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	2	4	5	23
Cognitive ability, stereotypes and gender segregation in the workplace	0	0	0	32	3	3	4	104
Electoral incentives in small polities: a case study	0	1	2	5	1	4	7	14
Happiness and Tax Morale: an Empirical Analysis	0	0	0	167	1	2	7	344
Happiness and Tax Morale: an Empirical Analysis	0	0	0	26	0	3	4	156
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model	0	0	0	15	2	3	7	57
The Fragility of the KPSS Stationarity Test	0	0	0	43	1	2	4	111
Total Working Papers	0	1	2	288	10	21	38	809

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	3	5	6	60
Cognitive ability, stereotypes and gender segregation in the workplace	0	0	0	54	4	7	8	257
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY	0	0	0	42	3	6	7	161
Happiness and tax morale: An empirical analysis	0	1	3	59	5	9	18	288
Happiness in Italy: An empirical Analysis	0	1	1	6	1	4	7	32
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model	0	0	1	60	4	7	8	286
Is there trend reversion in purchasing power parity?	0	0	0	124	4	5	6	362
Local Asymptotic Distributions of Stationarity Tests	0	0	0	25	4	5	5	101
Long‐Memory Errors in Time Series Regressions with a Unit Root	0	0	0	0	4	4	4	6
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model	0	0	0	168	6	7	8	546
Money Illusion: Are Economists Different?	0	0	3	51	5	7	12	160
Natural born economists?	1	1	2	150	2	3	14	456
Purchasing power parity during the 1920s	0	0	1	17	3	3	5	261
Spurious regressions between I(1) processes with long memory errors	0	0	0	0	1	3	4	8
The fragility of the KPSS stationarity test	0	0	0	11	3	5	5	77
The power of unit root tests under local-to-finite variance errors	0	0	0	1	2	4	4	9
Triangular Representation and Error Correction Mechanism in Cointegrated Systems	0	0	0	1	7	10	18	478
Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series	0	0	0	7	5	7	9	60
Total Journal Articles	1	3	11	784	66	101	148	3,608

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Statistics updated 2026-02-12