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Aris Spanos

Personal Details

First Name:Aris
Middle Name:
Last Name:Spanos
Suffix:
RePEc Short-ID:psp132
[This author has chosen not to make the email address public]
http://www.econ.vt.edu/?page_id=655
Department of Economics 880 West Campus Drive 3025 Pamplin Hall, Virginia Tech Blacksburg, VA 24061, USA TEL: (540) 2317707
(540) 2317707
Terminal Degree:1982 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Department of Economics
Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (United States)
http://www.econ.vt.edu/
RePEc:edi:decvtus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-2, Central Bank of Cyprus.
  2. Spanos, Aris, 2008. "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers 2008-25, Kiel Institute for the World Economy (IfW Kiel).
  3. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics.
  4. Bergtold, Jason S. & Spanos, Aris, 2005. "Bernoulli Regression Models: Re-examining Statistical Models with Binary Dependent Variables," 2005 Annual meeting, July 24-27, Providence, RI 19282, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  5. McGuirk, Anya M. & Spanos, Aris, 2004. "Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality," 2004 Annual meeting, August 1-4, Denver, CO 20176, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  6. McGuirk, Anya M. & Spanos, Aris, 2002. "The Linear Regression Model With Autocorrelated Errors: Just Say No To Error Autocorrelation," 2002 Annual meeting, July 28-31, Long Beach, CA 19905, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  7. Spanos, Aris & McGuirk, Anya, 2001. "Two Approaches to the Model Specification Problem in Econometrics: The Model Specification Problem from a Probabilistic Reduction Perspective," Faculty Paper Series 298016, Texas A&M University, Department of Agricultural Economics.

Articles

  1. Hoang‐Phuong Do & Aris Spanos, 2024. "Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 761-793, August.
  2. Aris Spanos, 2023. "Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results," Stats, MDPI, vol. 6(4), pages 1-16, December.
  3. Aris Spanos, 2022. "Statistical modeling and inference in the era of Data Science and Graphical Causal modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1251-1287, December.
  4. Niraj Poudyal & Aris Spanos, 2022. "Model Validation and DSGE Modeling," Econometrics, MDPI, vol. 10(2), pages 1-25, April.
  5. Aris Spanos, 2022. "Frequentist Model-based Statistical Induction and the Replication Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 133-159, September.
  6. Aris Spanos, 2021. "Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 605-635, June.
  7. Michaelides, Michael & Spanos, Aris, 2020. "On modeling heterogeneity in linear models using trend polynomials," Economic Modelling, Elsevier, vol. 85(C), pages 74-86.
  8. Aris Spanos, 2019. "Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(22), pages 5492-5516, November.
  9. Aris Spanos, 2018. "Mis†Specification Testing In Retrospect," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 541-577, April.
  10. Aris Spanos, 2016. "Transforming structural econometrics: substantive vs. statistical premises of inference," Review of Political Economy, Taylor & Francis Journals, vol. 28(3), pages 426-437, July.
  11. Aris Spanos, 2015. "Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data," Journal of Economic Methodology, Taylor & Francis Journals, vol. 22(2), pages 171-196, June.
  12. Spanos, Aris, 2015. "Walter A. Friedman, Fortune Tellers: The Story of America's First Economic Forecasters (Princeton: Princeton University Press, 2013), pp. 288, $29.95, hardcover. ISBN 978-0-69115-911-9," Journal of the History of Economic Thought, Cambridge University Press, vol. 37(4), pages 637-645, December.
  13. Julio López & Armando Sanchez & Aris Spanos, 2011. "Macroeconomic Linkages In Mexico," Metroeconomica, Wiley Blackwell, vol. 62(2), pages 356-385, May.
  14. Aris Spanos, 2011. "Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, vol. 2(47), October.
  15. Spanos, Aris, 2010. "Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information," Economic Modelling, Elsevier, vol. 27(6), pages 1436-1452, November.
  16. Spanos, Aris, 2010. "Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification," Journal of Econometrics, Elsevier, vol. 158(2), pages 204-220, October.
  17. Durlauf, Steven & Spanos, Aris, 2010. "Editorial introduction," Journal of Econometrics, Elsevier, vol. 158(2), pages 175-176, October.
  18. Spanos, Aris, 2009. "Error in economics and the error statistical approach - Error in Economics. Towards a More Evidence-Based Methodology, Julian Reiss, Routledge, 2007, xxiv + 246 pages," Economics and Philosophy, Cambridge University Press, vol. 25(2), pages 206-210, July.
  19. Anya McGuirk & Aris Spanos, 2009. "Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 273-294, April.
  20. Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
  21. Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
  22. Aris Spanos & David F. Hendry & J. James Reade, 2008. "Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 829-847, December.
  23. Andreas Koutris & Maria Heracleous & Aris Spanos, 2008. "Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 363-384.
  24. Aris Spanos, 2006. "Revisiting the omitted variables argument: Substantive vs. statistical adequacy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 179-218.
  25. Elena Andreou & Aris Spanos, 2003. "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 217-237, January.
  26. Spanos A., 2002. "Probability, Econometrics and Truth: The Methodology of Econometrics," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 921-923, September.
  27. Spanos, Aris & McGuirk, Anya, 2002. "The problem of near-multicollinearity revisited: erratic vs systematic volatility," Journal of Econometrics, Elsevier, vol. 108(2), pages 365-393, June.
  28. Aris Spanos & Anya McGuirk, 2001. "The Model Specification Problem from a Probabilistic Reduction Perspective," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(5), pages 1168-1176.
  29. Aris Spanos, 2001. "Revisiting data mining: 'hunting' with or without a license," Journal of Economic Methodology, Taylor & Francis Journals, vol. 7(2), pages 231-264.
  30. Elena Andreou & Nikitas Pittis & Aris Spanos, 2001. "On Modelling Speculative Prices: The Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 15(2), pages 187-220, April.
  31. Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
  32. Spanos, Aris, 1994. "On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models," Econometric Theory, Cambridge University Press, vol. 10(2), pages 286-315, June.
  33. Spanos, Aris, 1990. "The simultaneous-equations model revisited : Statistical adequacy and identification," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 87-105.
  34. Spanos, Aris, 1989. "On Rereading Haavelmo: A Retrospective View of Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 5(3), pages 405-429, December.
  35. Spanos, Aris, 1989. "Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View," Oxford Economic Papers, Oxford University Press, vol. 41(1), pages 150-169, January.
  36. Spanos, Aris & Taylor, Mark P, 1984. "The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(4), pages 329-340, November.
  37. Spanos, Aris, 1984. "Liquidity as a Latent Variable-An Application of the MIMIC Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(2), pages 125-143, May.

Chapters

  1. Aris Spanos, 2017. "Why the Decision-Theoretic Perspective Misrepresents Frequentist Inference: Revisiting Stein's Paradox and Admissibility," Chapters, in: Tsukasa Hokimoto (ed.), Advances in Statistical Methodologies and Their Application to Real Problems, IntechOpen.
  2. Maria S. Heracleous & Aris Spanos, 2006. "The Student's t," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 289-319, Emerald Group Publishing Limited.

Books

  1. Spanos,Aris, 2019. "Probability Theory and Statistical Inference," Cambridge Books, Cambridge University Press, number 9781107185142, October.
  2. Spanos,Aris, 1986. "Statistical Foundations of Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521269124, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors
  2. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2006-07-15 2008-07-30
  2. NEP-ETS: Econometric Time Series (2) 2006-07-15 2008-07-30
  3. NEP-HPE: History and Philosophy of Economics (1) 2008-07-30
  4. NEP-PKE: Post Keynesian Economics (1) 2008-07-30

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