Details about Aris Spanos

Access statistics for papers by Aris Spanos.

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Short-id: psp132

Working Papers

2008

1. 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)

2006

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

2005

3. 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

4. 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)

2002

5. 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 (2)

Journal Articles

2018

1. MIS†SPECIFICATION TESTING IN RETROSPECT
   Journal of Economic Surveys, 2018, 32, (2), 541-577 View citations (3)

2016

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

2015

3. Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data
   Journal of Economic Methodology, 2015, 22, (2), 171-196 View citations (5)
4. 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

5. Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation
   Rationality, Markets and Morals, 2011, 2, (47) View citations (2)
6. MACROECONOMIC LINKAGES IN MEXICO
   Metroeconomica, 2011, 62, (2), 356-385 View citations (6)

2010

7. Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification
   Journal of Econometrics, 2010, 158, (2), 204-220 View citations (6)
8. Editorial introduction
   Journal of Econometrics, 2010, 158, (2), 175-176
9. Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information
   Economic Modelling, 2010, 27, (6), 1436-1452 View citations (5)

2009

10. 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
11. 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)
12. Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence
    Korean Economic Review, 2009, 25, 165-213
13. The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, 1-14 View citations (17)

2008

14. 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)
15. Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
    Econometric Reviews, 2008, 27, (4-6), 363-384 View citations (23)

2006

16. Revisiting the omitted variables argument: Substantive vs. statistical adequacy
    Journal of Economic Methodology, 2006, 13, (2), 179-218 View citations (12)

2003

17. Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
    Econometric Reviews, 2003, 22, (3), 217-237 View citations (21)

2002

18. Probability, Econometrics and Truth: The Methodology of Econometrics
    Journal of the American Statistical Association, 2002, 97, 921-923
19. The problem of near-multicollinearity revisited: erratic vs systematic volatility
    Journal of Econometrics, 2002, 108, (2), 365-393 View citations (17)

2001

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

1995

23. On theory testing in econometrics: Modeling with nonexperimental data
    Journal of Econometrics, 1995, 67, (1), 189-226 View citations (32)

1994

24. On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models
    Econometric Theory, 1994, 10, (2), 286-315 View citations (14)

1990

25. The simultaneous-equations model revisited: Statistical adequacy and identification
    Journal of Econometrics, 1990, 44, (1-2), 87-105 View citations (49)

1989

26. Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View
    Oxford Economic Papers, 1989, 41, (1), 150-69 View citations (13)
27. On Rereading Haavelmo: A Retrospective View of Econometric Modeling
    Econometric Theory, 1989, 5, (3), 405-429 View citations (22)

1984

28. Liquidity as a Latent Variable-An Application of the MIMIC Model
    Oxford Bulletin of Economics and Statistics, 1984, 46, (2), 125-43 View citations (9)
29. 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 (1)

Books

1986

1. Statistical Foundations of Econometric Modelling
   Cambridge Books, Cambridge University Press View citations (169)