Access Statistics for Thanasis Stengos

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators 0 0 0 0 1 4 33 276
A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION 0 0 0 0 1 3 7 136
Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances 0 0 0 0 2 4 10 135
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form 0 0 0 0 1 8 18 190
Alternative Estimates of Union-Nonunion and Public-Private Wage Differentials in Ontario, 1981 0 0 0 0 3 8 33 343
Alternative Estimates of Union-Nonunion and Public-Private Wage Differentials in Ontario, 1981 0 0 0 0 4 12 38 63
Can Dynamic Panel Data Explain Finance-Growth Link? 0 2 11 21 6 19 47 75
Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation 0 0 0 0 3 9 32 797
DISCONTINUITIES IN CANADIAN ECONOMIC GROWTH, 1870-1985 0 0 0 0 1 4 16 401
Demographic vs. Expenditure Flexibility in Engel Curves 0 3 7 9 0 6 17 26
ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS 1 4 10 45 3 8 29 115
Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach 0 2 12 20 2 10 37 58
Estimates of Semiparametric Equivalence Scales 0 2 12 13 2 5 17 23
FOREIGN DIRECT INVESTMENT, HUMAN CAPITAL AND NONLINEARITIES IN ECONOMIC GROWTH 9 9 9 9 6 6 6 6
Foreign Direct Investment, human capital and non-linearities in economic growth 7 23 62 62 8 42 89 89
Income Inequality and Economic Development: Evidence from the Threshold Regression Model 0 0 0 0 3 15 60 604
Information-Theoretic Distribution Test With Application to Normality 1 1 4 15 3 7 26 33
Information-Theoretic Distribution Test with Application to Normality 0 1 9 9 5 27 64 64
Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market 0 1 6 172 3 9 71 464
Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market 0 0 3 10 2 7 23 42
Is the Financial Development and Economic Growth Relationship Nonlinear? 0 2 10 22 2 7 32 53
Love Thy Neighbor, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest 0 1 26 41 4 18 112 156
Love thy Neighbor, Love thy Kin: Voting Biases in the Eurovision Song Contest 1 1 9 9 2 9 47 47
Love thy Neighbour, Love thy Kin: Strategy and Bias in the Eurovision Song Contest 3 5 30 69 15 46 178 294
Measures of Human Capital and Nonlinearities in Economic Growth 0 0 0 0 5 17 83 629
Micro Estimates of the Union-Nonunion Wage Differential in Canada Using a Sample Selectivity Approach 0 0 0 0 2 8 33 58
NEAREST NEIGHBOR FORECASTS OF PRECIOUS METEL RATES OF RETURN 0 0 0 0 2 8 23 338
Nesting Quadratic Logarithmic Demand Systems 0 1 5 52 2 6 39 235
Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada 0 2 5 20 6 16 50 260
Nonlinearities in Economic Growth: A Semiparametric Approach Applied to Information Technology Data 0 2 17 37 1 4 36 76
Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootsrap 0 0 1 1 3 11 28 136
Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap 0 0 1 1 1 8 32 150
On the Calculation of Marginal Effects in the Bivariate Probit Model 0 0 0 0 22 67 191 761
On the Sensitivity Analysis of Cross-Country Growth Regressions: A Semiparametric Approach 0 0 0 0 8 10 28 564
Partially Adaptive Estimation via Maximum Entropy Densities 2 4 11 11 6 11 29 29
Rankings of Academic Journals and Institutions 8 18 85 117 14 27 130 177
Rankings of Academic Journals and Institutions in Economics 34 111 526 1,462 82 267 1,316 3,745
Research Spillovers among Academic Institutions: Europe and North America 0 0 0 0 1 6 13 158
Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances 0 0 0 0 2 3 15 142
Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model 0 0 0 0 0 1 9 220
Semiparametric Specification Testing 0 0 0 0 1 3 10 131
Semiparametric Specification Testing of Nonlinear Models 0 0 0 0 1 3 11 150
THRET: Threshold Regression with Endogenous Threshold Variables 3 5 61 61 6 13 57 57
THRET: Threshold Regression with Endogenous Threshold Variables 8 15 24 24 16 52 67 67
THRET: Threshold Regression with Endogenous Threshold Variables 1 10 43 43 8 33 70 70
Technical Trading Rules and the Size of the Risk Premium in Security Returns 0 0 0 0 6 9 27 681
Testing Serial Correlation in Semiparametric Time Series Model 0 0 0 0 9 10 38 599
Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market 0 0 0 0 5 13 51 1,285
The Absolute Health Income Hypothesis Revisited: A Semiparametric Quantile Regression Approach 0 0 8 31 2 4 28 47
The Contribution of Greenhouse Pollution to Productivity Growth 3 4 40 40 10 26 61 61
The Contribution of Pollution to Productivity Growth 3 6 28 28 7 21 69 69
The Environmental Kuznets Curve: Real Progress or Misspecified Models? 4 8 26 35 10 26 66 93
The E¤ect of Information Technology and Human Capital on Economic Growth 1 4 54 54 5 20 88 88
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 3 6 38 38 9 26 122 122
Votes or Money? Theory and Evidence from the US Congress 0 1 4 4 5 9 33 33
Wage Rigidity in Canadian Collective Bargaining Agreements 0 0 3 52 3 4 35 294
We derive general distribution tests based on the method of Maximum Entropy density 1 8 31 31 8 24 67 67
Welfare Participation and Labour Market Behaviour in Canada 0 0 0 0 4 9 33 678
Total Working Papers 93 262 1,231 2,668 354 1,068 4,030 16,760


