Details about Thanasis Stengos

Homepage:	https://www.uoguelph.ca/lang/people/thanasis-stengos
Phone:	519 824-4120 ext 539
Postal address:	Department of Economics and Finance, University of Guelph Guelph, Ontario N1G 2W1 Canada
Workplace:	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)

Access statistics for papers by Thanasis Stengos.

Last updated 2025-05-10. Update your information in the RePEc Author Service.

Short-id: pst21

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Working Papers

2025

1. On the time-varying causal relationships that drive bitcoin returns
   Working Papers, University of Guelph, Department of Economics and Finance

2024

2. Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth
   Working Papers, University of Guelph, Department of Economics and Finance

2023

3. A Bayesian approach for the determinants of bitcoin returns
   Working Papers, University of Guelph, Department of Economics and Finance
   Also in Discussion Paper Series, Department of Economics, University of Macedonia (2023)
   See also Journal Article A Bayesian approach for the determinants of bitcoin returns, International Review of Financial Analysis, Elsevier (2024) (2024)

2022

4. On the volatility of cryptocurrencies
   Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
   See also Journal Article On the volatility of cryptocurrencies, Research in International Business and Finance, Elsevier (2022) View citations (9) (2022)

2021

5. Sweden is calling: What shapes the delay in the Nobel Prize discoveries? A research note
   MPRA Paper, University Library of Munich, Germany

2020

6. 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 (11)
   See also Journal Article A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns, JRFM, MDPI (2020) View citations (12) (2020)
7. Life Expectancy During the Covid-19 Pandemic: A Semi-Parametric Difference-in-Differences Analysis
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Life expectancy during the Covid-19 pandemic: A semi-parametric difference-in-differences analysis, Economics Bulletin, AccessEcon (2022) (2022)
8. 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)
   See also Journal Article Nuclear Energy, Economic Growth, and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints, The Journal of Economic Asymmetries, Elsevier (2023) (2023)
9. Threshold effects during the COVID-19 pandemic: Evidence from international tourist destinations
   Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (1)

2019

10. Robust Tests for Convergence Clubs
    CEIS Research Paper, Tor Vergata University, CEIS
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) View citations (1)
    Papers, arXiv.org (2018) View citations (1)

2018

11. Aid to agriculture, trade and take-off
    Working Paper series, Rimini Centre for Economic Analysis
12. 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 Identification of common factors in panel data growth model, Economics Letters, Elsevier (2018) View citations (1) (2018)
13. Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector
    MPRA Paper, University Library of Munich, Germany
14. On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis
    MPRA Paper, University Library of Munich, Germany
15. On the determinants of bitcoin returns: a LASSO approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (114)
    See also Journal Article On the determinants of bitcoin returns: A LASSO approach, Finance Research Letters, Elsevier (2018) View citations (104) (2018)
16. Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
17. 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 The effects of markets, uncertainty and search intensity on bitcoin returns, International Review of Financial Analysis, Elsevier (2019) View citations (76) (2019)

2017

18. 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 Does competition prevent industrial pollution? Evidence from a panel threshold model, Business Strategy and the Environment, Wiley Blackwell (2019) View citations (19) (2019)
19. Endogeneity in Semiparametric Threshold Regression
    Working Paper series, Rimini Centre for Economic Analysis View citations (9)
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2017) View citations (9)
    See also Journal Article ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION, Econometric Theory, Cambridge University Press (2022) View citations (4) (2022)
20. 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 Output and pollution abatement in a U.S. state emission function, Environment and Development Economics, Cambridge University Press (2020) View citations (5) (2020)

2016

21. Detecting Convergence Clubs
    Working Papers, University of Guelph, Department of Economics and Finance View citations (7)
    See also Journal Article DETECTING CONVERGENCE CLUBS, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (12) (2020)
22. Earnings inequality, the business cycle, and the life cycle
    Working Papers, University of Guelph, Department of Economics and Finance
23. Persistence in Convergence: Some further results
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)

2015

24. 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)
25. 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

26. 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 Analysis of the seeds of the debt crisis in Europe, The European Journal of Finance, Taylor & Francis Journals (2017) View citations (2) (2017)
27. Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
28. 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 The business cycle human capital accumulation nexus and its effect on hours worked volatility, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (13) (2015)

2013

29. A New Index of Environmental Quality Based on Greenhouse Gas Emissions
    Working Paper series, Rimini Centre for Economic Analysis
30. A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article A sovereign risk index for the Eurozone based on stochastic dominance, Finance Research Letters, Elsevier (2014) View citations (8) (2014)
31. 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

32. Grades, Aspirations and Post-Secondary Education Outcomes
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (10)
33. Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
    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 (2)
34. 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 Measuring human development: a stochastic dominance approach, Journal of Economic Growth, Springer (2013) View citations (33) (2013)
35. 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 Non-monotonicity of fertility in human capital accumulation and economic growth, Journal of Macroeconomics, Elsevier (2013) View citations (19) (2013)
36. 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 Persistence in real exchange rate convergence, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014) View citations (13) (2014)
37. The Effect of Public Debt on Growth in Multiple Regimes
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (16)
    See also Journal Article The effect of public debt on growth in multiple regimes, Journal of Macroeconomics, Elsevier (2013) View citations (127) (2013)
38. 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

