Details about Thanasis Stengos
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Last updated 2023-04-29. Update your information in the RePEc Author Service.
Short-id: pst21
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Working Papers
2022
- On the volatility of cryptocurrencies
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
See also Journal Article in Research in International Business and Finance (2022)
2021
- Sweden is calling: What shapes the delay in the Nobel Prize discoveries? A research note
MPRA Paper, University Library of Munich, Germany
2020
- A principal component-guided sparse regression approach for the determination of bitcoin returns
Working Papers, University of Guelph, Department of Economics and Finance View citations (10)
See also Journal Article in JRFM (2020)
- Life Expectancy During the Covid-19 Pandemic: A Semi-Parametric Difference-in-Differences Analysis
MPRA Paper, University Library of Munich, Germany
- Nuclear Energy, Economic Growth and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
- Threshold effects during the COVID-19 pandemic: Evidence from international tourist destinations
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2020) View citations (1)
2019
- Robust Tests for Convergence Clubs
CEIS Research Paper, Tor Vergata University, CEIS 
Also in Papers, arXiv.org (2018) View citations (1) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) View citations (1)
2018
- Aid to agriculture, trade and take-off
Working Paper series, Rimini Centre for Economic Analysis
- Identification of Common Factors in Panel Data Growth Model
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
Also in Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (2)
See also Journal Article in Economics Letters (2018)
- Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector
MPRA Paper, University Library of Munich, Germany
- On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis
MPRA Paper, University Library of Munich, Germany
- On the determinants of bitcoin returns: a LASSO approach
Working Paper series, Rimini Centre for Economic Analysis View citations (83)
See also Journal Article in Finance Research Letters (2018)
- Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis
MPRA Paper, University Library of Munich, Germany
- The effects of markets, uncertainty and search intensity on bitcoin returns
Working Paper series, Rimini Centre for Economic Analysis View citations (15)
See also Journal Article in International Review of Financial Analysis (2019)
2017
- Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model
Working Paper series, Rimini Centre for Economic Analysis View citations (11)
Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (10)
See also Journal Article in Business Strategy and the Environment (2019)
- Endogeneity in Semiparametric Threshold Regression
University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (9)
Also in Working Paper series, Rimini Centre for Economic Analysis (2017) View citations (8)
See also Journal Article in Econometric Theory (2022)
- Output and Pollution Abatement in a U.S. State Emission Function
University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics 
See also Journal Article in Environment and Development Economics (2020)
2016
- Detecting Convergence Clubs
Working Papers, University of Guelph, Department of Economics and Finance View citations (7)
See also Journal Article in Macroeconomic Dynamics (2020)
- Earnings inequality, the business cycle, and the life cycle
Working Papers, University of Guelph, Department of Economics and Finance
- Persistence in Convergence: Some further results
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
2015
- Nature or Nurture in Higher Education? Inter-generational Implications of the Vietnam-Era Lottery
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2015)
- Survival Maximizing Leverage of an Economy: The Case of Greece
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
Also in Working Paper series, Rimini Centre for Economic Analysis (2015) View citations (1)
2014
- ANALYSIS OF THE SEEDS OF THE DEBT CRISIS IN EUROPE
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
Also in Working Paper series, Rimini Centre for Economic Analysis (2014) 
See also Journal Article in The European Journal of Finance (2017)
- Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
- The business cycle human capital accumulation nexus and its effect on hours worked volatility
Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
Also in Working Paper series, Rimini Centre for Economic Analysis (2012) 
See also Journal Article in Journal of Economic Dynamics and Control (2015)
2013
- A New Index of Environmental Quality Based on Greenhouse Gas Emissions
Working Paper series, Rimini Centre for Economic Analysis
- A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
Working Paper series, Rimini Centre for Economic Analysis 
See also Journal Article in Finance Research Letters (2014)
- The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach
Working Paper series, Rimini Centre for Economic Analysis
2012
- Grades, Aspirations and Post-Secondary Education Outcomes
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (10)
- Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
Working Paper series, Rimini Centre for Economic Analysis View citations (1)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (1)
- Measuring Human Development: A Stochastic Dominance Approach
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (3)
See also Journal Article in Journal of Economic Growth (2013)
- Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
See also Journal Article in Journal of Macroeconomics (2013)
- Persistence in Real Exchange Rate Convergence
Working Paper series, Rimini Centre for Economic Analysis View citations (3)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (1)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)
- The Effect of Public Debt on Growth in Multiple Regimes
Working Paper series, Rimini Centre for Economic Analysis View citations (5)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (15)
See also Journal Article in Journal of Macroeconomics (2013)
