Details about Thanasis Stengos

E-mail:
Homepage:	http://www.uoguelph.ca/~tstengos
Phone:	519 824-4120 est 53917
Postal address:	Department of Economics University of Guelph Guelph, Ontario N1G 2W1 Canada
Workplace:	Department of Economics, University of Guelph, (more information at EDIRC) Rimini Center for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Thanasis Stengos.

Last updated 2009-11-06. Update your information in the RePEc Author Service.

Short-id: pst21

---

Jump to Journal Articles Books

Working Papers

2009

1. Growth and the pollution convergence hypothesis: A nonparametric approach
   MPRA Paper, University Library of Munich, Germany
   Also in CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zürich (2009)
2. Structural Threshold Regression
   Working Paper Series, Rimini Centre for Economic Analysis
   Also in Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2008)
3. The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth
   Working Papers, University of Guelph, Department of Economics

2008

4. FOREIGN DIRECT INVESTMENT, HUMAN CAPITAL AND NONLINEARITIES IN ECONOMIC GROWTH
   Working Paper Series, Rimini Centre for Economic Analysis
   Also in Working Papers, University of Peloponnese, Department of Economics (2008)
5. THRET: Threshold Regression with Endogenous Threshold Variables
   University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2008)
   Working Papers, University of Guelph, Department of Economics (2008)
6. The Contribution of Greenhouse Pollution to Productivity Growth
   Working Papers, University of Guelph, Department of Economics
7. The Contribution of Pollution to Productivity Growth
   Working Paper Series, Rimini Centre for Economic Analysis View citations
8. The Global Joint Distribution of Income and Health
   CESifo Working Paper Series, CESifo Group Munich
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2008)

2007

9. Nonlinearities in Economic Growth: A Semiparametric Approach Applied to Information Technology Data
   Working Papers, University of Guelph, Department of Economics View citations
   See also Journal Article in Journal of Macroeconomics (2007)
10. The E¤ect of Information Technology and Human Capital on Economic Growth
    Working Paper Series, Rimini Centre for Economic Analysis
11. The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach
    Working Paper Series, Rimini Centre for Economic Analysis
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2005) View citations
    Working Papers, University of Guelph, Department of Economics (2006)
    See also Journal Article in Empirical Economics (2008)
12. Votes or Money? Theory and Evidence from the US Congress
    Working Paper Series, Rimini Centre for Economic Analysis
13. We derive general distribution tests based on the method of Maximum Entropy density
    Working Paper Series, Rimini Centre for Economic Analysis

2006

14. ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS
    CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis
15. Information-Theoretic Distribution Test With Application to Normality
    Working Papers, University of Guelph, Department of Economics View citations
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2006)
16. Love Thy Neighbor, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest
    Working Papers, University of Guelph, Department of Economics View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
17. Love thy Neighbor, Love thy Kin: Voting Biases in the Eurovision Song Contest
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics

2005

18. Can Dynamic Panel Data Explain Finance-Growth Link?
    Working Papers, University of Guelph, Department of Economics
19. Is the Financial Development and Economic Growth Relationship Nonlinear?
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in Economics Bulletin (2007)
20. Partially Adaptive Estimation via Maximum Entropy Densities
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations

2004

21. Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootsrap
    Staff General Research Papers, Iowa State University, Department of Economics
    Also in Staff General Research Papers, Iowa State University, Department of Economics (2004)
    See also Journal Article in Empirical Economics (1988)

2003

22. Estimates of Semiparametric Equivalence Scales
    Working Papers, University of Guelph, Department of Economics
    See also Journal Article in Journal of Applied Econometrics (2006)
23. Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market
    Working Papers, University of Guelph, Department of Economics
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2002)
    See also Journal Article in Journal of Applied Econometrics (2006)
24. Rankings of Academic Journals and Institutions
    Working Papers, University of Guelph, Department of Economics View citations
25. Wage Rigidity in Canadian Collective Bargaining Agreements
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations
    See also Journal Article in Industrial and Labor Relations Review (2003)

2002

26. Demographic vs. Expenditure Flexibility in Engel Curves
    Working Papers, University of Guelph, Department of Economics
27. Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in Journal of Applied Econometrics (2006)
28. The Environmental Kuznets Curve: Real Progress or Misspecified Models?
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in The Review of Economics and Statistics (2003)