39. A New Index of Environmental Quality
    Working Paper series, Rimini Centre for Economic Analysis
40. Growth and Pollution Convergence: Theory and Evidence
    Working Paper series, Rimini Centre for Economic Analysis View citations (75)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2011) View citations (71)
    See also Journal Article Growth and pollution convergence: Theory and evidence, Journal of Environmental Economics and Management, Elsevier (2011) View citations (71) (2011)
41. Persistence in Convergence
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2011) View citations (7)
    See also Journal Article PERSISTENCE IN CONVERGENCE, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (13) (2014)
42. Structural Threshold Regression
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (34)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (15)
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2008) View citations (2)
    Working Papers, University of Guelph, Department of Economics and Finance (2009) View citations (14)
    Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (11)
    See also Journal Article STRUCTURAL THRESHOLD REGRESSION, Econometric Theory, Cambridge University Press (2016) View citations (37) (2016)
43. 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 Testing for bivariate stochastic dominance using inequality restrictions, Economics Letters, Elsevier (2012) View citations (2) (2012)

2010

44. An Updated Ranking of Academic Journals in Economics
    Working Papers, University of Guelph, Department of Economics and Finance View citations (27)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (32)
    See also Journal Article An updated ranking of academic journals in economics, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2011) View citations (44) (2011)
45. 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 Product line pricing in a vertically differentiated oligopoly, Canadian Journal of Economics, Canadian Economics Association (2011) View citations (4) (2011)

2009

46. 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 Do institutions rule? The role of heterogeneity in the institutions vs. geography debate, Economics Bulletin, AccessEcon (2010) View citations (6) (2010)
47. 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)
48. 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 (2)
    See also Chapter The evolution of the conditional joint distribution of life expectancy and per capita income growth, Advances in Econometrics, Emerald Group Publishing Limited (2009) (2009)

2008

49. 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 Foreign direct investment, human capital and non-linearities in economic growth, Journal of Macroeconomics, Elsevier (2010) View citations (46) (2010)
50. THRET: Threshold Regression with Endogenous Threshold Variables
    Working Paper series, Rimini Centre for Economic Analysis View citations (11)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2008) View citations (15)
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2008) View citations (12)
51. The Contribution of Greenhouse Pollution to Productivity Growth
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
52. The Contribution of Pollution to Productivity Growth
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
53. The Global Joint Distribution of Income and Health
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in CESifo Working Paper Series, CESifo (2008) View citations (1)
    Working Papers, University of Guelph, Department of Economics and Finance (2008)

2007

54. 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)
55. Information-Theoretic Distribution Test with Application to Normality
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2006) View citations (5)
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2006) View citations (1)
    See also Journal Article Information-Theoretic Distribution Test with Application to Normality, Econometric Reviews, Taylor & Francis Journals (2010) View citations (2) (2010)
56. 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 Nonlinearities in economic growth: A semiparametric approach applied to information technology data, Journal of Macroeconomics, Elsevier (2007) View citations (20) (2007)
57. The Effect of Information Technology and Human Capital on Economic Growth
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    See also Journal Article THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH, Macroeconomic Dynamics, Cambridge University Press (2011) View citations (9) (2011)
58. 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 The absolute health income hypothesis revisited: a semiparametric quantile regression approach, Empirical Economics, Springer (2008) View citations (2) (2008)

2006

59. 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 Estimates of Technology and Convergence: Simulation Results, Ekonomia, Cyprus Economic Society and University of Cyprus (2010) (2010)
60. 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 Love thy Neighbour, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest, Ekonomia, Cyprus Economic Society and University of Cyprus (2012) View citations (2) (2012)
61. 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 (14)

2005

62. 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 Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2011) (2011)
63. 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 Is the Financial Development and Economic Growth Relationship Nonlinear?, Economics Bulletin, AccessEcon (2007) View citations (22) (2007)
64. Partially Adaptive Estimation via Maximum Entropy Densities
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (13)
    See also Journal Article Partially adaptive estimation via the maximum entropy densities, Econometrics Journal, Royal Economic Society (2005) View citations (11) (2005)

2003

65. Estimates of Semiparametric Equivalence Scales
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
    See also Journal Article Estimates of semiparametric equivalence scales, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (11) (2006)
66. 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 Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (21) (2006)
67. Rankings of Academic Journals and Institutions
    Working Papers, University of Guelph, Department of Economics and Finance View citations (319)
68. The Environmental Kuznets Curve: Real Progress or Misspecified Models?
    Natural Field Experiments, The Field Experiments Website View citations (222)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2002) View citations (37)
    See also Journal Article The Environmental Kuznets Curve: Real Progress or Misspecified Models?, The Review of Economics and Statistics, MIT Press (2003) View citations (234) (2003)
69. 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 Wage Rigidity in Canadian Collective Bargaining Agreements, ILR Review, Cornell University, ILR School (2003) View citations (27) (2003)

