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Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC12: Hypothesis Testing
2008 Robust Performance Hypothesis Testing with the Sharpe Ratio by Oliver Ledoit & Michael Wolf [Downloadable!] 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata [Downloadable!] 2008 Banking crises and nonlinear linkages between credit and output by Dobromil Serwa [Downloadable!] 2008 Modelling structural change using broken sticks by Don Webber & Paul White & Angela Helvin [Downloadable!] 2008 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2008 Bringing Game Theory to Hypothesis Testing: Establishing Finite Sample Bounds on Inference by Karl Schlag [Downloadable!] 2008 Exact Tests for Correlation and for the Slope in Simple Linear Regressions without Making Assumptions by Karl Schlag [Downloadable!] 2008 An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka by Verma, Reetu & Perera, Nelson [Downloadable!] 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Is Double Trouble? – How to Combine Cointegration Tests by Christian Bayer & Christoph Hanck [Downloadable!] 2008 A Nonlinear Unit Root Test in the Presence of an Unknown Break by Stephan Popp [Downloadable!] 2008 Are employers discriminating with respect to weight? European Evidence using Quantile Regression by Vincenzo Atella & Noemi Pace & Daniela Vuri [Downloadable!] 2008 Indicators and Tests of Fiscal Sustainability: An Integrated Approach by Giancarlo Marini & Alessandro Piergallini [Downloadable!] 2008 The Jump component of S&P 500 volatility and the VIX index by Ralf Becker & Adam Clements & Andrew McClelland [Downloadable!] 2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Wild Bootstrap Tests for IV Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Half-Life Deviations from PPP in the SADC by Thabo Mokoena & Rangan Gupta & Renee van Eyden [Downloadable!] 2008 Marginal and Interaction Effects in Ordered Response Models by Mallick, Debdulal [Downloadable!] 2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Cooperative Strategies for Improving the Tourism Industry in Remote Geographic Regions: An Addition to Trust and Commitment Theory with one Key Mediating Construct by Pesämaa, Ossi & Hair Jr, Joseph F [Downloadable!] 2008 Imposing Monotonicity Nonparametrically in First-Price Auctions by Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K. [Downloadable!] 2008 Are any growth theories linear? Why we should care about what the evidence tells us by Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F. [Downloadable!] 2008 An Alternative Sense of Asymptotic Efficiency by Mueller, Ulrich [Downloadable!] 2008 Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression by Martellosio, Federico [Downloadable!] 2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s) by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy [Downloadable!] 2008 Dartboard Tests for the Location Quotient by Paulo Guimarães & Octávio Figueiredo & Douglas Woodward [Downloadable!] 2008 Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni [Downloadable!] 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang [Downloadable!] 2008 Testing Distributional Inequalities and Asymptotic Bias by Kyungchul Song [Downloadable!] 2008 A Test for Dependence and Covariance Estimator of Market Microstructure Noise by Masato Ubukata & Kosuke Oya [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Cristina Amado & Timo Teräsvirta [Downloadable!] 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments by Ibrahim Ahamada & Philippe Jolivaldt [Downloadable!] 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics by Abdou Kâ Diongue & Dominique Guegan [Downloadable!] 2008 Testing fractional order of long memory processes : a Monte Carlo study by Laurent Ferrara & Dominique Guegan & Zhiping Lu [Downloadable!] 2008 Change in persistence tests for panels: An update and some new results by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano [Downloadable!] 2008 Testing for Random Effects and Spatial Lag Dependence in Panel Data Models by Badi H. Baltagi & Long Liu [Downloadable!] 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa by Yélé Maweki Batana & Jean-Yves Duclos [Downloadable!] 2008 STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata by Andrea Vaona [Downloadable!] 2008 What do Scientists Want: Money or Fame? by Devrim Göktepe & Prashanth Mahagaonkar [Downloadable!] 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania by Shombe, Nicolaus Herman [Downloadable!] 2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto [Downloadable!] 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian? by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura [Downloadable!] 2008 Nonlinear Cointegration Analysis and the Environmental Kuznets Curve by Hong, Seung Hyun & Wagner, Martin [Downloadable!] 2008 Testing Monotonicity of Pricing Kernels by Yuri Golubev & Wolfgang Härdle & Roman Timonfeev [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Amado, Cristina & Teräsvirta, Timo [Downloadable!] 2008 A new unit root test against ESTAR based on a class of modified statistics by Kruse, Robinson [Downloadable!] 2008 Rational bubbles and fractional integration by Kruse, Robinson [Downloadable!] 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Nick Sarantis [Downloadable!] 2008 Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples by Ben Jann [Downloadable!] 2008 Tests for Unbalanced Error Component Models Under Local Misspecication by Walter Sosa Escudero & Anil K. Bera [Downloadable!] 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang [Downloadable!] 2008 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2008 The Impact of a Hausman Pretest on the Size of Hypothesis Tests by Patrik Guggenberger [Downloadable!] 2008 Statistical analysis of EQ-5D profiles: does the use of value sets bias inference? by David Parkin & Nigel Rice & Nancy Devlin [Downloadable!] 2008 Simple Wald tests of the fractional integration parameter : an overview of new results by Juan Jose Dolado & Jesus Gonzalo & Laura Mayoral [Downloadable!] 2008 Short and long run causality measures: theory and inference by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results by Dikaios Tserkezos & Konstantinos Tsagarakis [Downloadable!] 2008 Testing a Model of the UK by the Method of Indirect Inference by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos [Downloadable!] 2008 Testing a DSGE model of the EU using indirect inference by Meenagh, David & Minford, Patrick & Wickens, Michael [Downloadable!] 2008 Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence by Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models by Mark Podolskij & Daniel Ziggel [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Christina Amado & Timo Teräsvirta [Downloadable!] 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 Argentinean real exchange rate 1900-2006, test purchasing power parity theory by Marcos José Dal Bianco [Downloadable!] 