Aris Spanos

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Affiliations

• Virginia Polytechnic Institute and State University (Virginia Tech) / Department of Economics
  • EDIRC entry
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Research profile

author of:

• The Linear Regression Model With Autocorrelated Errors: Just Say No To Error Autocorrelation (RePEc:ags:aaea02:19905)
  by McGuirk, Anya M. & Spanos, Aris
• Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality (RePEc:ags:aaea04:20176)
  by McGuirk, Anya M. & Spanos, Aris
• Bernoulli Regression Models: Re-examining Statistical Models with Binary Dependent Variables (RePEc:ags:aaea05:19282)
  by Bergtold, Jason S. & Spanos, Aris
• Two Approaches to the Model Specification Problem in Econometrics: The Model Specification Problem from a Probabilistic Reduction Perspective (RePEc:ags:tamufp:298016)
  by Spanos, Aris & McGuirk, Anya
• Probability, Econometrics and Truth: The Methodology of Econometrics (RePEc:bes:jnlasa:v:97:y:2002:m:september:p:921-923)
  by Spanos A.
• On Modelling Speculative Prices: The Empirical Literature (RePEc:bla:jecsur:v:15:y:2001:i:2:p:187-220)
  by Elena Andreou & Nikitas Pittis & Aris Spanos
• Mis†Specification Testing In Retrospect (RePEc:bla:jecsur:v:32:y:2018:i:2:p:541-577)
  by Aris Spanos
• Statistical modeling and inference in the era of Data Science and Graphical Causal modeling (RePEc:bla:jecsur:v:36:y:2022:i:5:p:1251-1287)
  by Aris Spanos
• Macroeconomic Linkages In Mexico (RePEc:bla:metroe:v:62:y:2011:i:2:p:356-385)
  by Julio López & Armando Sanchez & Aris Spanos
• Liquidity as a Latent Variable-An Application of the MIMIC Model (RePEc:bla:obuest:v:46:y:1984:i:2:p:125-43)
  by Spanos, Aris
• The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence (RePEc:bla:obuest:v:46:y:1984:i:4:p:329-40)
  by Spanos, Aris & Taylor, Mark P
• Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing (RePEc:bla:obuest:v:70:y:2008:i:s1:p:829-847)
  by Aris Spanos & David F. Hendry & J. James Reade
• Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality (RePEc:bla:obuest:v:71:y:2009:i:2:p:273-294)
  by Anya McGuirk & Aris Spanos
• Statistical Foundations of Econometric Modelling (RePEc:cup:cbooks:9780521269124)
  by Spanos,Aris
• Probability Theory and Statistical Inference (RePEc:cup:cbooks:9781107185142)
  by Spanos,Aris
• Probability Theory and Statistical Inference (RePEc:cup:cbooks:9781316636374)
  by Spanos,Aris
• Error in economics and the error statistical approach - Error in Economics. Towards a More Evidence-Based Methodology, Julian Reiss, Routledge, 2007, xxiv + 246 pages (RePEc:cup:ecnphi:v:25:y:2009:i:02:p:206-210_99)
  by Spanos, Aris
• On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models (RePEc:cup:etheor:v:10:y:1994:i:02:p:286-315_00)
  by Spanos, Aris
• On Rereading Haavelmo: A Retrospective View of Econometric Modeling (RePEc:cup:etheor:v:5:y:1989:i:03:p:405-429_01)
  by Spanos, Aris
• 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 (RePEc:cup:jhisec:v:37:y:2015:i:04:p:637-645_00)
  by Spanos, Aris
• A Small Macroeconometric Model for the Cyprus Economy (RePEc:cyb:wpaper:2013-2)
  by Aris Spanos & Niki Papadopoulou
• Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information (RePEc:eee:ecmode:v:27:y:2010:i:6:p:1436-1452)
  by Spanos, Aris
• On modeling heterogeneity in linear models using trend polynomials (RePEc:eee:ecmode:v:85:y:2020:i:c:p:74-86)
  by Michaelides, Michael & Spanos, Aris
• The problem of near-multicollinearity revisited: erratic vs systematic volatility (RePEc:eee:econom:v:108:y:2002:i:2:p:365-393)
  by Spanos, Aris & McGuirk, Anya
• Editorial introduction (RePEc:eee:econom:v:158:y:2010:i:2:p:175-176)
  by Durlauf, Steven & Spanos, Aris
• Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification (RePEc:eee:econom:v:158:y:2010:i:2:p:204-220)
  by Spanos, Aris
• The simultaneous-equations model revisited : Statistical adequacy and identification (RePEc:eee:econom:v:44:y:1990:i:1-2:p:87-105)
  by Spanos, Aris
• On theory testing in econometrics : Modeling with nonexperimental data (RePEc:eee:econom:v:67:y:1995:i:1:p:189-226)
  by Spanos, Aris
• The Student's t (RePEc:eme:aecozz:s0731-9053(05)20011-7)
  by Maria S. Heracleous & Aris Spanos
• Model Validation and DSGE Modeling (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:17-:d:788730)
  by Niraj Poudyal & Aris Spanos
• Why the Decision-Theoretic Perspective Misrepresents Frequentist Inference: Revisiting Stein's Paradox and Admissibility (RePEc:ito:pchaps:107718)
  by Aris Spanos
• Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence (RePEc:kea:keappr:ker-20091231-25-2-01)
  by Aris Spanos
• The Model Specification Problem from a Probabilistic Reduction Perspective (RePEc:oup:ajagec:v:83:y:2001:i:5:p:1168-1176)
  by Aris Spanos & Anya McGuirk
• Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View (RePEc:oup:oxecpp:v:41:y:1989:i:1:p:150-69)
  by Spanos, Aris
• Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation (RePEc:rmm:journl:v:2:y:2011:i:47)
  by Aris Spanos
• Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective (RePEc:sce:scecfa:493)
  by Maria Heracleous & Andreas Koutris & Aris Spanos
• Frequentist Model-based Statistical Induction and the Replication Crisis (RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-022-00312-z)
  by Aris Spanos
• Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum (RePEc:spr:stmapp:v:30:y:2021:i:2:d:10.1007_s10260-020-00536-4)
  by Aris Spanos
• Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (RePEc:taf:emetrv:v:22:y:2003:i:3:p:217-237)
  by Elena Andreou & Aris Spanos
• Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:363-384)
  by Andreas Koutris & Maria Heracleous & Aris Spanos
• Revisiting the omitted variables argument: Substantive vs. statistical adequacy (RePEc:taf:jecmet:v:13:y:2006:i:2:p:179-218)
  by Aris Spanos
• Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data (RePEc:taf:jecmet:v:22:y:2015:i:2:p:171-196)
  by Aris Spanos
• Revisiting data mining: 'hunting' with or without a license (RePEc:taf:jecmet:v:7:y:2001:i:2:p:231-264)
  by Aris Spanos
• Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective (RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5492-5516)
  by Aris Spanos
• Transforming structural econometrics: substantive vs. statistical premises of inference (RePEc:taf:revpoe:v:28:y:2016:i:3:p:426-437)
  by Aris Spanos
• The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling (RePEc:zbw:ifwedp:7336)
  by Spanos, Aris
• The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling (RePEc:zbw:ifweej:7596)
  by Spanos, Aris