (2), 265-282, 2004 | 67 | 2004 |
| Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors Z Psaradakis Journal of Time Series Analysis 22 (5), 577-594, 2001 | 61 | 2001 |
| On detrending and cyclical asymmetry Z Psaradakis, M Sola Journal of applied econometrics 18 (3), 271-289, 2003 | 56 | 2003 |
| Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables F Spagnolo, Z Psaradakis, M Sola Journal of Applied Econometrics 20 (3), 423-437, 2005 | 46 | 2005 |
| Testing the expectations hypothesis of the term structure using instrumental variables J Driffill, Z Psaradakis, M Sola International Journal of Finance & Economics 3 (4), 321-325, 1998 | 43 | 1998 |
| A reconciliation of some paradoxical empirical results on the expectations model of the term structure J Driffill, Z Psaradakis, M Sola Oxford Bulletin of Economics and Statistics 59 (1), 29-42, 1997 | 43 | 1997 |
| Normality tests for dependent data: large-sample and bootstrap approaches Z Psaradakis, M Vávra Communications in Statistics-Simulation and Computation 49 (2), 283-304, 2020 | 40 | 2020 |
| Selecting nonlinear time series models using information criteria Z Psaradakis, M Sola, F Spagnolo, N Spagnolo Journal of Time Series Analysis 30 (4), 369-394, 2009 | 37 | 2009 |
| On the power of tests for superexogeneity and structural invariance Z Psaradakis, M Sola Journal of Econometrics 72 (1-2), 151-175, 1996 | 36 | 1996 |
| A simple method of testing for cointegration subject to multiple regime changes VJ Gabriel, Z Psaradakis, M Sola Economics Letters 76 (2), 213-221, 2002 | 33 | 2002 |
| Power properties of nonlinearity tests for time series with Markov regimes Z Psaradakis, N Spagnolo Studies in Nonlinear Dynamics & Econometrics 6 (3), 2002 | 32 | 2002 |
Martín SolaUniversidad Torcuato Di TellaVerified email at utdt.edu
