Access Statistics for Diego Lubian

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic null distributions of stationarity and nonstationarity	0	0	0	0	0	0	0	18
Cognitive ability, stereotypes and gender segregation in the workplace	0	0	0	32	0	0	1	100
Electoral incentives in small polities: a case study	0	0	1	3	0	0	3	7
Happiness and Tax Morale: an Empirical Analysis	0	0	0	26	1	1	4	153
Happiness and Tax Morale: an Empirical Analysis	0	0	1	167	1	1	7	338
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model	0	0	0	15	0	0	0	50
The Fragility of the KPSS Stationarity Test	0	0	0	43	0	0	2	107
Total Working Papers	0	0	2	286	2	2	17	773

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors	0	0	0	8	0	0	0	54
Cognitive ability, stereotypes and gender segregation in the workplace	0	0	0	54	0	0	6	249
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY	0	0	0	42	0	0	0	154
Happiness and tax morale: An empirical analysis	0	1	3	56	3	5	10	273
Happiness in Italy: An empirical Analysis	0	0	2	5	1	1	8	26
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model	0	0	0	59	0	0	0	278
Is there trend reversion in purchasing power parity?	0	0	0	124	0	0	1	356
Local Asymptotic Distributions of Stationarity Tests	0	0	0	25	0	0	1	96
Long‐Memory Errors in Time Series Regressions with a Unit Root	0	0	0	0	0	0	0	2
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model	0	0	0	168	0	1	2	538
Money Illusion: Are Economists Different?	0	0	2	48	0	1	6	148
Natural born economists?	0	1	6	148	1	4	14	443
Purchasing power parity during the 1920s	0	0	0	16	0	0	0	256
Spurious regressions between I(1) processes with long memory errors	0	0	0	0	0	0	0	4
The fragility of the KPSS stationarity test	0	0	0	11	0	0	0	72
The power of unit root tests under local-to-finite variance errors	0	0	0	1	0	0	2	5
Triangular Representation and Error Correction Mechanism in Cointegrated Systems	0	0	0	1	0	1	1	460
Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series	0	0	0	7	1	1	3	52
Total Journal Articles	0	2	13	773	6	14	54	3,466

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Statistics updated 2025-03-03