## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C12: Hypothesis Testing: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Long memory in return structures from developed markets**

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

**Convergence in U.S. Metropolitan Statistical Areas**

*by*Ghassen El Montasser & Rangan Gupta & Devon Smithers

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Donâ€™t Stop â€™Til You Get Enough: a quickest detection approach to HTA**

*by*Daniele Bregantini

**On a simple quickest detection rule for health-care technology assessment**

*by*Daniele Bregantini & Jacco J.J. Thijssen

**Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?**

*by*Geraci, A.; & Fabbri, D.; & Monfardini, C.;

**Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing**

*by*JIN SEO CHO & HALBERT WHITE

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

**CCE estimation of factor-augmented regression models with more factors than observables**

*by*Karabiyik H. & Urbain J.R.Y.J. & Westerlund J.

**Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series**

*by*J. Isaac Miller

**On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests**

*by*Eric Ghysels & J. Isaac Miller

**Testing Local Average Treatment Effect Assumptions**

*by*Ismael Mourifie & Yuanyuan Wan

**Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions**

*by*Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

**Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix**

*by*Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu

**On the relevance of weaker instruments**

*by*Bertille Antoine & Eric Renault

**Consistent Pretesting for Jumps**

*by*Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**Eroded Coffee Traceability and Its Impact on Export Coffee Prices for Ethiopia**

*by*Leonard Leung

**Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?**

*by*Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Lardo Vassilios Babalos

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Goodness C. Aye & Rangan Gupta

**Detecting false positives in experimental auctions: A case study of projection bias in food consumption**

*by*Briz, Teresa & Drichoutis, Andreas C. & Nayga, Rodolfo M.

**Sign-based specification tests for martingale difference with conditional heteroscedasity**

*by*Chen, Min & Zhu, Ke

**On the Power of Invariant Tests for Hypotheses on a Covariance Matrix**

*by*Preinerstorfer, David & Pötscher, Benedikt M.

**Robust standard error estimators for panel models: a unifying approach**

*by*Millo, Giovanni

**Estimating and Testing Threshold Regression Models with Multiple Threshold Variables**

*by*Chong, Terence Tai Leung & Yan, Isabel K.

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels**

*by*Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim

**Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach**

*by*Phiri, Andrew & Dube, Wisdom

**Uniform Inference in Nonlinear Models with Mixed Identification Strength**

*by*Xu Cheng

**Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

**Specification Testing in Structural Nonparametric Cointegration**

*by*Chaohua Dong & Jiti Gao

**Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?**

*by*Costantini, Mauro & Lupi, Claudio

**A Laplace Stochastic Frontier Model**

*by*William C. Horrace & Christopher F. Parmeter

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. hoogerheide

**Testing For A General Class Of Functional Inequalities**

*by*Sokbae Lee & Kyungchul Song & Yoon-Jae Whang

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

**Out-Of-Sample Comparisons of Overfit Models**

*by*Calhoun, Gray

**A Combined Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Testing for a general class of functional inequalities**

*by*Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle

**A Modified Confidence Set for the Structural Break Date in Linear Regression Models**

*by*Yamamoto, Yohei

**A simple wavelet-based test for serial correlation in panel data models**

*by*Li, Yushu & Andersson, Fredrik N. G.

**A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root**

*by*Westerlund, Joakim & Norkute, Milda

**Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors**

*by*Westerlund, Joakim & Reese, Simon

**Confirmation: What's in the evidence?**

*by*Kataria, Mitesh

**Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility**

*by*Demetrescu, Matei & Sibbertsen, Philipp

**Model Risk in Backtesting Risk Measures**

*by*Evers, Corinna & Rohde, Johannes

**Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks**

*by*Muriel Fadairo & Jianyu Yu

**On Trend, Breaks and Initial Condition in Unit Root Testing**

*by*Anton Skrobotov

**Extremal Dependence and Contagion**

*by*Renée Fry-McKibbin & Cody Yu-Ling Hsiao

**Evaluation of Public R&D Policy: A Meta-Regression Analysis**

*by*SYOUM NEGASSI & JEAN-FRANCOIS SATTIN

**Maximum Likelihood Estimation for Correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties**

*by*Francisco Blasques & Siem Jan Koopman & and André Lucas

**Information Theoretic Optimality of Observation Driven Time Series Models**

*by*Francisco Blasques & Siem Jan Koopman & Andr� Lucas

**Maximum Likelihood Estimation for Generalized Autoregressive Score Models**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide

**A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk**

*by*Carsten Bormann & Melanie Schienle & and Julia Schaumburg

**Fractional Cointegration Rank Estimation**

*by*Katarzyna Lasak & Carlos Velasco

**Testing for Parameter Instability in Competing Modeling Frameworks**

*by*Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas

**Specification Tests for Nonlinear Dynamic Models**

*by*Igor Kheifets

**Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping**

*by*Russel Davidson & Andrea Monticini

**On Forecast Evaluation**

*by*Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith

**On the Finite Sample Properties of Pre-Test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Panel Data Gravity Models of International Trade**

*by*Badi H. Baltagi & Peter Egger & Michael Pfaffermayr

**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects**

*by*Kazuhiko Hayakawa & Vanessa Smith & Hashem Pesaran

**A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables**

*by*Eleanor Sanderson & Frank Windmeijer

**Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?**

*by*A. Geraci & D. Fabbri & C. Monfardini

**Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry**

*by*Jose Olmo & William Pouliot

**A General Theory of Rank Testing**

*by*Majid Al-Sadoon

**Detecting false positives in experimental auctions: A case study of projection bias in food consumption**

*by*Teresa Briz & Andreas C. Drichoutis & Rodolfo M. Nayga, Jr

**A simple and effective misspecification test for the double-hurdle model**

*by*Riccardo LUCCHETTI & Claudia PIGINI

**Discriminating between fractional integration and spurious long memory**

*by*Niels Haldrup & Robinson Kruse

**Spurious regressions and near-multicollinearity, with an application to aid, policies and growth**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Revealed Preferences in a Heterogeneous Population**

*by*Stefan Hoderlein & Jörg Stoye

**Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia**

*by*Rami Ben Haj - Kacem

**Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model**

*by*Gagea, Mariana

**Month Related Seasonality on the Macedonian Stock Market**

*by*Angelovska, Julijana

**Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests**

*by*Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal**

*by*Martin Mandel & Vladimír Tomšík

**Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach**

*by*Emilio Rojas & Werner Kristjanpoller

**An Econometric Model for Financial Stability Indicators**

*by*Mihaela Simionescu & Mirela Niculae & Marinel Nedelut

**Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage**

*by*Uwe Hassler & Verena Werkmann

**Statistical detection of fraud in the reporting of Croatian public companies**

*by*Sinisa Slijepcevic & Branimir Blaskovic

**The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks**

*by*Mohsen Mehrara & Abbas Ali Rezaei

**Factor-based prediction of industry-wide bank stress**

*by*Grover, Sean P. & McCracken, Michael W.

**One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List**

*by*Mitesh Kataria

**Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange**

*by*Mirzaee Ghazani, Majid & Khalili Araghi, Mansour

**Non-renewable resource prices: A robust evaluation from the stationarity perspective**

*by*Presno, María José & Landajo, Manuel & Fernández, Paula

**How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test**

*by*Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen

**The origins of the public debt of Italy: Geographically dispersed interests?**

*by*Buiatti, Cesare & Carmeci, Gaetano & Mauro, Luciano

**Spurious regressions and near-multicollinearity, with an application to aid, policies and growth**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Publication selection and the income elasticity of the value of a statistical life**

*by*Doucouliagos, Hristos & Stanley, T.D. & Viscusi, W. Kip

**Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013**

*by*Charles, Amélie & Darné, Olivier

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Cojumps in stock prices: Empirical evidence**

*by*Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.

**Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias**

*by*Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr

**Testing excess returns on event days: Log returns vs. dollar returns**

*by*Duarte-Silva, Tiago & Tripolski Kimel, Maria

**The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi**

*by*Lopatta, Kerstin & Kaspereit, Thomas

**Oil price risk exposure: The case of the U.S. Travel and Leisure Industry**

*by*Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid

**Modelling changes in the unconditional variance of long stock return series**

*by*Amado, Cristina & Teräsvirta, Timo

**Sieve M inference on irregular parameters**

*by*Chen, Xiaohong & Liao, Zhipeng

**Conditional moment models under semi-strong identification**

*by*Antoine, Bertille & Lavergne, Pascal

**A two-stage procedure for partially identified models**

*by*Kaido, Hiroaki & White, Halbert

**Testing conditional independence via empirical likelihood**

*by*Su, Liangjun & White, Halbert

**A predictability test for a small number of nested models**

*by*Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

**Testing for separability in structural equations**

*by*Lu, Xun & White, Halbert

**Testing for structural stability of factor augmented forecasting models**

*by*Corradi, Valentina & Swanson, Norman R.

**Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix**

*by*Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin

**On the properties of the coefficient of determination in regression models with infinite variance variables**

*by*Kurz-Kim, Jeong-Ryeol & Loretan, Mico

**Nonparametric estimation and inference for conditional density based Granger causality measures**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

**Inference of bidders’ risk attitudes in ascending auctions with endogenous entry**

*by*Fang, Hanming & Tang, Xun

**Pre and post break parameter inference**

*by*Elliott, Graham & Müller, Ulrich K.

**Nonparametric tests for tail monotonicity**

*by*Berghaus, Betina & Bücher, Axel

**Detecting big structural breaks in large factor models**

*by*Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús

**A fast resample method for parametric and semiparametric models**

*by*Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

**Nonparametric inference based on conditional moment inequalities**

*by*Andrews, Donald W.K. & Shi, Xiaoxia

**Sieve inference on possibly misspecified semi-nonparametric time series models**

*by*Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao

**A new approach to Bayesian hypothesis testing**

*by*Li, Yong & Zeng, Tao & Yu, Jun

**Moment-based tests for individual and time effects in panel data models**

*by*Wu, Jianhong & Li, Guodong

**Specification analysis of linear quantile models**

*by*Escanciano, J.C. & Goh, S.C.

**Testing for heteroskedasticity in fixed effects models**

*by*Juhl, Ted & Sosa-Escudero, Walter

**Semiparametric models with single-index nuisance parameters**

*by*Song, Kyungchul

**Model equivalence tests in a parametric framework**

*by*Lavergne, Pascal

**Estimation and inference for distribution functions and quantile functions in treatment effect models**

*by*Donald, Stephen G. & Hsu, Yu-Chin

**Constructing smooth tests without estimating the eigenpairs of the limiting process**

*by*Hsu, Shih-Hsun & Kuan, Chung-Ming

**Testing cointegration relationship in a semiparametric varying coefficient model**

*by*Gu, Jingping & Liang, Zhongwen

**A consistent nonparametric test of parametric regression functional form in fixed effects panel data models**

*by*Lin, Zhongjian & Li, Qi & Sun, Yiguo

**Integrated modified OLS estimation and fixed-b inference for cointegrating regressions**

*by*Vogelsang, Timothy J. & Wagner, Martin

**Is the ‘euro effect’ on trade so small after all? New evidence using gravity equations with panel cointegration techniques**

*by*Camarero, Mariam & Gómez, Estrella & Tamarit, Cecilio

**The maximum number of parameters for the Hausman test when the estimators are from different sets of equations**

*by*Nawata, Kazumitsu & McAleer, Michael

**A simple and effective misspecification test for the double-hurdle model**

*by*Lucchetti, Riccardo & Pigini, Claudia

**Empirical likelihood-based inference for the generalized entropy class of inequality measures**

*by*Mehdi, Tahsin & Stengos, Thanasis

**On the Fisher information matrix of a vector ARMA process**

*by*Bao, Yong & Hua, Ying

**Testing for joint significance in nonstationary binary choice model**

*by*Mao, Guangyu

**A note on tests of sphericity and cross-sectional dependence for fixed effects panel model**

*by*Mao, Guangyu

**Testing for normality in linear regression models using regression and scale equivariant estimators**

*by*Tabri, Rami Victor

**Testing of the mean reversion parameter in continuous time models**

*by*Iglesias, Emma M.

**Nowcasting causality in mixed frequency vector autoregressive models**

*by*Götz, Thomas B. & Hecq, Alain

**Asymptotic behaviour of tests for a unit root against an explosive alternative**

*by*Harvey, David I. & Leybourne, Stephen J.

**Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity**

*by*Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

**Do firms share the same functional form of their growth rate distribution? A statistical test**

*by*Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro

**Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada**

*by*Patrick Withey

**Economías de escala publicitarias en grandes empresas en México 2008-2011**

*by*Ignacio Javier Cruz Rodríguez

**Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data**

*by*Sanja Vuković

**Comportamiento no lineal en series de productos primarios**

*by*Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

**The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets**

*by*Thomas Kaspereit & Kerstin Lopatta

**The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Evaluating misspecification in DSGE models using tests for overidentifying restrictions**

*by*Reicher, Christopher Phillip

**Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation**

*by*Czudaj, Robert & Hanck, Christoph

**Aufs richtige Pferd setzen! Welche Faktoren beeinflussen Zufriedenheit und Verhaltensabsichten von Mitgliedern in deutschen Reitvereinen?**

*by*Kiefer, Stephanie

**Inter-firm R&D networks in pharmaceutical biotechnology: What determines firm's centrality-based partnering capability**

*by*Krogmann, Yin & Riedel, Nadine & Schwalbe, Ulrich

**Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings**

*by*Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

**A single composite financial stress indicator and its real impact in the euro area**

*by*Islami, Mevlud & Kurz-Kim, Jeong-Ryeol

**The empirical (ir)relevance of the interest rate assumption for central bank forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Testing for optimal monetary policy via moment inequalities**

*by*Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Doyle, O.; & Harmon, C.; & Heckman, J.J.; & Logue, C,; & Moon, S.H.;

**Testing for Autocorrelation in Quantile Regression Models**

*by*Lijuan Huo & Tae-Hwan Kim & Yunmi Kim

**Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis**

*by*Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

**Geographically Weighted Poisson Regression (GWPR) for Analyzing The Malnutrition Data in Java-Indonesia**

*by*Asep saefuddin & Didin Saepudin & Dian Kusumaningrum

**Institutional Polycentrism, Entrepreneurs’ Social Networks, And New Venture Growth**

*by*Bat Batjargal

**Variance estimation for richness measures**

*by*Michał Brzeziński

**A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence**

*by*Giorgio Calzolari & Laura Magazzini

**Variance Risk Premiums in Foreign Exchange Markets**

*by*Ammann, Manuel & Buesser, Ralf

**Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models**

*by*Audrino, Francesco & Camponovo, Lorenzo

**A simple test for the ignorability of non-compliance in experiments**

*by*Huber, Martin

**Social background's effect of educational attainment: Does method matter?**

*by*BÃ¼chner C.I.R. & Velden R.K.W. van der & Wolbers M.H.J.

**LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics**

*by*Zhou X. & Solberger M.

**A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification**

*by*Solberger M. & Zhou X.

**Social background's effect on educational attainment: does method matter?**

*by*Wolbers M.H.J. & Velden R.K.W. van der & BÃ¼chner C.I.R.

**IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics**

*by*David Kaplan

**IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics**

*by*David Kaplan & Matt Goldman

**Smoothed Estimating Equations for Instrumental Variables Quantile Regression**

*by*David Kaplan & Yixiao Sun

**Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion**

*by*David Kaplan

**Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series**

*by*Eric Ghysels & J. Isaac Miller

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J Heckman & Caitriona Logue & Seong Hyeok Moon

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J. Heckman & Caitríona Logue & Seong Hyeok Moon

**Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach**

*by*Ot�vio Bartalotti

**Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Model Equivalence Tests in a Parametric Framework**

*by*Lavergne, Pascal

**Testing for Equilibrium Multiplicity in Dynamic Markov Games**

*by*Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya

**Inference in Semiparametric Binary Response Models with Interval Data**

*by*Yuanyuan Wan & Haiqing Xu

**Analyzing Banks' Opinions on the Loan Supply and Loan Demand Using Multi-Country Bank Lending Survey Data**

*by*Defne Mutluer Kurul

**Reserve Options Mechanism and FX Volatility**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks**

*by*Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Exploring the Meaning of Significance in Experimental Economics**