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe by Hall, S.G. & Yhap, B. [Downloadable!] 2008 La estimación de precios en mercados con producto diferenciado by María josé Moral [Downloadable!] 2008 An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka by PERERA, Nelson & VARMA, Reetu [Downloadable!] 2007 Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2007 A robust bootstrap approach to the Hausman test in stationary panel data models by Herwartz, Helmut & Neumann, Michael H. [Downloadable!] 2007 A new approach to bootstrap inference in functional coefficient models by Herwartz, Helmut & Xu, Fang [Downloadable!] 2007 Does Benford’s law hold in economic research and forecasting? by Günnel, Stefan & Tödter, Karl-Heinz [Downloadable!] 2007 A note on the coefficient of determination in regression models with infinite-variance variables by Kurz-Kim, Jeong-Ryeol & Loretan, Michael Stanislaus [Downloadable!] 2007 Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2007 Wages and Weight in Europe: Evidence using Quantile Regression Model by Vincenzo Atella & Noemi Pace & Daniela Vuri [Downloadable!] 2007 General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic by Qian Chen & David E. Giles [Downloadable!] 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty by Judith A. Clarke [Downloadable!] 2007 A general multivariate threshold GARCH model with dynamic conditional correlations by Francesco Audrino & Fabio Trojani [Downloadable!] 2007 What Model for Entry in First-Price Auctions? A Nonparametric Approach by Xu, Pai & Shneyerov, Artyom & Marmer, Vadim [Downloadable!] 2007 Nonparametric Inferences on Conditional Quantile Processes by Chuan Goh [Downloadable!] 2007 Small sample power of tests of normality when the alternative is an alpha-stable distribution by John C. Frain [Downloadable!] 2007 On the distributional properties of household consumption expenditures. The case of Italy by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso [Downloadable!] 2007 Sieve bootstrap unit root tests by Patrick Richard [Downloadable!] 2007 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models by Arnab Bhattacharjee [Downloadable!] 2007 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickensy [Downloadable!] 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models by Gabriele Fiorentini & Enrique Sentana [Downloadable!] 2007 We derive general distribution tests based on the method of Maximum Entropy density by Thanasis Stengos & Ximing Wu† [Downloadable!] 2007 Forecasting stock market volatility conditional on macroeconomic conditions by Ralf Becker & Adam Clements [Downloadable!] 2007 Are combination forecasts of S&P 500 volatility statistically superior? by Ralf Becker & Adam Clements [Downloadable!] 2007 Does implied volatility reflect a wider information set than econometric forecasts? by Ralf Becker & Adam Clements & James Curchin [Downloadable!] 2007 Boosting Estimation of RBF Neural Networks for Dependent Data by George Kapetanios & Andrew P. Blake [Downloadable!] 2007 Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence by George Kapetanios & Zacharias Psaradakis [Downloadable!] 2007 Bootstrap Hypothesis Testing by James G. MacKinnon [Downloadable!] 2007 Covariance-based orthogonality tests for regressors with unknown persistence by Alex Maynard & Katsumi Shimotsu [Downloadable!] 2007 Asymptotic and bootstrap properties of rank regressions by Subbotin, Viktor [Downloadable!] 2007 Modelling procurement effects on cooperation by Eriksson, Per-Erik & Pesämaa, Ossi [Downloadable!] 2007 Development of relationships in interorganizational networks: studies in the tourism and construction industries by Pesämaa, Ossi [Downloadable!] 2007 It’s all about Trust and Loyalty: Partner Selection Mechanisms in Tourism Networks by Pesämaa, Ossi & Örtqvist, Daniel & Hair Jr, Josph F [Downloadable!] 2007 Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2007 Comparison of time series with unequal length by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2007 Banking crises and nonlinear linkages between credit and output by Serwa, Dobromił [Downloadable!] 2007 With or Without U? - The appropriate test for a U shaped relationship by Lind, Jo Thori & Mehlum, Halvor [Downloadable!] 2007 A Multivariate Causality Analysis of Export and Growth for Turkey by Halicioglu, Ferda [Downloadable!] 2007 The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001 by Travaglini, Guido [Downloadable!] 2007 Effect Weekend And Effect Month End In The Chilean Stock Market by Espinosa Méndez, Christian [Downloadable!] 2007 Testing for a common latent variable in a linear regression by Wittenberg, Martin [Downloadable!] 2007 Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan by Faheem Jehangir Khan & Yaser Javed [Downloadable!] 2007 Testing Conditional Independence via Rosenblatt Transforms by Kyungchul Song [Downloadable!] 2007 Geography and Industry Meets Venture Capital by Yochanan Shachmurove [Downloadable!] 2007 Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise by Masato Ubukata & Kosuke Oya 2007 Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise by Masato Ubukata & Kosuke Oya 2007 The Impacts of Shopbots on Online Consumer Search by Jie Jennifer Zhang & Bing Jing & [Downloadable!] 2007 Standards Competition In The Presence Of Digital Conversion Technology: An Empirical Analysis Of The Flash Memory Card Market by Charles Z. Liu & Chris F. Kemerer & Michael D. Smith [Downloadable!] 2007 Do Voters Vote Sincerely? by Arianna Degan & Antonio Merlo [Downloadable!] 2007 Bootstrap-Based Improvements for Inference with Clustered Errors by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable!] 2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small [Downloadable!] 2007 Semiparametric estimation of the dependence parameter of the error terms in multivariate regression by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle [Downloadable!] 2007 Effet peso : présentation théorique et application à la politique monétaire by Nicolas Million [Downloadable!] 2007 Change in persistence tests for panels by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano [Downloadable!] 2007 A Panel-CADF Test for Unit Roots by Costantini, Mauro & Lupi, Claudio & Popp, Stephan [Downloadable!] 2007 Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews by J.G. Hirschberg & J. N. Lye [Downloadable!] 2007 Conceptual Frameworks and Experimental Design in Simultaneous Equations by C.L. Skeels [Downloadable!] 2007 A Reinterpretation of Interactions in Regressions by J. Hirschberg & J. Lye [Downloadable!] 2007 On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling by Riccardo Borgoni & Piero Quatto [Downloadable!] 2007 Testing For Restricted Stochastic Dominances: Some Further Results by Russell Davidson [Downloadable!] 2007 Wild Bootstrap Tests For Iv Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2007 Bootstrapping Econometric Models by Russell Davidson [Downloadable!] 2007 A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances by Badi H. Baltagi & Peter Egger & Michael Pfaffermayr [Downloadable!] 