- The Implication of Peer and Parental Influences on University Attendance: A Gender Comparison
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
2011
- A New Index of Environmental Quality
Working Paper series, Rimini Centre for Economic Analysis
- Growth and Pollution Convergence: Theory and Evidence
Working Papers, University of Guelph, Department of Economics and Finance View citations (65)
Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (65)
See also Journal Article in Journal of Environmental Economics and Management (2011)
- Persistence in Convergence
Working Papers, University of Guelph, Department of Economics and Finance View citations (7)
Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
See also Journal Article in Macroeconomic Dynamics (2014)
- Structural Threshold Regression
University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (34)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2009) View citations (14) Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2008) View citations (2) Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (11) Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (15)
See also Journal Article in Econometric Theory (2016)
- Testing for Bivariate Stochastic Dominance Using Inequality Restrictions
Working Papers, University of Guelph, Department of Economics and Finance 
Also in Working Paper series, Rimini Centre for Economic Analysis (2011) 
See also Journal Article in Economics Letters (2012)
2010
- An Updated Ranking of Academic Journals in Economics
Working Papers, University of Guelph, Department of Economics and Finance View citations (25)
Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (30)
See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2011)
- Product Line Pricing in a Vertically Differentiated Oligopoly
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (5)
See also Journal Article in Canadian Journal of Economics (2011)
2009
- Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
See also Journal Article in Economics Bulletin (2010)
- Growth and the pollution convergence hypothesis: A nonparametric approach
MPRA Paper, University Library of Munich, Germany View citations (7)
Also in CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich (2009) View citations (2) Working Papers, University of Guelph, Department of Economics and Finance (2009) View citations (3)
- The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
See also Chapter (2009)
2008
- 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) View citations (1)
See also Journal Article in Journal of Macroeconomics (2010)
- THRET: Threshold Regression with Endogenous Threshold Variables
Working Papers, University of Guelph, Department of Economics and Finance View citations (15)
Also in Working Paper series, Rimini Centre for Economic Analysis (2008) View citations (11) University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2008) View citations (10)
- The Contribution of Greenhouse Pollution to Productivity Growth
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
- The Contribution of Pollution to Productivity Growth
Working Paper series, Rimini Centre for Economic Analysis View citations (6)
- The Global Joint Distribution of Income and Health
Working Paper series, Rimini Centre for Economic Analysis View citations (1)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2008)  CESifo Working Paper Series, CESifo (2008) View citations (1)
2007
- Demographic vs Expenditure Flexibility in Engel Curves
Working Paper series, Rimini Centre for Economic Analysis 
Also in Working Papers, University of Guelph, Department of Economics and Finance (2002)
- Information-Theoretic Distribution Test with Application to Normality
Working Paper series, Rimini Centre for Economic Analysis 
Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2006) View citations (1) Working Papers, University of Guelph, Department of Economics and Finance (2006) View citations (4)
See also Journal Article in Econometric Reviews (2010)
- Nonlinearities in Economic Growth: A Semiparametric Approach applied to Information Technology data
Working Papers, University of Guelph, Department of Economics and Finance View citations (20)
See also Journal Article in Journal of Macroeconomics (2007)
- The Effect of Information Technology and Human Capital on Economic Growth
Working Paper series, Rimini Centre for Economic Analysis View citations (1)
See also Journal Article in Macroeconomic Dynamics (2011)
- 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 (3) Working Papers, University of Guelph, Department of Economics and Finance (2006)
See also Journal Article in Empirical Economics (2008)
2006
- ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
See also Journal Article in Ekonomia (2010)
- Love thy Neighbor, Love thy Kin: Strategy and Bias in the Eurovision Song Contest
Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (19)
See also Journal Article in Ekonomia (2012)
- 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 View citations (13)
2005
- Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach
Working Papers, University of Guelph, Department of Economics and Finance
See also Journal Article in Review of Economic Analysis (2011)
- Is the Financial Development and Economic Growth Relationship Nonlinear?
Working Papers, University of Guelph, Department of Economics and Finance View citations (11)
See also Journal Article in Economics Bulletin (2007)
- Partially Adaptive Estimation via Maximum Entropy Densities
University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (12)
See also Journal Article in Econometrics Journal (2005)
2003
- Estimates of Semiparametric Equivalence Scales
Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
See also Journal Article in Journal of Applied Econometrics (2006)
- Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
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)
- Rankings of Academic Journals and Institutions
Working Papers, University of Guelph, Department of Economics and Finance View citations (313)
- The Environmental Kuznets Curve: Real Progress or Misspecified Models?
