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	1	1	2	20
Cognitive ability, stereotypes and gender segregation in the workplace	0	0	0	32	0	0	1	101
Electoral incentives in small polities: a case study	1	1	2	5	1	3	4	11
Happiness and Tax Morale: an Empirical Analysis	0	0	0	26	2	2	3	155
Happiness and Tax Morale: an Empirical Analysis	0	0	0	167	0	2	5	342
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model	0	0	0	15	0	4	4	54
The Fragility of the KPSS Stationarity Test	0	0	0	43	1	3	3	110
Total Working Papers	1	1	2	288	5	15	22	793

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	1	1	2	56
Cognitive ability, stereotypes and gender segregation in the workplace	0	0	0	54	2	2	3	252
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY	0	0	0	42	1	1	2	156
Happiness and tax morale: An empirical analysis	1	2	4	59	1	4	12	280
Happiness in Italy: An empirical Analysis	1	1	1	6	2	2	5	30
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model	0	0	1	60	1	1	2	280
Is there trend reversion in purchasing power parity?	0	0	0	124	1	2	2	358
Local Asymptotic Distributions of Stationarity Tests	0	0	0	25	0	0	0	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	539
Money Illusion: Are Economists Different?	0	2	3	51	0	3	6	153
Natural born economists?	0	0	2	149	0	4	14	453
Purchasing power parity during the 1920s	0	0	1	17	0	0	2	258
Spurious regressions between I(1) processes with long memory errors	0	0	0	0	0	0	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	0	5
Triangular Representation and Error Correction Mechanism in Cointegrated Systems	0	0	0	1	2	4	11	470
Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series	0	0	0	7	1	2	3	54
Total Journal Articles	2	5	12	783	12	26	67	3,519

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Statistics updated 2025-12-06