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Citations for "Statistical Foundations of Econometric Modelling"

by Spanos,Aris

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  1. Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
  2. Chiarini, Bruno, 2010. "Was Malthus right? The relationship between population and real wages in Italian history, 1320 to 1870," Explorations in Economic History, Elsevier, vol. 47(4), pages 460-475, October.
  3. Goerlich Gisbert Francisco J. & Mas Ivars Matilde, 2008. "Sobre el tamaño de las ciudades en España: Dos reflexiones y una regularidad empírica," Working Papers 201079, Fundacion BBVA / BBVA Foundation.
  4. Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
  5. Alwang, Jeffrey Roger & Stallmann, Judith I., 1992. "Supply And Demand For Married Female Labor: Rural And Urban Differences In The Southern United States," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(02), December.
  6. Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
  7. Serafín Frache & Gabriel Katz, 2004. "Estimating a Risky Term Structure of Uruguayan Sovereign Bonds," Documentos de Trabajo (working papers) 0304, Department of Economics - dECON.
  8. Spanos, Aris, 2010. "Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification," Journal of Econometrics, Elsevier, vol. 158(2), pages 204-220, October.
  9. Hanck, Christoph, 2006. "Cross-Sectional Correlation Robust Tests for Panel Cointegration," Technical Reports 2006,44, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  10. Hans-Joachim Voth & Dan H. Andersen, 1997. "Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807," Economics Series Working Papers 1997-W18, University of Oxford, Department of Economics.
  11. Mario Coccia, 2007. "Quanto e come investire in ricerca per massimizzare la crescita economica? Analisi e implicazioni di politica economica per l’Italia e l’Europa," CERIS Working Paper 200705, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  12. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, School of Economics and Management, University of Aarhus.
  13. Meijer, E. & Rouwendal, J., 2000. "Measuring welfare effects in models with random coefficients," Research Report 00F25, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  14. Neil R. Ericsson, 1991. "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers 415, Board of Governors of the Federal Reserve System (U.S.).
  15. David F. Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, vol. 2(46), October.
  16. GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael, 2001. "The econometrics of airline network management," CORE Discussion Papers 2001055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Miguel Segoviano, 2006. "Conditional Probabilty of Default Methodolgy," FMG Discussion Papers dp558, Financial Markets Group.
  18. Ericsson, Neil R., 1992. "Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 465-495, August.
  19. Glaser, Markus & Weber, Martin, 2003. "September 11 and Stock Return Expectations of Individual Investors," Sonderforschungsbereich 504 Publications 03-17, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  20. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  21. Glaser, Markus & Weber, Martin, 2007. "Why inexperienced investors do not learn: They do not know their past portfolio performance," Finance Research Letters, Elsevier, vol. 4(4), pages 203-216, December.
  22. Jimy Ferrer Carbonell & Roberto Escalante Semerena, 2014. "Demanda de gasolina en la zona metropolitana del Valle de México: análisis empírico de la reducción del subsidio," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO.
  23. Mirowski, Philip, 1995. "Three ways to think about testing in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 25-46, May.
  24. Zhu, Ying, 2013. "Nonparametric density estimation based on the truncated mean," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 445-451.
  25. Hsiang-Ke Chao, 2001. "Milton Friedman and the Emergence of the Permanent Income Hypothesis," Tinbergen Institute Discussion Papers 01-053/1, Tinbergen Institute.
  26. Schinckus, Christophe, 2015. "Positivism in finance and its implication for the diversification finance research," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 103-106.
  27. repec:dgr:rugsom:00f25 is not listed on IDEAS
  28. Edwards, Jeffrey A. & Kasibhatla, Krishna, 2009. "Dynamic heterogeneity in cross-country growth relationships," Economic Modelling, Elsevier, vol. 26(2), pages 445-455, March.
  29. Eric Dubois, 1991. "Le modèle de lissage de la production par les stocks est-il valide en France ?," Économie et Prévision, Programme National Persée, vol. 99(3), pages 95-111.
  30. repec:dgr:uvatin:2001053 is not listed on IDEAS
  31. Mario Coccia, 2008. "Democratization is the determinant of technological change," CERIS Working Paper 200806, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  32. G? Rehme, 2004. "Endogenous Policy and Cross-Country Growth Empirics," Econometric Society 2004 North American Summer Meetings 262, Econometric Society.
  33. Arie Kapteyn, 2000. "The Myth of Worksharing," Economics Series Working Papers 32, University of Oxford, Department of Economics.
  34. Zapata, Hector O. & Rambaldi, Alicia N., 1996. "Monte Carlo Evidence On Cointegration And Causation," Staff Papers 31690, Louisiana State University, Department of Agricultural Economics and Agribusiness.