Natural Field Experiments, The Field Experiments Website View citations (197)
Also in Working Papers, University of Guelph, Department of Economics and Finance (2002) View citations (37)
See also Journal Article in The Review of Economics and Statistics (2003)
- Wage Rigidity in Canadian Collective Bargaining Agreements
University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (30)
See also Journal Article in ILR Review (2003)
2002
- Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach
Working Papers, University of Guelph, Department of Economics and Finance View citations (21)
See also Journal Article in Journal of Applied Econometrics (2006)
2001
- 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)
- Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada
CESifo Working Paper Series, CESifo View citations (7)
- Rankings of Academic Journals and Institutions in Economics
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (40)
See also Journal Article in Journal of the European Economic Association (2003)
2000
- Income Inequality and Economic Development: Evidence from the Threshold Regression Model
Working Papers, University of Guelph, Department of Economics and Finance View citations (32)
See also Journal Article in Economics Letters (2000)
- Measures of Human Capital and Nonlinearities in Economic Growth
Working Papers, University of Guelph, Department of Economics and Finance View citations (75)
See also Journal Article in Journal of Economic Growth (2001)
- Research Spillovers among Academic Institutions: Europe and North America
Working Papers, University of Guelph, Department of Economics and Finance
1999
- Testing Serial Correlation in Semiparametric Time Series Model
Working Papers, University of Guelph, Department of Economics and Finance
See also Journal Article in Journal of Time Series Analysis (2003)
1997
- Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
See also Journal Article in Econometric Reviews (2001)
- Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
See also Journal Article in Energy Economics (2000)
1996
- On the Calculation of Marginal Effects in the Bivariate Probit Model
CESifo Working Paper Series, CESifo View citations (1)
See also Journal Article in Economics Letters (1997)
- On the Sensitivity Analysis of Cross-Country Growth Regressions: A Semiparametric Approach
Working Papers, University of Guelph, Department of Economics and Finance
- Technical Trading Rules and the Size of the Risk Premium in Security Returns
Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1997)
- Welfare Participation and Labour Market Behaviour in Canada
Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
See also Journal Article in Canadian Journal of Economics (1997)
1994
- Non-parametric specification testing of non-nested econometric models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
1993
- Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
Working Papers, University of Guelph, Department of Economics and Finance
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
See also Journal Article in International Economic Review (1994)
1992
- Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances
Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
- Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model
Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
1991
- A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators
Working Paper, Economics Department, Queen's University 
See also Journal Article in Journal of Econometrics (1992)
1990
- DISCONTINUITIES IN CANADIAN ECONOMIC GROWTH, 1870-1985
Working Papers, University of Guelph, Department of Economics and Finance View citations (6)
See also Journal Article in Explorations in Economic History (1991)
- Semiparametric Specification Testing
Working Paper, Economics Department, Queen's University View citations (6)
- Semiparametric Specification Testing of Nonlinear Models
Working Paper, Economics Department, Queen's University
1989
- A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION
Working Papers, University of Guelph, Department of Economics and Finance
- NEAREST NEIGHBOR FORECASTS OF PRECIOUS METEL RATES OF RETURN
Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
- Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootsrap
Staff General Research Papers Archive, Iowa State University, Department of Economics
Also in Staff General Research Papers Archive, Iowa State University, Department of Economics (1988)
See also Journal Article in Empirical Economics (1988)
1987