2001

29. Nesting Quadratic Logarithmic Demand Systems
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics
    See also Journal Article in Economics Letters (2002)
30. Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada
    CESifo Working Paper Series, CESifo Group Munich View citations
31. Rankings of Academic Journals and Institutions in Economics
    Discussion Papers in Economics, Department of Economics, University of Leicester View citations
    See also Journal Article in Journal of the European Economic Association (2003)

2000

32. Income Inequality and Economic Development: Evidence from the Threshold Regression Model
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in Economics Letters (2000)
33. Measures of Human Capital and Nonlinearities in Economic Growth
    Working Papers, University of Guelph, Department of Economics View citations
34. Research Spillovers among Academic Institutions: Europe and North America
    Working Papers, University of Guelph, Department of Economics

1999

35. Testing Serial Correlation in Semiparametric Time Series Model
    Working Papers, University of Guelph, Department of Economics
    See also Journal Article in Journal of Time Series Analysis (2003)

1997

36. Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
    Working Papers, University of Guelph, Department of Economics View citations
37. Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in Energy Economics (2000)

1996

38. On the Calculation of Marginal Effects in the Bivariate Probit Model
    CESifo Working Paper Series, CESifo Group Munich View citations
    See also Journal Article in Economics Letters (1997)
39. On the Sensitivity Analysis of Cross-Country Growth Regressions: A Semiparametric Approach
    Working Papers, University of Guelph, Department of Economics
40. Technical Trading Rules and the Size of the Risk Premium in Security Returns
    Working Papers, University of Guelph, Department of Economics
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1997)
41. Welfare Participation and Labour Market Behaviour in Canada
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in Canadian Journal of Economics (1997)

1993

42. Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics
43. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
    Working Papers, University of Guelph, Department of Economics
    See also Journal Article in International Economic Review (1994)

1992

44. Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics View citations
45. Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model
    Working Papers, University of Guelph, Department of Economics View citations

1991

46. A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators
    Working Papers, Queen's University, Department of Economics
    See also Journal Article in Journal of Econometrics (1992)

1990

47. DISCONTINUITIES IN CANADIAN ECONOMIC GROWTH, 1870-1985
    Working Papers, University of Guelph, Department of Economics View citations
    See also Journal Article in Explorations in Economic History (1991)
48. Semiparametric Specification Testing
    Working Papers, Queen's University, Department of Economics View citations
49. Semiparametric Specification Testing of Nonlinear Models
    Working Papers, Queen's University, Department of Economics

1989

50. A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION
    Working Papers, University of Guelph, Department of Economics
51. NEAREST NEIGHBOR FORECASTS OF PRECIOUS METEL RATES OF RETURN
    Working Papers, University of Guelph, Department of Economics

1987

52. Alternative Estimates of Union-Nonunion and Public-Private Wage Differentials in Ontario, 1981
    Working Papers, Queen's at Kingston - Sch. of Indus. Relat. Papers in Industrial Relations
    Also in Working Papers, Queen's University, Department of Economics (1986)

1984

53. Micro Estimates of the Union-Nonunion Wage Differential in Canada Using a Sample Selectivity Approach
    Working Papers, Queen's University, Department of Economics

Journal Articles

2008

1. An empirical investigation of the relationship between education and growth in Pakistan
   International Economic Journal, 2008, 22, (3), 345-359
2. Demographic versus expenditure flexibility in Engel curves
   Empirical Economics, 2008, 34, (2), 257-271
3. The absolute health income hypothesis revisited: a semiparametric quantile regression approach
   Empirical Economics, 2008, 35, (2), 395-412
   See also Working Paper (2007)

2007

4. An algorithm for censored quantile regressions
   Economics Bulletin, 2007, 3, (1), 1-9
5. Growth and convergence: A profile of distribution dynamics and mobility
   Journal of Econometrics, 2007, 136, (2), 483-508 View citations
6. Is the Financial Development and Economic Growth Relationship Nonlinear?
   Economics Bulletin, 2007, 15, (14), 1-12
   See also Working Paper (2005)
7. Nonlinearities in economic growth: A semiparametric approach applied to information technology data
   Journal of Macroeconomics, 2007, 29, (3), 555-568 View citations
   See also Working Paper (2007)
8. Testing for Shape Invariance of Semiparametric Equivalence Scales
   Economics Bulletin, 2007, 4, (21), 1-11