2002

70. 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 Economic development and the return to human capital: a smooth coefficient semiparametric approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (16) (2006)

2001

71. Nesting Quadratic Logarithmic Demand Systems
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics
    See also Journal Article Nesting quadratic logarithmic demand systems, Economics Letters, Elsevier (2002) View citations (9) (2002)
72. Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada
    CESifo Working Paper Series, CESifo View citations (7)
73. 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 Rankings of Academic Journals and Institutions in Economics, Journal of the European Economic Association, MIT Press (2003) View citations (330) (2003)

2000

74. Income Inequality and Economic Development: Evidence from the Threshold Regression Model
    Working Papers, University of Guelph, Department of Economics and Finance View citations (35)
    See also Journal Article Income inequality and economic development: evidence from the threshold regression model, Economics Letters, Elsevier (2000) View citations (42) (2000)
75. 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 Measures of Human Capital and Nonlinearities in Economic Growth, Journal of Economic Growth, Springer (2001) View citations (152) (2001)
76. Research Spillovers among Academic Institutions: Europe and North America
    Working Papers, University of Guelph, Department of Economics and Finance

1999

77. Testing Serial Correlation in Semiparametric Time Series Model
    Working Papers, University of Guelph, Department of Economics and Finance
    See also Journal Article Testing Serial Correlation in Semiparametric Time Series Models, Journal of Time Series Analysis, Wiley Blackwell (2003) View citations (10) (2003)

1997

78. 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 A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION, Econometric Reviews, Taylor & Francis Journals (2001) View citations (8) (2001)
79. 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 Testing for asymmetric pricing in the Canadian retail gasoline market, Energy Economics, Elsevier (2000) View citations (138) (2000)

1996

80. On the Calculation of Marginal Effects in the Bivariate Probit Model
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article On the calculation of marginal effects in the bivariate probit model, Economics Letters, Elsevier (1997) View citations (44) (1997)
81. On the Sensitivity Analysis of Cross-Country Growth Regressions: A Semiparametric Approach
    Working Papers, University of Guelph, Department of Economics and Finance
82. 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 Technical Trading Rules and the Size of the Risk Premium in Security Returns, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (1997) View citations (18) (1997)
83. 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 Welfare Participation and Labour Market Behaviour in Canada, Canadian Journal of Economics, Canadian Economics Association (1997) View citations (21) (1997)

1994

84. 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

85. Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance
86. 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 Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1994) View citations (18) (1994)

1992

87. Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
88. 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

89. 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 A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators, Journal of Econometrics, Elsevier (1992) View citations (9) (1992)

1990

90. DISCONTINUITIES IN CANADIAN ECONOMIC GROWTH, 1870-1985
    Working Papers, University of Guelph, Department of Economics and Finance View citations (6)
    See also Journal Article Discontinuities in Canadian economic growth, 1870-1985, Explorations in Economic History, Elsevier (1991) View citations (9) (1991)
91. Semiparametric Specification Testing
    Working Paper, Economics Department, Queen's University View citations (6)
92. Semiparametric Specification Testing of Nonlinear Models
    Working Paper, Economics Department, Queen's University

1989

93. 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
94. NEAREST NEIGHBOR FORECASTS OF PRECIOUS METEL RATES OF RETURN
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
95. 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 Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap, Empirical Economics, Springer (1988) (1988)

1987

96. 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

97. 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

2025

1. Editorial Board Members’ Collection Series: Journal of Risk and Financial Management
   JRFM, 2025, 18, (2), 1-4
2. Heterogeneity of institutions and model uncertainty in the income inequality nexus
   European Journal of Political Economy, 2025, 87, (C)
3. Who Is Leading in Communication Tone? Wavelet Analysis of the Fed and the ECB
   JRFM, 2025, 18, (4), 1-19

2024

4. A Bayesian approach for the determinants of bitcoin returns
   International Review of Financial Analysis, 2024, 91, (C)
   See also Working Paper A Bayesian approach for the determinants of bitcoin returns, Working Papers (2023) (2023)
5. Bribery, regulation and firm performance: evidence from a threshold model
   Empirical Economics, 2024, 66, (1), 405-430
6. Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach
   Econometrics, 2024, 12, (1), 1-19
7. Spatial spillovers in trade agreement memberships: Does institutional proximity matter?
   Review of International Economics, 2024, 32, (3), 1398-1433
8. Threshold nonlinearities and the democracy-growth nexus
   The Econometrics Journal, 2024, 27, (3), 412-441 View citations (1)

