← All authors Thanasis Stengos University of Guelph (from arXiv:2512.12352, 2025) · ORCID · OpenAlex
183 papers in scope · 181 published · 1 on the econ.EM arXiv · 7,159 citations · h-index 38 (over the papers listed here)
Papers (2 of 183)
The sentiments of global organizations as sources of asymmetry for Okun’s law in the European Union
published 2026 · The Journal of Economic Asymmetries
with Pinar Deniz
Asymmetric effects of global sentiments on EU electricity prices
published 2026 · The Journal of Economic Asymmetries
with Pinar Deniz
working paper 2025 · arXiv
Spatial Nexus: Natural Resources and Economic Growth
published 2025 · Empirical Economics · 2 citations · first circulated 2024
with Mingze Marcellus Li, Yiguo Sun, Mingze Li
Who Is Leading in Communication Tone? Wavelet Analysis of the Fed and the ECB
published 2025 · Journal of risk and financial management · 1 citations · first circulated 2024
with Pınar Deniz
Heterogeneity of institutions and model uncertainty in the income inequality nexus
published 2025 · European Journal of Political Economy · 2 citations · first circulated 2024
with Pınar Deniz
Revisiting heterogeneity in the relationship between CO 2 per capita emissions and income per capita
published 2025 · Environmental Progress & Sustainable Energy · 2 citations
with Pınar Deniz
Endogenous Kink Threshold Regression
published 2024 · Journal of Business and Economic Statistics · 4 citations
Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach
published 2024 · Econometrics · 6 citations
Threshold nonlinearities and the democracy-growth nexus
published 2024 · Econometrics Journal · 8 citations
Spatial spillovers in trade agreement memberships: Does institutional proximity matter?
published 2024 · Review of International Economics · 4 citations
with Renliang Liu, Yiguo Sun
Editors’ introduction
published 2024 · The Journal of Economic Asymmetries
with George Alogoskoufis
A Bayesian approach for the determinants of bitcoin returns
published 2023 · International Review of Financial Analysis · 11 citations
with Theodore Panagiotidis, Georgios Papapanagiotou
Revisiting the Mankiw et al. (1992) growth regressions
published 2023 · Economics and Business Letters · 3 citations
with Spyridon Boikos, Theodore Panagiotidis, Elisavet Serenidou
Nuclear Energy, Economic Growth, and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints
published 2023 · The Journal of Economic Asymmetries · 15 citations · first circulated 2022
with Nikos Fatouros
Changing the Discount Rate by Adjusting the Pure Rate of Time Preference
published 2023 · Review of Economic Analysis
with Jamie Lee, Ross McKitrick
Bribery, regulation and firm performance: evidence from a threshold model
published 2023 · Empirical Economics · 17 citations
Endogeneity in semiparametric threshold regression models with two threshold variables
published 2023 · Econometric Reviews · 7 citations · first circulated 2021
Dying together: A convergence analysis of fatalities during COVID-19
published 2023 · The Journal of Economic Asymmetries · 1 citations
with Theodore Panagiotidis, Georgios Papapanagiotou
Does markup regulation restrict price hikes? Evidence from the oil industry
published 2023 · Letters in Spatial and Resource Sciences
with Michael Polemis
Revisiting the Determinants of Consumption: A Bayesian Model Averaging Approach
published 2023 · Journal of risk and financial management · 1 citations
with Pınar Deniz
The scope and methodology of economic and financial asymmetries
published 2023 · The Journal of Economic Asymmetries · 8 citations
with George Alogoskoufis, A. G. Malliaris
On the volatility of cryptocurrencies
published 2022 · Research in International Business and Finance · 43 citations
with Theodore Panagiotidis, Georgios Papapanagiotou
What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies
published 2022 · Open Economies Review · 4 citations
with Renliang Liu
A Circular Model of Economic Growth and Waste Recycling
published 2022 · Circular Economy and Sustainability · 12 citations
with Myrto Kasioumi
Estimation and Inference for the Threshold Model with Hybrid Stochastic Local Unit Root Regressors
