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Citations of
Trevor Breusch

For current contact information and a more complete listing of works, please see here

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Working papers

  1. Trevor Breusch, 2005. "Estimating the Underground Economy using MIMIC Models," Econometrics 0507003, EconWPA, revised 25 Jul 2005. [Downloadable!]

    Cited by:

    1. Friedrich Schneider, 2006. "Shadow Economies and Corruption All Over the World: What Do We Really Know?," IZA Discussion Papers 2315, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    2. Brambila Macias, Jose, 2008. "Modeling the Informal Economy in Mexico. A Structural Equation Approach," MPRA Paper 8504, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  2. Trevor Breusch, 2005. "Australia's Cash Economy: Are the estimates credible?," Macroeconomics 0509025, EconWPA, revised 23 Sep 2005. [Downloadable!]

    Cited by:

    1. Diab Harb & Prasad S. Bhattacharya, 2008. "Revealing Australia’s Underground Economy," Economics Series 2008_05, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    2. Tran-Nam, Binh & Vu, Linh & Andrew, Brian, 2007. "Personal Income Tax Reform in Australia: A Specific Proposal," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 37(2), pages 163-186, September. [Downloadable!]
    3. Breusch, Trevor, 2006. "Australia’s underground economy – redux?," MPRA Paper 1581, University Library of Munich, Germany. [Downloadable!]
    4. Yoke-Kee Eng & Chin-Yoong Wong, 2008. "A short note on business cycles of underground output: are they asymmetric?," Economics Bulletin, Economics Bulletin, vol. 3(58), pages 1-10. [Downloadable!]
    5. Trevor Breusch, 2005. "Estimating the Underground Economy using MIMIC Models," Econometrics 0507003, EconWPA, revised 25 Jul 2005. [Downloadable!]

  3. Breusch, Trevor S & Wickens, Michael R, 1987. "Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models," CEPR Discussion Papers 154, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    Cited by:

    1. Jochen Hartwig, 2006. "What Drives Health Care Expenditure? Baumol’s Model of ‘Unbalanced Growth’ Revisited," KOF Working papers 06-133, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
      Other versions:
    2. Volker Clausen, 1998. "Money demand and monetary policy in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(4), pages 712-740, December. [Downloadable!] (restricted)
    3. Steve Dowrick & Karen Mumford, 1990. "Wage Bargaining with Endogenous Profits, Overtime Working and Heterogeneous Labor," Working Papers 657, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
      Other versions:
    4. Arslan Razmi & Robert A. Blecker, 2006. "Developing Country Exports of Manufactures: Moving Up the Ladder to Escape the Fallacy of Composition?," Working Papers 2006-06, American University, Department of Economics. [Downloadable!]
      Other versions:
    5. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
      Other versions:
    6. Joseph H. Davis & Douglas A. Irwin, 2007. "The Antebellum U.S. Iron Industry: Domestic Production and Foreign Competition," NBER Working Papers 13451, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Muzafar Shah Habibullah & Peter Smith & W. N. W. Azman-Saini, 2006. "Testing liquidity constraints in 10 Asian developing countries: an error-correction model approach," Applied Economics, Taylor and Francis Journals, vol. 38(21), pages 2535-2543, December. [Downloadable!] (restricted)
    8. Miguel St. Aubyn, 2000. "Testing for Asymmetry in the Inflation-Unemployment Trade-off: Some Evidence for the USA," Working Papers 2000/05, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
    9. Kamal P. Upadhyaya & Franklin G. Mixon & Rabindra Bhandari, 2004. "Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data," Applied Financial Economics, Taylor and Francis Journals, vol. 14(16), pages 1181-1185, November. [Downloadable!] (restricted)
    10. Jesús Crespo-Cuaresma & Balázs Égert & Thomas Reininger, 2004. "Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series 2004-671, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    11. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387. [Downloadable!]
    12. K. P. Upadhyaya & F. G. Mixon, 2003. "Merger activity and unemployment in the USA," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 705-707, September. [Downloadable!] (restricted)
    13. Hasan Bakhshi & Anthony Yates, . "Are UK inflation expectations rational?," Bank of England working papers 81, Bank of England. [Downloadable!]
    14. Jorge Crespo & Carmela Martín & Francisco J. Velázquez, 2004. "International technology spillovers from trade: the importance of the technological gap," Investigaciones Economicas, Fundación SEPI, vol. 28(3), pages 515-533, September. [Downloadable!]
    15. Ekaterini Panopoulou, 2005. "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," Money Macro and Finance (MMF) Research Group Conference 2005 18, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    16. Nigel Driffield, 1999. "Regulation of the Petrol Industry in the UK: Issues and Evidence," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 6(3), pages 349-365, November. [Downloadable!] (restricted)
    17. Obben, James & Nugroho, Agus Eko, 2003. "Determinants Of The Funding Volatility Of Indonesian Banks: A Dynamic Model," Discussion Papers 23700, Massey University, Department of Applied and International Economics. [Downloadable!]
    18. Jennifer Roberts, 1999. "Sensitivity of elasticity estimates for OECD health care spending: analysis of a dynamic heterogeneous data field," Health Economics, John Wiley & Sons, Ltd., vol. 8(5), pages 459-472.
    19. D. S. Poskitt, 2004. "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers 20/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    20. José Sánchez-fung, 2005. "Estimating a monetary policy reaction function for the dominican republic," International Economic Journal, Korean International Economic Association, vol. 19(4), pages 563-577, December. [Downloadable!] (restricted)
      Other versions:
    21. J. Horowitz, . "Bootstrap Critical Values For Tests Based On The Smoothed Maximum Score Estimator," Sonderforschungsbereich 373 1996-44, Humboldt Universitaet Berlin.
      Other versions:
    22. I. Br"Uggemann & J. Wolters, . "Money and Prices in Germany. Empirical Results for 1962 to 1994," Sonderforschungsbereich 373 1996-34, Humboldt Universitaet Berlin.
    23. Jaime Vallés Giménez & Anabel Zárate Marco, . "Influyen las ayudas públicas por descendientes la fecundidad?. Un estudio para España por tramos de edad," Studies on the Spanish Economy 148, FEDEA. [Downloadable!]
    24. Giovanni Amendola & Giovanni Dosi & Erasmo Papagni, 1993. "The dynamics of international competitiveness," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 451-471, September. [Downloadable!] (restricted)
    25. Gebhard Kirchgässner, 1994. "Nationale und internationale Bestimmungsfaktoren der schweizerischen Mineralölpreise:," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 575-598, September. [Downloadable!]
    26. Maurizio Bovi, 2004. "An Improvement Of The Tanzi Method For The Estimation Of Italian Ungerground Economy," Public Economics 0404009, EconWPA. [Downloadable!]
    27. Öner Günçavd&idot; & Andrew McKay, 2003. "Macroeconomic adjustment and private manufacturing investment in Turkey: a time-series analysis," Applied Economics, Taylor and Francis Journals, vol. 35(18), pages 1901-1909, December. [Downloadable!] (restricted)
    28. Keld Laursen & Valentina Meliciani, 2000. "The importance of technology-based intersectoral linkages for market share dynamics," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(4), pages 702-723, December. [Downloadable!] (restricted)
      Other versions:
    29. William Milberg & Ellen Houston, 2005. "The high road and the low road to international competitiveness: Extending the neo-Schumpeterian trade model beyond technology," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(2), pages 137-162, March. [Downloadable!] (restricted)

Articles

  1. Trevor Breusch, 2005. "Australia's Cash Economy: Are the Estimates Credible?," The Economic Record, The Economic Society of Australia, vol. 81(255), pages 394-403, December. [Downloadable!] (restricted)

    Cited by:

    1. Diab Harb & Prasad S. Bhattacharya, 2008. "Revealing Australia’s Underground Economy," Economics Series 2008_05, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    2. Tran-Nam, Binh & Vu, Linh & Andrew, Brian, 2007. "Personal Income Tax Reform in Australia: A Specific Proposal," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 37(2), pages 163-186, September. [Downloadable!]
    3. Breusch, Trevor, 2006. "Australia’s underground economy – redux?," MPRA Paper 1581, University Library of Munich, Germany. [Downloadable!]
    4. Yoke-Kee Eng & Chin-Yoong Wong, 2008. "A short note on business cycles of underground output: are they asymmetric?," Economics Bulletin, Economics Bulletin, vol. 3(58), pages 1-10. [Downloadable!]

  2. Trevor Breusch & Sophie Holloway, 2004. "Australian Social Science Data Archive," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(2), pages 222-229, 06. [Downloadable!] (restricted)

    Cited by:

    1. Richard B. Freeman, 2006. "Learning from Other Economies: The Unique Institutional and Policy Experiments Down Under," NBER Working Papers 12116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  3. Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald, 1999. "Redundancy of moment conditions," Journal of Econometrics, Elsevier, vol. 91(1), pages 89-111, July. [Downloadable!] (restricted)

    Cited by:

    1. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR). [Downloadable!]
      Other versions:
    2. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007. [Downloadable!]
      Other versions:
    3. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," The School of Economics Discussion Paper Series 0921, Economics, The University of Manchester. [Downloadable!]
    4. Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    5. Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics. [Downloadable!]
    6. Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics. [Downloadable!]
      Other versions:
    7. Alastair Hall & Fernanda P. M. Peixe, 2000. "A Consistent Method for the Selection of Relevant Instruments," Econometric Society World Congress 2000 Contributed Papers 0790, Econometric Society. [Downloadable!]
    8. Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI. [Downloadable!]
      Other versions:

  4. Breusch, Trevor S & Mizon, Grayham E & Schmidt, Peter, 1989. "Efficient Estimation Using Panel Data," Econometrica, Econometric Society, vol. 57(3), pages 695-700, May. [Downloadable!] (restricted)

    Cited by:

