Concepedia

Christos Agiakloglou

CA

Statistics

Publications

12

Citations

630

H-Index

11

Active since

1991

Affiliations

University of Illinois Urbana-Champaign(Current)

University of Piraeus

University of Illinois System

Christos Agiakloglou is an author at University of Illinois Urbana-Champaign specializing in social sciences, economics, and econometrics.

Publications per year

1991–2022

12

Publications

12

BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER

Christos Agiakloglou, Paul Newbold, Mark E. Wohar · Journal of Time Series Analysis · 1993 · 207 citations

Social Sciences, Economics, Econometrics +11

EMPIRICAL EVIDENCE ON DICKEY‐FULLER‐TYPE TESTS

Christos Agiakloglou, Paul Newbold · Journal of Time Series Analysis · 1992 · 153 citations

Social Sciences, Economics, Econometrics +13

LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE

Christos Agiakloglou, Paul Newbold · Journal of Time Series Analysis · 1994 · 61 citations

Social Sciences, Economics, Mathematics +13

Adventures with ARIMA software

Paul Newbold, Christos Agiakloglou, J. Philip Miller · International Journal of Forecasting · 1994 · 39 citations

Computing, Computer Science, Forecasting +10

Bias in the sample autocorrelations of fractional noise

Paul Newbold, Christos Agiakloglou · Biometrika · 1993 · 36 citations

Social Sciences, Economics, Econometrics +10

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