2007 A Monte Carlo Study of Efficiency Estimates from Frontier Models by William C. Horrace & Seth O. Richards [Downloadable!] 2007 Testing for Instability in Factor Structure of Yield Curves by Dennis Philip & Chihwa Kao & Giovanni Urga [Downloadable!] 2007 Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective by BAUMONT, Catherine [Downloadable!] 2007 Can Baumol's Model of Unbalanced Growth Contribute to Explaining the Secular Rise in Health Care Expenditure? An Alternative Test by Jochen Hartwig [Downloadable!] 2007 Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations by Nadine Chlass & Jens J. Krueger [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata [Downloadable!] 2007 Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick [Downloadable!] 2007 Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit by Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre [Downloadable!] 2007 Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications by Juan Carlos Escanciano [Downloadable!] 2007 Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process by Daisuke Nagakura [Downloadable!] 2007 The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study by Wagner, Martin & Hlouskova, Jaroslava [Downloadable!] 2007 Instrumental variable estimation with heteroskedasticity and many instruments by Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson [Downloadable!] 2007 The weak instrument problem of the system GMM estimator in dynamic panel data models by Maurice Bun & Frank Windmeijer [Downloadable!] 2007 Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative by Joel Horowitz & Sokbae 'Simon' Lee [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Conditional Complexity of Compression for Authorship Attribution by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li [Downloadable!] 2007 A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models by Kazuhiko Hayakawa [Downloadable!] 2007 The trade off between time and money: Is there a difference between real and hypothetical choices? by Isacsson, Gunnar [Downloadable!] 2007 The choice between two hypothesis tests by Ruist, Erik [Downloadable!] 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model by Nakatani, Tomoaki & Teräsvirta, Timo [Downloadable!] 2007 Testing for a break in persistence under long-range dependencies by Sibbertsen, Philipp & Kruse, Robinson [Downloadable!] 2007 Can we distinguish between common nonlinear time series models and long memory? by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2007 Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income by Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod [Downloadable!] 2007 Euro Area Inflation: Aggregation Bias and Convergence by Joseph P. Byrne & Norbert Fiess [Downloadable!] 2007 Volatility, Financial Development and the Natural Resource Curse by Frederick van der Ploeg & Steven Poelhekke [Downloadable!] 2007 How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing by Karl H. Schlag [Downloadable!] 2007 Inference in the Presence of Stochastic and Deterministic Trends by Chevillon, Guillaume [Downloadable!] 2007 The Spatial Distribution of Economic Activities in Italy by Laura de Dominicis & Giuseppe Arbia & Henri L.F. de Groot [Downloadable!] 2007 The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2007 A Method of Moments Estimator of Tail Dependence by Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J. [Downloadable!] 2007 A Note on the Use of R-squared in Model Selection by Alfredo A. Romero [Downloadable!] 2007 Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection by Donald W.K. Andrews & Gustavo Soares [Downloadable!] 2007 Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Applications of Subsampling, Hybrid, and Size-Correction Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Hybrid and Size-Corrected Subsample Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Cognition and Strategy: A Deliberation Experiment by Eric Dickson & Catherine Hafer & Dimitri Landa [Downloadable!] 2007 Volatility, Financial Development and the Natural Resource Curse by Poelhekke, Steven & van der Ploeg, Frederick [Downloadable!] 2007 Do Voters Vote Sincerely? by Degan, Arianna & Merlo, Antonio [Downloadable!] 2007 Technical Trading Revisited: Persistence Tests, Transaction Costs, and False Discoveries by Pierre Bajgrowicz & Olivier Scaillet [Downloadable!] 2007 Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data by Joaquim J.S. Ramalho & Esmeralda A. Ramalho [Downloadable!] 2007 Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick [Downloadable!] 2007 Inference about Realized Volatility using Infill Subsampling by Ilze Kalnina & Oliver Linton [Downloadable!] 2007 Testing a model of the UK by the method of indirect inference by Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David [Downloadable!] 2007 Discriminating mean and variance shifts by Carlos Santos [Downloadable!] 2007 Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling by Carlos Santos & Maria Alberta Oliveira [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by Pesaran, M.H. & Smit, L.V. & Yamagata, T. [Downloadable!] 2007 Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models by Hsiao, C. & Pesaran, M.H. & Pick, A. [Downloadable!] 2007 Tests of time-invariance by Busettti, F. & Harvey, A. [Downloadable!] 2007 Tests of time-invariance by Busettti, F. & Harvey, A. [Downloadable!] 2007 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models by Maurice J.G. Bun & Frank Windmeijer [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Optimality Tests for Multi-Horizon Forecasts by Carlos Capistrán [Downloadable!] 2007 Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience by Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega [Downloadable!] 2007 Using the HEGY Procedure When Not All Roots Are Present by Tomas del Barrio Castro [Downloadable!] 2007 Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics by Giulio PALOMBA & Luca FANELLI [Downloadable!] 2007 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models by Mark Podolskij & Daniel Ziggel [Downloadable!] 2007 Risk, Jumps, and Diversification by Tim Bollerslev & Tzuo Hann Law & George Tauchen [Downloadable!] 2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects by Bourbonnais, R. & Vallin, Ph. [Downloadable!] 2007 The Statistical Analysis of finding Optium Ratio between Real Aircraft and Simulator Flights: an application to army aviation by Altinok, Taner & Lafci, Aydin & Ersoz, Filiz [Downloadable!] 2007 Bootstrapping econometric models (in Russian) by Russell Davidson [Downloadable!] 2007 Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones by Glynn, John & Perera, Nelson [Downloadable!] 2007 Inflation Convergence and Divergence within the European Monetary Union by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti [Downloadable!] 2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española by Helena Chuliá & Hipòlit Torró [Downloadable!] 