published 2022 · Journal of risk and financial management · 2 citations
Bribery, on-the-job training, and firm performance
published 2022 · Small Business Economics · 14 citations
with Spyridon Boikos, Mehmet Pinar
Renewable energy and CO2 emissions: New evidence with the panel threshold model
published 2022 · Renewable Energy · 255 citations
Stochastic dominance spanning and augmenting the human development index with institutional quality
published 2022 · Annals of Operations Research · 7 citations
Does market power converge among the US states? Evidence from the natural gas sector
published 2022 · Economics Letters · 2 citations
with Konstantinos Eleftheriou, Michael Polemis
What shapes the delay in the Nobel Prize discoveries? A research note
published 2022 · Scientometrics · 8 citations · first circulated 2021
with Michael Polemis
Leisure and innovation in horizontal R&D-based growth
published 2021 · Economic Modelling · 4 citations
with Spyridon Boikos, Alberto Bucci
Dimension Reduction via Penalized GLMs for Non-Gaussian Response: Application to Stock Market Volatility
published 2021 · Journal of risk and financial management · 2 citations
with Tao Li, Anthony F. Desmond
Vietnam Era Fathers: The Intergenerational Transmission of Tertiary Education
published 2021 · Review of Income and Wealth · 1 citations
with Louis N. Christofides, Michael Hoy, Joniada Milla
Threshold effects during the COVID-19 pandemic crisis: evidence from international tourist destinations
published 2021 · Current Issues in Tourism · 4 citations · first circulated 2020
with Michael Polemis
Determinants of renewable energy consumption: Importance of democratic institutions
published 2021 · Renewable Energy · 246 citations
Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach
published 2021 · Economics Letters · 12 citations
with Michael Polemis, Panayiotis Tzeremes, Nickolaos Tzeremes
Recent Developments in Cryptocurrency Markets: Co-Movements, Spillovers and Forecasting
published 2021 · Journal of risk and financial management · 4 citations
Measuring the presence of organized crime across Italian provinces: a sensitivity analysis
published 2020 · European Journal of Law and Economics · 18 citations
with Giovanni Bernardo, Irene Brunetti, Mehmet Pinar
Recent Advancements in Section “Economics and Finance”
published 2020 · Journal of risk and financial management
The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach
published 2020 · Journal of risk and financial management · 17 citations
with Myrto Kasioumi
Democracy in the neighborhood and foreign direct investment
published 2020 · Review of Development Economics · 10 citations
with Mehmet Pinar
A general model for financial crises: An application to eurozone crisis
published 2020 · International Review of Economics & Finance · 3 citations
Threshold Regression Model for Taylor Rule: The Case of Turkey
published 2020 · Review of Economic Analysis · 3 citations
Modeling the effect of competition on US manufacturing sectors’ efficiency: an order-m frontier analysis
published 2020 · Journal of Productivity Analysis · 4 citations
with Michael Polemis, Nickolaos Tzeremes
Cryptocurrency Returns before and after the Introduction of Bitcoin Futures
published 2020 · Journal of risk and financial management · 5 citations
with Pınar Deniz
Revisiting the link between output growth and volatility: panel GARCH analysis
published 2020 · Empirical Economics · 8 citations
with Pınar Deniz, M. Ege Yazgan
The impact of regulatory quality on business venturing: A semi-parametric approach
published 2020 · Economic Analysis and Policy · 12 citations
with Michael Polemis
Advertising expenses and operational performance: Evidence from the global hotel industry
published 2020 · Economics Letters · 5 citations
with Michael Polemis, Nickolaos Tzeremes
The impact of state aid on economic growth
published 2020 · Economics bulletin · 3 citations
with Michael Polemis
no link
A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns
published 2020 · Journal of risk and financial management · 19 citations · first circulated 2019
with Theodore Panagiotidis, Orestis Vravosinos
