Access Statistics for Aris Spanos

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
A Small Macroeconometric Model for the Cyprus Economy 0 0 0 27 2 2 19 76
Bernoulli Regression Models: Re-examining Statistical Models with Binary Dependent Variables 0 0 0 76 1 1 11 355
REVISITING ERROR AUTOCORRELATION CORRECTION: COMMON FACTOR RESTRICTIONS AND GRANGER CAUSALITY 0 0 0 56 1 1 15 269
THE LINEAR REGRESSION MODEL WITH AUTOCORRELATED ERRORS: JUST SAY NO TO ERROR AUTOCORRELATION 0 0 2 163 0 0 15 881
Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective 0 0 0 134 2 2 11 489
The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling 0 0 0 146 0 1 6 254
Two Approaches to the Model Specification Problem in Econometrics: The Model Specification Problem from a Probabilistic Reduction Perspective 0 0 0 0 0 1 7 10
Total Working Papers 0 0 2 602 6 8 84 2,334

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification 1 2 2 52 1 2 15 236
Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View 0 0 1 69 0 0 11 183
Editorial introduction 0 0 1 12 0 0 8 49
Error in economics and the error statistical approach - Error in Economics. Towards a More Evidence-Based Methodology, Julian Reiss, Routledge, 2007, xxiv + 246 pages 0 0 0 37 0 0 2 87
Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation 0 0 0 48 1 2 8 136
Frequentist Model-based Statistical Induction and the Replication Crisis 1 1 1 7 1 1 10 30
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* 0 0 0 54 0 0 12 282
Liquidity as a Latent Variable-An Application of the MIMIC Model 0 0 0 0 0 1 3 195
MACROECONOMIC LINKAGES IN MEXICO 0 0 0 40 0 1 9 90
MIS†SPECIFICATION TESTING IN RETROSPECT 0 0 0 11 0 2 12 57
Model Validation and DSGE Modeling 0 0 0 16 1 2 15 51
Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective 1 1 1 4 1 1 7 21
On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models 0 1 2 63 1 3 15 149
On Modelling Speculative Prices: The Empirical Literature 0 0 0 95 0 1 9 357
On Rereading Haavelmo: A Retrospective View of Econometric Modeling 0 0 2 31 0 0 12 72
On modeling heterogeneity in linear models using trend polynomials 0 0 0 11 0 0 13 71
On theory testing in econometrics: Modeling with nonexperimental data 0 0 2 186 0 2 10 429
Probability, Econometrics and Truth: The Methodology of Econometrics 0 0 1 38 2 2 6 106
Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality* 0 0 0 43 0 2 12 233
Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data 0 0 0 2 0 0 8 35
Revisiting data mining: 'hunting' with or without a license 0 0 1 12 1 1 8 66
Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results 0 0 1 1 0 0 11 14
Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated 0 1 8 17 0 1 41 70
Revisiting the Replication Crisis and the Untrustworthiness of Empirical Evidence 0 0 0 0 2 2 7 8
Revisiting the omitted variables argument: Substantive vs. statistical adequacy 0 0 0 107 1 5 18 649
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 0 87 1 1 13 364
Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence 0 0 1 4 0 1 15 75
Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information 0 1 1 45 0 3 9 282
Statistical modeling and inference in the era of Data Science and Graphical Causal modeling 0 0 1 14 0 2 13 44
Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective 0 0 0 37 0 0 10 125
The Model Specification Problem from a Probabilistic Reduction Perspective 0 0 0 47 0 0 7 143
The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence 0 0 0 0 0 2 6 310
The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling 0 0 0 36 2 2 5 190
The Unit-Root Revolution Revisited: Where Do Non-Standard Sampling Distributions and Related Conundrums Stem From? 0 0 2 2 1 1 12 12
The problem of near-multicollinearity revisited: erratic vs systematic volatility 0 0 3 98 0 0 12 299
The simultaneous-equations model revisited: Statistical adequacy and identification 0 0 1 180 0 0 13 407
Transforming structural econometrics: substantive vs. statistical premises of inference 0 0 0 3 1 2 6 28
Walter A. Friedman, Fortune Tellers: The Story of America's First Economic Forecasters (Princeton: Princeton University Press, 2013), pp. 288, $29.95, hardcover. ISBN 978-0-69115-911-9 0 0 0 3 0 0 0 14
Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum 0 0 0 7 1 2 34 67
Total Journal Articles 3 7 32 1,519 18 47 437 6,036

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Probability Theory and Statistical Inference 0 0 0 0 0 3 11 30
Statistical Foundations of Econometric Modelling 0 0 0 0 1 3 31 257
Total Books 0 0 0 0 1 6 42 287
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Student's t 0 0 0 1 0 0 4 7
Why the Decision-Theoretic Perspective Misrepresents Frequentist Inference: Revisiting Stein's Paradox and Admissibility 0 0 0 2 0 0 11 34
Total Chapters 0 0 0 3 0 0 15 41

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