*by*Andreas Ortman & Le Zhang

**Testing Stationarity for Unobserved Components Models**

*by*James Morley & Irina B. Panovska & Tara M. Sinclair

**Testing for linear and Markov switching DSGE models**

*by*Marian Vavra

**Testing for non-linearity in multivariate stochastic processes**

*by*Marian Vavra

**Testing for marginal asymmetry of weakly dependent processes**

*by*Marian Vavra

**LM Tests of Spatial Dependence Based on Bootstrap Critical Values**

*by*Zhenlin Yang

**Model Selection Tests for Conditional Moment Inequality Models**

*by*Yu-Chin Hsu & Xiaoxia Shi

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

**A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing**

*by*Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

**A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing**

*by*Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

**Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets**

*by*Pei Kuang & M. SchrÃ¶der & Q. Wang

**Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)**

*by*Gillian van Heerden and Paul Alagidede

**Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation**

*by*Christoph Hanck & Robert Czudaj

**Testing for Structural Stability of Factor Augmented Forecasting Models**

*by*Valentina Corradi & Norman Swanson

**A J-Test for Panel Models with Fixed Effects, Spatial and Time**

*by*Harry H. Kelejian & Gianfranco Piras

**Restatement of the I-O Coefficient Stability Problem**

*by*Dobrescu, Emilian

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Hypothesis Testing for Arbitrary Bounds**

*by*Jeffrey Penney

**Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets**

*by*Giuseppe Cavaliere & Morten Ã˜rregaard Nielsen & A.M. Robert Taylor

**Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach**

*by*Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher

**Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India**

*by*Hiremath, Gourishankar S & Kumari, Jyoti

**Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach**

*by*Adeniji, Sesan

**Testing for the buffered autoregressive processes**

*by*Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung

**Factor double autoregressive models with application to simultaneous causality testing**

*by*Guo, Shaojun & Ling, Shiqing & Zhu, Ke

**A bootstrapped spectral test for adequacy in weak ARMA models**

*by*Zhu, Ke & Li, Wai-Keung

**Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations**

*by*Chen, Min & Zhu, Ke

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

**Assessing the number of components in a normal mixture: an alternative approach**

*by*Maciejowska, Katarzyna

**Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money**

*by*Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Make Almost Stochastic Dominance really Almost**

*by*Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

**Análisis de Estructuras Espaciales Persistentes. Desempleo Departamental en Argentina**

*by*Herrera Gómez, Marcos

**Working Paper: Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy**

*by*Sant'Anna, Pedro H. C.

**Testing for state dependence in binary panel data with individual covariates**

*by*Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**The Effects of Additional Monetary Tightening on Exchange Rates**

*by*Ermişoğlu, Ergun & Akçelik, Yasin & Oduncu, Arif & Taşkın, Temel

**Does long memory matter in forecasting oil price volatility?**

*by*Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests**

*by*Preinerstorfer, David & Pötscher, Benedikt M.

**The drivers of downside equity tail risk**

*by*Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen

**On the pricing and hedging of options for highly volatile periods**

*by*El-Khatib, Youssef & Hatemi-J, Abdulnasser

**A New Asymmetric GARCH Model: Testing, Estimation and Application**

*by*Hatemi-J, Abdulnasser

**Inference in non stationary asymmetric garch models**

*by*Francq, Christian & Zakoian, Jean-Michel

**Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile**

*by*Idrovo Aguirre, Byron & Lennon S., Joaquín

**Detecting dependence between spatial processes**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**Detecting Big Structural Breaks in Large Factor Models**

*by*Liang Chen & Juan Dolado & Jesus Gonzalo

**A wavelet approach to multiple cointegration testing**

*by*Javier Fernandez-Macho

**A Test for the Null of Multiple Cointegrating Vectors**

*by*Javier Fernandez-Macho

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J. Heckman & Caitriona Logue & Seong Moon

**The Estimation of Item Specific Intra and Inter Country Food Purchasing Power Parities with Application to Cross Country Comparisons of Food Expenditure: India, Indonesia and Vietnam**

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

**A model specification test for GARCH(1,1) processes**

*by*Leucht, Anne & Neumann, Michael H. & Kreiss, Jens-Peter

**Nonparametric tests for event studies under cross-sectional dependence**

*by*Matteo Pelagatti

**“They do know what they are doing... at least most of them.” Asymmetric Information in the (private) Disability Insurance**

*by*Spindler, Martin

**Not-So-Strong Evidence for Gender Differences in Risk Taking**

*by*Julie A. Nelson

**The Peer Performance of Hedge Funds**

*by*David Ardia & Kris Boudt

**Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence**

*by*Antonia Arsova & Deniz Dilan Karaman Oersal

**Model choice and size distribution: a Bayequentist approach**

*by*John-Oliver Engler & Stefan Baumgaertner

**Identifying Genuine Effects in Observational Research by Means of Meta-Regressions**

*by*Stephan B. Bruns

**One Swallow Doesn't Make a Summer - A Note**

*by*Mitesh Kataria

**Confirmation: What's in the evidence?**

*by*Mitesh Kataria

**Estimation and Inference under Weak IdentiÂ cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function**

*by*Jui-Chung Yang & Ke-Li Xu

**Poverty Trends in Turkey**

*by*Șeker, Sirma Demir & Jenkins, Stephen P.

