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ArticlesPeer ReviewedFull Text
Longitudinal and time-to-drop-out joint models can lead to seriously biased estimates when the drop-out mechanism is at random
Author / Creator:Thomadakis, Christos ; Meligkotsidou, Loukia ; Pantazis, Nikos ; Touloumi, Giota
Publisher:United States: Wiley Subscription Services, Inc
Journal title:Biometrics, 2019-03, Vol.75 (1), p.58-68
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ArticlesPeer ReviewedFull Text
Rejoinder to “Biased Estimation With Shared Parameter Models in the Presence of Competing Dropout Mechanisms”
Author / Creator:Thomadakis, Christos ; Meligkotsidou, Loukia ; Pantazis, Nikos ; Touloumi, Giota
Publisher:United States: Blackwell Publishing Ltd
Journal title:Biometrics, 2022-03, Vol.78 (1), p.407-408
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ArticlesPeer ReviewedFull Text
Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation
Author / Creator:Koki, Constandina ; Meligkotsidou, Loukia ; Vrontos, Ioannis
Publisher:Chichester: Wiley Periodicals Inc
Journal title:Journal of forecasting, 2020-07, Vol.39 (4), p.580-598
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ArticlesPeer ReviewedFull Text
Postprocessing of Genealogical Trees
Author / Creator:Meligkotsidou, Loukia ; Fearnhead, Paul
Publisher:United States: Genetics Soc America
Journal title:Genetics (Austin), 2007-09, Vol.177 (1), p.347-358
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ArticlesPeer ReviewedFull Text
A Quantile Regression Approach to Equity Premium Prediction
Author / Creator:Meligkotsidou, Loukia ; Panopoulou, Ekaterini ; Vrontos, Ioannis D. ; Vrontos, Spyridon D.
Publisher:Chichester: Blackwell Publishing Ltd
Journal title:Journal of forecasting, 2014-11, Vol.33 (7), p.558-576
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ArticlesPeer ReviewedFull Text
Filtering Methods for Mixture Models
Author / Creator:Fearnhead, Paul ; Meligkotsidou, Loukia
Publisher:Alexandria: Taylor & Francis
Journal title:Journal of computational and graphical statistics, 2007-09, Vol.16 (3), p.586-607
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ArticlesPeer ReviewedFull Text
A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?
Author / Creator:Meligkotsidou, Loukia ; Tzavalis, Elias ; Vrontos, Ioannis D.
Publisher:Abingdon: Taylor & Francis
Journal title:Journal of applied statistics, 2012-09, Vol.39 (9), p.1975-1990
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ArticlesPeer ReviewedFull Text
Exact filtering for partially observed continuous time models
Author / Creator:Fearnhead, Paul ; Meligkotsidou, Loukia
Publisher:Oxford, UK: Blackwell Publishing
Journal title:Journal of the Royal Statistical Society. Series B, Statistical methodology, 2004-08, Vol.66 (3), p.771-789
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ArticlesPeer ReviewedFull Text
Maximum-Likelihood Estimation of Coalescence Times in Genealogical Trees
Author / Creator:Meligkotsidou, Loukia ; Fearnhead, Paul
Publisher:United States: Genetics Soc America
Journal title:Genetics (Austin), 2005-12, Vol.171 (4), p.2073-2084
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ArticlesPeer ReviewedFull Text
A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
Author / Creator:Meligkotsidou, Loukia ; Tzavalis, Elias ; Vrontos, Ioannis D.
Publisher:New York: Taylor & Francis Group
Journal title:Econometric reviews, 2011-03, Vol.30 (2), p.208-249
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ArticlesPeer ReviewedFull Text
Asset-liability management for pension funds in a time-varying volatility environment
Author / Creator:Vrontos, Spyridon D ; Vrontos, Ioannis D ; Meligkotsidou, Loukia
Publisher:London: Palgrave Macmillan UK
Journal title:Journal of asset management, 2013-10, Vol.14 (5), p.306-333
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ArticlesPeer ReviewedFull Text
Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility
Author / Creator:Vrontos, Ioannis D ; Meligkotsidou, Loukia ; Vrontos, Spyridon D
Publisher:London: Palgrave Macmillan UK
Journal title:Journal of asset management, 2011-09, Vol.12 (4), p.292-307
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ArticlesFull Text
Augmentation Schemes for Particle MCMC
Author / Creator:Fearnhead, Paul ; Meligkotsidou, Loukia
Publisher:Ithaca: Cornell University Library, arXiv.org
Journal title:arXiv.org, 2014-08
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ArticlesFull Text
Forecasting under model uncertainty:Non-homogeneous hidden Markov models with Polya-Gamma data augmentation
Author / Creator:Constandina Koki ; Meligkotsidou, Loukia ; Vrontos, Ioannis
Publisher:Ithaca: Cornell University Library, arXiv.org
Journal title:arXiv.org, 2019-07
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ArticlesFull Text
A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
Author / Creator:Meligkotsidou, Loukia ; Tzavalis, Elias ; Vrontos, Ioannis D
Publisher:St. Louis: Federal Reserve Bank of St. Louis
Journal title:IDEAS Working Paper Series from RePEc, 2004-01
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Longitudinal and time-to-drop-out joint models can lead to seriously biased estimates when the drop-out mechanism is at random

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Rejoinder to “Biased Estimation With Shared Parameter Models in the Presence of Competing Dropout Mechanisms”

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Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation

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Postprocessing of Genealogical Trees

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A Quantile Regression Approach to Equity Premium Prediction

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Filtering Methods for Mixture Models

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A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?

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Exact filtering for partially observed continuous time models

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Maximum-Likelihood Estimation of Coalescence Times in Genealogical Trees

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A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series

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Asset-liability management for pension funds in a time-varying volatility environment

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Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility

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Augmentation Schemes for Particle MCMC

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Forecasting under model uncertainty:Non-homogeneous hidden Markov models with Polya-Gamma data augmentation

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A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models

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