IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Jonathan B. Hill

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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jonathan
Middle Name:B.
Last Name:Hill
Suffix:
RePEc Short-ID:phi22
http://www.fiu.edu/~hilljona
(in no particular order)
Miami, Florida (United States)
http://economics.fiu.edu/

(305) 348-2316
(305) 348-1524
Miami, FL 33199
RePEc:edi:defiuus (more details at EDIRC)
Chapel Hill, North Carolina (United States)
http://www.unc.edu/depts/econ/

(919) 966-2383
(919) 966-4986
CB# 3305, Gardner Hall, Chapel Hill, NC 27599-3305
RePEc:edi:deuncus (more details at EDIRC)
in new window
  1. Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013. "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers 9655, C.E.P.R. Discussion Papers.
  2. Jonathan B. Hill & Artyom Shneyerov, 2009. "Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test," Working Papers 09003, Concordia University, Department of Economics.
  3. Jonathan B. Hill, 2005. "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics 0505005, EconWPA, revised 27 May 2005.
  4. 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.
  5. Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, EconWPA, revised 05 Jul 2004.
  6. 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.
  7. 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.
  8. Jonathan B. Hill, 2004. "Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes," Econometrics 0401001, EconWPA, revised 22 Apr 2004.
  9. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, EconWPA, revised 01 Mar 2004.
  10. Jonathan B. Hill, 2004. "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings 42, Econometric Society.
  11. Jonathan B. Hill, 2004. "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics 0402002, EconWPA, revised 01 Mar 2004.
  12. Jonathan Hill, 1999. "Alpha-Stable Consistent Model Specification Tests for Heavy-Tailed Neural Networks Environments," Computing in Economics and Finance 1999 1041, Society for Computational Economics.
  1. Aguilar, Mike & Hill, Jonathan B., 2015. "Robust score and portmanteau tests of volatility spillover," Journal of Econometrics, Elsevier, vol. 184(1), pages 37-61.
  2. Jonathan Hill & Liang Peng, 2014. "Unified Interval Estimation For Random Coefficient Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 282-297, 05.
  3. Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
  4. Jonathan B. Hill, 2013. "Least tail-trimmed squares for infinite variance autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 168-186, 03.
  5. Jonathan B. Hill, 2013. "Consistent GMM Residuals-Based Tests of Functional Form," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 361-383, November.
  6. Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
  7. Hill, Jonathan B. & Shneyerov, Artyom, 2013. "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, vol. 174(2), pages 144-164.
  8. Jonathan Hill, 2012. "Dependence and stochastic limit theory (in Russian)," Quantile, Quantile, issue 10, pages 1-31, December.
  9. Hill, Jonathan B., 2011. "Tail And Nontail Memory With Applications To Extreme Value And Robust Statistics," Econometric Theory, Cambridge University Press, vol. 27(04), pages 844-884, August.
  10. Nejat Anbarci & Jonathan Hill & Hasan Kirmanoglu, 2011. "Institutions and Growth Volatility," Economic Papers, The Economic Society of Australia, vol. 30(2), pages 233-252, 06.
  11. Hill, Jonathan B., 2010. "On Tail Index Estimation For Dependent, Heterogeneous Data," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1398-1436, October.
  12. 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.
  13. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2004-01-25 2004-02-08 2004-07-18 2004-10-30 2004-11-22 2005-04-16 2005-05-23 2014-06-02. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 1999-07-12 2004-02-08 2004-02-08 2004-07-11 2004-07-18 2004-10-30 2004-11-22 2014-06-02. Author is listed
  3. NEP-MON: Monetary Economics (2) 2004-07-18 2005-04-16
  4. NEP-CMP: Computational Economics (1) 2004-07-11
  5. NEP-FIN: Finance (1) 2004-11-22
  6. NEP-RMG: Risk Management (1) 2004-02-08
For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jonathan Hill should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.