2023

9. Bribery, on-the-job training, and firm performance
   Small Business Economics, 2023, 60, (1), 37-58 View citations (5)
10. Does markup regulation restrict price hikes? Evidence from the oil industry
    Letters in Spatial and Resource Sciences, 2023, 16, (1), 1-11
11. Dying together: A convergence analysis of fatalities during COVID-19
    The Journal of Economic Asymmetries, 2023, 28, (C)
12. Endogeneity in semiparametric threshold regression models with two threshold variables
    Econometric Reviews, 2023, 42, (9-10), 758-779
13. Nuclear Energy, Economic Growth, and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints
    The Journal of Economic Asymmetries, 2023, 28, (C)
    See also Working Paper Nuclear Energy, Economic Growth and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints, Working Papers (2020) View citations (1) (2020)
14. Revisiting the Determinants of Consumption: A Bayesian Model Averaging Approach
    JRFM, 2023, 16, (3), 1-13
15. Revisiting the Mankiw et al. (1992) growth regressions
    Economics and Business Letters, 2023, 12, (3), 241-247
16. The scope and methodology of economic and financial asymmetries
    The Journal of Economic Asymmetries, 2023, 27, (C) View citations (4)
17. What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies
    Open Economies Review, 2023, 34, (2), 371-409

2022

18. Does market power converge among the US states? Evidence from the natural gas sector
    Economics Letters, 2022, 214, (C) View citations (1)
19. ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
    Econometric Theory, 2022, 38, (3), 562-595 View citations (4)
    See also Working Paper Endogeneity in Semiparametric Threshold Regression, Working Paper series (2017) View citations (9) (2017)
20. Estimation and Inference for the Threshold Model with Hybrid Stochastic Local Unit Root Regressors
    JRFM, 2022, 15, (6), 1-15
21. Leisure and innovation in horizontal R&D-based growth
    Economic Modelling, 2022, 107, (C) View citations (1)
22. Life expectancy during the Covid-19 pandemic: A semi-parametric difference-in-differences analysis
    Economics Bulletin, 2022, 42, (2), 360 - 371
    See also Working Paper Life Expectancy During the Covid-19 Pandemic: A Semi-Parametric Difference-in-Differences Analysis, MPRA Paper (2020) (2020)
23. On the volatility of cryptocurrencies
    Research in International Business and Finance, 2022, 62, (C) View citations (9)
    See also Working Paper On the volatility of cryptocurrencies, Working Papers (2022) View citations (9) (2022)
24. Renewable energy and CO2 emissions: New evidence with the panel threshold model
    Renewable Energy, 2022, 194, (C), 117-128 View citations (17)
25. Stochastic dominance spanning and augmenting the human development index with institutional quality
    Annals of Operations Research, 2022, 315, (1), 341-369 View citations (2)
26. The Effect of Pollution on the Spread of COVID-19 in Europe
    Economics of Disasters and Climate Change, 2022, 6, (1), 129-140 View citations (1)
27. Threshold effects during the COVID-19 pandemic crisis: evidence from international tourist destinations
    Current Issues in Tourism, 2022, 25, (3), 387-393
28. Vietnam Era Fathers: The Intergenerational Transmission of Tertiary Education
    Review of Income and Wealth, 2022, 68, (3), 593-616 View citations (1)
29. What shapes the delay in the Nobel Prize discoveries? A research note
    Scientometrics, 2022, 127, (2), 803-811 View citations (5)

2021

30. Democracy in the neighborhood and foreign direct investment
    Review of Development Economics, 2021, 25, (1), 449-477 View citations (2)
31. Determinants of renewable energy consumption: Importance of democratic institutions
    Renewable Energy, 2021, 179, (C), 75-83 View citations (59)
32. Dimension Reduction via Penalized GLMs for Non-Gaussian Response: Application to Stock Market Volatility
    JRFM, 2021, 14, (12), 1-26
33. 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 (5)
34. Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach
    Economics Letters, 2021, 202, (C) View citations (5)
35. Recent Developments in Cryptocurrency Markets: Co-Movements, Spillovers and Forecasting
    JRFM, 2021, 14, (3), 1-3 View citations (1)
36. Revisiting the link between output growth and volatility: panel GARCH analysis
    Empirical Economics, 2021, 61, (2), 743-771 View citations (1)

2020

37. A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns
    JRFM, 2020, 13, (2), 1-10 View citations (12)
    See also Working Paper A principal component-guided sparse regression approach for the determination of bitcoin returns, Working Papers (2020) View citations (11) (2020)
38. A general model for financial crises: An application to eurozone crisis
    International Review of Economics & Finance, 2020, 70, (C), 202-229 View citations (1)
39. Advertising expenses and operational performance: Evidence from the global hotel industry
    Economics Letters, 2020, 192, (C) View citations (1)
40. Aid to agriculture, trade and structural change
    Metroeconomica, 2020, 71, (2), 345-368 View citations (2)
41. Cryptocurrency Returns before and after the Introduction of Bitcoin Futures
    JRFM, 2020, 13, (6), 1-21 View citations (4)
42. DETECTING CONVERGENCE CLUBS
    Macroeconomic Dynamics, 2020, 24, (3), 629-669 View citations (12)
    See also Working Paper Detecting Convergence Clubs, Working Papers (2016) View citations (7) (2016)
43. Modeling the effect of competition on US manufacturing sectors’ efficiency: an order-m frontier analysis
    Journal of Productivity Analysis, 2020, 54, (1), 27-41 View citations (1)
44. 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 (12)
45. Output and pollution abatement in a U.S. state emission function
    Environment and Development Economics, 2020, 25, (1), 44-65 View citations (5)
    See also Working Paper Output and Pollution Abatement in a U.S. State Emission Function, University of Cyprus Working Papers in Economics (2017) (2017)
46. 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)
47. Recent Advancements in Section “Economics and Finance”
    JRFM, 2020, 13, (11), 1-2
48. Renewable energy consumption and economic growth nexus: Evidence from a threshold model
    Energy Policy, 2020, 139, (C) View citations (124)
49. Revisiting the impact of financial depth on growth: A semi-parametric approach
    Finance Research Letters, 2020, 36, (C) View citations (9)
50. The Effects of Corporate Bonds on Employment: Early Evidence from Greece
    Review of Economic Analysis, 2020, 12, (2), 167-202
51. The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach
    JRFM, 2020, 13, (11), 1-26 View citations (7)
52. The impact of regulatory quality on business venturing: A semi-parametric approach
    Economic Analysis and Policy, 2020, 67, (C), 29-36 View citations (4)
53. The impact of state aid on economic growth
    Economics Bulletin, 2020, 40, (2), 1083-1090

