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Anurag Narayan Banerjee

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This is information that was supplied by Anurag Banerjee in registering through RePEc. If you are Anurag Narayan Banerjee , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Anurag
Middle Name: Narayan
Last Name: Banerjee
Suffix:

RePEc Short-ID: pba125

Email:
Homepage: http://www.dur.ac.uk/a.n.banerjee/index.htm
Postal Address: 23/26 Old Elvet Department of Economics University of Durham Durham, UK
Phone:

Affiliation

Business School
Durham University
Location: Durham, United Kingdom
Homepage: http://www.dur.ac.uk/dubs/
Email:
Phone: +44 (0) 191 334 5200
Fax: +44 (0) 191 334 5201
Postal: Mill Hill Lane, Durham DH 1 3LB
Handle: RePEc:edi:bsduruk (more details at EDIRC)

Works

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Working papers

  1. Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Post-Print hal-00870795, HAL.
  2. Nilanjan Banik & Anurag Banerjee, 2011. "The rich keep getting richer in India! Says who?," Working Papers 10511, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..
  3. Anurag N Banerjee & Nilanjan Banik, 2011. "Is India Shining?," Working Papers 2011_11, Durham University Business School.
  4. Anurag N Banerjee & Parantap Basu, 2011. "Who pays for job training?," Working Papers 2011_08, Durham University Business School.
  5. Pitarakis, Jean-Yves & Banerjee, Anurag, 2011. "Piecewise local linear estimation of functional equilibrium relationships," Discussion Paper Series In Economics And Econometrics 1109, Economics Division, School of Social Sciences, University of Southampton.
  6. Banerjee, Anurag N. & Swinnen, Johan & Weersink, Alfons, 2004. "Skating on thin ice: rule changes and team strategies in the NHL," Discussion Paper Series In Economics And Econometrics 0401, Economics Division, School of Social Sciences, University of Southampton.
  7. Wan, Alan & Zou, Guohua & Banerjee, Anurag, 2004. "The limiting power of autocorrelation tests in regression models with linear restrictions," Discussion Paper Series In Economics And Econometrics 0405, Economics Division, School of Social Sciences, University of Southampton.
  8. Anurag Banerjee, 2004. "Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory," Econometric Society 2004 Australasian Meetings 159, Econometric Society.
  9. Banerjee, A.N., 1997. "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper 1997-88, Tilburg University, Center for Economic Research.
  10. Banerjee, A.N., 1997. "The Sensitivity of Estimates, Inferences and Forecasts of Linear Models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74329, Tilburg University.
  11. Banerjee, A.N. & Magnus, J.R., 1997. "On the sensitivity of the usual t-and f-tests to AR(1) misspecification," Discussion Paper 1997-90, Tilburg University, Center for Economic Research.
  12. Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Discussion Paper 1996-54, Tilburg University, Center for Economic Research.

Articles

  1. Anurag N. Banerjee & Chi-Hsiou D. Hung, 2013. "Active momentum trading versus passive ' naive diversification'," Quantitative Finance, Taylor & Francis Journals, vol. 13(5), pages 655-663, January.
  2. Anurag N. Banerjee, 2012. "Discriminating Short And Long Memory In Finite Samples Using Sensitivity Analysis: An Application To Growth Convergence," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages s168-s192, December.
  3. Banerjee, Anurag & Hung, Chi-Hsiou, 2011. "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3077-3089, November.
  4. Banerjee, Anurag, 2007. "A method of estimating the average derivative," Journal of Econometrics, Elsevier, vol. 136(1), pages 65-88, January.
  5. Wan, Alan T.K. & Zou, Guohua & Banerjee, Anurag, 2007. "The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions," Economics Letters, Elsevier, vol. 94(2), pages 213-219, February.
  6. Anurag N. Banerjee & Johan F. M. Swinnen & Alfons Weersink, 2007. "Skating on thin ice: rule changes and team strategies in the NHL," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 493-514, May.
  7. Anurag Banerjee & Johan Swinnen, 2004. "Does a sudden death liven up the game? Rules, incentives, and strategy in football," Economic Theory, Springer, vol. 23(2), pages 411-421, January.
  8. Banerjee, Anurag N & Basu, Parantap, 2001. "A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 357-66, August.
  9. Banerjee, Anurag N, 2001. "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 203-29, April.
  10. Swinnen, Johan F. M. & Banerjee, Anurag N. & Gorter, Harry de, 2001. "Economic development, institutional change, and the political economy of agricultural protection: An econometric study of Belgium since the 19th century," Agricultural Economics, Blackwell, vol. 26(1), pages 25-43, October.
  11. Banerjee, A N & Basu, P, 2001. "A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 541, November.
  12. Swinnen, Johan F. M. & Gorter, Harry de & Rausser, Gordon C. & Banerjee, Anurag N., 2000. "The political economy of public research investment and commodity policies in agriculture: an empirical study," Agricultural Economics, Blackwell, vol. 22(2), pages 111-122, March.
  13. Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
  14. Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DEV: Development (1) 2012-01-18
  2. NEP-DGE: Dynamic General Equilibrium (1) 2011-09-22
  3. NEP-ECM: Econometrics (3) 2004-10-30 2005-10-29 2013-10-18. Author is listed
  4. NEP-EDU: Education (1) 2011-09-22
  5. NEP-ETS: Econometric Time Series (3) 2004-10-30 2005-10-29 2013-10-18. Author is listed
  6. NEP-FIN: Finance (1) 2004-10-30
  7. NEP-FOR: Forecasting (1) 2013-10-18
  8. NEP-HRM: Human Capital & Human Resource Management (1) 2011-09-22
  9. NEP-LAB: Labour Economics (1) 2011-09-22
  10. NEP-RMG: Risk Management (1) 2004-10-30
  11. NEP-SPO: Sports & Economics (2) 2005-10-29 2006-10-21. Author is listed
  12. NEP-URE: Urban & Real Estate Economics (2) 2011-09-22 2013-10-18. Author is listed

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