**Inference with Difference-in-Differences Revisited**

*by*Brewer, Mike & Crossley, Thomas F. & Joyce, Robert

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Doyle, Orla & Harmon, Colm P. & Heckman, James J. & Logue, Caitriona & Moon, Seong Hyeok

**Block Bootstrap Consistency Under Weak Assumptions**

*by*Calhoun, Gray

**Inference for Inverse Stochastic Dominance**

*by*Francesco Andreoli

**Properties of the maximum likelihood estimator in spacial autoregressive models**

*by*Grant Hillier & Federico Martellosio

**Calculating confidence intervals for continuous and discontinuous functions of parameters**

*by*Tiemen Woutersen & John Ham

**Maximum score estimation of preference parameters for a binary choice model under uncertainty**

*by*Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung

**Estimating demand for differentiated products with error in market shares**

*by*Amit Gandhi & Zhentong Lu & Xiaoxia Shi

**Specification for Partially Identified Models defined by Moment Inequalities**

*by*Federico Bugni & Ivan Canay & Xiaoxia Shi

**Moment-Based Tests for Discrete Distributions**

*by*Bontemps, Christian

**Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models**

*by*Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

**Robust Estimation and Inference for Threshold Models with Integrated Regressors**

*by*Haiqiang Chen & & &

**Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines**

*by*Haiqiang Chen & Ying Fang & Yingxing Li &

**Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series**

*by*Yohei Yamamoto

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J. Heckman & Caitroina Logue & Seong Hyeok Moon

**Testing for Factor Loading Structural Change under Common Breaks**

*by*YAMAMOTO, Yohei & TANAKA, Shinya

**Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed**

*by*Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao

**Basking in the glory of schools: school characteristics and the self-concept of students in mathematics**

*by*Ksenia Tenisheva & Daniel Alexandrov

**The influence of financial constraints and real options on corporate investment decisions**

*by*Ekaterina Kuzmicheva & Kirill Kuzmichev

**Sociometric popularity in a school context**

*by*Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov

**Different levels of social organization in the formation of anti-school attitudes among adolescents**

*by*Valeria Ivaniushina & Daniel Alexandrov

**A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models**

*by*Li, Yushu & Andersson, Fredrik N. G.

**Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements**

*by*Reese, Simon & Li, Yushu

**Assessing the New Keynesian Phillips Curve in the Euro Area Using Disaggregate Data**

*by*Norkute, Milda

**Testing for a unit root in noncausal autoregressive models**

*by*Saikkonen, Pentti & Sandberg , Rickard

**A unified framework for testing in the linear regression model under unknown order of fractional integration**

*by*Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp

**Testing for Cointegration in a Double-LSTR Framework**

*by*Grote, Claudia & Sibbertsen, Philipp

**Truncated Product Methods for Panel Unit Root Tests**

*by*Xuguang Sheng & Jingyun Yang

**Determinants of Worldwide Software Piracy Losses**

*by*Nicolas Dias Gomes & Pedro André Cerqueira & Luís Alçada Almeida

**Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions**

*by*Anton Skrobotov

**Local Structural Trend Break in Stationarity Testing**

*by*Anton Skrobotov

**On GLS-detrending for deterministic seasonality testing**

*by*Anton Skrobotov

**Misspecification-robust inference in linear asset pricing models with irrelevant risk factors**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Consistent Model Specification Testing**