    1. Timo Mitze, 2009. "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers 0083, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    2. Jalal El Ouardighi, 2005. "La spécialisation des activités technologiques des régions européennes : une approche empirique de la convergence," Recherches économiques de Louvain, De Boeck Université, vol. 71(3), pages 315-343. [Downloadable!]
    3. Jerry A. Hausman & Gregory Leonard & J. Douglas Zona, 1994. "Competitive Analysis with Differentiated Products," Annales d'Economie et de Statistique, ADRES, issue 34, pages 07, Avril-Jui. [Downloadable!]
    4. FitzRoy, Felix R. & Kraft, Kornelius, 2004. "Co-Determination, Efficiency, and Productivity," IZA Discussion Papers 1442, Institute for the Study of Labor (IZA). [Downloadable!]
    5. Jerry A. Hausman, 1994. "Valuation of New Goods under Perfect and Imperfect Competition," NBER Working Papers 4970, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Jalal El Ouardighi, 2005. "La spŽcialisation des activitŽs technologiques des rŽgions europŽennes : une approche empirique de la convergence," Discussion Papers (REL - Recherches Economiques de Louvain) 2005033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
    7. Brun, Jean-François & Carrère, Céline & de Melo, Jaime & Guillaumont, Patrick, 2002. "Has Distance Died? Evidence from a Panel Gravity Model," CEPR Discussion Papers 3500, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    8. Arcand, Jean-Louis & d'Hombres, Beatrice, 2006. "Testing for Separation in Agricultural Household Models and Unobservable Household-Specific Effects," MPRA Paper 1863, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    9. Michael P. Keane, 1991. "Individual heterogeneity and interindustry wage differentials," Discussion Paper / Institute for Empirical Macroeconomics 54, Federal Reserve Bank of Minneapolis. [Downloadable!]
    10. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," The School of Economics Discussion Paper Series 0921, Economics, The University of Manchester. [Downloadable!]
    11. Laura Serlenga & Yongcheol Shin, 2004. "Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors," ESE Discussion Papers 105, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    12. Max Gillman & Mark N. Harris, 2004. "Inflation, Financial Development and Endogenous Growth," Monash Econometrics and Business Statistics Working Papers 24/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    13. Seung Chan Ahn & Hyungsik Roger Moon, 2001. "Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-2, International Conferences on Panel Data. [Downloadable!]
    14. Jean-Louis Arcand & Béatrice d'Hombres & Paul Gyselinck, 2005. "Instrument Choice and the Returns to Education: New Evidence from Vietnam," Labor and Demography 0510011, EconWPA. [Downloadable!]
      Other versions:
    15. Arnaud Reynaud & Serge Garcia & Michel Moreaux, 2004. "Measuring Economies of Vertical Integration in Network," Econometric Society 2004 North American Summer Meetings 184, Econometric Society. [Downloadable!]
    16. Alan B. Krueger & John F. Burton, Jr., 1989. "The Employers' cost of Workers' Conpensation Insurance: Magnitudes, Determinants, and Public Policy," NBER Working Papers 3029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January. [Downloadable!]
    18. Michael Pfaffermayr, 1999. "Ownership Advantages, Foreign Production and Productivity: Evidence from Austrian Manufacturing Firms," Review of Industrial Organization, Springer, vol. 15(4), pages 379-396, December. [Downloadable!] (restricted)
    19. J. Schwalbach & S. Brenner, . "Managerqualität und Unternehmensgröße," Sonderforschungsbereich 373 2001-18, Humboldt Universitaet Berlin.
    20. Derek Hum & Wayne Simpson, 2002. "Analysis of the Performance of Immigrant Wages Using Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C2-1, International Conferences on Panel Data. [Downloadable!]
    21. Jaya Krishnakumar, 2003. "Time Invariant Variables and Panel Data Models : A Generalised Frisch-Vaugh Theorem and its Implications," Cahiers du Département d'Econométrie 2004.01, Département d'Econométrie, Université de Genève. [Downloadable!]
    22. R. Martinez-Espiñeira, 2002. "Residential Water Demand in the Northwest of Spain," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 21(2), pages 161-187, February. [Downloadable!] (restricted)
    23. Joseph Tracy, 1988. "Comparisons Between Public and Private Sector Union Wage Differentials: Does the Legal Environment Matter?," NBER Working Papers 2755, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Rachidi Boumahdi & Alban Thomas, 1992. "Estimation des modèles à deux régimes avec des données de panel," Annales d'Economie et de Statistique, ADRES, issue 28, pages 06, Octobre-D. [Downloadable!]
    25. Peter Egger, 2001. "SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects," WIFO Working Papers 171, WIFO. [Downloadable!]
      Other versions:
    26. Jean-Lois Arcand & Béatrice d'Hombres, 2005. "Testing for Separation in Agricultural Household Models and Unobservable Individual Effects: A Note," Microeconomics 0510007, EconWPA. [Downloadable!]
      Other versions:
    27. Gilbert E. Metcalf, 1996. "Specification Testing in Panel Data With Instrumental Variables," NBER Technical Working Papers 0123, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    28. Deininger, Klaus & Olinto, Pedro, 1998. "Asset Ownership And Working Capital Constraints In A Post-Reform Environment: Implications For Second Generation Reforms In Zambia," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20994, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    29. Liang Zhao & Joyce P. Jacobsen, 2006. "Revisiting The Bell Curve Debate Regarding the Effects of Cognitive Ability on Wages," Wesleyan Economics Working Papers 2006-026, Wesleyan University, Department of Economics. [Downloadable!]
    30. Joshua Angrist, 1989. "Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models," Working Papers 626, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    31. Mary L Streitwieser & Robin C Sickles, 1991. "Technical Inefficiency And Productive Decline In The U.S. Interstate Natural Gas Pipeline Industry Under The Natural Gas Policy Act," Working Papers 91-6, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
      Other versions:
    32. Saïd Hanchane & Audrey Dumas, 2008. "The Impact of Job Training on the Performances of Moroccan Firms: Empirical Evidence with Firm-Level Panel Data," Economics of Education Working Paper Series 0030, University of Zurich, Institute for Strategy and Business Economics (ISU). [Downloadable!]
    33. Jee-Seon Kim & Edward Frees, 2007. "Multilevel Modeling with Correlated Effects," Psychometrika, Springer, vol. 72(4), pages 505-533, December. [Downloadable!] (restricted)
    34. Arcand Jean-Louis & Béatrice d'Hombres, 2005. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Macroeconomics 0510010, EconWPA. [Downloadable!]
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    35. Florence Kondylis, 2007. "Conflict-Induced Displacement and Labour Market Outcomes: Evidence from Post-War Bosnia and Herzegovina," CEP Discussion Papers dp0777, Centre for Economic Performance, LSE. [Downloadable!]
    36. Céline Nauges & Alban Thomas, 2003. "Consistent estimation of dynamic panel data models with time-varying individual effects," Annales d'Economie et de Statistique, ADRES, issue 70, pages 03, Avril-Jui. [Downloadable!]
    37. Vartiainen, Juhana, 1999. "Job Assignment and the Gender Wage Differential: Theory and Evidence on Finnish Metalworkers," Working Paper Series 149, Trade Union Institute for Economic Research. [Downloadable!]
    38. Mitze, Timo & Alecke, Björn & Untiedt, Gerhard, 2008. "Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective," MPRA Paper 12245, University Library of Munich, Germany. [Downloadable!]
    39. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation, Yale University. [Downloadable!]
    40. Jon Nelson & Peter Kennedy, 2009. "The Use (and Abuse) of Meta-Analysis in Environmental and Natural Resource Economics: An Assessment," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 42(3), pages 345-377, March. [Downloadable!] (restricted)
    41. Max Gillman & Mark N. Harris, 2004. "Inflation, Financial Development and Growth in Transition Countries," Monash Econometrics and Business Statistics Working Papers 23/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    42. Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381. [Downloadable!]
    43. Jacob N. Arendt, 2002. "Endogeneity and Heterogeneity in LDV Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-1, International Conferences on Panel Data. [Downloadable!]

  5. Breusch, Trevor S., 1987. "Maximum likelihood estimation of random effects models," Journal of Econometrics, Elsevier, vol. 36(3), pages 383-389, November. [Downloadable!] (restricted)

    Cited by:

    1. Biorn, Erik & Hagen, Terje P. & Iversen, Tor & Magnussen, Jon, 2002. "The Effect of Activity-Based Financing on Hospital Efficiency: A Panel Data Analysis of DEA Efficiency Scores 1992-2000," MPRA Paper 8099, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    2. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 11, Juillet-D. [Downloadable!]

  6. Wickens, M R & Breusch, T S, 1987. "Dynamic Specification, the Long-run and the Estimation of Transformed," Economic Journal, Royal Economic Society, vol. 98(390), pages 189-205, Supplemen.

    Cited by:

    1. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers 09/24, Department of Economics, University of York. [Downloadable!]

  7. Breusch, Trevor S, 1986. "Hypothesis Testing in Unidentified Models," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 635-51, August. [Downloadable!] (restricted)

    Cited by:

    1. M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 49-87. [Downloadable!] (restricted)
      Other versions:
    2. Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, School of Economics and Management, University of Aarhus. [Downloadable!]
    3. Peter Sandholt Jensen & Allan H. Würtz, 2005. "The Ill-Posed Problem in Growth Empirics," CAM Working Papers 2005-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    4. Giovanni Forchini, . "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York. [Downloadable!]
    5. Chris Heaton & Victor Solo, 2003. "Asymptotic Principal Components Estimation Of Large Factor Models," Research Papers 0303, Macquarie University, Department of Economics. [Downloadable!]
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    6. Grant Hillier, 2006. "Exact properties of the conditional likelihood ratio test in an IV regression model," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    7. William R. Melick & Charles P. Thomas, 1992. "War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis," International Finance Discussion Papers 437, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. Breusch, T S & Godfrey, L G, 1986. "Data Transformation Tests," Economic Journal, Royal Economic Society, vol. 96(380a), pages 47-58, Supplemen. [Downloadable!] (restricted)

    Cited by:

    1. Ferhan Salman, 1999. "Risk-return-volume relationship in an emerging stock market," Discussion Papers 9901, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
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    2. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers 687, Queen's University, Department of Economics. [Downloadable!]

