Details about Aris Spanos

Access statistics for papers by Aris Spanos.

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Short-id: psp132

Working Papers

2013

1. A Small Macroeconometric Model for the Cyprus Economy
   Working Papers, Central Bank of Cyprus View citations (3)

2008

2. The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)

2006

3. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

4. Bernoulli Regression Models: Re-examining Statistical Models with Binary Dependent Variables
   2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2004

5. REVISITING ERROR AUTOCORRELATION CORRECTION: COMMON FACTOR RESTRICTIONS AND GRANGER CAUSALITY
   2004 Annual meeting, August 1-4, Denver, CO, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (2)

2002

6. THE LINEAR REGRESSION MODEL WITH AUTOCORRELATED ERRORS: JUST SAY NO TO ERROR AUTOCORRELATION
   2002 Annual meeting, July 28-31, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (4)

2001

7. Two Approaches to the Model Specification Problem in Econometrics: The Model Specification Problem from a Probabilistic Reduction Perspective
   Faculty Paper Series, Texas A&M University, Department of Agricultural Economics

Journal Articles

2024

1. Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated
   Oxford Bulletin of Economics and Statistics, 2024, 86, (4), 761-793 View citations (1)

2023

2. Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results
   Stats, 2023, 6, (4), 1-16

2022

3. Frequentist Model-based Statistical Induction and the Replication Crisis
   Journal of Quantitative Economics, 2022, 20, (1), 133-159
4. Model Validation and DSGE Modeling
   Econometrics, 2022, 10, (2), 1-25
5. Statistical modeling and inference in the era of Data Science and Graphical Causal modeling
   Journal of Economic Surveys, 2022, 36, (5), 1251-1287 View citations (1)

2021

6. Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum
   Statistical Methods & Applications, 2021, 30, (2), 605-635

2020

7. On modeling heterogeneity in linear models using trend polynomials
   Economic Modelling, 2020, 85, (C), 74-86 View citations (1)

2019

8. Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective
   Communications in Statistics - Theory and Methods, 2019, 48, (22), 5492-5516 View citations (1)

2018

9. MIS†SPECIFICATION TESTING IN RETROSPECT
   Journal of Economic Surveys, 2018, 32, (2), 541-577 View citations (7)

2016

10. Transforming structural econometrics: substantive vs. statistical premises of inference
    Review of Political Economy, 2016, 28, (3), 426-437

2015

11. Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data
    Journal of Economic Methodology, 2015, 22, (2), 171-196 View citations (6)
12. 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
    Journal of the History of Economic Thought, 2015, 37, (4), 637-645

2011

13. Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation
    Rationality, Markets and Morals, 2011, 2, (47) View citations (3)
14. MACROECONOMIC LINKAGES IN MEXICO
    Metroeconomica, 2011, 62, (2), 356-385 View citations (7)

2010

15. Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification
    Journal of Econometrics, 2010, 158, (2), 204-220 View citations (9)
16. Editorial introduction
    Journal of Econometrics, 2010, 158, (2), 175-176
17. Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information
    Economic Modelling, 2010, 27, (6), 1436-1452 View citations (9)

2009

18. Error in economics and the error statistical approach - Error in Economics. Towards a More Evidence-Based Methodology, Julian Reiss, Routledge, 2007, xxiv + 246 pages
    Economics and Philosophy, 2009, 25, (2), 206-210
19. Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (2), 273-294 View citations (3)
20. Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence
    Korean Economic Review, 2009, 25, 165-213 View citations (3)
21. The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2009, 3, 1-14 View citations (32)

2008

22. Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing*
    Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 829-847 View citations (5)
23. Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
    Econometric Reviews, 2008, 27, (4-6), 363-384 View citations (29)

2006

24. Revisiting the omitted variables argument: Substantive vs. statistical adequacy
    Journal of Economic Methodology, 2006, 13, (2), 179-218 View citations (13)

2003

25. Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
    Econometric Reviews, 2003, 22, (3), 217-237 View citations (24)

2002

26. Probability, Econometrics and Truth: The Methodology of Econometrics
    Journal of the American Statistical Association, 2002, 97, 921-923
27. The problem of near-multicollinearity revisited: erratic vs systematic volatility
    Journal of Econometrics, 2002, 108, (2), 365-393 View citations (24)

2001

28. On Modelling Speculative Prices: The Empirical Literature
    Journal of Economic Surveys, 2001, 15, (2), 187-220 View citations (11)
29. Revisiting data mining: 'hunting' with or without a license
    Journal of Economic Methodology, 2001, 7, (2), 231-264 View citations (8)
30. The Model Specification Problem from a Probabilistic Reduction Perspective
    American Journal of Agricultural Economics, 2001, 83, (5), 1168-1176 View citations (10)

1995

31. On theory testing in econometrics: Modeling with nonexperimental data
    Journal of Econometrics, 1995, 67, (1), 189-226 View citations (33)

1994

32. On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models
    Econometric Theory, 1994, 10, (2), 286-315 View citations (16)

1990

33. The simultaneous-equations model revisited: Statistical adequacy and identification
    Journal of Econometrics, 1990, 44, (1-2), 87-105 View citations (55)

1989

34. Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View
    Oxford Economic Papers, 1989, 41, (1), 150-69 View citations (14)
35. On Rereading Haavelmo: A Retrospective View of Econometric Modeling
    Econometric Theory, 1989, 5, (3), 405-429 View citations (30)

1984

36. Liquidity as a Latent Variable-An Application of the MIMIC Model
    Oxford Bulletin of Economics and Statistics, 1984, 46, (2), 125-43 View citations (10)
37. The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence
    Oxford Bulletin of Economics and Statistics, 1984, 46, (4), 329-40 View citations (2)

Books

2019

1. Probability Theory and Statistical Inference
   Cambridge Books, Cambridge University Press View citations (5)
   Also in Cambridge Books, Cambridge University Press (2019) View citations (5)

1986

2. Statistical Foundations of Econometric Modelling
   Cambridge Books, Cambridge University Press View citations (189)

Chapters

2006

1. The Student's t
   A chapter in Econometric Analysis of Financial and Economic Time Series, 2006, pp 289-319

Undated

2. Why the Decision-Theoretic Perspective Misrepresents Frequentist Inference: Revisiting Stein's Paradox and Admissibility
   IntechOpen