Time series econometrics. General econometric and statistical problems. Applied Economics: Empirical Macro and Finance, and Financial Econometrics.

• (2008 d) Unit Root Testing Based on BLUS Residuals, forthcoming Statistics and Probability Letters.
• (2008 c) GLS Transformation and Estimation with AR Error, forthcoming Statistics and Probability Letters.
• (2008 b) New Exact ML Estimation and Inference for a Gaussian MA(1) Process, forthcoming Economics Letters.
• (2008 a) The Efficiency of Greek Stock Index Futures Market, with Floros, C., forthcoming Managerial Finance.
• (2007/8 g) A Weighted Symmetric Cointegration Test, with Cook, S., forthcoming Journal of Statistical Computation and Simulation.
• (2007/8 f) Modification of the Point Optimal Unit Root Test, forthcoming Applied Economics Letters.
• (2007/8 e) Unit Root Testing Against an ST-MTAR Alternative: Finite-Sample Properties and an Application to UK Housing Market, with Cook, S., forthcoming Applied Economics.
• 2007/8 d) Final Modification of the LM Unit Root Test, forthcoming Applied Economics Letters.
• (2007/8 c) On the Size of the DF-GLS Test, forthcoming Applied Economics Letters.
• (2007/8 b) Size Performance of the Lagrange Multiplier (LM) Unit Root Test in the Presence of a Neglected Break Under the Null, forthcoming Applied Economics Letters.
• (2007/8 a) Power Comparison of Invariant Unit Root Tests, forthcoming Applied Economics Letters.
• (2007 f) GLS Detrending and Unit Root Testing, Economics Letters, 97, 222-229.
• (2007 e) Trading Volume and Returns Relationship in Greek Stock Index Futures Market: GARCH vs. GMM, with Floros, C., forthcoming International Research Journal of Finance and Economics, 12.
• (2007 d) Modification of the LM Unit Root Test, Applied Economics Letters, 14, 913-917.
• (2007 c) Examining the Robustness of Cointegration Analysis under Weighted Symmetric Estimation, with Cook, S., Applied Economics Letters, 14, 711-714.
• (2007 b)  Spurious Levels Relationships, with Cook, S., Journal of Interdisciplinary Mathematics, 10, (3), June, 433-439.
• (2007 b) Lead-lag Relationship between Futures and Spot Markets in Greece: 1999-2001, International Research Journal of Finance and Economics, 7, 168-174.
• (2007 a) Is the Trend in Post-WW II US Real GDP Uncertain or Non-linear?, Economics Letters, 94, 348-355.
• (2006 e) On Unit Root Testing with Smooth Transitions, Computational Statistics & Data Analysis, 51, 797-800.
• (2006 d) Hedging Effectiveness in Greek Stock Index Futures Market, 1999-2001, with Floros, C., International Research Journal of Finance and Economics, 5, 7-18.
• (2006 c) Index Futures Trading, Information and Stock Market Volatility: The Case of Greece, with Floros, C., Derivatives Use, Trading & Regulation, 12, 146-166.
• (2006 b) Samuelson’s Hypothesis in Greek Stock Index Futures Market, with Floros, C.,  Investment Management and Financial Innovations, 3, 154-170.
• (2006 a) Remark on the Asymptotic Distribution of the OLS Estimator in a Simple Gaussian Unit-Root Autoregression, Statistics and Probability Letters, 76, 27-34.
• (2004 c) Hedge Ratios in Greek Stock Index Futures Market, with Floros, C., Applied Financial Economics, 14, 1125-1136.
• (2004 b) Analysing Long Memory and Volatility of Returns in the Athens Stock Exchange, Applied Financial Economics, 14, 457-460.
• (2004 a) On the Finite-Sample Size Distortion of Smooth Transition Unit Root Tests, with Cook, S., Statistics and Probability Letters, 70, 175-182.
• (2003) Reconsidering LM Unit Root Testing, Journal of Applied Statistics, 30, 727-741.
• (2002 e) Unemployment in Greece, Journal of Policy Modeling, 25, 107-112.
• (2002 d) Unemployment in Greece, 1960-1997: Recent Historical Review and Policy Issues, digital form to appear in the Journal of Policy Modeling website http://www.econmodels.com/.
• 2002 c) Pitfall of Unit Autoregressive Root Testing, Applied Economics Letters, 9,  665-669.
• (2002 b) Application of the Dickey-Fuller test to the Nelson and Plosser (1982) Data, Applied Economics Letters, 9, 511-514.
• (2002 a) A Direct Test for Cointegration Between a Pair of Time Series, with Steve Leybourne, Paul Newbold, and Tae-Hwan Kim, Journal of Time Series Analysis, 23, 171-193.
• (2001 c) Deterministic Exponential Heteroskedasticity, A Weakly Stationary Unit-Root Process and a Useful Diagnostic Test, Applied Economics Letters, 8, 427-430.
• (2001 b) Real per capita GNP of USA: Examination of the Presence of a Unit Root via Overdifferencing, Applied Economics Letters, 8, 373-375.
• (2001 a) Defence Spending and Economic Growth: A Causal Analysis for Greece and Turkey, with P. Dunne and E. Nikolaidou, Defence and Peace Economics, 12 (1), 5-26.
• (2000), A Comparison of LS/ML and GMM Estimation in a Simple AR(1) Model, Communications in Statistics, Part B: Simulation and Computation, 29, 239-258.
• (1999) Military Spending and Economic Growth in South Africa: A Causal Analysis, with P. Dunne, Journal of Conflict Resolution, 43, 521-537.
• (1998), Unit Roots and Smooth Transitions, with Stephen Leybourne and Paul Newbold, Journal of Time Series Analysis, 19, 83-97.
• (1996 b), Drift in the Relative Price of Primary Commodities: A Case where we care about Unit Roots, with Paul Newbold, Applied Economics, 28, 653-661.
• (1996 a), Beveridge-Nelson-type Trends for I(2) and some Seasonal Models, with Paul Newbold, Journal of Time Series Analysis, 17, 151-169.