  9. Breusch, T S & Pagan, A R, 1980. "The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics," Review of Economic Studies, Blackwell Publishing, vol. 47(1), pages 239-53, January. [Downloadable!] (restricted)

    Cited by:

    1. Artyom Durnev & Randall Morck & Bernard Yeung, 2001. "Capital Markets and Capital Allocation: Implications for Economies in Transition," William Davidson Institute Working Papers Series 417, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    2. Jeffrey Bernstein & Theofanis Mamuneas, 2008. "Public infrastructure, input efficiency and productivity growth in the Canadian food processing industry," Journal of Productivity Analysis, Springer, vol. 29(1), pages 1-13, February. [Downloadable!] (restricted)
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    3. Won Koh & Badi H. Baltagi & Seuck Heun Song, 2004. "Testing for Serial Correlation, Spatial Autocorrelation and Random Effects," Econometric Society 2004 Far Eastern Meetings 415, Econometric Society. [Downloadable!]
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    4. Art A. Durnev & Amrita S. Nain, 2004. "The Unanticipated Effects of Insider Trading Regulation," William Davidson Institute Working Papers Series 2004-695, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    5. Bagliani Marco & Bravo Giancarlo & Dalmazzone Silvana & Giaccaria Sergio & Golia Silvia, 2008. "Economic growth and environmental pressure: a worldwide panel analysis," Department of Economics Working Papers 200812, University of Turin. [Downloadable!]
    6. Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    7. Fabrizio Carmignani, 2000. "Political Bias in Fiscal Policy Formation: an Econometric Analysis of Coalition Systems," Working Papers 28, University of Milano-Bicocca, Department of Economics, revised Dec 2000. [Downloadable!]
    8. Jörn Hendrich Block, 2008. "Are CEOs in Family Firms Paid Like Bureaucrats? Evidence from Bayesian and Frequentist Analyses," SFB 649 Discussion Papers SFB649DP2008-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    9. Edward C. Norton & Courtney Harold Van Houtven & Richard C. Lindrooth & Sharon-Lise T. Normand & Barbara Dickey, 2002. "Does prospective payment reduce inpatient length of stay?," Health Economics, John Wiley & Sons, Ltd., vol. 11(5), pages 377-387. [Downloadable!]
    10. Arslan Razmi & Robert A. Blecker, 2006. "Developing Country Exports of Manufactures: Moving Up the Ladder to Escape the Fallacy of Composition?," Working Papers 2006-06, American University, Department of Economics. [Downloadable!]
      Other versions:
    11. Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute for the Study of Labor (IZA). [Downloadable!]
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    12. Peter Anker, 1999. "Pitfalls in panel tests of purchasing power parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 437-453, September. [Downloadable!] (restricted)
    13. Wiertz,Caroline & Ruyter,Ko,de & Streukens,Sandra, 2003. "On The Role Of Normative Influences In Commercial Virtual Communities," Research Memoranda 038, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    14. Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," Working Papers 0065, CEDLAS, Universidad Nacional de La Plata. [Downloadable!]
    15. Andres Rodriguez-Pose & Vasileios Tselios, 2006. "Education and Income Inequality in the Regions of the European Union," ERSA conference papers ersa06p370, European Regional Science Association. [Downloadable!]
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    16. R. Glenn Hubbard & Darius Palia, 1995. "Executive Pay and Performance: Evidence from the U.S. Banking Industry," NBER Working Papers 4704, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    17. Mintesnot Woldeamanuel & Rita Cyganski & Angelika Schulz & Andreas Justen, 2009. "Variation of households’ car ownership across time: application of a panel data model," Transportation, Springer, vol. 36(4), pages 371-387, July. [Downloadable!] (restricted)
    18. Giannis Karagiannis & Peter Midmore & Vangelis Tzouvelekas, . "Parametric Decomposition Of Output Growth," Working Papers 0204, University of Crete, Department of Economics. [Downloadable!]
    19. Hailu, Yohannes G. & Brown, Cheryl, 2007. "Regional Growth Impacts on Agricultural Land Development: A Spatial Model for Three States," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 36(1), April. [Downloadable!]
    20. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2006. "Relative Income Position And Performance: An Empirical Panel Analysis," IEW - Working Papers iewwp268, Institute for Empirical Research in Economics - IEW. [Downloadable!]
      Other versions:
    21. Diop, Hamady & Kazmierczak, Richard F., Jr., 1995. "Technology And Management In Mauritanian Cephalopod Fisheries," Staff Papers 31686, Louisiana State University, Department of Agricultural Economics and Agribusiness. [Downloadable!]
    22. Uwe Hassler & Michael Neugart, 2002. "Inflation-unemployment tradeoff and regional labor market data," Darmstadt Discussion Papers in Economics 112, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    23. David Campbell & Alan Carruth & Andrew Dickerson & Francis Green, 2008. "Job Insecurity and Wages," Studies in Economics 0813, Department of Economics, University of Kent. [Downloadable!]
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      • David Campbell & Alan Carruth & Andrew Dickerson & Francis Green, 2007. "Job insecurity and wages," Economic Journal, Royal Economic Society, vol. 117(518), pages 544-566, 03. [Downloadable!] (restricted)
    24. P. Maitra & Ranjan Ray, . "The Effect of Transfers on Household Expenditure Patterns And Poverty in South Africa," Working Papers 9916, University of Sydney, Department of Economics. [Downloadable!]
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    25. David Hendry & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Economics Papers 2003-W14, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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    26. Judith A. Chevalier & David S. Scharfstein, 1994. "Capital Market Imperfections and Countercyclical Markups: Theory and Evidence," NBER Working Papers 4614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    27. Yerima Ngama, 1994. "A re-examination of the forward exchange rate unbiasedness hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 447-460, September. [Downloadable!] (restricted)
    28. Gonzalo I. Sanhueza, 2002. "Agency Problems in the Solutions of Banking Crises," Working Papers Central Bank of Chile 135, Central Bank of Chile. [Downloadable!]
    29. Paolo Naticchioni & Demian Panigo, 2004. "Employment protection, job-tenure and short term mobility wage gains - A new explanation for the Italian case," Working Papers 4 DE-ISFOL, Dipartimento di Economia, Sapienza University of Rome, revised 2004. [Downloadable!]
    30. Khalid Sekkat, 1989. "L'analyse de causalité comme méthode de détermination des filières industrielles," Annales d'Economie et de Statistique, ADRES, issue 14, pages 08, Avril-Jui. [Downloadable!]
    31. Robert A. Blecker, 2006. "The Economic Consequences of Dollar Appreciation for US Manufacturing Investment: A Time-Series Analysis," Working Papers 2006-07, American University, Department of Economics. [Downloadable!]
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    32. Badi H. Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers 84, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    33. Patricia Justino, 2007. "Carrot or stick? Redistributive transfers versus policing in contexts of civil unrest," HiCN Working Papers 33, Households in Conflict Network. [Downloadable!]
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    34. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009. "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers 112, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    35. Art Durnev & E. Han Kim, 2003. "Corporate Stability and Economic Growth," William Davidson Institute Working Papers Series 554, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    36. Ronald Kneebone & Kenneth McKenzie, 2001. "Electoral and Partisan Cycles in Fiscal Policy: An Examination of Canadian Provinces," International Tax and Public Finance, Springer, vol. 8(5), pages 753-774, November. [Downloadable!] (restricted)
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    37. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation, Yale University. [Downloadable!]
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    38. Benno Torgler & Christoph A. Schaltegger, 2005. "Trust and Fiscal Performance: A Panel Analysis with Swiss Data," Working Papers 2005.61, Fondazione Eni Enrico Mattei. [Downloadable!]
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    39. Habib Ahmed & Stephen M. Miller, 1999. "Crowding-Out and Crowding-In Effects of the Components of Government Expenditure," Working papers 1999-02, University of Connecticut, Department of Economics. [Downloadable!]
    40. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 11, Juillet-D. [Downloadable!]
    41. Michael Abbott, 1982. "Specification Tests of Quarterly Econometric Models of Aggregate Strike Frequency in Canada," Working Papers 527, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    42. Campbell, Danny, 2007. "Combining mixed logit models and random effects models to identify the determinants of willingness to pay for rural landscape improvements," 81st Annual Conference, April 2-4, 2007, Reading University 7975, Agricultural Economics Society. [Downloadable!]
    43. Dairo Estrada & Esteban Gómez & Inés Orozco, . "Determinants of Interest Margins in Colombia," Borradores de Economia 393, Banco de la Republica de Colombia. [Downloadable!]
    44. Otavio Ribeiro De Medeiros & Cecilio Elias Daher, 2004. "Testing Static Tradeoff against Pecking Order Models of Capital Structure in Brazilian Firms," Finance 0412019, EconWPA. [Downloadable!]
    45. David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria. [Downloadable!]
    46. Pfeifer, Christian, 2009. "An Intra-Firm Perspective on Wage Profiles and Employment of Older Workers with Special Reference to Human Capital and Deferred Compensation," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-413, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    47. Chien-Hsun Chen, 2004. "Fiscal decentralization, collusion and government size in China's transitional economy," Applied Economics Letters, Taylor and Francis Journals, vol. 11(11), pages 699-705, September. [Downloadable!] (restricted)
    48. Panigo, Demian & Naticchioni, Paolo, 2004. "Employment protection, job-tenure and short term mobility wage gains," CEPREMAP Working Papers (Couverture Orange) 0402, CEPREMAP. [Downloadable!]
    49. Raghbendra Jha & Bagala Biswal & Urvashi D. Biswal, 2001. "An Empirical Analysis of the Impact of Public Expenditures on Education and Health on Poverty in Indian States," Working Papers 998, Queen's University, Department of Economics. [Downloadable!]
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    50. Cees Glas, 1999. "Modification indices for the 2-PL and the nominal response model," Psychometrika, Springer, vol. 64(3), pages 273-294, September. [Downloadable!] (restricted)
    51. Yash P. Mehra, 1995. "Some key empirical determinants of short-term nominal interest rates," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 33-51. [Downloadable!]
    52. Geoffrey Shuetrim & Philip Lowe & Steve Morling, 1993. "The Determinants of Corporate Leverage: A Panel Data Analysis," RBA Research Discussion Papers rdp9313, Reserve Bank of Australia. [Downloadable!]
    53. Pilar García-Martínez & Miguel Malo, 2007. "The strategic use of dismissal legislation: an empirical analysis using Spanish data," European Journal of Law and Economics, Springer, vol. 23(2), pages 151-167, April. [Downloadable!] (restricted)
    54. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-319, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    55. Somchai Amornthum & Carl Bonham, 2008. "Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?," Working Papers 200802, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    56. Leif Brandes & Egon Franck & Stephan Nuesch, 2006. "Local Heroes and Superstars - An Empirical Analysis of Star Attraction in German Soccer," Working Papers 0046, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2007.
    57. Laetitia Duval & François-Charles Wolff, 2009. "L'effet des transferts migratoires sur la déforestation dans les pays en développement," Working Papers hal-00421222_v1, HAL. [Downloadable!]
    58. Ben S. Bernanke & Henning Bohn & Peter C. Reiss, 1985. "Alternative Nonnested Specification Tests of Time Series Investment Models," NBER Technical Working Papers 0049, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    59. Jörn Hendrich Block, 2008. "Family Management, Family Ownership and Downsizing: Evidence from S&P 500 Firms," SFB 649 Discussion Papers SFB649DP2008-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    60. Silvio John Camilleri & Christopher J. Green, 2005. "The Impact of the Suspension of Opening and Closing Call," Finance 0506006, EconWPA. [Downloadable!]
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    61. John Knight & Linda Y. Yueh, 2004. "Urban Insiders versus Rural Outsiders: Complementarity or Competition in China`s Urban Labour Market?," Economics Series Working Papers 217, University of Oxford, Department of Economics. [Downloadable!]
    62. Paolo Buonanno, 2003. "Identifying the Effect of Education on Crime. Evidence from the Italian Regions," Working Papers 65, University of Milano-Bicocca, Department of Economics, revised Nov 2003. [Downloadable!]
    63. Anil K. Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Tests for the Error Component Model in the Presence of Local Misspecification," Econometric Society World Congress 2000 Contributed Papers 1888, Econometric Society. [Downloadable!]
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    64. Joseph Tracy, 1988. "Comparisons Between Public and Private Sector Union Wage Differentials: Does the Legal Environment Matter?," NBER Working Papers 2755, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    65. Francisco J. Goerlich, 1994. "Comportamiento cíclico de la productividad en la industria: shocks de oferta versus shocks de demanda," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 491-515, September. [Downloadable!]
    66. Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    67. Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the fragility of the banking and insurance sector," DNB Working Papers 202, Netherlands Central Bank, Research Department. [Downloadable!]
    68. Diop, Hamady & Kazmierczak, Richard F., Jr., 1996. "Technology And Management In Mauritanian Cephalopod Fisheries," Marine Resource Economics, Marine Resources Foundation, vol. 11(2). [Downloadable!]
    69. Paolo Figini & Holger Görg, 1999. "Multinational companies and wage inequality in the host country: The case of Ireland," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(4), pages 594-612, December. [Downloadable!] (restricted)
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    70. Griffiths, William & Thomson, Graeme & Coelli, Tim, 1999. "Predicting Output From Seemingly Unrelated Area And Yield Equations," Working Papers 12945, University of New England, School of Economics. [Downloadable!]