Renewable energy consumption and economic growth nexus: Evidence from a threshold model
published 2020 · Energy Policy · 451 citations
The Effects of Corporate Bonds on Employment: Early Evidence from Greece
published 2020 · Review of Economic Analysis
no link
Aid to agriculture, trade and structural change
published 2019 · Metroeconomica · 5 citations
with Alessandra Pelloni, Ilaria Tedesco
Nonparametric Econometric Methods and Applications
published 2019 · Journal of risk and financial management
Revisiting the impact of financial depth on growth: A semi-parametric approach
published 2019 · Finance research letters · 13 citations
with Michael Polemis, Nickolaos Tzeremes
On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
published 2019 · European Journal of Operational Research · 19 citations
Re-examining the asymmetric gasoline pricing mechanism in EU: a note on a panel threshold analysis
published 2019 · Applied Economics Letters · 1 citations · first circulated 2018
Output and pollution abatement in a U.S. state emission function
published 2019 · Environment and Development Economics · 7 citations · first circulated 2017
with Neophyta Empora, Theofanis P. Mamuneas
Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU
published 2019 · Energy Economics · 8 citations
The effects of markets, uncertainty and search intensity on bitcoin returns
published 2018 · International Review of Financial Analysis · 162 citations
with Theodore Panagiotidis, Orestis Vravosinos
Sensitivity of university rankings: implications of stochastic dominance efficiency analysis
published 2018 · Education Economics · 16 citations
with Mehmet Pinar, Joniada Milla
Does competition prevent industrial pollution? Evidence from a panel threshold model
published 2018 · Business Strategy and the Environment · 33 citations · first circulated 2017
with Michael Polemis
DETECTING CONVERGENCE CLUBS
published 2018 · Macroeconomic Dynamics · 1 citations
with Fuat Can Beylunioğlu, M. Ege Yazgan
Greenhouse Emissions and Productivity Growth
published 2018 · Journal of risk and financial management · 25 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
Identification of common factors in panel data growth model
published 2018 · Economics Letters · 5 citations
with Pınar Deniz, M. Ege Yazgan
On the determinants of bitcoin returns: A LASSO approach
published 2018 · Finance research letters · 209 citations
with Theodore Panagiotidis, Orestis Vravosinos
Taming the SO2 and NOx emissions: evidence from a SUR model for the US
published 2018 · Letters in Spatial and Resource Sciences · 7 citations
with Michael Polemis
PERSISTENCE IN CONVERGENCE AND CLUB FORMATION
published 2018 · Bulletin of Economic Research · 6 citations
with M. Ege Yazgan, Harun Özkan
Regime switching with structural breaks in output convergence
published 2018 · Studies in Nonlinear Dynamics and Econometrics · 2 citations
with Fuat Can Beylunioğlu, M. Ege Yazgan
Spatial Dependence in the Residential Canadian Housing Market
published 2018 · The Journal of Real Estate Finance and Economics · 12 citations
with Yuan Zhang, Yiguo Sun
working paper 2018 · arXiv
On the examination of non-linear relationship between market structure and performance in the US manufacturing industry
published 2017 · Economics Letters · 16 citations
Quantile forecast combination using stochastic dominance
published 2017 · Empirical Economics · 4 citations
with Mehmet Pinar, M. Ege Yazgan
Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
published 2017 · Economics Letters · 26 citations
Detecting capital market convergence clubs
published 2017 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
with Fuat Can Beylunioğlu, M. Ege Yazgan
Analysis of the seeds of the debt crisis in Europe
published 2017 · European Journal of Finance · 2 citations · first circulated 2015
with Haluk Yener, M. Ege Yazgan, Mustafa Ege Yazgan
A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
published 2017 · International Review of Finance
with Serda Selin Öztürk
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
published 2017 · Econometric Theory · 7 citations
with Andros Kourtellos, Yiguo Sun
