Photo of Nikolaos Sakkas

Nikolaos Sakkas

Dr

  • 3 EAST 4.32

20102017
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Personal profile

Research interests

Nikolaos received his undergraduate degree in economics from the Athens University of Economics and Business in 2002 and then went on to pursue postgraduate studies at the University of Nottingham (MSc, PhD).  He joined Bath in 2012 after working in an ESRC funded research project at the University of Manchester.

Research interests

Nikolaos’s research interests are in:

  • Time Series Econometrics
  • Applied Macroeconomics

In particular, he has worked in the areas of unit root testing, structural breaks and monetary economics.

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

quantiles Physics & Astronomy
Structural breaks Business & Economics
inference Physics & Astronomy
econometrics Social Sciences
time series Social Sciences
Information criterion Business & Economics
Inference Business & Economics
statistics Social Sciences

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Research Output 2010 2017

The asymptotic behaviour of the residual sum of squares in models with multiple break points

Hall, A. R., Osborn, D. R. & Sakkas, N. 2017 In : Econometric Reviews. 36, 6-9, p. 667-698 32 p.

Research output: Contribution to journalArticle

Open Access
Multiple breaks
Asymptotic behavior
Least squares
Statistics
Testing
1 Citations

Structural break inference using information criteria in models estimated by two stage least squares

Hall, A. R., Osborn, D. R. & Sakkas, N. 1 Sep 2015 In : Journal of Time Series Analysis. 36, 5, p. 741-762 22 p.

Research output: Contribution to journalArticle

Open Access
Two-stage Least Squares
Structural Breaks
Information Criterion
Consistent Estimator
Coefficient

Approximate p-values of certain tests involving hypotheses about multiple breaks

Hall, A. & Sakkas, N. Mar 2013 In : Journal of Econometric Methods. 2, 1, p. 53-67

Research output: Contribution to journalArticle

Open Access
File
quantiles
inference
approximation
7 Citations

Inference on structural breaks using information criteria

Hall, A. R., Osborn, D. R. & Sakkas, N. 2013 In : The Manchester School. 81, S3, p. 54-81

Research output: Contribution to journalArticle

Open Access
File
Inference
Information criterion
Structural breaks
Penalty function
Data generating process
15 Citations

Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations

Harris, D., Harvey, D. I., Leybourne, S. & Sakkas, N. Feb 2010 In : Econometric Theory. 26, 1, p. 311-324 13 p.

Research output: Contribution to journalArticle

Open Access
File
econometrics
time series
statistics
simulation
Panel unit root tests