2007 Testing for Model Selection in Predicting Aggregate Variables by Giacomo Sbrana 2007 Using All Observations when Forecasting under Structural Breaks by Stanislav Anatolyev & Victor Kitov [Downloadable!] 2007 The Impact of Macroeconomic News on Exchange Rate Volatility by Helinä Laakkonen [Downloadable!] 2007 Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model by JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank [Downloadable!] 2007 Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001 by SANTOS, Carlos & OLIVEIRA, Maria Alberta [Downloadable!] 2007 Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2006 Testing Multiple Hypotheses with Common Effect Direction Using the Closure Method by Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf [Downloadable!] 2006 Human capital and successful academic spin-off by Müller, Bettina [Downloadable!] 2006 Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration by Herwartz, Helmut & Xu, Fang [Downloadable!] 2006 Forecast Encompassing Tests and Probability Forecasts by Clements, Michael P & Harvey, David I [Downloadable!] 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence by Giulietti, Monica & Otero, Jesús & Smith, Jeremy [Downloadable!] 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2006 A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models by P. Siklos, W. Enders & B. Falk [Downloadable!] 2006 Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration by Manolis Syllignakis & Georgios Kouretas [Downloadable!] 2006 The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data by David E. A. Giles [Downloadable!] 2006 Benford's Law and Psychological Barriers in Certain eBay Auctions by Ocean Fan Lu & David E. A. Giles [Downloadable!] 2006 Spurious Regressions With Time-Series data: Further Asymptotic Results by David E. A. Giles [Downloadable!] 2006 Output fluctuations persistence: Do cyclical shocks matter? by Silvestro Di Sanzo [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005 by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!] 2006 Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!] 2006 Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test by Jayanthakumaran, Kankesu & Pahlavani, Mosayeb [Downloadable!] 2006 Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test by Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman [Downloadable!] 2006 Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances by He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P. [Downloadable!] 2006 Joint Diagnostic Tests for Conditional Mean and Variance Specifications by Juan Carlos Escanciano [Downloadable!] 2006 EU Merger Remedies: A Preliminary Empirical Assessment by Tomaso Duso & Klaus Gugler & Burcin Yurtoglu [Downloadable!] 2006 Policy Impacts on Vietnam Stock Market: A Case of Anomalies and Disequilibria 2000-2006 by André Farber & Nguyen Van Nam & Quan Hoang Vuong [Downloadable!] 2006 Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities by Kyoo il Kim [Downloadable!] 2006 A Consistent Model Specification Test with Mixed Discrete and Continuous Data by Cheng Hsiao & Qi Li & Jeff Racine [Downloadable!] 2006 Inference in GARCH when some coefficients are equal to zero by Christian Francq & Jean-Michel Zakoïan [Downloadable!] 2006 Stochastic unit-root bilinear processes by Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan 2006 Monotonic Power in tests for structural change in the mean based on orthonormal series filtering by Elena Andreou 2006 Evaluating the Predictive Abilities of Semiparametric Multivariate Models by Valentyn Panchenko 2006 Breaking trend panel unit root tests by Pui Sun Tam & University of Macau [Downloadable!] 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets by Arnab Kumar Laha 2006 Spurious regression and econometric trends by Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato 2006 Marginal Effects and Significance Testing with Heckman’s Sample Selection Model: A Methodological Note by Colin Vance [Downloadable!] 2006 Learning and Model Validation by In-Koo Cho & Kenneth Kasa [Downloadable!] 2006 Two-part tariffs versus linear pricing between manufacturers and retailers : empirical tests on differentiated products markets by Bonnet, C. & Dubois, P. & Simioni, M. [Downloadable!] 2006 Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions by Hugo Kruiniger [Downloadable!] 2006 Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates by Richard T. Baillie & George Kapetanios [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data by Hugo Kruiniger [Downloadable!] 2006 Simple (but effective) tests of long memory versus structural breaks by Katsumi Shimotsu [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Inference via kernel smoothing of bootstrap P values by Jeff Racine & James G. MacKinnon [Downloadable!] 2006 Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap by Russell Davidson & James G. MacKinnon [Downloadable!] 2006 Bootstrap Methods in Econometrics by James G. MacKinnon [Downloadable!] 2006 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2006 Applications of the Fast Double Bootstrap by James G. MacKinnon [Downloadable!] 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation by Pötscher, Benedikt M. [Downloadable!] 2006 The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion by Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj [Downloadable!] 2006 The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model by Barnett, William A. & Usui, Ikuyasu [Downloadable!] 2006 Income convergence: fresh evidence from the Nordic countries by Liew, Venus Khim-Sen & Ahmad, Yusuf [Downloadable!] 2006 Does Gibrat’s law hold amongst dairy farmers in Northern Ireland? by Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus [Downloadable!] 2006 The Empirical Saddlepoint Approximation for GMM Estimators by Sowell, Fallaw [Downloadable!] 2006 Do Voters Vote Sincerely? 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Watson [Downloadable!] 2006 Exploring the CDS-Bond Basis by Jan De Wit [Downloadable!] 2006 Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity by Azhong Ye & Rob J Hyndman & Zinai Li [Downloadable!] 2006 Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations by Giovanni Forchini [Downloadable!] 2006 Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain by Nicolas Million [Downloadable!] 2006 Survival on the Titantic: Illustrating Wald and LM Tests for Proportions and Logits by Robert Dixon & William Griffiths [Downloadable!] 2006 The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling by Piero Quatto & Riccardo Borgoni [Downloadable!] 2006 On the Robustness of Robustness Checks of the Environmental Kuznets Curve by Marzio Galeotti & Matteo Manera & Alessandro Lanza [Downloadable!] 2006 Moments Of Iv And Jive Estimators by Russell Davidson & James MacKinnon [Downloadable!] 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables by Russell Davidson & James MacKinnon [Downloadable!] 