Details about Jonathan B. Hill

Access statistics for papers by Jonathan B. Hill.

Last updated 2009-07-12. Update your information in the RePEc Author Service.

Short-id: phi22

Working Papers

2006

1. Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form
   Working Papers, Florida International University, Department of Economics
2. Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
   Macroeconomics, EconWPA View citations
   Also in Working Papers, Florida International University, Department of Economics (2004) View citations
   See also Journal Article in Journal of Applied Econometrics (2007)
3. Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data
   Working Papers, Florida International University, Department of Economics
4. On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators
   Working Papers, Florida International University, Department of Economics
5. On Tail Index Estimation for Dependent, Heterogenous Data
   Econometrics, EconWPA View citations
6. Super-Consistent Tests of Lp-Functional Form
   Working Papers, Florida International University, Department of Economics

2005

7. Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
   Econometrics, EconWPA
8. Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
   Econometrics, EconWPA
9. Consistent Model Specification Tests Against Smooth Transition Alternatives
   Econometrics, EconWPA
10. Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application
    Working Papers, Florida International University, Department of Economics
11. Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application
    Econometrics, EconWPA View citations
12. Institutions and Growth Volatility
    Working Papers, Florida International University, Department of Economics View citations
13. On Tail Index Estimation Using Dependent,Heterogenous Data
    Working Papers, Florida International University, Department of Economics View citations
14. Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes
    Econometrics, EconWPA View citations
    Also in Working Papers, Florida International University, Department of Economics (2004)

2004

15. Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited
    Working Papers, Florida International University, Department of Economics
16. Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives
    Econometric Society 2004 North American Summer Meetings, Econometric Society
17. Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives
    Working Papers, Florida International University, Department of Economics
18. LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
    Working Papers, Florida International University, Department of Economics
    Also in Econometrics, EconWPA (2004)

Journal Articles

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 View citations
   See also Working Paper (2006)

2002

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