Markov regime switching in mean and in fractional integration parameter
published 2016 · Communications in Statistics - Simulation and Computation · 1 citations
Electricity Sector Performance: A Panel Threshold Analysis
published 2016 · The Energy Journal · 16 citations
with Michael Polemis
Air and water pollution over time and industries with stochastic dominance
published 2016 · Stochastic Environmental Research and Risk Assessment · 27 citations · first circulated 2013
with Elettra Agliardi, Mehmet Pinar
Does market structure affect labour productivity and wages? Evidence from a smooth coefficient semiparametric panel model
published 2015 · Economics Letters · 15 citations
with Michael Polemis
Measuring Human Development in the MENA Region
published 2015 · Emerging Markets Finance and Trade · 16 citations · first circulated 2013
with Mehmet Pinar, M. Ege Yazgan, E Yazgan
STRUCTURAL THRESHOLD REGRESSION
published 2015 · Econometric Theory · 97 citations · first circulated 2009
with Andros Kourtellos, Chih Ming Tan
The business cycle human capital accumulation nexus and its effect on hours worked volatility
published 2014 · Journal of Economic Dynamics and Control · 15 citations
with Diana Alessandrini, Stephen Kosempel
Testing for structural breaks with local smoothers: A simulation study
published 2014 · Economics Letters · 1 citations
with Serda Selin Öztürk
An environmental degradation index based on stochastic dominance
published 2014 · Empirical Economics · 25 citations
with Elettra Agliardi, Mehmet Pinar
A sovereign risk index for the Eurozone based on stochastic dominance
published 2014 · Finance research letters · 16 citations · first circulated 2013
with Elettra Agliardi, Mehmet Pinar
An Empirical Estimation of the Underground Economy in Ghana
published 2014 · Economics Research International · 19 citations
with Edward Asiedu
Empirical likelihood-based inference for the generalized entropy class of inequality measures
published 2014 · Economics Letters · 1 citations
with Tahsin Mehdi
The effect of public debt on growth in multiple regimes
published 2013 · Journal of Macroeconomics · 34 citations · first circulated 2012
with Andros Kourtellos, Chih Ming Tan
Editorial introduction: Dynamics, economic growth, and international trade
published 2013 · Journal of Macroeconomics
with Costas Azariadis, Alan V. Deardorff, Theodore Palivos
Non-monotonicity of fertility in human capital accumulation and economic growth
published 2013 · Journal of Macroeconomics · 23 citations · first circulated 2012
with Spyridon Boikos, Alberto Bucci
Persistence in real exchange rate convergence
published 2013 · Studies in Nonlinear Dynamics and Econometrics · 8 citations · first circulated 2012
with M. Ege Yazgan
PERSISTENCE IN CONVERGENCE
published 2013 · Macroeconomic Dynamics · 24 citations · first circulated 2011
with M. Ege Yazgan
A new country risk index for emerging markets: A stochastic dominance approach
published 2012 · Journal of Empirical Finance · 41 citations
Measuring human development: a stochastic dominance approach
published 2012 · Journal of Economic Growth · 50 citations
Are Aid Flows Excessive or Insufficient? Estimating the Growth Impact of Aid in Threshold Regressions
published 2012 · Scottish Journal of Political Economy · 11 citations
with Sarantis Kalyvitis, Irene Vlachaki
Economic Policies and the Impact of Natural Disasters on Economic Growth: A Threshold Regression Approach
published 2012 · Economics bulletin · 6 citations
with Aurangzeb Aurangzeb
no link
Testing for bivariate stochastic dominance using inequality restrictions
published 2011 · Economics Letters · 3 citations
with Brennan Scott Thompson
An updated ranking of academic journals in economics
published 2011 · Canadian Journal of Economics/Revue canadienne d économique · 113 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach
published 2011 · Review of Economic Analysis · 8 citations · first circulated 2005
with Umut Oguzoglu
Product line pricing in a vertically differentiated oligopoly
published 2011 · Canadian Journal of Economics/Revue canadienne d économique · 7 citations