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION 0 0 9 32 4 19 56 147
A Hausman specification test based on root-N-consistent semiparametric estimators 0 0 1 13 0 1 7 67
A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators 0 2 7 27 1 3 11 89
A non-linear sensitivity analysis of cross-country growth regressions 1 1 7 125 4 8 26 482
A non-parametric test of the symmetry of PSID wage-change distributions 1 1 1 14 1 3 10 57
A semi-parametric non-nested test in a dynamic panel data model 0 1 3 14 1 4 9 51
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form 2 5 14 68 3 11 40 244
Age effects on consumer demand: an additive partially linear regression model 2 5 17 122 7 18 72 521
An algorithm for censored quantile regressions 2 3 20 38 2 7 41 78
Chaotic Dynamics in Economic Time-Series 0 0 0 0 3 8 28 108
Corrigendum to "On the calculation of marginal effects in the bivariate probit model" [Econ. Lett. 54, (1997) 203-208] 0 0 9 54 1 1 15 113
Demographic versus expenditure flexibility in Engel curves 0 4 4 4 1 9 10 10
Discontinuities in Canadian economic growth, 1870-1985 0 1 8 19 1 3 23 77
Economic development and the return to human capital: a smooth coefficient semiparametric approach 4 11 36 70 9 28 102 196
Employing conditional variance processes to examine the market efficiency of the gold rates of return 0 0 6 17 2 2 17 54
Estimates of semiparametric equivalence scales 0 3 13 24 3 14 43 100
Estimates of the black economy based on consumer demand approaches 1 6 24 122 6 18 87 446
European economics: An analysis based on publications in the core journals 2 4 14 87 5 13 45 194
Evidence concerning non-linear structure in Canadian provincial unemployment rates 0 0 0 2 4 9 19 108
Financial intermediation and growth: Some robustness results 2 4 11 31 5 9 22 88
Growth and convergence: A profile of distribution dynamics and mobility 1 6 29 52 3 11 51 101
Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable: Bootstrapping and artificial regression compared 1 3 12 15 7 21 87 122
Income inequality and economic development: evidence from the threshold regression model 1 7 11 104 1 12 33 205
International chaos? 0 0 4 11 4 13 46 78
Interpreting the wage gap estimate from selectivity correction techniques using micro data 0 0 3 6 1 3 8 20
Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market 1 1 11 45 3 10 66 198
Is the Financial Development and Economic Growth Relationship Nonlinear? 3 8 25 25 9 31 81 81
Measuring the Strangeness of Gold and Silver Rates of Return 2 3 12 63 15 44 96 507
Measuring the Union Relative Wage Impact: A Methodological Note 0 0 0 0 1 3 9 76
N-Kernel: A Review 0 0 2 17 2 7 16 103
Nesting quadratic logarithmic demand systems 0 0 1 14 1 1 11 84
Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach 0 2 21 131 2 7 44 318
Nonlinearities in economic growth: A semiparametric approach applied to information technology data 0 3 6 6 1 8 29 29
Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap 0 0 0 0 1 6 22 174
On the calculation of marginal effects in the bivariate probit model 5 25 70 305 7 32 100 458
Partially adaptive estimation via the maximum entropy densities 0 1 1 19 1 6 23 119
Preference Heterogeneity and the Rank of Demand Systems 0 0 0 0 3 5 13 147
REJOINDER Segmented Trend Models of Canadian Economic Growth 0 0 1 10 1 3 12 65
Rankings of Academic Journals and Institutions in Economics 18 52 225 742 50 133 575 2,021
Rankings of Economic Departments Among Greek-Speaking Institutions 0 0 0 0 9 25 128 375
Research spillovers among European and North-American economics departments 0 0 4 13 2 2 17 81
Semiparametric Specification Testing of Non-nested Econometric Models 0 0 3 17 0 1 13 66
Semiparametric efficient adaptive estimation of asymmetric GARCH models 2 3 3 19 5 8 13 53
Semiparametric estimation of partially linear panel data models 5 8 20 49 9 17 32 104
Some evidence concerning macroeconomic chaos 0 0 5 11 1 1 11 35
Specification and sensitivity analysis of cross-country growth regressions 1 1 4 64 3 3 18 234
Technical Trading Rules and the Size of the Risk Premium in Security Returns 0 3 15 100 2 6 34 238
Testing Serial Correlation in Semiparametric Time Series Models 0 1 10 64 3 8 41 349
Testing for Shape Invariance of Semiparametric Equivalence Scales 0 0 3 4 2 5 19 23
Testing for Short-run Money Neutrality in a Small Open Economy: The Case of Canada 0 0 0 0 2 8 29 357
Testing for asymmetric pricing in the Canadian retail gasoline market 1 3 13 46 2 6 29 144
Testing for parameter stability in a regression model with ar(1) errors 1 1 25 41 6 10 63 91
Testing the Efficiency of the Athens Stock Exchange: Some Results from the Banking Sector 0 0 0 0 2 11 51 626
Testing the rank of Engel curves with endogenous expenditure 1 2 6 17 3 7 21 75
The Environmental Kuznets Curve: Real Progress or Misspecified Models? 1 6 31 89 4 23 81 240
The Wage Effects of the Strike: A Selectivity Bias Approach 0 0 0 2 1 4 12 90
The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach 0 2 3 19 4 11 27 106
The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent 0 3 3 5 1 5 8 17
The symmetry of the wage-change distribution: Survey and contract data 0 0 0 16 3 6 18 187
Wage rigidity in Canadian collective bargaining agreements 0 0 0 0 3 11 31 31
Welfare Participation and Labour Market Behaviour in Canada 0 1 1 1 0 4 18 205
Total Journal Articles 61 196 787 3,025 243 726 2,719 11,863


Statistics updated 2008-09-04