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Details about Jonathan B. Hill

E-mail:
Homepage:http://www.fiu.edu/~hilljona
Workplace:Department of Economics, Florida International University, (more information at EDIRC)
Department of Economics, University of North Carolina-Chapel-Hill, (more information at EDIRC)

Access statistics for papers by Jonathan B. Hill.

Last updated 2015-02-04. Update your information in the RePEc Author Service.

Short-id: phi22


Jump to Journal Articles

Working Papers

2013

  1. Testing for Granger Causality with Mixed Frequency Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)

2009

  1. Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test
    Working Papers, Concordia University, Department of Economics Downloads View citations (1)

2006

  1. Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
    Macroeconomics, EconWPA Downloads View citations (4)
    See also Journal Article in Journal of Applied Econometrics (2007)
  2. On Tail Index Estimation for Dependent, Heterogenous Data
    Econometrics, EconWPA Downloads View citations (2)
    See also Journal Article in Econometric Theory (2010)

2005

  1. Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
    Econometrics, EconWPA Downloads
  2. Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
    Econometrics, EconWPA Downloads View citations (2)
  3. Consistent Model Specification Tests Against Smooth Transition Alternatives
    Econometrics, EconWPA Downloads
  4. Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application
    Econometrics, EconWPA Downloads View citations (1)
  5. Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes
    Econometrics, EconWPA Downloads View citations (1)

2004

  1. Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads
  2. LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    Econometrics, EconWPA Downloads

1999

  1. Alpha-Stable Consistent Model Specification Tests for Heavy-Tailed Neural Networks Environments
    Computing in Economics and Finance 1999, Society for Computational Economics

Journal Articles

2015

  1. Robust score and portmanteau tests of volatility spillover
    Journal of Econometrics, 2015, 184, (1), 37-61 Downloads View citations (2)

2014

  1. UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
    Journal of Time Series Analysis, 2014, 35, (3), 282-297 Downloads View citations (1)

2013

  1. Are there common values in first-price auctions? A tail-index nonparametric test
    Journal of Econometrics, 2013, 174, (2), 144-164 Downloads View citations (1)
  2. Consistent GMM Residuals-Based Tests of Functional Form
    Econometric Reviews, 2013, 32, (3), 361-383 Downloads
  3. Least tail-trimmed squares for infinite variance autoregressions
    Journal of Time Series Analysis, 2013, 34, (2), 168-186 Downloads View citations (7)
  4. Moment condition tests for heavy tailed time series
    Journal of Econometrics, 2013, 172, (2), 255-274 Downloads View citations (7)
  5. Stochastically weighted average conditional moment tests of functional form
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 121-139 Downloads

2012

  1. Dependence and stochastic limit theory (in Russian)
    Quantile, 2012, (10), 1-31 Downloads

2011

  1. Institutions and Growth Volatility
    Economic Papers, 2011, 30, (2), 233-252 View citations (2)
  2. TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
    Econometric Theory, 2011, 27, (04), 844-884 Downloads View citations (5)

2010

  1. ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
    Econometric Theory, 2010, 26, (05), 1398-1436 Downloads View citations (16)
    See also Working Paper (2006)

2007

  1. Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship
    Journal of Applied Econometrics, 2007, 22, (4), 747-765 Downloads View citations (15)
    See also Working Paper (2006)

2002

  1. Royal African Company Share Prices during the South Sea Bubble
    Explorations in Economic History, 2002, 39, (1), 61-87 Downloads View citations (8)
 
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