with George Deltas, Eleftherios Zacharias
Growth and pollution convergence: Theory and evidence
published 2011 · Journal of Environmental Economics and Management · 131 citations
with C. Ordás Criado, Simone Valente, Carlos Ordás Criado
Student Solutions Manual for Mathematics for Economics
published 2011 · MIT Press Books
with Michael Hoy, John Livernois, Chris McKenna, Ray Rees
no link
THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH
published 2010 · Macroeconomic Dynamics · 38 citations
with Elena Ketteni, Theofanis P. Mamuneas
Foreign direct investment, human capital and non-linearities in economic growth
published 2010 · Journal of Macroeconomics · 117 citations · first circulated 2008
with Constantina Kottaridi
Information-Theoretic Distribution Test with Application to Normality
published 2009 · Econometric Reviews · 9 citations · first circulated 2004
with Ximing Wu
An empirical investigation of the relationship between education and growth in Pakistan
published 2008 · International Economic Journal · 20 citations
with Aurangzeb Aurangzeb
The absolute health income hypothesis revisited: a semiparametric quantile regression approach
published 2007 · Empirical Economics · 6 citations · first circulated 2006
with Yiguo Sun
Financial Development and Economic Growth: Is the Finance-Growth Relationship Nonlinear? ∗
published 2007 · Economics bulletin · 30 citations · first circulated 2004
with Andreas Savvides, Theofanis P. Mamuneas, Elena Ketteni
Nonlinearities in economic growth: A semiparametric approach applied to information technology data
published 2007 · Journal of Macroeconomics · 35 citations
with Elena Ketteni, Theofanis P. Mamuneas
Demographic versus expenditure flexibility in Engel curves
published 2007 · Empirical Economics · 5 citations
with Panayiota Lyssiotou, Panos Pashardes
Testing the capital asset pricing model with Local Maximum Likelihood methods
published 2007 · Mathematical and Computer Modelling · 7 citations
with Burç Kayahan
An algorithm for censored quantile regressions
published 2007 · Economics bulletin
with Dianqin Wang
no link
Estimates of semiparametric equivalence scales
published 2006 · Journal of Applied Econometrics · 16 citations · first circulated 2003
with Yiguo Sun, Dianqin Wang, D. Wang
Growth and convergence: A profile of distribution dynamics and mobility
published 2006 · Journal of Econometrics · 172 citations
Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
published 2006 · Journal of Applied Econometrics · 43 citations · first circulated 2002
with Eleftherios Zacharias
Partially adaptive estimation via the maximum entropy densities
published 2005 · Econometrics Journal · 23 citations
with Ximing Wu
Bootstrap and Pretest J-Type Non-Nested Tests for Orthogonal Regression Models: Some Monte Carlo Evidence
published 2005 · Journal of Quantitative Economics · 1 citations
with Leo Michelis, L. Yang
Financial intermediation and growth: Some robustness results
published 2005 · Economics Letters · 100 citations
with Brian McCaig
Economic development and the return to human capital: a smooth coefficient semiparametric approach
published 2005 · Journal of Applied Econometrics · 137 citations
with Theofanis P. Mamuneas, Andreas Savvides
Semiparametric efficient adaptive estimation of asymmetric GARCH models
published 2005 · Journal of Econometrics · 29 citations
with Yiguo Sun
Testing for Shape Invariance of Semiparametric Equivalence Scales
published 2005 · Economics bulletin · 14 citations
with Dianqin Wang
no link
Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan
published 2005 · International journal of business and economics · 19 citations
with Aurangzeb Aurangzeb, Asif U. Mohammad
no link
Estimates of the Black Economy Based on Consumer Demand Approaches
published 2004 · The Economic Journal · 158 citations
with Panayiota Lyssiotou, Panos Pashardes
Rankings of Academic Journals and Institutions in Economics
published 2003 · Journal of the European Economic Association · 587 citations · first circulated 2001
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
The Environmental Kuznets Curve: Real Progress or Misspecified Models?