2019

54. 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)
55. Does competition prevent industrial pollution? Evidence from a panel threshold model
    Business Strategy and the Environment, 2019, 28, (1), 98-110 View citations (19)
    See also Working Paper Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model, Working Paper series (2017) View citations (11) (2017)
56. Nonparametric Econometric Methods and Applications
    JRFM, 2019, 12, (4), 1-3
57. Sensitivity of university rankings: implications of stochastic dominance efficiency analysis
    Education Economics, 2019, 27, (1), 75-92 View citations (4)
58. Spatial Dependence in the Residential Canadian Housing Market
    The Journal of Real Estate Finance and Economics, 2019, 58, (2), 223-263 View citations (5)
59. The effects of markets, uncertainty and search intensity on bitcoin returns
    International Review of Financial Analysis, 2019, 63, (C), 220-242 View citations (76)
    See also Working Paper The effects of markets, uncertainty and search intensity on bitcoin returns, Working Paper series (2018) View citations (15) (2018)

2018

60. Greenhouse Emissions and Productivity Growth
    JRFM, 2018, 11, (3), 1-14 View citations (15)
61. Identification of common factors in panel data growth model
    Economics Letters, 2018, 168, (C), 94-97 View citations (1)
    See also Working Paper Identification of Common Factors in Panel Data Growth Model, Working Papers (2018) View citations (2) (2018)
62. On the determinants of bitcoin returns: A LASSO approach
    Finance Research Letters, 2018, 27, (C), 235-240 View citations (104)
    See also Working Paper On the determinants of bitcoin returns: a LASSO approach, Working Paper series (2018) View citations (114) (2018)
63. 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)
64. PERSISTENCE IN CONVERGENCE AND CLUB FORMATION
    Bulletin of Economic Research, 2018, 70, (2), 119-138 View citations (4)
65. Quantile forecast combination using stochastic dominance
    Empirical Economics, 2018, 55, (4), 1717-1755 View citations (3)
66. Regime switching with structural breaks in output convergence
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (3), 17
67. 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 (3)

2017

68. 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
69. 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 ANALYSIS OF THE SEEDS OF THE DEBT CRISIS IN EUROPE, Working Papers (2014) View citations (1) (2014)
70. Detecting capital market convergence clubs
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 14 View citations (1)
71. Electricity Sector Performance: A Panel Threshold Analysis
    The Energy Journal, 2017, Volume 38, (Number 3) View citations (21)
    Also in The Energy Journal, 2017, 38, (3), 141-158 (2017)
72. 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 (15)

2016

73. STRUCTURAL THRESHOLD REGRESSION
    Econometric Theory, 2016, 32, (4), 827-860 View citations (37)
    See also Working Paper Structural Threshold Regression, University of Cyprus Working Papers in Economics (2011) View citations (34) (2011)

2015

74. An environmental degradation index based on stochastic dominance
    Empirical Economics, 2015, 48, (1), 439-459 View citations (9)
75. 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)
76. Measuring Human Development in the MENA Region
    Emerging Markets Finance and Trade, 2015, 51, (6), 1179-1192 View citations (9)
77. 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 (13)
    See also Working Paper The business cycle human capital accumulation nexus and its effect on hours worked volatility, Working Papers (2014) View citations (3) (2014)

2014

78. A sovereign risk index for the Eurozone based on stochastic dominance
    Finance Research Letters, 2014, 11, (4), 375-384 View citations (8)
    See also Working Paper A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance, Working Paper series (2013) (2013)
79. Empirical likelihood-based inference for the generalized entropy class of inequality measures
    Economics Letters, 2014, 123, (1), 54-57
80. PERSISTENCE IN CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (4), 753-782 View citations (13)
    See also Working Paper Persistence in Convergence, Working Paper series (2011) View citations (2) (2011)
81. Persistence in real exchange rate convergence
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (1), 73-88 View citations (13)
    See also Working Paper Persistence in Real Exchange Rate Convergence, Working Paper series (2012) View citations (3) (2012)
82. Testing for structural breaks with local smoothers: A simulation study
    Economics Letters, 2014, 125, (1), 119-122 View citations (1)
83. 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 (12)