2006 Testing For Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots by Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis [Downloadable!] 2006 Random effects and Spatial Autocorrelations with Equal Weights by Badi H. Baltagi [Downloadable!] 2006 Inter-Industry Gender Wage Gaps by Knowledge Intensity: Discrimination and Technology in Korea by William C. Horrace & Beyza P. Ural & Jin Hwa Jung [Downloadable!] 2006 Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach by Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier [Downloadable!] 2006 DAD: a Software for Poverty and Distributive Analysis by Abdelkrim Araar & Jean-Yves Duclos [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 What Drives Health Care Expenditure? 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Hashem Pesaran & Allan Timmermann [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models by Alicia Pérez Alonso [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Ranking Inequality: Applications of Multivariate Subset Selection by William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding [Downloadable!] 2006 The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? by Wagner, Martin [Downloadable!] 2006 Exploring the Environmental Kuznets Hypothesis. 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Schlag [Downloadable!] 2006 A Stochastic Theory of Geographic Concentration and the Empirical Evidence in Germany by T. Brenner [Downloadable!] 2006 The Regional Industry-size Distribution - An Analysis of all Types of Industries in Germany by Thomas Brenner [Downloadable!] 2006 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2006 Consumer Response to Seasonal Clearance Sales: Experimental Analysis of Consumer Personality Traits in Self Service Stores by Rajagopal [Downloadable!] 2006 Analyzing cost efficient production behavior under economies of scope : a nonparametric methodology by Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic [Downloadable!] 2006 Tests for independence in nonparametric regression by Einmahl, John H.J. & Van Keilegom, Ingrid [Downloadable!] 2006 Goodness-of-fit tests in nonparametric regression by Einmahl, John H.J. & Van Keilegom, Ingrid [Downloadable!] 2006 Local asymptotic normality and efficient estimation for inar (P) models by Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M. [Downloadable!] 2006 An asymptotic analysis of nearly unstable inar (1) models by Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M. [Downloadable!] 2006 Rank Tests for Instrumental Variables Regression with Weak Instruments by Donald W.K. Andrews & Gustavo Soares [Downloadable!] 2006 Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2006 Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets by Bonnet, Celine & Dubois, Pierre & Simioni, Michel [Downloadable!] 2006 Challenges and Opportunities for Resource Rich Economies by van der Ploeg, Frederick [Downloadable!] 2006 Selecting Copulas for Risk Management by Koedijk, Kees & Kole, Erik & Verbeek, Marno [Downloadable!] 2006 L’économie expérimentale pour l’analyse de modifications au système centralisé de vente du quota laitier au Québec by Maurice Doyon & Lota Dabio Tamini & Virginie Simard & Kent Messer & Harry M. Kaiser [Downloadable!] 2006 Testing For Equality Between Two Copulas by Bruno Rémillard & Olivier Scaillet [Downloadable!] 2006 Robust Subsampling by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani [Downloadable!] 2006 Tests in contingency tables as regression tests by Stanislav Anatolyev & Grigory Kosenok [Downloadable!] 2006 Nonparametric retrospection and monitoring of predictability of financial returns by Stanislav Anatolyev [Downloadable!] 2006 Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? by Guglielmo Maria Caporale & Christoph Hanck [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 Testing Dependence among Serially Correlated Multi-category Variables by M. Hashem Pesaran & Allan Timmermann [Downloadable!] 2006 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError by Ilze Kalnina & Oliver Linton [Downloadable!] 2006 Macroeconomic Instability in the European Monetary System? by Amalia Morales Zumaquero & Simón Sosvilla Rivero [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by Kapetanios, G. & Pesaran, M.H. & Yamagata, T. [Downloadable!] 2006 Testing Dependence Among Serially Correlated Multi-category Variables by Pesaran, M.H. & Timmermann, A. [Downloadable!] 2006 A Bias-Adjusted LM Test of Error Cross Section Independence by Pesaran, M.H. & Ullah, A. & Yamagata. T. [Downloadable!] 2006 The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent by Mikael Bask & Tung Liu & Anna Widerberg [Downloadable!] 2006 Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy by Tung Liu & Courtenay Cliff Stone [Downloadable!] 2006 GMM for panel count data models by Frank Windmeijer [Downloadable!] 2006 Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process by Ai Deng Author-X-Name-First: Ai [Downloadable!] 2006 Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models by Alois Kneip & Léopold Simar & Paul W. Wilson [Downloadable!] 2006 Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks by Antonio E. Noriega & Daniel Ventosa-Santaulària [Downloadable!] 2006 Detecting Jumps in High-Frequency Financial Series Using Multipower Variation by Carla Ysusi [Downloadable!] 2006 Spurious Regression and Econometric Trends by Antonio E. Noriega & Daniel Ventosa-Santaulària [Downloadable!] 2006 Forecasting Canadian Time Series with the New Keynesian Model by Ali Dib & Mohamed Gammoudi & Kevin Moran [Downloadable!] 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!] 2006 Testing for multicointegration in panel data with common factors by Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre [Downloadable!] 2006 Bootstrapping pairs in Distance-Based Regression by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2006 On determining the importance of a regressor with small and undersized samples by Peter Sandholt Jensen & Allan H. Würtz [Downloadable!] 2006 A Note on the Vogelsang Test for Additive Outliers by Niels Haldrup & Andreu Sansó [Downloadable!] 2006 A Non-Parametric Test of the Conditional CAPM for the Mexican Economy by Jorge H. del Castillo-Spíndola [Downloadable!] 2006 Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test by Jayanthakumaran, K. & Pahlavani, M. [Downloadable!] 2006 Droit, gouvernance d’entreprise et structure du système financier:une analyse économétrique du cas français (1980-2004) by Afef Boughanmi & Bruno Deffains 2006 On the distributional effects of income in an aggregate consumption relation by Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine [Downloadable!] 2006 Selection Procedures for Economics by William C. Horrace 2006 Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from? by Olivier Roodenburg & Ard H.J. den Reijer 2005 Avoiding Data Snooping in Multilevel and Mixed Effects Models by David Afshartous & Michael Wolf [Downloadable!] 