2006

9. Economic development and the return to human capital: a smooth coefficient semiparametric approach
   Journal of Applied Econometrics, 2006, 21, (1), 111-132 View citations
   See also Working Paper (2002)
10. Estimates of semiparametric equivalence scales
    Journal of Applied Econometrics, 2006, 21, (5), 629-639 View citations
    See also Working Paper (2003)
11. Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
    Journal of Applied Econometrics, 2006, 21, (3), 371-386 View citations
    See also Working Paper (2003)
12. Semiparametric efficient adaptive estimation of asymmetric GARCH models
    Journal of Econometrics, 2006, 133, (1), 373-386

2005

13. Financial intermediation and growth: Some robustness results
    Economics Letters, 2005, 88, (3), 306-312 View citations
14. Partially adaptive estimation via the maximum entropy densities
    Econometrics Journal, 2005, 8, (3), 352-366 View citations

2004

15. Estimates of the black economy based on consumer demand approaches
    Economic Journal, 2004, 114, (497), 622-640 View citations
16. Research spillovers among European and North-American economics departments
    Economics of Education Review, 2004, 23, (2), 191-202 View citations

2003

17. Rankings of Academic Journals and Institutions in Economics
    Journal of the European Economic Association, 2003, 1, (6), 1346-1366 View citations
    See also Working Paper (2001)
18. Testing Serial Correlation in Semiparametric Time Series Models
    Journal of Time Series Analysis, 2003, 24, (3), 311-335 View citations
    See also Working Paper (1999)
19. The Environmental Kuznets Curve: Real Progress or Misspecified Models?
    The Review of Economics and Statistics, 2003, 85, (4), 1038-1047 View citations
    See also Working Paper (2002)
20. Wage rigidity in Canadian collective bargaining agreements
    Industrial and Labor Relations Review, 2003, 56, (3), 429-448 View citations
    See also Working Paper (2003)

2002

21. Age effects on consumer demand: an additive partially linear regression model
    Canadian Journal of Economics, 2002, 35, (1), 153-165 View citations
22. Nesting quadratic logarithmic demand systems
    Economics Letters, 2002, 76, (3), 369-374 View citations
    See also Working Paper (2001)
23. Specification and sensitivity analysis of cross-country growth regressions
    Empirical Economics, 2002, 27, (4), 645-656 View citations
24. The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach
    Economics Letters, 2002, 75, (1), 11-16 View citations
25. The symmetry of the wage-change distribution: Survey and contract data
    Empirical Economics, 2002, 27, (4), 705-723 View citations

2001

26. A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
    Econometric Reviews, 2001, 20, (1), 41-60 View citations
27. A non-parametric test of the symmetry of PSID wage-change distributions
    Economics Letters, 2001, 71, (3), 363-368 View citations

2000

28. A non-linear sensitivity analysis of cross-country growth regressions
    Canadian Journal of Economics, 2000, 33, (3), 604-617 View citations
29. Corrigendum to "On the calculation of marginal effects in the bivariate probit model" [Econ. Lett. 54, (1997) 203-208]
    Economics Letters, 2000, 68, (3), 339-339
30. Income inequality and economic development: evidence from the threshold regression model
    Economics Letters, 2000, 69, (2), 207-212 View citations
    See also Working Paper (2000)
31. Nonparametric model check based on local polynomial fitting
    Statistics & Probability Letters, 2000, 48, (4), 327-334
32. Testing for asymmetric pricing in the Canadian retail gasoline market
    Energy Economics, 2000, 22, (3), 349-368 View citations
    See also Working Paper (1997)

1999

33. European economics: An analysis based on publications in the core journals
    European Economic Review, 1999, 43, (4-6), 1150-1168 View citations
34. Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach
    Journal of Applied Econometrics, 1999, 14, (5), 527-38 View citations
35. Preference Heterogeneity and the Rank of Demand Systems
    Journal of Business & Economic Statistics, 1999, 17, (2), 248-52 View citations
36. Rankings of Economic Departments Among Greek-Speaking Institutions
    Ekonomia, 1999, 3, (1), 70-75
37. Testing the rank of Engel curves with endogenous expenditure
    Economics Letters, 1999, 64, (1), 61-65 View citations