2013

84. Measuring human development: a stochastic dominance approach
    Journal of Economic Growth, 2013, 18, (1), 69-108 View citations (33)
    See also Working Paper Measuring Human Development: A Stochastic Dominance Approach, Working Paper series (2012) View citations (2) (2012)
85. Non-monotonicity of fertility in human capital accumulation and economic growth
    Journal of Macroeconomics, 2013, 38, (PA), 44-59 View citations (19)
    See also Working Paper Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth, Working Papers (2012) View citations (2) (2012)
86. The effect of public debt on growth in multiple regimes
    Journal of Macroeconomics, 2013, 38, (PA), 35-43 View citations (127)
    See also Working Paper The Effect of Public Debt on Growth in Multiple Regimes, Working Paper series (2012) View citations (6) (2012)

2012

87. A new country risk index for emerging markets: A stochastic dominance approach
    Journal of Empirical Finance, 2012, 19, (5), 741-761 View citations (20)
88. 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)
89. Economic Policies and the Impact of Natural Disasters on Economic Growth: A Threshold Regression Approach
    Economics Bulletin, 2012, 32, (1), 229-241 View citations (6)
90. 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 Love thy Neighbor, Love thy Kin: Strategy and Bias in the Eurovision Song Contest, Working Papers (2006) View citations (9) (2006)
91. Testing for bivariate stochastic dominance using inequality restrictions
    Economics Letters, 2012, 115, (1), 60-62 View citations (2)
    See also Working Paper Testing for Bivariate Stochastic Dominance Using Inequality Restrictions, Working Papers (2011) (2011)

2011

92. An updated ranking of academic journals in economics
    Canadian Journal of Economics/Revue canadienne d'économique, 2011, 44, (4), 1525-1538 View citations (44)
    Also in Canadian Journal of Economics, 2011, 44, (4), 1525-1538 (2011) View citations (94)
    See also Working Paper An Updated Ranking of Academic Journals in Economics, Working Papers (2010) View citations (27) (2010)
93. 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 Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach, Working Papers (2005) (2005)
94. Growth and pollution convergence: Theory and evidence
    Journal of Environmental Economics and Management, 2011, 62, (2), 199-214 View citations (71)
    See also Working Paper Growth and Pollution Convergence: Theory and Evidence, Working Paper series (2011) View citations (75) (2011)
95. 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 Product Line Pricing in a Vertically Differentiated Oligopoly, Working Papers (2010) View citations (2) (2010)
96. THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH
    Macroeconomic Dynamics, 2011, 15, (5), 595-615 View citations (9)
    See also Working Paper The Effect of Information Technology and Human Capital on Economic Growth, Working Paper series (2007) View citations (2) (2007)

2010

97. 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 Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate, Working Papers (2009) View citations (1) (2009)
98. Estimates of Technology and Convergence: Simulation Results
    Ekonomia, 2010, 13-14, (2-1), 97-108
    See also Working Paper ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS, CAMA Working Papers (2006) (2006)
99. Foreign direct investment, human capital and non-linearities in economic growth
    Journal of Macroeconomics, 2010, 32, (3), 858-871 View citations (46)
    See also Working Paper FOREIGN DIRECT INVESTMENT, HUMAN CAPITAL AND NONLINEARITIES IN ECONOMIC GROWTH, Working Paper series (2008) (2008)
100. Information-Theoretic Distribution Test with Application to Normality
     Econometric Reviews, 2010, 29, (3), 307-329 View citations (2)
     See also Working Paper Information-Theoretic Distribution Test with Application to Normality, Working Paper series (2007) (2007)

2008

101. An empirical investigation of the relationship between education and growth in Pakistan
     International Economic Journal, 2008, 22, (3), 345-359 View citations (5)
102. Demographic versus expenditure flexibility in Engel curves
     Empirical Economics, 2008, 34, (2), 257-271 View citations (2)
103. The absolute health income hypothesis revisited: a semiparametric quantile regression approach
     Empirical Economics, 2008, 35, (2), 395-412 View citations (2)
     See also Working Paper The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach, Working Paper series (2007) (2007)

2007

104. An algorithm for censored quantile regressions
     Economics Bulletin, 2007, 3, (1), 1-9
105. Growth and convergence: A profile of distribution dynamics and mobility
     Journal of Econometrics, 2007, 136, (2), 483-508 View citations (121)
106. Is the Financial Development and Economic Growth Relationship Nonlinear?
     Economics Bulletin, 2007, 15, (14), 1-12 View citations (22)
     See also Working Paper Is the Financial Development and Economic Growth Relationship Nonlinear?, Working Papers (2005) View citations (11) (2005)
107. 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 Nonlinearities in Economic Growth: A Semiparametric Approach applied to Information Technology data, Working Papers (2007) View citations (20) (2007)
108. Testing for Shape Invariance of Semiparametric Equivalence Scales
     Economics Bulletin, 2007, 4, (21), 1-11