published 2003 · The Review of Economics and Statistics · 357 citations · first circulated 2002
with Daniel L. Millimet, John A. List
Research spillovers among European and North-American economics departments
published 2003 · Economics of Education Review · 13 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas, Andreas Savvides
Testing Serial Correlation in Semiparametric Time Series Models
published 2003 · Journal of Time Series Analysis · 30 citations · first circulated 1999
with Dingding Li
Wage Rigidity in Canadian Collective Bargaining Agreements
published 2003 · Industrial and Labor Relations Review · 24 citations
with Louis N. Christofides
Specification and sensitivity analysis of cross-country growth regressions
published 2002 · Empirical Economics · 8 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
The symmetry of the wage-change distribution: Survey and contract data
published 2002 · Empirical Economics · 8 citations
with Louis N. Christofides
Nesting quadratic logarithmic demand systems
published 2002 · Economics Letters · 14 citations · first circulated 2001
with Panayiota Lyssiotou, Panos Pashardes
The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach
published 2002 · Economics Letters · 4 citations
with Dingding Li
Age effects on consumer demand: an additive partially linear regression model
published 2002 · Canadian Journal of Economics/Revue canadienne d économique · 4 citations
with Panayiota Lyssiotou, Panos Pashardes
Intra-Day Features of Realized Volatility: Evidence from an Emerging Market
published 2002 · International journal of business and economics · 17 citations
with Burç Kayahan
no link
Measures of Human Capital and Nonlinearities in Economic Growth
published 2001 · Journal of Economic Growth · 225 citations · first circulated 2000
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas, Andreas Savvides
A non-parametric test of the symmetry of PSID wage–change distributions
published 2001 · Economics Letters · 20 citations
with Louis N. Christofides
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
published 2001 · Econometric Reviews · 10 citations · first circulated 1997
with Yiguo Sun
Double kernel nonparametric estimation in semlparametric econometric models
published 2001 · Journal of nonparametric statistics · 6 citations
with Boping Yan
Income inequality and economic development: evidence from the threshold regression model
published 2000 · Economics Letters · 65 citations
with Andreas Savvides
A non‐linear sensitivity analysis of cross‐country growth regressions
published 2000 · Canadian Journal of Economics/Revue canadienne d économique · 56 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
Nonparametric model check based on local polynomial fitting
published 2000 · Statistics & Probability Letters · 6 citations
with Zhenjun Liu, Qi Li
Testing for asymmetric pricing in the Canadian retail gasoline market
published 2000 · Energy Economics · 188 citations
with Robert Godby, Anastasia M. Lintner, Bo Wandschneider
Non-linearities in cross-country growth regressions: a semiparametric approach
published 1999 · Journal of Applied Econometrics · 228 citations
with Zhenjuan Liu
Testing the rank of Engel curves with endogenous expenditure
published 1999 · Economics Letters · 47 citations
with Panayiota Lyssiotou, Panos Pashardes
European economics: An analysis based on publications in the core journals
published 1999 · European Economic Review · 189 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
Preference Heterogeneity and the Rank of Demand Systems
published 1999 · Journal of Business and Economic Statistics · 36 citations
with Panayiota Lyssiotou, Panos Pashardes
Rankings of Economic Departments Among Greek-Speaking Institutions
published 1999 · Ekonomia/Ekonomia XXI Wieku · 6 citations
with Pantelis Kalaitzidakis, Theofanis P. Mamuneas
no link
Moving average rules, volume and the predictability of security returns with feedforward networks
published 1998 · Journal of Forecasting · 118 citations
with Ramazan Gençay
Welfare Participation and Labour Market Behaviour in Canada
published 1997 · Canadian Journal of Economics/Revue canadienne d économique · 32 citations · first circulated 1996
with Louis N. Christofides, Robert Swidinsky
On the calculation of marginal effects in the bivariate probit model” [Econ. Lett. 54, (1997) 203-208
published 1997 · Economics Letters · 86 citations · first circulated 1996
with Louis N. Christofides, Robert Swidinsky, James W. Hardin
Technical Trading Rules and the Size of the Risk Premium in Security Returns
published 1997 · Studies in Nonlinear Dynamics and Econometrics · 40 citations · first circulated 1996
with Ramazan Gençay
Semiparametric estimation of partially linear panel data models
published 1996 · Journal of Econometrics · 140 citations
with Qi Li
A semi-parametric non-nested test in a dynamic panel data model
published 1995 · Economics Letters · 4 citations
with Qi Li
REJOINDER Segmented Trend Models of Canadian Economic Growth
published 1995 · Explorations in Economic History · 12 citations
with Kris Inwood
Employing conditional variance processes to examine the market efficiency of the gold rates of return
published 1994 · Journal of Economics and Business · 3 citations
with Michael Marshall
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
published 1994 · International Economic Review · 68 citations · first circulated 1993
with Qi Li
Semiparametric Specification Testing of Non-nested Econometric Models
published 1994 · The Review of Economic Studies · 34 citations
Nonlinear Dynamics Chaos and Econometrics.