- 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 Paper, Economics Department, Queen's University (1986)
1984
- Micro Estimates of the Union-Nonunion Wage Differential in Canada Using a Sample Selectivity Approach
Working Paper, Economics Department, Queen's University View citations (1)
Journal Articles
2023
- Bribery, on-the-job training, and firm performance
Small Business Economics, 2023, 60, (1), 37-58
- Does markup regulation restrict price hikes? Evidence from the oil industry
Letters in Spatial and Resource Sciences, 2023, 16, (1), 1-11
- Revisiting the Determinants of Consumption: A Bayesian Model Averaging Approach
JRFM, 2023, 16, (3), 1-13
- The scope and methodology of economic and financial asymmetries
The Journal of Economic Asymmetries, 2023, 27, (C)
- What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies
Open Economies Review, 2023, 34, (2), 371-409
2022
- Does market power converge among the US states? Evidence from the natural gas sector
Economics Letters, 2022, 214, (C)
- ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
Econometric Theory, 2022, 38, (3), 562-595 
See also Working Paper (2017)
- Estimation and Inference for the Threshold Model with Hybrid Stochastic Local Unit Root Regressors
JRFM, 2022, 15, (6), 1-15
- Leisure and innovation in horizontal R&D-based growth
Economic Modelling, 2022, 107, (C)
- On the volatility of cryptocurrencies
Research in International Business and Finance, 2022, 62, (C) View citations (1)
See also Working Paper (2022)
- Renewable energy and CO2 emissions: New evidence with the panel threshold model
Renewable Energy, 2022, 194, (C), 117-128 View citations (1)
- Stochastic dominance spanning and augmenting the human development index with institutional quality
Annals of Operations Research, 2022, 315, (1), 341-369
- The Effect of Pollution on the Spread of COVID-19 in Europe
Economics of Disasters and Climate Change, 2022, 6, (1), 129-140
- Threshold effects during the COVID-19 pandemic crisis: evidence from international tourist destinations
Current Issues in Tourism, 2022, 25, (3), 387-393
- Vietnam Era Fathers: The Intergenerational Transmission of Tertiary Education
Review of Income and Wealth, 2022, 68, (3), 593-616
- What shapes the delay in the Nobel Prize discoveries? A research note
Scientometrics, 2022, 127, (2), 803-811 View citations (1)
2021
- Democracy in the neighborhood and foreign direct investment
Review of Development Economics, 2021, 25, (1), 449-477
- Determinants of renewable energy consumption: Importance of democratic institutions
Renewable Energy, 2021, 179, (C), 75-83 View citations (28)
- Dimension Reduction via Penalized GLMs for Non-Gaussian Response: Application to Stock Market Volatility
JRFM, 2021, 14, (12), 1-0
- Measuring the presence of organized crime across Italian provinces: a sensitivity analysis
European Journal of Law and Economics, 2021, 51, (1), 31-95 View citations (2)
- Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach
Economics Letters, 2021, 202, (C) View citations (1)
- Recent Developments in Cryptocurrency Markets: Co-Movements, Spillovers and Forecasting
JRFM, 2021, 14, (3), 1-3 View citations (1)
- Revisiting the link between output growth and volatility: panel GARCH analysis
Empirical Economics, 2021, 61, (2), 743-771
2020
- A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns
JRFM, 2020, 13, (2), 1-10 View citations (10)
See also Working Paper (2020)
- A general model for financial crises: An application to eurozone crisis
International Review of Economics & Finance, 2020, 70, (C), 202-229 View citations (1)
- Advertising expenses and operational performance: Evidence from the global hotel industry
Economics Letters, 2020, 192, (C)
- Aid to agriculture, trade and structural change
Metroeconomica, 2020, 71, (2), 345-368 View citations (1)
- Cryptocurrency Returns before and after the Introduction of Bitcoin Futures
JRFM, 2020, 13, (6), 1-21 View citations (3)
- DETECTING CONVERGENCE CLUBS
Macroeconomic Dynamics, 2020, 24, (3), 629-669 View citations (7)
See also Working Paper (2016)
- Modeling the effect of competition on US manufacturing sectors’ efficiency: an order-m frontier analysis
Journal of Productivity Analysis, 2020, 54, (1), 27-41
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
European Journal of Operational Research, 2020, 281, (2), 415-427 View citations (8)
- Output and pollution abatement in a U.S. state emission function
Environment and Development Economics, 2020, 25, (1), 44-65 View citations (3)
See also Working Paper (2017)
