Access Statistics for Diego Lubian

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
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 1 2 4 0 1 4 8
Happiness and Tax Morale: an Empirical Analysis 0 0 1 167 0 1 7 339
Happiness and Tax Morale: an Empirical Analysis 0 0 0 26 0 0 3 153
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 1 107
Total Working Papers 0 1 3 287 0 2 16 775

Journal Article File Downloads Abstract Views
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 5 249
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 0 1 56 0 1 7 274
Happiness in Italy: An empirical Analysis 0 0 0 5 1 2 5 28
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model 1 1 1 60 1 1 1 279
Is there trend reversion in purchasing power parity? 0 0 0 124 0 0 0 356
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 0 2 538
Money Illusion: Are Economists Different? 0 1 1 49 0 2 5 150
Natural born economists? 0 1 6 149 1 3 13 446
Purchasing power parity during the 1920s 0 1 1 17 0 1 1 257
Spurious regressions between I(1) processes with long memory errors 0 0 0 0 1 1 1 5
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 2 3 462
Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series 0 0 0 7 0 0 2 52
Total Journal Articles 1 4 10 777 4 13 48 3,479

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Statistics updated 2025-06-06