published 1994 · Economica · 57 citations
Evidence concerning non-linear structure in Canadian provincial unemployment rates
published 1993 · Structural Change and Economic Dynamics · 8 citations
with Murray Z. Frank, Chera L. Sayers
A Hausman specification test based on root-N-consistent semiparametric estimators
published 1992 · Economics Letters · 7 citations
with Qi Li
Testing the efficiency of the Athens Stock Exchange: Some results from the banking sector
published 1992 · Empirical Economics · 26 citations
with Epameinondas Panas
A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
published 1992 · Journal of Econometrics · 19 citations
with Thomas H. McCurdy
Discontinuities in Canadian economic growth, 1870–1985
published 1991 · Explorations in Economic History · 55 citations · first circulated 1990
with Kris Inwood
Differential Equations, Stability and Chaos in Dynamic Economics
published 1990 · Canadian Journal of Economics/Revue canadienne d économique · 219 citations
with William A. Brock, A. G. Malliaris
N‐kernel: A review
published 1990 · Journal of Applied Econometrics · 5 citations
The wage effects of the strike: a selectivity bias approach
published 1990 · Applied Economics · 7 citations
with Robert Swidinsky
Measuring the Strangeness of Gold and Silver Rates of Return
published 1989 · The Review of Economic Studies · 194 citations
with Murray Z. Frank
International chaos?
published 1988 · European Economic Review · 50 citations
with Murray Z. Frank, Ramazan Gençay
Nonparametric kernel estimation applied to forecasting: An evaluation based on the bootstrap
published 1988 · Empirical Economics · 12 citations
with G. Moschini, David M. Prescott, GianCarlo Moschini
CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES
published 1988 · Journal of Economic Surveys · 122 citations
with Murray Z. Frank
Testing for short-run money neutrality in a small open economy: The case of Canada
published 1988 · Empirical Economics · 1 citations
with Zisimos Koustas
Some evidence concerning macroeconomic chaos
published 1988 · Journal of Monetary Economics · 89 citations
with Murray Z. Frank
The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
published 1988 · Economics Letters · 15 citations
with Murray Z. Frank
On the robustness of the corrected least squares (cols) estimator for the tobit model
published 1987 · Brazilian Review of Econometrics
Bootstrapping Confidence Intervals: An Application to Forecasting the Supply of Pork
published 1987 · American Journal of Agricultural Economics · 26 citations
with David M. Prescott
Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable
published 1987 · Economics Letters
with David M. Prescott
Interpreting the wage gap estimate from selectivity correction techniques using micro data
published 1986 · Economics Letters · 5 citations
with Pradeep Kumar
Testing for parameter stability in a regression model with ar(1) errors
published 1986 · Economics Letters · 2 citations
with Charles Bram Cadsby
Measuring the Union Relative Wage Impact: A Methodological Note
published 1985 · Canadian Journal of Economics/Revue canadienne d économique · 11 citations
with Pradeep Kumar
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).