- Re-examining the asymmetric gasoline pricing mechanism in EU: a note on a panel threshold analysis
Applied Economics Letters, 2020, 27, (10), 778-783 View citations (1)
- Recent Advancements in Section “Economics and Finance”
JRFM, 2020, 13, (11), 1-2
- Renewable energy consumption and economic growth nexus: Evidence from a threshold model
Energy Policy, 2020, 139, (C) View citations (74)
- Revisiting the impact of financial depth on growth: A semi-parametric approach
Finance Research Letters, 2020, 36, (C) View citations (5)
- The Effects of Corporate Bonds on Employment: Early Evidence from Greece
Review of Economic Analysis, 2020, 12, (2), 167-202
- The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach
JRFM, 2020, 13, (11), 1-26 View citations (3)
- The impact of regulatory quality on business venturing: A semi-parametric approach
Economic Analysis and Policy, 2020, 67, (C), 29-36 View citations (1)
- The impact of state aid on economic growth
Economics Bulletin, 2020, 40, (2), 1083-1090
2019
- Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU
Energy Economics, 2019, 81, (C), 1-12 View citations (4)
- Does competition prevent industrial pollution? Evidence from a panel threshold model
Business Strategy and the Environment, 2019, 28, (1), 98-110 View citations (17)
See also Working Paper (2017)
- Nonparametric Econometric Methods and Applications
JRFM, 2019, 12, (4), 1-3
- Sensitivity of university rankings: implications of stochastic dominance efficiency analysis
Education Economics, 2019, 27, (1), 75-92 View citations (3)
- Spatial Dependence in the Residential Canadian Housing Market
The Journal of Real Estate Finance and Economics, 2019, 58, (2), 223-263 View citations (3)
- The effects of markets, uncertainty and search intensity on bitcoin returns
International Review of Financial Analysis, 2019, 63, (C), 220-242 View citations (49)
See also Working Paper (2018)
2018
- Greenhouse Emissions and Productivity Growth
JRFM, 2018, 11, (3), 1-14 View citations (12)
- Identification of common factors in panel data growth model
Economics Letters, 2018, 168, (C), 94-97 View citations (1)
See also Working Paper (2018)
- On the determinants of bitcoin returns: A LASSO approach
Finance Research Letters, 2018, 27, (C), 235-240 View citations (83)
See also Working Paper (2018)
- On the examination of non-linear relationship between market structure and performance in the US manufacturing industry
Economics Letters, 2018, 164, (C), 1-4 View citations (12)
- PERSISTENCE IN CONVERGENCE AND CLUB FORMATION
Bulletin of Economic Research, 2018, 70, (2), 119-138 View citations (1)
- Quantile forecast combination using stochastic dominance
Empirical Economics, 2018, 55, (4), 1717-1755 View citations (3)
- Regime switching with structural breaks in output convergence
Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (3), 17
- Taming the SO2 and NOx emissions: evidence from a SUR model for the US
Letters in Spatial and Resource Sciences, 2018, 11, (2), 95-104 View citations (2)
2017
- A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
International Review of Finance, 2017, 17, (3), 479-490
- Analysis of the seeds of the debt crisis in Europe
The European Journal of Finance, 2017, 23, (15), 1589-1610 View citations (2)
See also Working Paper (2014)
- Detecting capital market convergence clubs
Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 14
- Electricity Sector Performance: A Panel Threshold Analysis
The Energy Journal, 2017, Volume 38, (Number 3) View citations (21)
- Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
Economics Letters, 2017, 161, (C), 38-42 View citations (13)
2016
- STRUCTURAL THRESHOLD REGRESSION
Econometric Theory, 2016, 32, (4), 827-860 View citations (26)
See also Working Paper (2011)
2015
- An environmental degradation index based on stochastic dominance
Empirical Economics, 2015, 48, (1), 439-459 View citations (8)
- Does market structure affect labour productivity and wages? Evidence from a smooth coefficient semiparametric panel model
Economics Letters, 2015, 137, (C), 182-186 View citations (12)
- Measuring Human Development in the MENA Region
Emerging Markets Finance and Trade, 2015, 51, (6), 1179-1192 View citations (9)
- The business cycle human capital accumulation nexus and its effect on hours worked volatility
Journal of Economic Dynamics and Control, 2015, 51, (C), 356-377 View citations (11)
See also Working Paper (2014)
2014
- A sovereign risk index for the Eurozone based on stochastic dominance
Finance Research Letters, 2014, 11, (4), 375-384 View citations (7)
See also Working Paper (2013)
