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 0 0 6 20 2 15 31 78
Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited 1 1 4 73 2 8 25 312
Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited 0 4 8 62 7 32 72 325
Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited 1 4 7 29 4 14 36 144
Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives 0 1 7 70 1 10 40 262
Consistent Model Specification Tests Against Smooth Transition Alternatives 3 5 8 147 5 13 38 447
Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives 0 3 12 50 6 23 60 195
Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship 0 2 13 157 2 10 42 441
Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship 0 3 20 110 3 12 51 259
Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application 0 3 10 89 7 21 94 546
Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application 1 5 16 132 6 32 120 730
Institutions and Growth Volatility 1 3 14 155 4 8 36 269
Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data 0 2 6 30 1 12 33 108
LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study 4 12 27 111 8 25 87 295
LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study 3 5 13 224 5 14 40 523
On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators 1 9 33 62 12 34 116 207
On Tail Index Estimation Using Dependent,Heterogenous Data 1 2 8 59 1 7 36 202
On Tail Index Estimation for Dependent, Heterogenous Data 2 9 35 141 5 22 91 378
Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes 1 1 8 154 14 30 146 768
Strong Orthogonal Decompositions and Nonlinear Impulse Response Functions for Infinite-Variance Processes 2 4 10 43 4 14 64 200
Super-Consistent Tests of Lp-Functional Form 0 1 4 8 2 8 23 40
Total Working Papers 21 79 269 1,926 101 364 1,281 6,729


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 4 8 31 34 16 41 95 126
Royal African Company Share Prices during the South Sea Bubble 1 1 14 73 6 16 69 416
Total Journal Articles 5 9 45 107 22 57 164 542


Statistics updated 2008-08-03