2005 Formalized Data Snooping Based on Generalized Error Rates by Joseph P & Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2005 Unit roots and cointegration in panels by Breitung, Jörg & Pesaran, M. Hashem [Downloadable!] 2005 EU Merger Remedies: A Preliminary Empirical Assessment by Tomaso Duso & Klaus Gugler & Burcin Yurtoglu [Downloadable!] 2005 Exploring the Carbon Kuznets Hypothesis by Georg Muller-Furstenberger & Martin Wagner & Benito Muller [Downloadable!] 2005 Trade balance and terms of trade in U.S.: a time-scale decomposition analysis by Luca De Benedictis & Marco Gallegati [Downloadable!] 2005 A Note On Income Converge Effects In Regional Integration Agreements by Fabrizio Carmignani [Downloadable!] 2005 Can the SupLR test discriminate between different switching by CHARFEDDINE Lanouar [Downloadable!] 2005 Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange by Dimitris Kenourgios & Aristeidis Samitas [Downloadable!] 2005 Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets by Tibor Neugebauer & Javier Perote [Downloadable!] 2005 Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders by Tibor Neugebauer [Downloadable!] 2005 Sound and Fury: McCloskey and Significance Testing in Economics by Kevin D. Hoover & Mark V. Siegler [Downloadable!] 2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe by Pierangelo De Pace [Downloadable!] 2005 Robustness or Efficiency, A Test to Solve the Dilemma by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi [Downloadable!] 2005 Parametric and semiparametric specification tests for binary choice models: a comparative simulation study by Isabel Proenca & Joao Santos Silva [Downloadable!] 2005 The Variance Ratio Statistic at large Horizons by Willa Chen & Rohit Deo [Downloadable!] 2005 Question de causalité entre développement réel et développement financier : Une notion encore embarrassée by Hamdi KHALFAOUI [Downloadable!] 2005 Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions by David E. Giles [Downloadable!] 2005 Testing for a Unit Root against Transitional Autoregressive Models by Joon Y. Park & Mototsugu Shintani [Downloadable!] 2005 On the Long-Run Variance Ratio Test for a Unit Root by Ye Cai & Mototsugu Shintani [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Panel Smooth Transition Regression Models by Andres Gonzalez & Timo Terasvirta & Dick van Dijk [Downloadable!] 2005 A general multivariate threshold GARCH model with dynamic conditional correlations by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Testing I(1) against I(d) alternatives in the presence of deteministic components by Juan J. Dolado & Jesús Gonzalo & Laura Mayoral [Downloadable!] 2005 Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks by Laura Mayoral [Downloadable!] 2005 Further evidence on the statistical properties of Real GNP by Laura Mayoral [Downloadable!] 2005 What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks by Juan J. Dolado & Jesús Gonzalo & Laura Mayoral [Downloadable!] 2005 The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis by Sanidas, Elias [Downloadable!] 2005 The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks by Pahlavani, Mosayeb [Downloadable!] 2005 Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach by Pahlavani, Mosayeb [Downloadable!] 2005 Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test by Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb [Downloadable!] 2005 Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks by Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas [Downloadable!] 2005 Asset Restructuring and the Cost of Capital by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J. [Downloadable!] 2005 A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference? by Al-Zoubi, Haitham A. & Daal, Elton [Downloadable!] 2005 International Diversification with American Depository Receipts (ADRs) by Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal C. [Downloadable!] 2005 An Analysis of the Corporate Cash Holding Decision by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J. [Downloadable!] 2005 Basel Capital Requirements and Bank Credit Risk Taking In Developing Countries by Hussain, M. Ershad & Hassan, M. Kabir [Downloadable!] 2005 A Consistent Diagnostic Test for Regression Models Using Projections by Juan Carlos Escanciano [Downloadable!] 2005 On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions by Juan Carlos Escanciano [Downloadable!] 2005 Goodness-of-fit Tests for Linear and Non-linear Time Series Models by Juan Carlos Escanciano [Downloadable!] 2005 Food Protection for Sale by Rigoberto A. Lopez & Xenia Matschke [Downloadable!] 2005 Testing for Additive Outliers in Seasonally Integrated Time Series by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!] 2005 The KPSS Test with Two Structural Breaks by Josep Lluís Carrion-i-Silvestre & Andreu Sansó [Downloadable!] 2005 Testing the Null of Cointegration with Structural Breaks by Josep Lluís Carrion-i-Silvestre & Andreu Sansó [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Olivier Scaillet & Laurent Barras & Russell R. Wermers [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Jörg Breitung & M. Hashem Pesaran [Downloadable!] 2005 Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process by Cheng Hsiao & Siyan Wang [Downloadable!] 2005 Testing Slope Homogeneity in Large Panels by M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2005 The Long and the Short of It: Long Memory Regressors and Predictive Regressions by Aaron Smallwood; Alex Maynard; Mark Wohar [Downloadable!] 2005 Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques by Bonnet, C. [Downloadable!] 2005 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets by George Kapetanios [Downloadable!] 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by George Kapetanios & M. Hashem Pesaran [Downloadable!] 2005 Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria by George Kapetanios [Downloadable!] 2005 Choosing the Optimal Set of Instruments from Large Instrument Sets by George Kapetanios [Downloadable!] 2005 Testing for Neglected Nonlinearity in Long Memory Models by Richard T. Baillie & George Kapetanios [Downloadable!] 2005 ANOVA in marketing researches by Tomescu Dumitrescu, C. [Downloadable!] 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? by Leeb, Hannes & Pötscher, Benedikt M. [Downloadable!] 2005 A complementary test for ADF test with an application to the exchange rates returns by Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng [Downloadable!] 2005 Regional Convergence in Mexico: A Cointegration Test with Price Index by Cabrera-Castellanos, Luis F. & Lozano-Cortés, René [Downloadable!] 2005 Evidence Of Chaotic Behavior In American Stock Markets by Espinosa Méndez, Christian [Downloadable!] 2005 East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests by Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw [Downloadable!] 2005 Local and global rank tests for multivariate varying-coefficient models by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras [Downloadable!] 