    71. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory," Department of Economics Discussion Papers 0805, Department of Economics, University of Surrey. [Downloadable!]
    72. Lisa M. Schineller, 1997. "An econometric model of capital flight from developing countries," International Finance Discussion Papers 579, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    73. Giovanni Millo & Yves Croissant, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, American Statistical Association, vol. 27(02), 07. [Downloadable!]
    74. Rowena Jacobs & Diane Dawson, 2003. "Hospital efficiency targets," Health Economics, John Wiley & Sons, Ltd., vol. 12(8), pages 669-684. [Downloadable!]
    75. Cockx, Bart & Dejemeppe, Muriel, 2002. "Duration Dependence in the Exit Rate out of Unemployment in Belgium: Is It True or Spurious?," IZA Discussion Papers 632, Institute for the Study of Labor (IZA). [Downloadable!]
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    76. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 119(1), pages 64-83, March. [Downloadable!] (restricted)
    77. Dairo Estrada & Esteban Gómez & Inés Orozco, 2006. "Determinants of Interest Margins in Colombia," BORRADORES DE ECONOMIA 002335, BANCO DE LA REPÚBLICA. [Downloadable!]
    78. Philip Arestis & Panicos Demetriades & Bassam Fattouh, 2003. "Financial Policies and the Aggregate Productivity of the Capital Stock: Evidence from Developed and Developing Economies," Eastern Economic Journal, Eastern Economic Association, vol. 29(2), pages 217-242, Spring. [Downloadable!]
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    79. Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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    80. Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 167-187. [Downloadable!] (restricted)
    81. Néstor Duch, 2005. "Vertical linkages, agglomeration and the organization of production in European regions," Working Papers 2005/6, Institut d'Economia de Barcelona (IEB). [Downloadable!]
    82. Amado Peiro, Javier Quesada, Ezequiel Uriel, 1998. "Transmission of movements in stock markets," European Journal of Finance, Taylor and Francis Journals, vol. 4(4), pages 331-343, December. [Downloadable!] (restricted)
    83. Hoover, Kevin, 2000. "Truth and Robustness in Cross-Country Growth Regression," Working Papers 01-1, University of California at Davis, Department of Economics. [Downloadable!]
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    84. Cashin, Paul, 1991. "A Model Of The Disaggregated Demand For Meat In Australia," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(03), December. [Downloadable!]
    85. Banerjee, A.N. & Magnus, J.R., 1996. "Testing the sensitivity of ols when the variance matrix is (partially) unknown," Discussion Paper 54, Tilburg University, Center for Economic Research. [Downloadable!]
    86. Javier Revuelta, 2008. "The generalized Logit-Linear Item Response Model for Binary-Designed Items," Psychometrika, Springer, vol. 73(3), pages 385-405, September. [Downloadable!] (restricted)
    87. Richard Thalheimer & Mukhtar M. Ali, 2003. "The demand for casino gaming," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 907-918, January. [Downloadable!] (restricted)
    88. Fabrizio Carmignani, 2001. "Political Data for Applied Political Economy Research," Working Papers 43, University of Milano-Bicocca, Department of Economics, revised Jul 2001. [Downloadable!]
    89. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9915, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
    90. Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2003. "Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation," NBER Working Papers 9890, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    91. Antecol, Heather & Cobb-Clark, Deborah A., 2004. "Identity and Racial Harassment," IZA Discussion Papers 1149, Institute for the Study of Labor (IZA). [Downloadable!]
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    92. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January. [Downloadable!] (restricted)
    93. Benno Torgler & Justina A.V. Fischer, 2006. "Does Envy Destroy Social Fundamentals? The Impact of Relative Income Position on Social Capital," Working Papers 2006.38, Fondazione Eni Enrico Mattei. [Downloadable!]
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    94. Aki Kangasharju, 1998. "Regional variation in firm formation: Panel and cross-sectional data evidence from Finland," ERSA conference papers ersa98p134, European Regional Science Association. [Downloadable!]
    95. Moreno, Georgina & Sunding, David L. & Schoengold, Karina, 2004. "Panel Estimation Of Water Demand Based On An Episode Of Rate Reform," 2004 Annual meeting, August 1-4, Denver, CO 20342, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    96. König, Anja, 1997. "Schätzen und Testen in semiparametrischen partiell linearen Modellen für die Paneldatenanalyse," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-208, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    97. Medeiros, Marcelo & Veiga, Alvaro, 2000. "Diagnostic Checking in a Flexible Nonlinear Time Series Model," Working Paper Series in Economics and Finance 386, Stockholm School of Economics, revised 15 Jan 2001.
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    98. Rodríguez-Pose, Andrés & Tselios, Vassilis, 2008. "Inequalities in Income and Education and Regional Economic Growth in Western Europe," Papers DYNREG34, Economic and Social Research Institute (ESRI). [Downloadable!]
    99. Théophile AZOMAHOU & Phu NGUYEN VAN & Marcus WAGNER, 2001. "Determinants of Environmental and Economic Performance of Firms: An Empirical Analysis of the European Paper Industry," Working Papers of BETA 2001-22, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
    100. Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    101. Granqvist, Lena & Selén, Jan & Ståhlberg, Ann-Charlotte, 2002. "Mandatory Earnings-Related Insurance Rights, Human Capital and the Gender Earnings Gap in Sweden," Working Paper Series 179, Trade Union Institute for Economic Research. [Downloadable!]
    102. Fushang Liu & Kajal Lahiri, 2006. "Modelling multi-period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219. [Downloadable!]
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    103. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio. [Downloadable!] (restricted)
    104. Durnev, Art & Kim, E. Han, 2004. "To Steal or Not to Steal: Firm Attributes, Legal Environment, and Valuation," CEI Working Paper Series 2004-7, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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    105. Robert Rich & Joseph Tracy, 2006. "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports 253, Federal Reserve Bank of New York. [Downloadable!]
    106. Badi H. Baltagi & Long Liu, 2008. "Testing for Random Effects and Spatial Lag Dependence in Panel Data Models," Center for Policy Research Working Papers 102, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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    107. Karagiannis, Giannis & Midmore, Peter & Tzouvelekas, Vangelis, 2002. "Parametric Decomposition of Output Growth: An Input-Distance Function Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24972, European Association of Agricultural Economists. [Downloadable!]
    108. Michele Fratianni & Chang Hoon Oh, 2008. "Expanding RTAs, Trade Flows, and the Multinational Enterprise," Working Papers 2008-02, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
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    109. Bunkanwanicha, Pramuan & Gupta, Jyoti & Wiwattanakantang, Yupana, 2006. "Pyramiding of Family-owned Banks in Emerging Markets," CEI Working Paper Series 2006-4, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    110. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January. [Downloadable!]
    111. Jesús Clemente & Carmen Marcuello & Antonio Montañés, 2008. "Pharmaceutical expenditure, total health-care expenditure and GDP," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1187-1206. [Downloadable!]
    112. Habib Ahmed & Stephen M. Miller, 1999. "The Level of Development and the Determinants of Productivity Growth," Working papers 1999-03, University of Connecticut, Department of Economics. [Downloadable!]
    113. Samarjit Das & Kaushik Bhattacharya, 2004. "Price Convergence across Regions in India," Bonn Econ Discussion Papers bgse1_2005, University of Bonn, Germany. [Downloadable!]
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    114. Jaakko Kiander & Juha Kilponen & Jouko Vilmunen, 2000. "Taxes, Growth and Unemployment in the OECD Countries - Does Collective Bargaininig Matter?," Discussion Papers 235, Government Institute for Economic Research Finland (VATT). [Downloadable!]
    115. Muhammed N. Islam, 1998. "Fiscal Illusion, Intergovernmental Grants and Local Spending," Regional Studies, Taylor and Francis Journals, vol. 32(1), pages 63-71, February. [Downloadable!] (restricted)
    116. John Thornton, 1995. "Exchange Market Pressure In Costa Rica, 1986--92: An Application Of The Girton-Roper Model," International Economic Journal, Korean International Economic Association, vol. 9(1), pages 67-72, April. [Downloadable!] (restricted)
    117. Dubin, Jeffrey A. & Zeng, Langche., 1991. "The Heterogenous Logit Model," Working Papers 759, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    118. David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria. [Downloadable!]
    119. Yan Li, 2008. "Econometric Evidence on the Impacts of Privatization, New Entry, and Independent Industry Regulator on Mobile Network Penetration and Expansion," Working Papers 08-35, Centre for Competition Policy, University of East Anglia. [Downloadable!]
    120. Nora LADO & Omar LICANDRO & Francisco PÉREZ, 2004. "How Brand Names Affect the Price Setting of Carmakers Producing Twin Cars?," Economics Working Papers ECO2004/01, European University Institute. [Downloadable!]
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    121. Impavido, Gregorio & Musalem, Alberto R., 2000. "Contractual savings, stock, and asset markets," Policy Research Working Paper Series 2490, The World Bank. [Downloadable!]
    122. Jonathan Feinstein & Daniel McFadden, 1987. "The Dynamics of Housing Demand by the Elderly: Wealth, Cash Flow, and Demographic Effects," NBER Working Papers 2471, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    123. Erling Häggström, 2002. "Properties of Honda’s test of random individual effects in non-linear regressions," Statistical Papers, Springer, vol. 43(2), pages 177-196, April. [Downloadable!] (restricted)
    124. Emmanuel Skoufias, 1999. "Parental Education and child Nutrition in Indonesia," Bulletin of Indonesian Economic Studies, Taylor and Francis Journals, vol. 35(1), pages 99-119, April. [Downloadable!] (restricted)
    125. Svensson, Jakob, 1997. "When is foreign aid policy credible : aid dependence and conditionality," Policy Research Working Paper Series 1740, The World Bank. [Downloadable!]
    126. Stephen G. Cecchetti & Craig Hakkio, 2009. "Inflation targeting and private sector forecasts," NBER Working Papers 15424, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    127. Antonio Aznar & Mª Teresa Aparicio & Francisco Javier Trivez, 1991. "Modelo LSW versus modelo NRH-GAP, aplicación de una nueva metodología de selección de modelos," Investigaciones Economicas, Fundación SEPI, vol. 15(3), pages 575-599, September. [Downloadable!]
    128. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 0610, Economics, The University of Manchester. [Downloadable!]
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    129. Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725. [Downloadable!]
    130. C. A. Olson & D. Ackerman, . "High School Inputs and Labor Market Outcomes for Male Workers in Their Mid-Thirties: New Data and New Estimates from Wisconsin," Institute for Research on Poverty Discussion Papers 1205-00, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    131. Aidan Meyler & Eric Strobl, 2000. "Job Generation and Regional Industrial Policy in Ireland," The Economic and Social Review, Economic and Social Studies, vol. 31(2), pages 111-128. [Downloadable!]
    132. Arsène Kouadio & Vincent Monsan & Mamadou Gbongue, 2008. "Réformes de politique agricole et dynamique de la pauvreté alimentaire en Côte d'Ivoire/Agricultural Policy Reforms and Food Poverty Dynamics in Côte d'Ivoire," Cahiers de recherche PMMA 2008-07, PEP-PMMA. [Downloadable!]
    133. Chesher, Andrew & Dhaene, Geert & GouriŽroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
      Other versions:
      • Andrew Chesher ; Geert Dhaene ; Christian Gourieroux ; Olivier Scaillet, . "Bartlett Identities Tests," Working Papers 99-32, Centre de Recherche en Economie et Statistique. [Downloadable!]
      • CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," CORE Discussion Papers 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    134. Peter A. Groothuis & Richard Hill & Timothy Perri, 2007. "The Dilemma of Choosing Talent: Michael Jordans are Hard to Find," Working Papers 07-01, Department of Economics, Appalachian State University. [Downloadable!]
      Other versions:
    135. Marcin Przybyla & Moreno Roma, 2005. "Does product market competition reduce inflation? Evidence from EU countries and sectors," Working Paper Series 453, European Central Bank. [Downloadable!]
    136. Malika HAMADI, 2002. "Ownership Strucure ad the Performance of Belgian Listed Firms," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
    137. Daniel S. Hamermesh, 1989. "Why Do Fixed-Effects Models Perform So Poorly? The Case of Academic Salaries," NBER Working Papers 2135, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    138. Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002. "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-4, International Conferences on Panel Data. [Downloadable!]
      Other versions:
    139. McManus, Walter, 2007. "The link between gasoline prices and vehicle sales:economic theory trumps conventional Detroit wisdom," MPRA Paper 3463, University Library of Munich, Germany. [Downloadable!]
    140. Kevin Duncan & Peter Philips & Mark J. Prus, 2001. "Fair Wage Policy and Construction Costs in British Columbia," Economics Discussion / Working Papers 01-11, The University of Western Australia, Department of Economics. [Downloadable!]
    141. Richard G. Frank & Martin Gaynor, 1994. "Organizational Failure and Government Transfers: Evidence From an Experiment in the Financing of Mental Health Care," NBER Working Papers 3923, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    142. Nasser Al-Mawali, 2005. "Bilateral intra-industry trade flows and intellectual property rights protection: first empirical evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 12(13), pages 823-828, October. [Downloadable!] (restricted)
    143. Kjersti-Gro Lindquist, 2003. "Banks’ buffer capital: How important is risk?," Working Paper 2003/11, Norges Bank. [Downloadable!]
    144. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
      Other versions:
    145. Okazaki, Tetsuji & Takafumi Korenaga, 1997. "The Foreign Exchange Allocation Policy in Postwar Japan: Its Institutional Framework and Function," CIRJE F-Series 97-F-19, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
      Other versions:
    146. Svensson, Jakob, 1997. "When is Foreign Aid Policy Credible? - Aid Dependence and Conditionality," Seminar Papers 600, Stockholm University, Institute for International Economic Studies. [Downloadable!]

