Access Statistics for Jonathan B. Hill

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form 2 2 12 39 3 6 30 134
Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited 0 0 3 78 1 2 13 342
Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited 0 2 3 72 4 14 54 438
Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited 1 2 5 37 2 6 26 191
Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives 0 1 8 84 0 2 26 305
Consistent Model Specification Tests Against Smooth Transition Alternatives 0 3 10 165 1 6 31 506
Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives 0 0 3 57 0 5 36 264
Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship 0 4 9 179 1 6 28 494
Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship 3 10 30 152 6 19 64 355
Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application 2 4 8 99 6 14 40 604
Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application 0 1 8 150 0 5 73 868
Institutions and Growth Volatility 6 9 19 181 9 16 46 350
Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data 0 1 7 43 2 4 30 155
LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study 1 5 30 152 8 24 84 422
LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study 0 0 8 245 0 1 24 574
On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators 1 3 29 102 10 26 107 366
On Tail Index Estimation Using Dependent,Heterogenous Data 1 3 13 75 2 14 103 347
On Tail Index Estimation for Dependent, Heterogenous Data 2 6 30 190 4 14 68 493
Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes 0 2 8 167 9 36 163 1,021
Strong Orthogonal Decompositions and Nonlinear Impulse Response Functions for Infinite-Variance Processes 3 4 16 66 4 9 58 302
Super-Consistent Tests of Lp-Functional Form 0 1 5 14 0 10 48 109
Total Working Papers 22 63 264 2,347 72 239 1,152 8,640


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship 1 3 14 61 5 9 41 211
Royal African Company Share Prices during the South Sea Bubble 0 2 8 88 3 10 30 475
Total Journal Articles 1 5 22 149 8 19 71 686


Statistics updated 2010-03-03