- Empirical likelihood-based inference for the generalized entropy class of inequality measures
Economics Letters, 2014, 123, (1), 54-57
- PERSISTENCE IN CONVERGENCE
Macroeconomic Dynamics, 2014, 18, (4), 753-782 View citations (10)
See also Working Paper (2011)
- Persistence in real exchange rate convergence
Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (1), 73-88 View citations (10)
See also Working Paper (2012)
- Testing for structural breaks with local smoothers: A simulation study
Economics Letters, 2014, 125, (1), 119-122 View citations (1)
- The role of Foreign Direct Investment (FDI) in a dualistic growth framework: A smooth coefficient semi-parametric approach
Borsa Istanbul Review, 2014, 14, (3), 133-144 View citations (6)
2013
- Measuring human development: a stochastic dominance approach
Journal of Economic Growth, 2013, 18, (1), 69-108 View citations (30)
See also Working Paper (2012)
- Non-monotonicity of fertility in human capital accumulation and economic growth
Journal of Macroeconomics, 2013, 38, (PA), 44-59 View citations (17)
See also Working Paper (2012)
- The effect of public debt on growth in multiple regimes
Journal of Macroeconomics, 2013, 38, (PA), 35-43 View citations (116)
See also Working Paper (2012)
2012
- A new country risk index for emerging markets: A stochastic dominance approach
Journal of Empirical Finance, 2012, 19, (5), 741-761 View citations (19)
- Are Aid Flows Excessive or Insufficient? Estimating the Growth Impact of Aid in Threshold Regressions
Scottish Journal of Political Economy, 2012, 59, (3), 298-315 View citations (8)
- Economic Policies and the Impact of Natural Disasters on Economic Growth: A Threshold Regression Approach
Economics Bulletin, 2012, 32, (1), 229-241 View citations (5)
- Love thy Neighbour, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest
Ekonomia, 2012, 15, (1), 22-44 View citations (2)
See also Working Paper (2006)
- Testing for bivariate stochastic dominance using inequality restrictions
Economics Letters, 2012, 115, (1), 60-62 View citations (2)
See also Working Paper (2011)
2011
- An updated ranking of academic journals in economics
Canadian Journal of Economics/Revue canadienne d'économique, 2011, 44, (4), 1525-1538 View citations (39)
Also in Canadian Journal of Economics, 2011, 44, (4), 1525-1538 (2011) View citations (87)
See also Working Paper (2010)
- Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach
Review of Economic Analysis, 2011, 3, (2), 129-148 
See also Working Paper (2005)
- Growth and pollution convergence: Theory and evidence
Journal of Environmental Economics and Management, 2011, 62, (2), 199-214 View citations (65)
See also Working Paper (2011)
- Product line pricing in a vertically differentiated oligopoly
Canadian Journal of Economics, 2011, 44, (3), 907-929 View citations (4)
Also in Canadian Journal of Economics/Revue canadienne d'économique, 2011, 44, (3), 907-929 (2011) View citations (3)
See also Working Paper (2010)
- THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH
Macroeconomic Dynamics, 2011, 15, (5), 595-615 View citations (8)
See also Working Paper (2007)
2010
- Do institutions rule? The role of heterogeneity in the institutions vs. geography debate
Economics Bulletin, 2010, 30, (3), 1710-1719 View citations (6)
See also Working Paper (2009)
- Estimates of Technology and Convergence: Simulation Results
Ekonomia, 2010, 13-14, (2-1), 97-108
See also Working Paper (2006)
- Foreign direct investment, human capital and non-linearities in economic growth
Journal of Macroeconomics, 2010, 32, (3), 858-871 View citations (37)
See also Working Paper (2008)
- Information-Theoretic Distribution Test with Application to Normality
Econometric Reviews, 2010, 29, (3), 307-329 View citations (2)
See also Working Paper (2007)
2008
- An empirical investigation of the relationship between education and growth in Pakistan
International Economic Journal, 2008, 22, (3), 345-359 View citations (5)
- Demographic versus expenditure flexibility in Engel curves
Empirical Economics, 2008, 34, (2), 257-271 View citations (2)
- The absolute health income hypothesis revisited: a semiparametric quantile regression approach
Empirical Economics, 2008, 35, (2), 395-412 View citations (1)
See also Working Paper (2007)
2007
- An algorithm for censored quantile regressions
Economics Bulletin, 2007, 3, (1), 1-9
- Growth and convergence: A profile of distribution dynamics and mobility
Journal of Econometrics, 2007, 136, (2), 483-508 View citations (116)
- Is the Financial Development and Economic Growth Relationship Nonlinear?