2006

109. Economic development and the return to human capital: a smooth coefficient semiparametric approach
     Journal of Applied Econometrics, 2006, 21, (1), 111-132 View citations (16)
     Also in Journal of Applied Econometrics, 2006, 21, (1), 111-132 (2006) View citations (81)
     See also Working Paper Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach, Working Papers (2002) View citations (21) (2002)
110. Estimates of semiparametric equivalence scales
     Journal of Applied Econometrics, 2006, 21, (5), 629-639 View citations (11)
     Also in Journal of Applied Econometrics, 2006, 21, (5), 629-639 (2006) View citations (1)
     See also Working Paper Estimates of Semiparametric Equivalence Scales, Working Papers (2003) View citations (3) (2003)
111. 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 (21)
     Also in Journal of Applied Econometrics, 2006, 21, (3), 371-386 (2006)
     See also Working Paper Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market, Working Papers (2003) View citations (2) (2003)
112. Semiparametric efficient adaptive estimation of asymmetric GARCH models
     Journal of Econometrics, 2006, 133, (1), 373-386 View citations (15)

2005

113. Financial intermediation and growth: Some robustness results
     Economics Letters, 2005, 88, (3), 306-312 View citations (55)
114. Partially adaptive estimation via the maximum entropy densities
     Econometrics Journal, 2005, 8, (3), 352-366 View citations (11)
     See also Working Paper Partially Adaptive Estimation via Maximum Entropy Densities, University of Cyprus Working Papers in Economics (2005) View citations (13) (2005)
115. 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

116. Estimates of the black economy based on consumer demand approaches
     Economic Journal, 2004, 114, (497), 622-640 View citations (106)
117. Research spillovers among European and North-American economics departments
     Economics of Education Review, 2004, 23, (2), 191-202 View citations (11)

2003

118. Rankings of Academic Journals and Institutions in Economics
     Journal of the European Economic Association, 2003, 1, (6), 1346-1366 View citations (330)
     See also Working Paper Rankings of Academic Journals and Institutions in Economics, Discussion Papers in Economics (2001) View citations (40) (2001)
119. 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 Testing Serial Correlation in Semiparametric Time Series Model, Working Papers (1999) (1999)
120. The Environmental Kuznets Curve: Real Progress or Misspecified Models?
     The Review of Economics and Statistics, 2003, 85, (4), 1038-1047 View citations (234)
     See also Working Paper The Environmental Kuznets Curve: Real Progress or Misspecified Models?, Natural Field Experiments (2003) View citations (222) (2003)
121. Wage Rigidity in Canadian Collective Bargaining Agreements
     ILR Review, 2003, 56, (3), 429-448 View citations (27)
     See also Working Paper Wage Rigidity in Canadian Collective Bargaining Agreements, University of Cyprus Working Papers in Economics (2003) View citations (30) (2003)

2002

122. Age effects on consumer demand: an additive partially linear regression model
     Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (1), 153-165 View citations (8)
     Also in Canadian Journal of Economics, 2002, 35, (1), 153-165 (2002) View citations (9)
123. 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)
124. Nesting quadratic logarithmic demand systems
     Economics Letters, 2002, 76, (3), 369-374 View citations (9)
     See also Working Paper Nesting Quadratic Logarithmic Demand Systems, University of Cyprus Working Papers in Economics (2001) (2001)
125. Specification and sensitivity analysis of cross-country growth regressions
     Empirical Economics, 2002, 27, (4), 645-656 View citations (3)
126. The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach
     Economics Letters, 2002, 75, (1), 11-16 View citations (3)
127. The symmetry of the wage-change distribution: Survey and contract data
     Empirical Economics, 2002, 27, (4), 705-723 View citations (6)

2001

128. 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 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation, Working Papers (1997) View citations (2) (1997)
129. A non-parametric test of the symmetry of PSID wage-change distributions
     Economics Letters, 2001, 71, (3), 363-368 View citations (10)
130. Measures of Human Capital and Nonlinearities in Economic Growth
     Journal of Economic Growth, 2001, 6, (3), 229-54 View citations (152)
     See also Working Paper Measures of Human Capital and Nonlinearities in Economic Growth, Working Papers (2000) View citations (75) (2000)

2000

131. 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)
132. 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)
133. Income inequality and economic development: evidence from the threshold regression model
     Economics Letters, 2000, 69, (2), 207-212 View citations (42)
     See also Working Paper Income Inequality and Economic Development: Evidence from the Threshold Regression Model, Working Papers (2000) View citations (35) (2000)
134. Nonparametric model check based on local polynomial fitting
     Statistics & Probability Letters, 2000, 48, (4), 327-334 View citations (8)
135. Testing for asymmetric pricing in the Canadian retail gasoline market
     Energy Economics, 2000, 22, (3), 349-368 View citations (138)
     See also Working Paper Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market, Working Papers (1997) View citations (2) (1997)

