Email: charisios.grivas@gmail.com
Address:
Department of Economics
Birkbeck University
Malet St
WC1E 7HX
Welcome! I am an Assistant Professor in Mathematical Economics at the Department of Mathematical Sciences at Aalborg University. My research interests revolve around Theoretical Econometrics, Financial Econometrics and Macroeconometrics.
Working Papers & Work in Progress
Working Papers & Work in Progress
Testing For Time-Varying Exogeneity: A Bootstrap Approach (JMP)
Testing For Time-Varying Exogeneity: A Bootstrap Approach (JMP)
Automated Bandwidth Selection for Inference in Linear Models with Time-Varying Coefficients (joint with Zacharias Psaradakis)
[Paper, Slides, Replication Code]Automated Bandwidth Selection for Inference in Linear Models with Time-Varying Coefficients (joint with Zacharias Psaradakis)
Bootstrap-Based Tests for Skewness, Kurtosis and Normality Under Unknown Dependence (joint with Zacharias Psaradakis and Marián Vávra)
[Paper, Slides, Replication Code]Bootstrap-Based Tests for Skewness, Kurtosis and Normality Under Unknown Dependence (joint with Zacharias Psaradakis and Marián Vávra)
Publications
An Automatic Portmanteau Test For Nonlinear Dependence, In Press, Econometrics and Statistics[Paper, Slides, Replication Code, Supplement]Publications