  10. Breusch, Trevor S., 1980. "Useful invariance results for generalized regression models," Journal of Econometrics, Elsevier, vol. 13(3), pages 327-340, August. [Downloadable!] (restricted)

    Cited by:

    1. Badi H. Baltagi & Qi Li, 1997. "Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances," Annales d'Economie et de Statistique, ADRES, issue 48, pages 04, Octobre-D. [Downloadable!]
    2. Martin MORYSON, . "Testing for Random Walk Coefficients in a Simple State Space Model," Sonderforschungsbereich 373 1994-21, Humboldt Universitaet Berlin.
    3. M. Moryson, . "Tests for Random Walk Coefficients in State Space Models," Sonderforschungsbereich 373 1996-66, Humboldt Universitaet Berlin.
    4. Jean-Marie Dufour & Lynda Khalaf, 2000. "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers 2000s-15, CIRANO. [Downloadable!]
      Other versions:
    5. Jeffery W. Gunther & Ronald H. Schmidt, 1987. "Increasing the efficiency of pooled estimation with a block covariance structure," Research Paper 8703, Federal Reserve Bank of Dallas. [Downloadable!]
    6. Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 167-187. [Downloadable!] (restricted)
    7. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
    8. Badi H. Baltagi & Susan Garvin & Stephen Kerman, 1989. "Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations," Annales d'Economie et de Statistique, ADRES, issue 14, pages 05, Avril-Jui. [Downloadable!]

  11. Breusch, T S, 1979. "Conflict among Criteria for Testing Hypotheses: Extensions and Comments," Econometrica, Econometric Society, vol. 47(1), pages 203-07, January. [Downloadable!] (restricted)

    Cited by:

    1. Enrique Sentana, 2008. "The Econometrics Of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI. [Downloadable!]
    2. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0105, GREEN. [Downloadable!]
      Other versions:
    3. Michael Abbott, 1982. "Specification Tests of Quarterly Econometric Models of Aggregate Strike Frequency in Canada," Working Papers 527, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    4. Jean-Marie Dufour & Lynda Khalaf, 2000. "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers 2000s-15, CIRANO. [Downloadable!]
      Other versions:

  12. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September. [Downloadable!] (restricted)

    Cited by:

    1. Robert F. Engle & Jeffrey R. Russell, 1994. "Forecasting Transaction Rates: The Autoregressive Conditional Duration Model," NBER Working Papers 4966, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. [Downloadable!]
      Other versions:
    3. Eckerlund, Ingemar & Gerdtham, Ulf-G, 1996. "Variation in cesarean section rates in Sweden - Causes and economic consequences," Working Paper Series in Economics and Finance 106, Stockholm School of Economics. [Downloadable!]
    4. Robert E. Lucas, Jr., 1983. "Financial Innovation and the Control of Monetary Aggregates: Some Evidence from Canada," NBER Working Papers 1157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Tveteras, R. & Flaten, O. & Lien, G., 2008. "Production risk in multi-output industries: estimates from Norwegian dairy farms," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43958, European Association of Agricultural Economists. [Downloadable!]
    6. George Anastassopoulos, 2003. "MNE subsidiaries versus domestic enterprises: an analysis of their ownership and location-specific advantages," Applied Economics, Taylor and Francis Journals, vol. 35(13), pages 1505-1514, September. [Downloadable!] (restricted)
    7. David Epstein & Anne Mason & Andrea Manca, 2008. "The hospital costs of care for stroke in nine European countries," Health Economics, John Wiley & Sons, Ltd., vol. 17(S1), pages S21-S31. [Downloadable!]
    8. Jan Ondrich & J. David Richardson & Shuo Zhang, 2006. "A further investigation of the link between trade and income," International Economic Journal, Korean International Economic Association, vol. 20(1), pages 19-36, March. [Downloadable!] (restricted)
    9. Marie Lebreton & Anne Peguin-feissolle, 2007. "Robust Tests for Heteroscedasticity in a general Framework," Annales d'Economie et de Statistique, ADRES, issue 85, pages 07, Janvier-M. [Downloadable!]
    10. Martin Gaynor & Gerard F. Anderson, 1991. "Hospital Costs and the Cost of Empty Hospital Beds," NBER Working Papers 3872, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Sophia Delipalla & Owen O'Donnell, 1998. "The Comparison Between Ad Valorem and Specific Taxation under Imperfect Competition: Evidence from the European Cigarette Industry," Studies in Economics 9802, Department of Economics, University of Kent. [Downloadable!]
    12. Surajit Ray & N. E. Savin, 2008. "The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 91-109. [Downloadable!]
    13. Asli Demirgüç-Kunt, 1991. "On the valuation of deposit institutions," Working Paper 9104, Federal Reserve Bank of Cleveland. [Downloadable!]
    14. Joan R. Rodgers, 1990. "Poverty and Household Composition," Economics Working Paper Archive 39, Levy Economics Institute, The. [Downloadable!]
    15. Cristina Ciocirlan & Bruce Yandle, 2003. "The Political Economy of Green Taxation in OECD Countries," European Journal of Law and Economics, Springer, vol. 15(3), pages 203-218, May. [Downloadable!] (restricted)
    16. Bhattacharyya, Surajit & Saxena, Arunima, 2009. "Does the Firm Size Matter? An Empirical Enquiry into the Performance of Indian Manufacturing Firms," MPRA Paper 13029, University Library of Munich, Germany. [Downloadable!]
    17. Peter Pope & David Peel & Mark Clatworthy, 2006. "Are analysts’ loss functions asymmetric?," Working Papers 003094, Lancaster University Management School, Economics Department. [Downloadable!]
      Other versions:
    18. Dunn, Jerry W. & Williams, Jeffery R., 2000. "Farm Characteristics That Influence Net Farm Income Variability And Losses," 2000 Annual Meeting, June 29-July 1, 2000, Vancouver, British Columbia 36337, Western Agricultural Economics Association. [Downloadable!]
    19. Mooney, Sian, 1997. "Relationship Between the Implicit Value of Riverside Property, Environmental Amenities, and Streambank Protection," 1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada 35789, Western Agricultural Economics Association. [Downloadable!]
    20. A. Steven Holland, 1984. "Does higher inflation lead to more uncertain inflation?," Review, Federal Reserve Bank of St. Louis, issue Feb, pages 15-26. [Downloadable!]
    21. Erik Lehmann & Juergen Weigand, 2000. "Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany," CoFE Discussion Paper 00-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    22. Fabrizio Carmignani, 2000. "Political Bias in Fiscal Policy Formation: an Econometric Analysis of Coalition Systems," Working Papers 28, University of Milano-Bicocca, Department of Economics, revised Dec 2000. [Downloadable!]
    23. Klaus Düllmann & Agnieszka Sosinska, 2007. "Credit default swap prices as risk indicators of listed German banks," Financial Markets and Portfolio Management, Springer, vol. 21(3), pages 269-292, September. [Downloadable!] (restricted)
    24. Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    25. Phillips, Shauna & Bewley, Ronald, 1991. "The Effects Of Flexible Exchange Rates On Australian Wool Prices," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(01), April. [Downloadable!]
    26. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
      Other versions:
    27. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society. [Downloadable!]
      Other versions:
    28. Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, EconWPA. [Downloadable!]
    29. Pedro Delicado & Juan Romo, 1998. "Constant Coefficient Tests for Random Coefficient Regression," Economics Working Papers 329, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    30. Hai-Yen Sung & Teh- Wei Hu & Theodore E. Keeler, 1994. "A Dynamic Simultaneous-Equations Model for Cigarette Consumption in the Western States," Public Economics 9403002, EconWPA, revised 04 Apr 1994. [Downloadable!]
    31. Shakir Hussain & Ghazi Shukur, 2003. "Testing for autocorrelation in non-stationary dynamic systems of equations," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(4), pages 441-454, May. [Downloadable!] (restricted)
    32. Wolfgang Maennig & Warren Tease, 1987. "Covered interest parity in non-dollar euromarkets," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 123(4), pages 606-617, December. [Downloadable!] (restricted)
    33. Alan B. Krueger & John F. Burton, Jr., 1989. "The Employers' cost of Workers' Conpensation Insurance: Magnitudes, Determinants, and Public Policy," NBER Working Papers 3029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    34. Johan Lundberg, 2006. "Using spatial econometrics to analyse local growth in Sweden," Regional Studies, Taylor and Francis Journals, vol. 40(3), pages 303-316, May. [Downloadable!] (restricted)
      Other versions:
    35. Barry Reilly & Robert Witt, 1994. "Regional House Prices and Possessions in England and Wales: An Empirical Analysis," Regional Studies, Taylor and Francis Journals, vol. 28(5), pages 475-482, August. [Downloadable!] (restricted)
    36. Christopher Bajada, 2002. "How Reliable are the Estimates of the Underground Economy?," Economics Bulletin, Economics Bulletin, vol. 3(14), pages 1-11. [Downloadable!]
    37. Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax, 2004. "Spatial Patterns of Technology Diffusion: An Empirical Analysis using TFP," Tinbergen Institute Discussion Papers 04-079/3, Tinbergen Institute. [Downloadable!]
      Other versions:
    38. Howard, Donald D. & English, Burton C. & Larson, James A. & Roberts, Roland K. & Walters, Jeremy T., 2004. "Effects Of Risk, Disease, And Nitrogen Source On Optimal Nitrogen Fertilization Rates In Winter Wheat Production," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34688, Southern Agricultural Economics Association. [Downloadable!]
    39. Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    40. BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie, 2001. "A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995," LATEC - Document de travail - Economie (1991-2003) 2001-04, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
    41. Brockett, P. L., & Chen, H. M. & J. R. Garven, . "Event Study Methodology: A New and Stochastically Flexible Approach," Working Papers 003, Risk and Insurance Archive.
    42. Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    43. Maria Amparo Toral, 2001. "Regional growth and convergence in the Spanish Provinces," ERSA conference papers ersa01p193, European Regional Science Association. [Downloadable!]
    44. Karine Pellier, 2007. "Convergence, Patenting Activity and Geographic Spillovers: A Spatial Econometric Analysis for European Regions," Working Papers 07-14, LAMETA, Universtiy of Montpellier, revised Dec 2007. [Downloadable!]
    45. Joseph Francois & Ian Wooton, 2005. "Market Structure in Services and Market Access in Goods," The Institute for International Integration Studies Discussion Paper Series iiisdp80, IIIS. [Downloadable!]
      Other versions:
    46. Iris Claus, 2000. "Is the output gap a useful indicator of inflation?," Reserve Bank of New Zealand Discussion Paper Series DP2000/05, Reserve Bank of New Zealand. [Downloadable!]
    47. Austin Murphy & Anandi Sahu, 2001. "Empirical evidence of a positive inflation premium being incorporated into stock prices," Atlantic Economic Journal, International Atlantic Economic Society, vol. 29(2), pages 177-185, June. [Downloadable!] (restricted)
    48. David A. Belsley, 2000. "An Investigation Of An Unbiased Corection For Heteroskedasticity And The Effects Of Misspecifying The Skedastic Function," Computing in Economics and Finance 2000 154, Society for Computational Economics. [Downloadable!]
      Other versions:
    49. Mur, Jesús & Trivez, F. Javier, 2000. "Scale Elements In Spatial Autocorrelation Tests," ERSA conference papers ersa00p97, European Regional Science Association. [Downloadable!]
    50. Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    51. Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society. [Downloadable!]
    52. Huw Jones & James Caird & William Berry & John Dewhurst, 1986. "Peripheral counter-urbanization: Findings from an integration of census and survey data in Northern Scotland," Regional Studies, Taylor and Francis Journals, vol. 20(1), pages 15-26, February. [Downloadable!] (restricted)
    53. Antonio Rodríguez Andrés, 2005. "Income inequality, unemployment, and suicide: a panel data analysis of 15 European countries," Applied Economics, Taylor and Francis Journals, vol. 37(4), pages 439-451, March. [Downloadable!] (restricted)
    54. Chiswick, Barry R. & Lee, Yew Liang & Miller, Paul W., 2002. "The Determinants of the Geographic Concentration among Immigrants: Application to Australia," IZA Discussion Papers 462, Institute for the Study of Labor (IZA). [Downloadable!]
    55. Balazs Varadi, 2001. "Multiproduct Cost Function Estimation for American Higher Education: Economies of Scale and Scope," IEHAS Discussion Papers 0111, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
    56. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers 1127, Queen's University, Department of Economics. [Downloadable!]
    57. Katz, G. & Colby, B.G. & Osgood, D.E. & Bark-Hodgins, R.H. & Stromberg, J., 2005. "Do Homebuyers Care about the 'Quality' of Natural Habitats?," 2005 Annual meeting, July 24-27, Providence, RI 19283, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    58. Céline Azémar & Rodolphe Desbordes, 2008. "Public Governance, Health and Foreign Direct Investment in Sub-Saharan Africa," Working Papers 2009_04, Department of Economics, University of Glasgow. [Downloadable!]
    59. Manfred Fischer & Claudia Stirböck, 2006. "Pan-European regional income growth and club-convergence," The Annals of Regional Science, Springer, vol. 40(4), pages 693-721, December. [Downloadable!] (restricted)
    60. Haluk Erlat, 1991. "An Ex Post Statistical Assessment of the Central Bank Quarterly Econometric Model of Turkey," Discussion Papers 9108, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    61. van Oort, Frank & Gerking, Shelby & van Soest, Daan, 2000. "A Spatial Analysis Of Endogenous Growth In Industry And Services In The Netherlands," ERSA conference papers ersa00p195, European Regional Science Association. [Downloadable!]
    62. Ali, Mubarik & Farooq, Umar, 2004. "Dietary Diversity And Rural Labor Productivity: Evidence From Pakistan," 2004 Annual meeting, August 1-4, Denver, CO 20310, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    63. Martin Gaynor & Gerard F. Anderson, 1995. "Uncertain Demand, The Structure of Hospital Costs, and the Cost of EmptyHospital Beds," NBER Working Papers 4460, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    64. Marijke Verpoorten & Lode Berlage, 2004. "Genocide and Land Scarcity: Can Rwandan Rural Households Manage?," Development and Comp Systems 0409061, EconWPA. [Downloadable!]
    65. Fernando Sanz, 2000. "A kalman filter-gravity equation approach to assess the trade impact of economic integration: The case of Spain, 1986–1992," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 84-110, March. [Downloadable!] (restricted)
    66. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
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    67. Rosegrant, Mark W. & Roumasset, James A., 1985. "The Effect Of Fertiliser On Risk: A Heteroscedastic Production Function With Measurable Stochastic Inputs," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 29(02), August. [Downloadable!]
    68. Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    69. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for ARCH in the presence of additive outliers," Econometric Institute Report 59, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    70. Fred O. Boadu & Emmanuel A. Gyawu, 1992. "Inflationary Pressures In Selected Sub-Saharan African Countries: 1970--1986," International Economic Journal, Korean International Economic Association, vol. 6(2), pages 57-68, June. [Downloadable!] (restricted)