1999

136. European economics: An analysis based on publications in the core journals
     European Economic Review, 1999, 43, (4-6), 1150-1168 View citations (105)
137. Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach
     Journal of Applied Econometrics, 1999, 14, (5), 527-38 View citations (151)
138. Preference Heterogeneity and the Rank of Demand Systems
     Journal of Business & Economic Statistics, 1999, 17, (2), 248-52 View citations (17)
139. Rankings of Economic Departments Among Greek-Speaking Institutions
     Ekonomia, 1999, 3, (1), 70-75 View citations (6)
140. Testing the rank of Engel curves with endogenous expenditure
     Economics Letters, 1999, 64, (1), 61-65 View citations (17)

1997

141. On the calculation of marginal effects in the bivariate probit model
     Economics Letters, 1997, 54, (3), 203-208 View citations (44)
     See also Working Paper On the Calculation of Marginal Effects in the Bivariate Probit Model, CESifo Working Paper Series (1996) View citations (1) (1996)
142. Technical Trading Rules and the Size of the Risk Premium in Security Returns
     Studies in Nonlinear Dynamics & Econometrics, 1997, 2, (2), 14 View citations (18)
     See also Working Paper Technical Trading Rules and the Size of the Risk Premium in Security Returns, Working Papers (1996) View citations (3) (1996)
143. Welfare Participation and Labour Market Behaviour in Canada
     Canadian Journal of Economics, 1997, 30, (3), 595-621 View citations (21)
     See also Working Paper Welfare Participation and Labour Market Behaviour in Canada, Working Papers (1996) View citations (3) (1996)

1996

144. Semiparametric estimation of partially linear panel data models
     Journal of Econometrics, 1996, 71, (1-2), 389-397 View citations (78)

1995

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

1994

147. 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 Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form, Working Papers (1993) View citations (2) (1993)
148. 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)
149. Semiparametric Specification Testing of Non-nested Econometric Models
     The Review of Economic Studies, 1994, 61, (2), 291-303 View citations (27)

1993

150. Evidence concerning non-linear structure in Canadian provincial unemployment rates
     Structural Change and Economic Dynamics, 1993, 4, (2), 333-343 View citations (6)

1992

151. A Hausman specification test based on root-N-consistent semiparametric estimators
     Economics Letters, 1992, 40, (2), 141-146 View citations (3)
152. 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 A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators, Working Paper (1991) (1991)
153. Testing the Efficiency of the Athens Stock Exchange: Some Results from the Banking Sector
     Empirical Economics, 1992, 17, (2), 239-52 View citations (11)

1991

154. Discontinuities in Canadian economic growth, 1870-1985
     Explorations in Economic History, 1991, 28, (3), 274-286 View citations (9)
     See also Working Paper DISCONTINUITIES IN CANADIAN ECONOMIC GROWTH, 1870-1985, Working Papers (1990) View citations (6) (1990)

1990

155. N-Kernel: A Review
     Journal of Applied Econometrics, 1990, 5, (3), 299-304

1989

156. Measuring the Strangeness of Gold and Silver Rates of Return
     The Review of Economic Studies, 1989, 56, (4), 553-567 View citations (60)

1988

157. Chaotic Dynamics in Economic Time-Series
     Journal of Economic Surveys, 1988, 2, (2), 103-33 View citations (27)
158. International chaos?
     European Economic Review, 1988, 32, (8), 1569-1584 View citations (25)
159. Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap
     Empirical Economics, 1988, 13, (3/4), 141-54
     See also Working Paper Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootsrap, Staff General Research Papers Archive (1989) (1989)
160. Some evidence concerning macroeconomic chaos
     Journal of Monetary Economics, 1988, 22, (3), 423-438 View citations (30)
161. 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)
162. The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
     Economics Letters, 1988, 27, (1), 11-14 View citations (4)

1987

163. Bootstrapping Confidence Intervals: An Application to Forecasting the Supply of Pork
     American Journal of Agricultural Economics, 1987, 69, (2), 266-273 View citations (6)
164. 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
165. On the robustness of the corrected least squares (cols) estimator for the tobit model
     Brazilian Review of Econometrics, 1987, 7, (2)

1986

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

1985

168. Measuring the Union Relative Wage Impact: A Methodological Note
     Canadian Journal of Economics, 1985, 18, (1), 182-89 View citations (2)

Books

2011

1. Mathematics for Economics, vol 1
   MIT Press Books, The MIT Press View citations (8)
   Also in MIT Press Books, The MIT Press (2011) View citations (8)
2. Student Solutions Manual for Mathematics for Economics, vol 1
   MIT Press Books, The MIT Press View citations (4)

2001

3. Mathematics for Economics, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations (12)
4. Student's Solutions Manual for Mathematics for Economics, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations (3)

Chapters

2024

1. The Impact of Globalization and Financial Development on Climate Change: Fresh Evidence from 60 Developing Countries
   Chapter 1 in Green Finance and Sustainable Development Goals, 2024, pp 3-29

2009

2. 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 The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth, University of Guelph, Department of Economics and Finance (2009) View citations (2) (2009)

2005

3. Financial Intermediation and Economic Growth: A Semiparametric Approach
   Springer View citations (10)