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Information about:
Jonathan B. Hill

Personal Details | Affiliation | Works
This is information that was supplied by Jonathan Hill in registering through RePEc. If you are Jonathan B. Hill , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jonathan
Middle Name: B.
Last Name: Hill
Suffix:

RePEc Short-ID: phi22

Email:
Homepage: http://www.fiu.edu/~hilljona
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jonathan Hill, 2006. "Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form," Working Papers 0608, Florida International University, Department of Economics. [Downloadable!]

  2. Jonathan Hill, 2006. "Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data," Working Papers 0604, Florida International University, Department of Economics. [Downloadable!]

  3. Jonathan Hill, 2006. "On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators," Working Papers 0607, Florida International University, Department of Economics. [Downloadable!]

  4. Jonathan Hill, 2006. "Super-Consistent Tests of Lp-Functional Form," Working Papers 0610, Florida International University, Department of Economics. [Downloadable!]

  5. Nejat Anbarci & Jonathan Hill & Hasan Kirmanoglu, 2005. "Institutions and Growth Volatility," Working Papers 0508, Florida International University, Department of Economics. [Downloadable!]

  6. Jonathan B. Hill, 2005. "On Tail Index Estimation Using Dependent,Heterogenous Data," Working Papers 0512, Florida International University, Department of Economics. [Downloadable!]

  7. Jonathan B. Hill, 2005. "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics 0505005, EconWPA, revised 27 May 2005. [Downloadable!]

  8. Jonathan B. Hill, 2005. "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics 0503016, EconWPA, revised 23 Mar 2005. [Downloadable!]

  9. Jonathan B. Hill, 2005. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application," Working Papers 0513, Florida International University, Department of Economics. [Downloadable!]

  10. Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, EconWPA, revised 05 Jul 2004. [Downloadable!]
    Other versions:

  11. Jonathan B. Hill, 2004. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics 0411014, EconWPA, revised 09 Dec 2004. [Downloadable!]

  12. Jonathan B. Hill, 2004. "Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives," Working Papers 0406, Florida International University, Department of Economics. [Downloadable!]

  13. Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited," Working Papers 0403, Florida International University, Department of Economics. [Downloadable!]

  14. Jonathan B. Hill, 2004. "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics 0407013, EconWPA, revised 17 May 2005. [Downloadable!]
    Other versions:
    Published as:

  15. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, EconWPA, revised 01 Mar 2004. [Downloadable!]

  16. Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004. [Downloadable!]

  17. Jonathan B. Hill, 2004. "Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes," Econometrics 0401001, EconWPA, revised 22 Apr 2004. [Downloadable!]
    Other versions:

  18. Jonathan B. Hill, 2004. "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings 42, Econometric Society. [Downloadable!]

Articles

  1. Jonathan B. Hill, 2007. "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 747-765. [Downloadable!]
    Other versions:

  2. Carlos, Ann M. & Moyen, Nathalie & Hill, Jonathan, 2002. "Royal African Company Share Prices during the South Sea Bubble," Explorations in Economic History, Elsevier, vol. 39(1), pages 61-87, January. [Downloadable!] (restricted)

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2004-07-11
  2. NEP-DEV: Development (1) 2005-08-03
  3. NEP-ECM: Econometrics (16) 2004-01-25 2004-02-08 2004-07-18 2004-10-30 2004-11-22 2005-04-16 2005-05-23 2005-08-13 2005-08-13 2005-08-13 2005-09-17 2005-10-15 2006-06-03 2006-07-21 2006-07-21 2006-12-09 Author is listed
  4. NEP-ETS: Econometric Time Series (13) 2004-02-08 2004-02-08 2004-07-11 2004-07-18 2004-10-30 2004-11-22 2005-08-13 2005-08-13 2005-08-13 2005-09-17 2006-06-03 2006-07-21 2006-07-21 Author is listed
  5. NEP-FIN: Finance (1) 2004-11-22
  6. NEP-MAC: Macroeconomics (2) 2005-08-03 2005-08-13
  7. NEP-MON: Monetary Economics (3) 2004-07-18 2005-04-16 2005-08-13
  8. NEP-PKE: Post Keynesian Economics (1) 2005-08-03
  9. NEP-RMG: Risk Management (1) 2004-02-08
  10. NEP-SOC: Social Norms & Social Capital (1) 2005-08-03
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This page was last updated on 2008-7-8.

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