    71. Attila Varga, 1998. "Local academic knowledge spillovers and the concentration of economic activity," ERSA conference papers ersa98p493, European Regional Science Association. [Downloadable!]
    72. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation, Yale University. [Downloadable!]
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    73. Asad Zaman, 2002. "The Inconsistency of the Breusch-Pagan Test," Econometrics 0205001, EconWPA. [Downloadable!]
    74. Catherine Baumont & Cem Ertur & Julie Le Gallo, 2002. "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," Econometrics 0207002, EconWPA. [Downloadable!]
    75. Kermit Daniel & Dan Black & Jeffery Smith, 1996. "College Quality and the Wages of Young Men," HEW 9604001, EconWPA. [Downloadable!]
      Other versions:
    76. Iris Claus & David Haugh & Grant Scobie & Jonas Tornquist, 2001. "Saving and growth in an open economy," Treasury Working Paper Series 01/32, New Zealand Treasury. [Downloadable!]
    77. Katja Gerling, 2000. "Subsidization and Structural Change in Eastern German Transition: Did Economic Policy Meet Its Objectives?," Kiel Working Papers 998, Kiel Institute for the World Economy. [Downloadable!]
    78. Vangelis Tzouvelekas, 2005. "Accounting for Pairwise Heterogeneity in Bilateral Trade Flows: A Stochastic Varying Coefficient Gravity Model," Working Papers 0519, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    79. Fabrizio Carmignani, 2001. "Political Data for Applied Political Economy Research," Working Papers 43, University of Milano-Bicocca, Department of Economics, revised Jul 2001. [Downloadable!]
    80. Marie C. Thursby & Jerry G. Thursby, 1994. "Interstate Cigarette Bootlegging: Extent, Revenue Losses, and Effects of Government Intervention," NBER Working Papers 4763, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    81. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9915, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
    82. Petter Lundborg, 2007. "Smoking, information sources, and risk perceptions—New results on Swedish data," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 217-240, June. [Downloadable!] (restricted)
    83. Matteo Modena, 2008. "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers 2008_36, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    84. Steiner, Bodo, 2002. "The Valuation Of Labelling Attributes In A Wine Market," 2002 Annual meeting, July 28-31, Long Beach, CA 19718, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    85. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics. [Downloadable!]
    86. Barry Reilly, 1992. "An Analysis of Local Labour Market Wage Differentials," Regional Studies, Taylor and Francis Journals, vol. 26(3), pages 257-264, January. [Downloadable!] (restricted)
    87. Azam, Jean-Paul & Guillaumont, Sylviane, 1988. "Methodological problems in cross-country analyses of economic growth," Policy Research Working Paper Series 22, The World Bank. [Downloadable!]
    88. Jan van Dalen & Ben Bode, 2004. "Quality-corrected price indices: the case of the Dutch new passenger car market, 1990-1999," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1169-1197, June. [Downloadable!] (restricted)
    89. Shively, Gerald E., 1998. "Modeling Impacts Of Soil Conservation On Productivity And Yield Variability: Evidence From A Heteroskedastic Switching Regression," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20930, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    90. Sambit Bhattacharyya, 2004. "Deep determinants of economic growth," Applied Economics Letters, Taylor and Francis Journals, vol. 11(9), pages 587-590, January. [Downloadable!] (restricted)
    91. Medeiros, Marcelo & Veiga, Alvaro, 2000. "Diagnostic Checking in a Flexible Nonlinear Time Series Model," Working Paper Series in Economics and Finance 386, Stockholm School of Economics, revised 15 Jan 2001.
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    92. Trujillo, Lourdes & Martin, Noelia & Estache, Antonio & Campos, Javier, 2002. "Macroeconomics effects of private sector participation in Latin America's infrastructure," Policy Research Working Paper Series 2906, The World Bank. [Downloadable!]
    93. Lucy F. Ackert & Bryan K. Church, 1998. "The effects of subject pool and design experience on rationality in experimental asset markets," Working Paper 98-18, Federal Reserve Bank of Atlanta. [Downloadable!]
    94. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne. [Downloadable!]
    95. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    96. Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    97. Zulfiqar Bashir, 2003. "The Impacts of Economic Reforms and Trade Liberalisation on Agricultural Export Performance in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 42(4), pages 941-960. [Downloadable!]
    98. Céline Azémar & Rodolphe Desbordes, 2009. "Short-run strategies for attracting Foreign Direct Investment," Working Papers 2009_24, Department of Economics, University of Glasgow. [Downloadable!]
    99. Mark G. Dotzour & Everard Moorhead & Daniel T. Winkler, 1998. "The Impact of Auctions on Residential Sales Prices in New Zealand," Journal of Real Estate Research, American Real Estate Society, vol. 16(1), pages 57-72. [Downloadable!]
    100. Joachim Zietz & Bobby Newsome, 2001. "A Note on Buyer's Agent Commision and Sales Price," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 245-254. [Downloadable!]
    101. F. Cribari-Neto & G.M. Cordeiro, 1995. "On Bartlett and Bartlett-Type Corrections," Econometrics 9507001, EconWPA. [Downloadable!]
    102. Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 69-98, March. [Downloadable!] (restricted)
    103. Christopher Pong, 2004. "A descriptive analysis of audit price changes in the UK 1991-95," European Accounting Review, Taylor and Francis Journals, vol. 13(1), pages 161-178, May. [Downloadable!] (restricted)
    104. Rosalie Liccardo Pacula & Beau Kilmer & Michael Grossman & Frank J. Chaloupka, 2007. "Risks and Prices: The Role of User Sanctions in Marijuana Markets," NBER Working Papers 13415, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    105. E. Fe-Rodríguez & C. Orme, 2006. "On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives," The School of Economics Discussion Paper Series 0606, Economics, The University of Manchester. [Downloadable!]
    106. Zaman, Asad, 1995. "On the inconsistency of the Breusch-Pagan test," MPRA Paper 9904, University Library of Munich, Germany. [Downloadable!]
    107. Jürgen Hagen, 1988. "Alternative operating regimes for money stock control in West Germany: An empirical evaluation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 124(1), pages 89-107, March. [Downloadable!] (restricted)
    108. Bruce Headey & Jürgen Schupp & Ingrid Tucci & Gert G. Wagner, 2008. "Authentic Happiness Theory Supported by Impact of Religion on Life Satisfaction: A Longitudinal Analysis with Data for Germany," SOEPpapers 151, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
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    109. Steven Morling & Robert Subbaraman, 1995. "Superannuation and Saving," RBA Research Discussion Papers rdp9511, Reserve Bank of Australia. [Downloadable!]
    110. Findlay, Christopher C., 1980. "Wool-Grower Adoption Of Sale By Sample," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(02), August. [Downloadable!]
    111. Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor and Francis Journals, vol. 13(6), pages 369-374, May. [Downloadable!] (restricted)
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    112. Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany. [Downloadable!]
    113. Kenneth W. Clements & H.Y Izan & Yihui Lan, 2005. "A Stochastic Measure of International Competitiveness," Economics Discussion / Working Papers 05-15, The University of Western Australia, Department of Economics. [Downloadable!]
    114. Lynda Khalaf & Maral Kichian, 2003. "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Working Papers 03-7, Bank of Canada. [Downloadable!]
    115. Dunn, Jerry W. & Williams, Jeffery R., 2001. "The Relationship Between Incomes, Farm Characteristics, Cost Efficiences, And Rate Of Return To Capital Managed," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36151, Western Agricultural Economics Association. [Downloadable!]
    116. Chris Bajada, 2001. "The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data," Working Paper Series 110, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
      Other versions:
    117. Yan Li, 2008. "Econometric Evidence on the Impacts of Privatization, New Entry, and Independent Industry Regulator on Mobile Network Penetration and Expansion," Working Papers 08-35, Centre for Competition Policy, University of East Anglia. [Downloadable!]
    118. Oscar Bajo & Angel Torres, 1991. "Los determinantes de la protección en la industria manufacturera española," Investigaciones Economicas, Fundación SEPI, vol. 15(2), pages 457-480, May. [Downloadable!]
    119. Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Papers 691, Queen's University, Department of Economics. [Downloadable!]
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    120. Kermit Daniel & Dan Black & Jeffery Smith, 1996. "College Characteristics and the Wages of Young Women," HEW 9604002, EconWPA. [Downloadable!]
    121. Patrick L. Brockett & Hwei-Mei CHEN & James R. GARVEN, 1995. "Event Study Methodology: A New And Stochastically Flexible Approach," Risk and Insurance 9507001, EconWPA. [Downloadable!]
    122. Sharon Kozicki & Barak Hoffman, 1999. "Implications of rounding and rebasing for empirical analysis using consumer price inflation," Research Working Paper 99-08, Federal Reserve Bank of Kansas City. [Downloadable!]
    123. Jørgen Lauridsen & Reinhold Kosfeld, 2007. "Spatial cointegration and heteroscedasticity," Journal of Geographical Systems, Springer, vol. 9(3), pages 253-265, September. [Downloadable!] (restricted)
    124. Joachim Zietz & Bobby Newsome, 2002. "Agency Representation and the Sale Price of Houses," Journal of Real Estate Research, American Real Estate Society, vol. 24(2), pages 165-192. [Downloadable!]
    125. K. Kalirajan, 1999. "Stochastic varying coefficients gravity model: an application in trade analysis," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(2), pages 185-193, February. [Downloadable!] (restricted)
    126. Theodore Joyce & Andrew D. Racine & Sandra McCalla & Hassan Wehbeh, 1994. "The Impact of Prenatal Exposure to Cocaine on Newborn Costs and Length of Stay," NBER Working Papers 4673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    127. Jolliffe, Dean, 1997. "Whose education matters in the determination of household income," FCND discussion papers 39, International Food Policy Research Institute (IFPRI). [Downloadable!]
    128. Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
    129. Christopher Bajada, 2005. "Unemployment and the underground economy in Australia," Applied Economics, Taylor and Francis Journals, vol. 37(2), pages 177-189, February. [Downloadable!] (restricted)
    130. Kevin Duncan & Peter Philips & Mark J. Prus, 2001. "Fair Wage Policy and Construction Costs in British Columbia," Economics Discussion / Working Papers 01-11, The University of Western Australia, Department of Economics. [Downloadable!]
    131. Joseph Francois & Ian Wooton, 2008. "Market Structure and Market Access," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    132. James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    133. George G.Djolov, 2002. "Nota técnica 2: An equal Variance Test," Estudios de Economia, University of Chile, Department of Economics, vol. 29(2 Year 20), pages 327-339, December. [Downloadable!]
    134. Koo, Won W. & Taylor, Richard D. & Karemera, David, 1992. "Determinants of Red Meat Trade Flows," Agricultural Economics Reports 23448, North Dakota State University, Department of Agribusiness and Applied Economics. [Downloadable!]
    135. Mohamed Ben Abdallah & Kalidou Diallo, 2004. "Incidence des crises financières : une analyse empirique à partir des pays émergents," Cahiers de la Maison des Sciences Economiques bla04071, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    136. Del Brio, Esther B. & Maia-Ramires, Elida, 2005. "Corporate Governance Mechanisms and Their Impact on Managerial Value," Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". Working Papers "New Trends on Business Administration". 2005-09, Interuniversitary Doctorate Program "New Trends on Business Administration", Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Doctorado Interuniversitario "Nuevas Tendencias en Di.
    137. Kroon, E.P., 1991. "Bond market efficiency : some Dutch evidence," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    138. Landon, Stuart & Smith, Constance, 1998. "Quality expectations, reputation, and price," MPRA Paper 9774, University Library of Munich, Germany. [Downloadable!]
    139. Ligthart, J.E. & Da Silva, J., 2007. "Currency Invoicing in International Trade: A Panel Data Approach," Discussion Paper 2007-25, Tilburg University, Center for Economic Research. [Downloadable!]
    140. Arthur Lewbel, 2003. "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics 587, Boston College Department of Economics, revised 27 Nov 2007. [Downloadable!]

