Details about Diego Lubian

Access statistics for papers by Diego Lubian.

Last updated 2009-11-12. Update your information in the RePEc Author Service.

Short-id: plu45

Working Papers

2003

1. Asymptotic null distributions of stationarity and nonstationarity
   Working Papers, Università di Verona, Dipartimento di Scienze economiche
2. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
   Working Papers, Università di Verona, Dipartimento di Scienze economiche
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)

Journal Articles

2009

1. Natural born economists?
   Journal of Economic Psychology, 2009, 30, (3), 455-468

2008

2. Money Illusion: Are Economists Different?
   Economics Bulletin, 2008, 1, (3), 1-9

2007

3. Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors
   Annals of the Institute of Statistical Mathematics, 2007, 59, (3), 403-423

2006

4. Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
   Applied Financial Economics, 2006, 16, (6), 479-490
5. Local Asymptotic Distributions of Stationarity Tests
   Journal of Time Series Analysis, 2006, 27, (3), 323-345

2004

6. MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
   Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2)
   See also Working Paper (2003)

2001

7. ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY
   Econometric Reviews, 2001, 20, (1), 61-84 View citations

1997

8. Local-to-Spurious Regression?Solution
   Econometric Theory, 1997, 13, (04), 608-613

1996

9. Derivation of a Fully Modified Estimator
   Econometric Theory, 1996, 12, (04), 749-751
10. Ordering of Covariance Matrice
    Econometric Theory, 1996, 12, (04), 746-748
11. Spurious Regression and Generalized Least Square
    Econometric Theory, 1996, 12, (01), 204-209
12. Triangular Representation and Error Correction Mechanism in Cointegrated Systems
    Oxford Bulletin of Economics and Statistics, 1996, 58, (2), 409-15 View citations

1991

13. Is there trend reversion in purchasing power parity?
    European Economic Review, 1991, 35, (5), 1035-1055 View citations

1989

14. Purchasing power parity during the 1920s
    Economics Letters, 1989, 30, (4), 357-362 View citations