2005 On rank estimation in symmetric matrices: the case of indefinite matrix estimators by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras [Downloadable!] 2005 The Empirical Trap of Sign Reversals with Equality Restrictions by Stephen E. Haynes [Downloadable!] 2005 Downside Risk by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2005 Nonrenewable Resource Prices: Deterministic or Stochastic Trends? by Junsoo Lee & John A. List & Mark Strazicich [Downloadable!] 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by DUFOUR, Jean-Marie & JOUINI, Tarek [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics by DUFOUR, Jean-Marie [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D. S. Poskitt & C. L. Skeels [Downloadable!] 2005 Some Properties of Tests for Possibly Unidentified Parameters by G. Forchini [Downloadable!] 2005 Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model by Giovanni Forchini [Downloadable!] 2005 Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant by Jahar L. Bhowmik & Maxwell L. King [Downloadable!] 2005 Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function by Jahar L. Bhowmik & Maxwell L. King [Downloadable!] 2005 Interactions in Regressions by J. Hirschberg & J. Lye [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D.S. Poskitt & C.L. Skeels [Downloadable!] 2005 Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect by O.T. Henry & S. Suardi [Downloadable!] 2005 Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics by Olan T. Henry & Nilss Olekalns & Sandy Suardi [Downloadable!] 2005 A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators by E.Panopoulou [Downloadable!] 2005 Ranking Inequality: Applications of Multivariate Subset Selection by William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding [Downloadable!] 2005 Le débat sur la croissance économique en Suisse Quelles conclusions ? (text in French) by Jean-Christian Lambelet & Claudio Sfreddo [Downloadable!] 2005 The Ill-Posed Problem in Growth Empirics by Peter Sandholt Jensen & Allan H. Würtz [Downloadable!] 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach by Alicia Pérez Alon & Silvestro Di Sanzo [Downloadable!] 2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation by Kunst, Robert M. [Downloadable!] 2005 GMM with many weak moment conditions by Whitney Newey & Frank Windmeijer [Downloadable!] 2005 Local GEL methods for conditional moment restrictions by Richard Smith [Downloadable!] 2005 Efficient information theoretic inference for conditional moment restrictions by Richard Smith [Downloadable!] 2005 Unit roots: identification and testing in micro panels by Steve Bond & Céline Nauges & Frank Windmeijer [Downloadable!] 2005 Generalized empirical likelihood tests in time series models with potential identification failure by Patrik Guggenberger & Richard Smith [Downloadable!] 2005 A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) by Hiroaki Chigira [Downloadable!] 2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests by Welz, Peter & Österholm, Pär [Downloadable!] 2005 An Empirical Model for Durations in Stocks by Simonsen, Ola [Downloadable!] 2005 Bayesian Inference of General Linear Restrictions on the Cointegration Space by Villani, Mattias [Downloadable!] 2005 Panel Cointegration Tests with Deterministic Trends and Structural Breaks by Westerlund, Joakim & Edgerton , David [Downloadable!] 2005 Testing for Panel Cointegration with Multiple Structural Breaks by Westerlund, Joakim 2005 Testing for Error Correction in Panel Data by Westerlund, Joakim [Downloadable!] 2005 Panel Cointegration Tests of the Fisher Hypothesis by Westerlund, Joakim [Downloadable!] 2005 Pooled Unit Root Tests in Panels with a Common Factor by Westerlund, Joakim [Downloadable!] 2005 New Simple Tests for Panel Cointegration by Westerlund, Joakim 2005 Panel Smooth Transition Regression Models by González, Andrés & Teräsvirta, Timo & van Dijk, Dick [Downloadable!] 2005 Simulation-based finite-sample linearity test against smooth transition models by González, Andrés & Teräsvirta, Timo 2005 Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Dickey-Fuller Type of Tests against Nonlinear Dynamic Models by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2005 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated by Sibbertsen, Philipp & Krämer, Walter [Downloadable!] 2005 Tests of Bias in Log-Periodogram Regression by Davidson, James & Sibbertsen, Philipp [Downloadable!] 2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR framework by Rothe, Christoph & Sibbertsen, Philipp [Downloadable!] 2005 International Patent Pattern and Technology Diffusion by Kurt A. Hafner [Downloadable!] 2005 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application by Jonathan B. Hill [Downloadable!] 2005 On Tail Index Estimation Using Dependent,Heterogenous Data by Jonathan B. Hill [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS [Downloadable!] 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] 2005 Testing for Stochastic Dominance Efficiency by Olivier Scaillet & Nikolas Topaloglou [Downloadable!] 2005 Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters by Olivier Scaillet [Downloadable!] 2005 A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives by Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet [Downloadable!] 2005 A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence by Olivier Scaillet [Downloadable!] 2005 Inflação e Défice Orçamental: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 Break in the mean and persistence of inflation - a sectoral analysis of French CPI by Laurent Bilke [Downloadable!] 2005 Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM by Franzoni, Francesco & Adrian, Tobias [Downloadable!] 2005 Comparing Distributions: The Harmonic Mass Index by Jeroen Hinloopen & Charles van Marrewijk [Downloadable!] 2005 Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis by Reza Anglingkusumo [Downloadable!] 2005 Stability of the Demand for Real Narrow Money in lndonesia by Reza Anglingkusumo [Downloadable!] 2005 Correcting for Primary Study Misspecifications in Meta-Analysis by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2005 Why Frequency Matters for Unit Root Testing by H. Peter Boswijk & Franc Klaassen [Downloadable!] 2005 International Patent Pattern and Technology Diffusion by Kurt A. Hafner [Downloadable!] 2005 Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity by Seung Hyun Hong & Peter C. B. Phillips [Downloadable!] 2005 A New Approach to Robust Inference in Cointegration by Sainan Jin & Peter C.B. Phillips & Yixiao Sun [Downloadable!] 2005 Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood by Taisuke Otsu & Yoon-Jae Whang [Downloadable!] 2005 Inference with Weak Instruments by Donald W.K. Andrews & James H. Stock [Downloadable!] 2005 Randomized Sign Test for Dependent Observations on Discrete Choice under Risk by Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown [Downloadable!] 