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    Cited by:

    1. Harald Badinger, 2005. "Growth Effects of Economic Integration: Evidence from the EU Member States," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(1), pages 50-78, April. [Downloadable!] (restricted)
    2. Marc Lavoie & Gabriel Rodríguez & Mario Seccareccia, 2004. "Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation," International Review of Applied Economics, Taylor and Francis Journals, vol. 18(2), pages 127-149, April. [Downloadable!] (restricted)
    3. Bharat Barot & Zan Yang, 2004. "House Prices and Housing Investment in Sweden and the UK. Econometric analysis for the period 1970-1998," Macroeconomics 0409022, EconWPA. [Downloadable!]
    4. Christian Pierdzioch, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy. [Downloadable!]
    5. Art A. Durnev & Amrita S. Nain, 2004. "The Unanticipated Effects of Insider Trading Regulation," William Davidson Institute Working Papers Series 2004-695, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    6. Bharat Barot, 2004. "Growth and Business Cycles for the Swedish Economy 1963-1999," Macroeconomics 0409017, EconWPA. [Downloadable!]
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    7. A. Frenzel Baudisch, 2006. "Continuous Market Growth Beyond Functional Satiation. Time-Series Analyses of U.S. Footwear Consumption, 1955-2002," Papers on Economics and Evolution 2006-03, Max Planck Institute of Economics, Evolutionary Economics Group. [Downloadable!]
    8. Ge, Dingkun & Mahoney, James M. & Mahoney, Joseph T., 2005. "New Venture Valuation by Venture Capitalists: An Integrative Approach," Working Papers 05-0124, University of Illinois at Urbana-Champaign, College of Business. [Downloadable!]
    9. David A. Belsley, . "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computing in Economics and Finance 1996 _008, Society for Computational Economics. [Downloadable!]
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    10. Katos, A. & Pallis, D. & Katsouli, E., 2004. "System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 5-26. [Downloadable!]
    11. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
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    12. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Paper 80, National Institute of Economic Research.
    13. Shakir Hussain & Ghazi Shukur, 2003. "Testing for autocorrelation in non-stationary dynamic systems of equations," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(4), pages 441-454, May. [Downloadable!] (restricted)
    14. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2005. "Forecasting Exchange Rate Volatility in the Presence of Jumps," Working Papers 1187, Queen's University, Department of Economics. [Downloadable!]
    15. Joan Ramon Borrell Arque, 1997. "Prices of Medicines a Case-Study on the impact of the rate-of-return regulation in the United Kingdom," Working Papers in Economics 21, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
    16. Carlsson, Mikael, 2000. "Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?," Working Paper Series 2000:20, Uppsala University, Department of Economics.
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    17. De Arce Borda, R., 2004. "20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 27, Abril. [Downloadable!] (restricted)
    18. Fitzpatrick, Trevor & McQuinn, Kieran, 2004. "House Prices and Mortgage Credit: Empirical Evidence for Ireland," Research Technical Papers 5/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
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    19. Grant Kirkpatrick, 1981. "Further results on the time series analysis of real wages and employment for U. S. manufacturing, 1948–1977," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 117(2), pages 326-351, June. [Downloadable!] (restricted)
    20. Bernhard Pfaff, 2008. "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, American Statistical Association, vol. 27(04), 07. [Downloadable!]
    21. Douglas Shaller & Tsunemasa Shiba, 1989. "Price smoothing and demand noise: On business behavior and macromodels," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(1), pages 83-96, March. [Downloadable!] (restricted)
    22. Panagiotis Mantalos & Ghazi Shukur, 2005. "The effect of the GARCH(1,  1) on autocorrelation tests in dynamic systems of equations," Applied Economics, Taylor and Francis Journals, vol. 37(16), pages 1907-1913, September. [Downloadable!] (restricted)
    23. Kevin G. Quinn & Paul B. Bursik, 2007. "Growing and Moving the Game: Effects of MLB Expansion and Team Relocation 1950-2004," Journal of Quantitative Analysis in Sports, Berkeley Electronic Press, vol. 3(2). [Downloadable!]
    24. Robert Thompson & Sotiris Tsolacos, 2000. "Projections in the Industrial Property Market using a Simultaneous Equation System," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 165-188. [Downloadable!]
    25. Katsouli, E. & Vogiatzis, A. & Manitsaris, A., 2002. "Linking consumer prices to wholesale prices: Error correction models for the case of Greece," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 3(1), January. [Downloadable!]
    26. George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    27. Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006. "Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    28. Mc Quinn, Kieran, 2003. "Alternative Models of the Irish Supply Side," Research Technical Papers 2/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    29. Kamakshya Trivedi, 2006. "Educational human capital and levels of income: Evidence from states in India, 1965 -- 92," The Journal of Development Studies, Taylor and Francis Journals, vol. 42(8), pages 1350-1378, November. [Downloadable!] (restricted)
    30. Hein, Eckhard & Schoder, Christian, 2009. "Interest rates, distribution and capital accumulation – A Post-Kaleckian perspective on the US and Germany," MPRA Paper 18223, University Library of Munich, Germany. [Downloadable!]
    31. George Hondroyiannis & Sophia Lazaretou, 2004. "Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data," Working Papers 13, Bank of Greece. [Downloadable!]
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    32. Haluk Erlat, 1991. "An Ex Post Statistical Assessment of the Central Bank Quarterly Econometric Model of Turkey," Discussion Papers 9108, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    33. R. Martínez-Espiñeira, 2003. "Estimating Water Demand under Increasing-Block Tariffs Using Aggregate Data and Proportions of Users per Block," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 26(1), pages 5-23, September. [Downloadable!] (restricted)
    34. Vittorio Grilli, 1989. "Managing Exchange Rate Crises: Evidence from the 1890's," NBER Working Papers 3068, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    35. Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    36. Bob Thompson & Sotiris Tsolacos, 2001. "Industrial Land Values — A Guide to Future Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 21(1/2), pages 55-76. [Downloadable!]
    37. Ernst Juerg Weber, 2004. "Monetary Policy in a Heterogeneous Monetary Union: The Australian Experience," Economics Discussion / Working Papers 04-08, The University of Western Australia, Department of Economics. [Downloadable!]
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    38. Jacek Osiewalski & Mark F. J. Steel, 1993. "Regression Models under Competing Covariance Structures: A Bayesian Perspective," Annales d'Economie et de Statistique, ADRES, issue 32, pages 04, Octobre-D. [Downloadable!]
    39. Stephen Pollock, 1992. "Lagged Dependent Variables Distributed Lags and Autoregressive Residuals," Annales d'Economie et de Statistique, ADRES, issue 28, pages 07, Octobre-D. [Downloadable!]
    40. McGuirk, Anya & 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). [Downloadable!]
    41. Minsoo Lee & Moonjoong Tcha, 2005. "Pass-Through Elasticity, Substitution and Market Share: the Case for Sheep Meat Exports," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 14(2), pages 209-228, June. [Downloadable!] (restricted)
    42. Sotiris Tsolacos, 1999. "Retail Building Cycles: Evidence from Great Britain," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 197-218. [Downloadable!]
    43. Dale Bremmer & Randy Kesselring, 2004. "Divorce and female labor force participation: Evidence from times-series data and cointegration," Atlantic Economic Journal, International Atlantic Economic Society, vol. 32(3), pages 175-190, September. [Downloadable!] (restricted)
    44. Bharat Barot, 2001. "An Econometric Demand–Supply Model For Swedish Private Housing," European Journal of Housing Policy, Taylor and Francis Journals, vol. 1(3), pages 417-444, December. [Downloadable!] (restricted)
    45. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2006. "The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps," Working Papers 1188, Queen's University, Department of Economics. [Downloadable!]
    46. Kieran McQuinn, 2005. "Dynamic Factor Demands in a Changing Economy - An Irish Application," The Economic and Social Review, Economic and Social Studies, vol. 36(2), pages 109-126. [Downloadable!]
    47. Alan King, 2001. "A Two-Regime Model of Exports: U.K. Manufactures, 1980–1996," Open Economies Review, Springer, vol. 12(1), pages 75-94, January. [Downloadable!] (restricted)
    48. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics. [Downloadable!]
    49. Naci H. Mocan, 1991. "Business Cycles and Fertility Dynamics in the U.S.: A Vector-Autoregressive Model," NBER Working Papers 3177, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    50. Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004. "Decreasing marginal impatience, income distribution and demand for money: Theory and evidence," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-04, Indian Statistical Institute, New Delhi, India. [Downloadable!]
    51. Denise R. Osborn & Paul W. Simpson, 2000. "Forecasting UK Industrial Production Over the Business Cycle," Econometric Society World Congress 2000 Contributed Papers 1059, Econometric Society. [Downloadable!]
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    52. Helmut Herwartz & Henning Weber, 2007. "Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models," SFB 649 Discussion Papers SFB649DP2007-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    53. Eric M. Leeper & David B. Gordon, 1991. "In search of the liquidity effect," International Finance Discussion Papers 403, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    54. Charles Engel & Anthony P. Rodrigues, 1994. "A Test of International CAPM," NBER Working Papers 2054, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    55. O'Brien, Martin, 2004. "Hidden Unemployment and Older Male Workers," Economics Working Papers wp04-02, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
    56. Bermingham, Colin, 2008. "Quantifying the Impact of Oil Prices on Inflation," Research Technical Papers 8/RT/08, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    57. Erkki Koskela & Matti Virén, 1985. "On the role of inflation in consumption function," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 121(2), pages 252-260, June. [Downloadable!] (restricted)
    58. Andreas Krause, 2000. "Microstructure Effects on Daily Return Volatility in Financial Markets," Quantitative Finance Papers cond-mat/0011295, arXiv.org. [Downloadable!]
    59. Guy Debelle & James Vickery, 1998. "The Macroeconomics of Australian Unemployment," RBA Annual Conference Volume, in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market Reserve Bank of Australia. [Downloadable!]
    60. Bob Thompson & Sotiris Tsolacos, 1999. "Rent Adjustments and Forecasts in the Industrial Market," Journal of Real Estate Research, American Real Estate Society, vol. 17(2), pages 151-168. [Downloadable!]
    61. Salman, A. Khalik & von Friedrichs, Yvonne & Shukur, Ghazi, 2009. "Macroeconomic Factors and Swedish Small and Medium-Sized Manufacturing Firm Failure," Working Paper Series in Economics and Institutions of Innovation 185, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. [Downloadable!]
    62. Guy Shaojia Liu & Haiyan Song, 2003. "A Dual-Price Demand Theory for Economies under Transition," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 1(2), pages 185-203, January. [Downloadable!] (restricted)
    63. Zhenhui Xu & Melissa Birch, 1999. "The Economic Performance of State-owned Enterprises in Argentina an Empirical Assessment," Review of Industrial Organization, Springer, vol. 14(4), pages 355-375, June. [Downloadable!] (restricted)
    64. Mc Quinn, Kieran, 2003. "Dynamic Factor Demands in a Changing Economy: An Irish Application," Research Technical Papers 3/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    65. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers 2007-09, School of Economics and Management, University of Aarhus. [Downloadable!]
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    66. Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
    67. McQuinn, Kieran & O'Reilly, Gerard, 2006. "Assessing the Role of Income and Interest Rates in Determining House Prices," Research Technical Papers 15/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    68. Desiraju, Ramarao & Nair, Harikesh S. & Chintagunta, Pradeep, 2004. "Diffusion of New Pharmaceutical Drugs in Developing and Developed Nations," Research Papers 1950, Stanford University, Graduate School of Business. [Downloadable!]
    69. Theodore J. Joyce, 1990. "A Time-Series Analysis of Unemployment and Health: The Case of Birth Outcomes in New York City," NBER Working Papers 2834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    70. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

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