1997

38. On the calculation of marginal effects in the bivariate probit model
    Economics Letters, 1997, 54, (3), 203-208 View citations
    See also Working Paper (1996)
39. Technical Trading Rules and the Size of the Risk Premium in Security Returns
    Studies in Nonlinear Dynamics & Econometrics, 1997, 2, (2), 23-34 View citations
    See also Working Paper (1996)
40. Welfare Participation and Labour Market Behaviour in Canada
    Canadian Journal of Economics, 1997, 30, (3), 595-621 View citations
    See also Working Paper (1996)

1996

41. Semiparametric estimation of partially linear panel data models
    Journal of Econometrics, 1996, 71, (1-2), 389-397 View citations

1995

42. A semi-parametric non-nested test in a dynamic panel data model
    Economics Letters, 1995, 49, (1), 1-6
43. REJOINDER Segmented Trend Models of Canadian Economic Growth
    Explorations in Economic History, 1995, 32, (2), 253-261

1994

44. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
    International Economic Review, 1994, 35, (4), 981-1000 View citations
    See also Working Paper (1993)
45. Employing conditional variance processes to examine the market efficiency of the gold rates of return
    Journal of Economics and Business, 1994, 46, (5), 355-365
46. Semiparametric Specification Testing of Non-nested Econometric Models
    Review of Economic Studies, 1994, 61, (2), 291-303 View citations

1993

47. Evidence concerning non-linear structure in Canadian provincial unemployment rates
    Structural Change and Economic Dynamics, 1993, 4, (2), 333-343 View citations

1992

48. A Hausman specification test based on root-N-consistent semiparametric estimators
    Economics Letters, 1992, 40, (2), 141-146 View citations
49. A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
    Journal of Econometrics, 1992, 52, (1-2), 225-244 View citations
    See also Working Paper (1991)
50. Testing the Efficiency of the Athens Stock Exchange: Some Results from the Banking Sector
    Empirical Economics, 1992, 17, (2), 239-52 View citations

1991

51. Discontinuities in Canadian economic growth, 1870-1985
    Explorations in Economic History, 1991, 28, (3), 274-286 View citations
    See also Working Paper (1990)

1990

52. N-Kernel: A Review
    Journal of Applied Econometrics, 1990, 5, (3), 299-304
53. The Wage Effects of the Strike: A Selectivity Bias Approach
    Applied Economics, 1990, 22, (3), 375-85 View citations

1989

54. Measuring the Strangeness of Gold and Silver Rates of Return
    Review of Economic Studies, 1989, 56, (4), 553-67 View citations

1988

55. Chaotic Dynamics in Economic Time-Series
    Journal of Economic Surveys, 1988, 2, (2), 103-33 View citations
56. International chaos?
    European Economic Review, 1988, 32, (8), 1569-1584 View citations
57. Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap
    Empirical Economics, 1988, 13, (3/4), 141-54
    See also Working Paper (2004)
58. Some evidence concerning macroeconomic chaos
    Journal of Monetary Economics, 1988, 22, (3), 423-438 View citations
59. Testing for Short-run Money Neutrality in a Small Open Economy: The Case of Canada
    Empirical Economics, 1988, 13, (2), 103-20
60. The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
    Economics Letters, 1988, 27, (1), 11-14 View citations

1987

61. Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable: Bootstrapping and artificial regression compared
    Economics Letters, 1987, 24, (3), 237-242

1986

62. Interpreting the wage gap estimate from selectivity correction techniques using micro data
    Economics Letters, 1986, 20, (2), 191-195
63. Testing for parameter stability in a regression model with ar(1) errors
    Economics Letters, 1986, 20, (1), 29-32

1985

64. Measuring the Union Relative Wage Impact: A Methodological Note
    Canadian Journal of Economics, 1985, 18, (1), 182-89

Books

2001

1. Mathematics for Economics, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations
2. Student's Solutions Manual for Mathematics for Economics, 2nd Edition, vol 1
   MIT Press Books, The MIT Press