Economics Bulletin, 2007, 15, (14), 1-12 View citations (21)
See also Working Paper (2005)
- Nonlinearities in economic growth: A semiparametric approach applied to information technology data
Journal of Macroeconomics, 2007, 29, (3), 555-568 View citations (20)
See also Working Paper (2007)
- Testing for Shape Invariance of Semiparametric Equivalence Scales
Economics Bulletin, 2007, 4, (21), 1-11
2006
- Economic development and the return to human capital: a smooth coefficient semiparametric approach
Journal of Applied Econometrics, 2006, 21, (1), 111-132 View citations (74)
Also in Journal of Applied Econometrics, 2006, 21, (1), 111-132 (2006) View citations (8)
See also Working Paper (2002)
- Estimates of semiparametric equivalence scales
Journal of Applied Econometrics, 2006, 21, (5), 629-639 
Also in Journal of Applied Econometrics, 2006, 21, (5), 629-639 (2006) View citations (10)
See also Working Paper (2003)
- Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
Journal of Applied Econometrics, 2006, 21, (3), 371-386 
Also in Journal of Applied Econometrics, 2006, 21, (3), 371-386 (2006) View citations (21)
See also Working Paper (2003)
- Semiparametric efficient adaptive estimation of asymmetric GARCH models
Journal of Econometrics, 2006, 133, (1), 373-386 View citations (14)
2005
- Financial intermediation and growth: Some robustness results
Economics Letters, 2005, 88, (3), 306-312 View citations (47)
- Partially adaptive estimation via the maximum entropy densities
Econometrics Journal, 2005, 8, (3), 352-366 View citations (11)
See also Working Paper (2005)
- Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan
International Journal of Business and Economics, 2005, 4, (3), 209-222 View citations (8)
2004
- Estimates of the black economy based on consumer demand approaches
Economic Journal, 2004, 114, (497), 622-640 View citations (101)
- Research spillovers among European and North-American economics departments
Economics of Education Review, 2004, 23, (2), 191-202 View citations (11)
2003
- Rankings of Academic Journals and Institutions in Economics
Journal of the European Economic Association, 2003, 1, (6), 1346-1366 View citations (319)
See also Working Paper (2001)
- Testing Serial Correlation in Semiparametric Time Series Models
Journal of Time Series Analysis, 2003, 24, (3), 311-335 View citations (10)
See also Working Paper (1999)
- The Environmental Kuznets Curve: Real Progress or Misspecified Models?
The Review of Economics and Statistics, 2003, 85, (4), 1038-1047 View citations (225)
See also Working Paper (2003)
- Wage Rigidity in Canadian Collective Bargaining Agreements
ILR Review, 2003, 56, (3), 429-448 View citations (27)
See also Working Paper (2003)
2002
- Age effects on consumer demand: an additive partially linear regression model
Canadian Journal of Economics, 2002, 35, (1), 153-165 View citations (9)
Also in Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (1), 153-165 (2002) View citations (8)
- Intra-Day Features of Realized Volatility: Evidence from an Emerging Market
International Journal of Business and Economics, 2002, 1, (1), 17-24 View citations (10)
- Nesting quadratic logarithmic demand systems
Economics Letters, 2002, 76, (3), 369-374 View citations (8)
See also Working Paper (2001)
- Specification and sensitivity analysis of cross-country growth regressions
Empirical Economics, 2002, 27, (4), 645-656 View citations (3)
- The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach
Economics Letters, 2002, 75, (1), 11-16 View citations (3)
- The symmetry of the wage-change distribution: Survey and contract data
Empirical Economics, 2002, 27, (4), 705-723 View citations (6)
2001
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
Econometric Reviews, 2001, 20, (1), 41-60 View citations (8)
See also Working Paper (1997)
- A non-parametric test of the symmetry of PSID wage-change distributions
Economics Letters, 2001, 71, (3), 363-368 View citations (10)
- Measures of Human Capital and Nonlinearities in Economic Growth
Journal of Economic Growth, 2001, 6, (3), 229-54 View citations (140)
See also Working Paper (2000)
2000
- A non-linear sensitivity analysis of cross-country growth regressions
Canadian Journal of Economics, 2000, 33, (3), 604-617 View citations (30)
Also in Canadian Journal of Economics/Revue canadienne d'économique, 2000, 33, (3), 604-617 (2000)
- 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 View citations (2)
- Income inequality and economic development: evidence from the threshold regression model
Economics Letters, 2000, 69, (2), 207-212 View citations (34)
See also Working Paper (2000)
- Nonparametric model check based on local polynomial fitting
Statistics & Probability Letters, 2000, 48, (4), 327-334 View citations (8)
- Testing for asymmetric pricing in the Canadian retail gasoline market
Energy Economics, 2000, 22, (3), 349-368 View citations (126)
See also Working Paper (1997)
1999
- European economics: An analysis based on publications in the core journals
European Economic Review, 1999, 43, (4-6), 1150-1168 View citations (104)
- Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach
Journal of Applied Econometrics, 1999, 14, (5), 527-38 View citations (143)
- Preference Heterogeneity and the Rank of Demand Systems
Journal of Business & Economic Statistics, 1999, 17, (2), 248-52 View citations (17)
- Rankings of Economic Departments Among Greek-Speaking Institutions
Ekonomia, 1999, 3, (1), 70-75 View citations (6)
- Testing the rank of Engel curves with endogenous expenditure
Economics Letters, 1999, 64, (1), 61-65 View citations (17)
1997
- On the calculation of marginal effects in the bivariate probit model
Economics Letters, 1997, 54, (3), 203-208 View citations (40)
See also Working Paper (1996)
- Technical Trading Rules and the Size of the Risk Premium in Security Returns
Studies in Nonlinear Dynamics & Econometrics, 1997, 2, (2), 1-14 View citations (18)
See also Working Paper (1996)
- Welfare Participation and Labour Market Behaviour in Canada
Canadian Journal of Economics, 1997, 30, (3), 595-621 View citations (21)
See also Working Paper (1996)
1996
- Semiparametric estimation of partially linear panel data models
Journal of Econometrics, 1996, 71, (1-2), 389-397 View citations (74)
1995
- A semi-parametric non-nested test in a dynamic panel data model
Economics Letters, 1995, 49, (1), 1-6
- REJOINDER Segmented Trend Models of Canadian Economic Growth
Explorations in Economic History, 1995, 32, (2), 253-261 View citations (2)
1994
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
International Economic Review, 1994, 35, (4), 981-1000 View citations (18)
See also Working Paper (1993)
- 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 View citations (3)
- Semiparametric Specification Testing of Non-nested Econometric Models
Review of Economic Studies, 1994, 61, (2), 291-303 View citations (27)
1993
- Evidence concerning non-linear structure in Canadian provincial unemployment rates
Structural Change and Economic Dynamics, 1993, 4, (2), 333-343 View citations (6)
1992
- A Hausman specification test based on root-N-consistent semiparametric estimators
Economics Letters, 1992, 40, (2), 141-146 View citations (3)
- 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 (9)
See also Working Paper (1991)
- Testing the Efficiency of the Athens Stock Exchange: Some Results from the Banking Sector
Empirical Economics, 1992, 17, (2), 239-52 View citations (10)
1991
- Discontinuities in Canadian economic growth, 1870-1985
Explorations in Economic History, 1991, 28, (3), 274-286 View citations (9)
See also Working Paper (1990)
1990
- N-Kernel: A Review
Journal of Applied Econometrics, 1990, 5, (3), 299-304
1989
- Measuring the Strangeness of Gold and Silver Rates of Return
Review of Economic Studies, 1989, 56, (4), 553-567 View citations (57)
1988
- Chaotic Dynamics in Economic Time-Series
Journal of Economic Surveys, 1988, 2, (2), 103-33 View citations (26)
- International chaos?
European Economic Review, 1988, 32, (8), 1569-1584 View citations (25)
- Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap
Empirical Economics, 1988, 13, (3/4), 141-54
See also Working Paper (1989)
- Some evidence concerning macroeconomic chaos
Journal of Monetary Economics, 1988, 22, (3), 423-438 View citations (30)
- Testing for Short-run Money Neutrality in a Small Open Economy: The Case of Canada
Empirical Economics, 1988, 13, (2), 103-20 View citations (2)
- The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
Economics Letters, 1988, 27, (1), 11-14 View citations (4)
1987
- Bootstrapping Confidence Intervals: An Application to Forecasting the Supply of Pork
American Journal of Agricultural Economics, 1987, 69, (2), 266-273 View citations (6)
- 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
- On the robustness of the corrected least squares (cols) estimator for the tobit model
Brazilian Review of Econometrics, 1987, 7, (2)
1986
- Interpreting the wage gap estimate from selectivity correction techniques using micro data
Economics Letters, 1986, 20, (2), 191-195 View citations (2)
- Testing for parameter stability in a regression model with ar(1) errors
Economics Letters, 1986, 20, (1), 29-32
1985
- Measuring the Union Relative Wage Impact: A Methodological Note
Canadian Journal of Economics, 1985, 18, (1), 182-89 View citations (2)
Books
2011
- Mathematics for Economics, vol 1
MIT Press Books, The MIT Press View citations (6)
Also in MIT Press Books, The MIT Press (2011) View citations (6)
- Student Solutions Manual for Mathematics for Economics, vol 1
MIT Press Books, The MIT Press View citations (3)
2001
- Mathematics for Economics, 2nd Edition, vol 1
MIT Press Books, The MIT Press View citations (11)
- Student's Solutions Manual for Mathematics for Economics, 2nd Edition, vol 1
MIT Press Books, The MIT Press View citations (3)
Chapters
2009
- The evolution of the conditional joint distribution of life expectancy and per capita income growth
A chapter in Nonparametric Econometric Methods, 2009, pp 171-191 
See also Working Paper (2009)
2005
- Financial Intermediation and Economic Growth: A Semiparametric Approach
Springer View citations (10)
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