2005 Sign Tests for Dependent Observations and Bounds for Path-Dependent Options by Donald J. Brown & Rustam Ibragimov [Downloadable!] 2005 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability by Lettau, Martin & van Nieuwerburgh, Stijn [Downloadable!] 2005 Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics by Jean-Marie Dufour [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Joerg Breitung & M. Hashem Pesaran [Downloadable!] 2005 Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors by Peter Egger & Mario Larch & Michael Pfaffermayr & Janette Walde [Downloadable!] 2005 Testing Slope Homogeneity in Large Panels by M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by George Kapetanios & M. Hashem Pesaran [Downloadable!] 2005 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Breitung, J. & Pesaran, M.H. [Downloadable!] 2005 On Testing Sample Selection Bias under the Multicollinearity Problem by Yamagata. T. [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by Kapetanios, G. & Pesaran, M.H. [Downloadable!] 2005 Testing Slope Homogeneity in Large Panels by Pesaran, M.H. & Yamagata. T. [Downloadable!] 2005 A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000 by Feng Zhu [Downloadable!] 2005 Testing the Parametric Specification of the Diffusion Function in a Diffusion Process by Fuchun Li [Downloadable!] 2005 Higher Education and Convergence in France: 1964-2000 by Valérie Canals & Claude Diebolt & Magali Jaoul [Downloadable!] 2005 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data by Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó [Downloadable!] 2005 Improving Size and Power in Unit Root Testing by Niels Haldrup & Michael Jansson [Downloadable!] 2005 Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis by MATILLA-GARCÍA, M. & RODRÍGUEZ RUIZ, J. [Downloadable!] 2005 Information Efficiency of Central Europe Stock Exchanges (in Czech) by Karel Diviš & Petr Teplý [Downloadable!] 2005 Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test by VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M. [Downloadable!] 2005 Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003 by Pahlavani, M. [Downloadable!] 2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept by Knüppel, Malte [Downloadable!] 2004 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2004 End-of-Sample Cointegration Breakdown Tests by Donald W.K. Andrews & Jae-Young Kim [Downloadable!] 2004 Tests of Independence in Separable Econometric Models by Donald J. Brown [Downloadable!] 2004 Testing for Seasonal Unit Roots in Heterogeneous Panels by Otero, Jesus & Smith, Jeremy & Giulietti, Monica [Downloadable!] 2004 Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case by Christophe Godlewski [Downloadable!] 2004 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application by Jonathan B. Hill [Downloadable!] 2004 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure by Elena Pesavento & Barbara Rossi [Downloadable!] 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates by Paulo M. M. Rodrigues & Antonio Rubia [Downloadable!] 2004 Classifying the Markets Volatility with ARMA Distance Measures by Edoardo Otranto [Downloadable!] 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach by Lauren Bin Dong [Downloadable!] 2004 The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach by Lauren Bin Dong [Downloadable!] 2004 No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles) by David E. A. Giles [Downloadable!] 2004 An Empirical Likelihood Ratio Test for Normality in Linear Regression by Lauren Bin Dong & David E. A. Giles [Downloadable!] 2004 An Empirical Likelihood Ratio Test for Normality by Lauren Bin Dong & David E. A. Giles [Downloadable!] 2004 Model Checks Using Residual Marked Empirical Processes by Juan Carlos Escanciano [Downloadable!] 2004 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? by Martin Wagner & Georg Müller-Fürstenberger [Downloadable!] 2004 Random Coefficient Panel Data Models by Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2004 International evidence on monetary neutrality under broken trend stationary models by R. Velazquez & Noriega & A. 2004 Testing multivariate hypotheses with positive definite bilinear forms by Valentyn Panchenko & Cees Diks 2004 The Econometric Analysis of Microscopic Simulation Models by Youwei Li & Bas Donkers [Downloadable!] 2004 Modified Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko 2004 Test for long memory processes. A bootstrap approach by Pilar Grau-Carles [Downloadable!] 2004 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model by Frederique Bec & Melika Ben Salem & Marine Carrasco [Downloadable!] 2004 Chi-square Tests for Parameter Stability by Marine Carrasco [Downloadable!] 2004 On Testing for Diagonality of Large Dimensional Covariance Matrices by George Kapetanios [Downloadable!] 2004 A New Method for Determining the Number of Factors in Factor Models with Large Datasets by George Kapetanios [Downloadable!] 2004 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP by Georgios Chortareas & George Kapetanios [Downloadable!] 2004 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2004 Testing for Exogeneity in Nonlinear Threshold Models by George Kapetanios [Downloadable!] 2004 The Power of Bootstrap and Asymptotic Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 2004 The Case Against JIVE by Russell Davidson & James G. MacKinnon [Downloadable!] 2004 Simulation-based Tests that Can Use Any Number of Simulations by Jeff Racine & James G. MacKinnon [Downloadable!] 2004 Nonlinearly testing for a unit root in the presence of a break in the mean by Gluschenko, Konstantin [Downloadable!] 2004 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models by Bhattacharjee, Arnab [Downloadable!] 2004 Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002 by Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos [Downloadable!] 2004 Local rank tests in a multivariate nonparametric relationship by Natércia Fortuna [Downloadable!] 2004 Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each? by Amir Shachmurove & Yochanan Shachmurove [Downloadable!] 2004 What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry by Emanuel Shachmurove & Yochanan Shachmurove [Downloadable!] 2004 The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies by Yochanan Shachmurove [Downloadable!] 2004 Rational Addiction with Optimal Inventories: Theory and Evidence from Cigarette Purchases in Japan by Junmin Wan 2004 Optimal Inference in Regression Models with Nearly Integrated Regressors by Michael Jansson & Marcelo J. Moreira [Downloadable!] 2004 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez [Downloadable!] 2004 Optimal Invariant Similar Tests for Instrumental Variables Regression by Donald W.K. Andrews & Marcelo Moreira & James H. Stock [Downloadable!] 2004 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics by Nelson C. Mark & Donggyu Sul [Downloadable!] 2004 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model by D. S. Poskitt & C. L. Skeels [Downloadable!] 2004 Box-Cox Stochas 