  35. Rehme, Günther, 2004. "Why Run a Million Regressions? Endogenous Policy and Cross Country Growth," Darmstadt Discussion Papers in Economics 21579, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  36. McGuirk, Anya M. & Spanos, Aris, 2004. "Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality," 2004 Annual meeting, August 1-4, Denver, CO 20176, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  37. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
  38. Neil R. Ericsson, 2008. "The Fragility of Sensitivity Analysis: An Encompassing Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.
  39. Aris Spanos, 2006. "Revisiting the omitted variables argument: Substantive vs. statistical adequacy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 179-218.
  40. Portes, Richard & Santorum, Anita, 1987. "Money and the consumption goods market in China," Journal of Comparative Economics, Elsevier, vol. 11(3), pages 354-371, September.
  41. Marcel Boumans & Ariane Dupont-Kieffer, 2011. "A History of the Histories of Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 5-31, Supplemen.
  42. Jaime Ortiz, 1999. "The role of interest groups in agricultural policy design: Chile 1960-1988," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(2), pages 241-258.
  43. van Lent, L.A.G.M., 1999. "Incomplete contracting theory in empirical accounting research," Other publications TiSEM 088f797d-9fa4-4081-98f4-1, Tilburg University, School of Economics and Management.
  44. Johansson, Anders & Modén, Karl-Markus, 1997. "Investment Plan Revisions and Share Price Volatility," Working Paper 57, National Institute of Economic Research.
  45. Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
  46. Amavilah, Voxi Heinrich, 2012. "The Caldwellian Methodological Pluralism: Wishful Thoughts and Personal Tendencies," MPRA Paper 44656, University Library of Munich, Germany, revised 28 Feb 2013.
  47. Pasi Ikonen, 1999. "Further Testing of The Human-Capital Augmented Solow Model," Discussion Papers 189, Government Institute for Economic Research Finland (VATT).
  48. Haixiao Huang, Walter C. Labys, 2002. "Environment and trade: a review of issues and methods," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 2(1/2), pages 100-160.
  49. Peter Rodenburg, 2005. "Models as measuring instruments: measurement of duration dependence of unemployment," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 407-431.
  50. John Aldrich, 2006. "When are inferences too fragile to be believed?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 161-177.
  51. Lars Hansen, 2002. "Regulation of Non-Point Emissions – A Variance Based Mechanism," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 21(4), pages 303-316, April.
  52. Adriana Cassoni, 1999. "The wage elasticity of labour demand in the Uruguayan manufacturing sector after re-unionisation: new results," Documentos de Trabajo (working papers) 1499, Department of Economics - dECON.
  53. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
  54. Kapteyn, Arie & Kalwij, Adriaan & Zaidi, Asghar, 2004. "The myth of worksharing," Labour Economics, Elsevier, vol. 11(3), pages 293-313, June.
  55. Sperl, Miriam, 2008. "Quantifying the efficiency of the Xetra LOB market: Detailed recipe," CFS Working Paper Series 2008/21, Center for Financial Studies (CFS).
  56. Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," SIFR Research Report Series 35, Institute for Financial Research.
  57. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  58. Giampiero M. Gallo & Massimiliano Marcellino, . "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  59. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
  60. Rodrigo Sabbatini & Andrés López & Mariano Laplane & Daniel Chudnovsky & Celio Hiratuka, 2002. "Integración regional e inversión extranjera directa: El caso del MERCOSUR," IDB Publications (Books), Inter-American Development Bank, number 7538 edited by Banco Interamericano de Desarrollo (BID), October.
  61. Richard Harmon, 1988. "The simultaneous equations model with generalized autoregressive conditional heteroskedasticity: the SEM-GRACH model," International Finance Discussion Papers 322, Board of Governors of the Federal Reserve System (U.S.).
  62. Jose Ramon Cancelo & Antoni Espasa, 1996. "Modelling and forecastng daily series of electricity demand," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 359-376, September.
  63. Mario Coccia & Secondo Rolfo, 2005. "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper 200503, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  64. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
  65. Bob Hart & Jim Malley, 1999. "On the Cyclicality and Stability of Real Earnings," Working Papers 1999_13, Business School - Economics, University of Glasgow.
  66. Bergtold, Jason S. & Peterson, Everett B., 2005. "Introducing Asymmetric Separability in the FAST Multistage Demand System," 2005 Annual meeting, July 24-27, Providence, RI 19497, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  67. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics.
  68. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
  69. Francisco Estrada & Víctor Guerrero & Carlos Gay-García & Benjamín Martínez-López, 2013. "A cautionary note on automated statistical downscaling methods for climate change," Climatic Change, Springer, vol. 120(1), pages 263-276, September.
  70. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
  71. Adriana Cassoni, 1999. "Labour demand in Uruguay before and after re-unionisation," Documentos de Trabajo (working papers) 0199, Department of Economics - dECON.
  72. George Mavrotas, 2002. "Foreign aid and fiscal response: Does aid disaggregation matter?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(3), pages 534-559, September.
  73. Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.
  74. Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2002. "The Empirical (ir)Relevance of the New Keynesian Phillips Curve," Working Paper Series 2102, Department of Economics, Norwegian University of Science and Technology.
  75. Psaradakis, Zacharias & Sola, Martin, 1996. "On the power of tests for superexogeneity and structural invariance," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 151-175.
  76. McGuirk, Anya M. & Spanos, Aris, 2002. "The Linear Regression Model With Autocorrelated Errors: Just Say No To Error Autocorrelation," 2002 Annual meeting, July 28-31, Long Beach, CA 19905, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  77. Stephen Morris & Hyun Song Shin, 2002. "Social Value of Public Information," American Economic Review, American Economic Association, vol. 92(5), pages 1521-1534, December.
  78. Michael Magdalinos, 1993. "Approximate maximum likelihood estimation in linear regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(1), pages 89-104, March.
  79. Coccia Mario & Rolfo Secondo, 2002. "Size and research performance: Analysis of the Italian National Research Council," CERIS Working Paper 200205, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  80. Streeter, Deborah H. & Tomek, William G., 1989. "Models of the Variability of Futures Prices: Specification and Evaluation," Staff Papers 197571, Cornell University, Department of Applied Economics and Management.
  81. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
  82. Caporale, Guglielmo Maria & Pittis, Nikitas, 1996. "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, vol. 13(1), pages 1-14, January.
  83. Edoardo Lorenzetti, 2005. "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper 200502, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  84. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
  85. Klapper, Daniel & Herwartz, Helmut, 1998. "Forecasting performance of market share attraction models: A comparison of different models assuming that competitors' actions are forecasts," SFB 373 Discussion Papers 1998,103, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  86. David Hendry & Maozu Lu, 2001. "Model Identification and Non-unique Structure," Economics Series Working Papers 2002-W10, University of Oxford, Department of Economics.
  87. Ioannis Kaskarelis, 1991. "Output fluctuations with bargained wages and a competitive tradeable goods sector in the economy: Empirical estimates for the group of five, 1970.1 — 1985.4," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(1), pages 42-72, March.
  88. Riobóo Almanzor, José Mª & González Murias, Pilar & Tato Rodríguez, Mercedes, 1997. "Resúmen histórico de la evolución de la estadística," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 8, pages 141-162, Diciembre.
  89. Piper, Alan T., 2012. "A Happiness Test of Human Capital Theory," MPRA Paper 43496, University Library of Munich, Germany.
  90. Miguel A. Segoviano, 2006. "Conditional probability of default methodology," LSE Research Online Documents on Economics 24512, London School of Economics and Political Science, LSE Library.
  91. Prokop, Jacek & Baranowska-Prokop, Ewa, 2012. "The Efficiency of Foreign Borrowing: The Case of Poland," MPRA Paper 44976, University Library of Munich, Germany.
  92. Islam, Saiyid S. & Mozumdar, Abon, 2007. "Financial market development and the importance of internal cash: Evidence from international data," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 641-658, March.
  93. Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3, pages 1-14.
  94. Mico Loretan & William B. English, 2000. "Evaluating "correlation breakdowns" during periods of market volatility," International Finance Discussion Papers 658, Board of Governors of the Federal Reserve System (U.S.).
  95. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-02, Central Bank of Cyprus.
  96. Herwartz, Helmut, 1997. "Performance of periodic error correction models in forecasting consumption data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 421-431, September.
  97. Elina Berghäll & Cees vanBeers & Tom Poot, 2004. "Foreign Direct Investment and Science and Technology Infrastructure in Small Countries: Evidence from Finland and the Netherlands," Discussion Papers 357, Government Institute for Economic Research Finland (VATT).
  98. Pelloni, Gianluigi, 1996. "De Finetti, Friedman, and the methodology of positive economics," Journal of Econometrics, Elsevier, vol. 75(1), pages 33-50, November.
  99. Glaser, Markus, 2003. "Online Broker Investors: Demographic Information, Investment Strategy, Portfolio Positions, and Trading Activity," Sonderforschungsbereich 504 Publications 03-18, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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