*by*James Davidson & Andreea G. Halunga

**Quantile regression with clustered data**

*by*Paulo M.D.C. Parente & Joao M.C. Santos Silva

**The trade balance in euro countries: a natural case study of periodic integration with a changing mean**

*by*Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit

**From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US**

*by*Emilio Congregado & Vicente Esteve & Antonio A. Golpe

**Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model**

*by*Marc Hallin & Marcelo Moreira J. & Alexei Onatski

**Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming**

*by*Chevillon, Guillaume

**On Uniform Inference in Nonlinear Models with Endogeneity**

*by*Shakeeb Khan & Denis Nekipelov

**A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data**

*by*Charles S. Bos & Pawel Janus

**Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support**

*by*Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk

**GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts**

*by*David Ardia & Lennart Hoogerheide

**New Goodness-of-fit Diagnostics for Conditional Discrete Response Models**

*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

*by*Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

**Testing the Martingale Hypothesis**

*by*Peter C.B. Phillips & Sainan Jin

**Interpretation and limits of sustainability tests in public finance**

*by*G. LAMÉ & M. LEQUIEN & P.-A. PIONNIER

**Testing for Granger Causality with Mixed Frequency Data**

*by*Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji

**Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series**

*by*Ghysels, Eric & Miller, J. Isaac

**An almost closed form estimator for the EGARCH model**

*by*HAFNER, Christian & LINTON, Oliver

**Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia**

*by*Zambrano Jurado, Juan Carlos

**Measurement and characterization of the middle class in Latin America**

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

**Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso**

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

*by*P.A. Bekker & F. Crudu

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk**

*by*Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou

**On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles**

*by*Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor

**A generalized goodness-of-functional form test for binary and fractional regression models**

*by*Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

**Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects**

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

**Risk and Evidence of Bias in Randomized Controlled Trials in Economics**

*by*Peter Boone & Alex Eble & Diana Elbourne

**Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness**

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

**Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets**

*by*P Kuang & M Schroder & Q Wang

**Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model**

*by*Rocío Elizondo

**Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances**

*by*Sermin Gungor & Richard Luger

**A Semiparametric Early Warning Model of Financial Stress Events**

*by*Ian Christensen & Fuchun Li

**Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs**

*by*Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**A unified framework for testing in the linear regression model under unknown order of fractional integration**

*by*Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen

**Changes in persistence, spurious regressions and the Fisher hypothesis**

*by*Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

**Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis**

*by*Kuan-Min Wang & Hung-Cheng Lai

**Reserve Options Mechanism:A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**The Sway of IMF Policies on the Romanian Economy amid Global Financial Crisis**

*by*Gurgen OHANYAN

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

**Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS**

*by*Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang

**A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability**

*by*Pincheira, Pablo

**Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy**

*by*Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana

**Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013**

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

**Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries**

*by*Afridi , M. Asim & Amiri, Arshia

**Survey on statistical inferences in weakly-identified instrumental variable models**

*by*Mikusheva, Anna

**Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)**

*by*Andrey Sinyakov

**Curiosity of Pay-Per-Bid Auctions: Evidence from Bonus.cz Auction Site**

*by*Miroslav Svoboda & Petr Bocák

**Price Dispersion on the Internet: Empirical Comparison of Several Commodities from the Czech Republic**

*by*Jiří Sedláček

**Understanding the functional central limit theorems with some applications to unit root testing with structural change**

*by*Juan Carlos Aquino & Gabriel Rodríguez

**How Does the Economic-Financial Crisis Affect Our Education? Study on EU-28 CountriesAbstract:During the last global financial crisis, the unemployment rate grew significantly, reaching dramatic accents among youth. Unemployment phenomenon hit various segments of population with different levels of education, but especially those without an upper secondary education. This paper examines how the latest global financial crisis has influenced major developments in education and training, using, on the one hand, indicators that reflect the general economic picture in EU countries, and, on the other hand, indicators that reflect aspects of the education sector. Also, the paper analyzes the relationship between financial and the non-financial sides of education and training sector. The following indicators were included in the analysis: Participation rate in education, Early leavers from education and training, Total public expenditure on education, General Government Deficit**

*by*Ghita Simona & Titan Emilia & Boboc Cristina

**What Influences Students’ Expectations In What Regards Grades?**

*by*Mare Codruta & Popa Irimie Emil & Span Georgeta Ancuta &

**Inference in the Presence of Weak Instruments: A Selected Survey**

*by*Poskitt, D. S. & Skeels, C. L.

**A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre**

*by*Jáki, Erika

**Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests**

*by*Otuken Senger

**Turk Bankacilik Sektorunde Faaliyet Gosteren Bankalarin Etkinliklerinin Veri Zarflama Analizi Ile Olculmesi: 2004-2009 Yillari Uygulamasi**

*by*Ismail Kucukaksoy & Selcen Onal

**Simulación estocástica de esquemas piramidales tipo Ponzi**

*by*Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

**We Agree That Statistical Significance Proves Essentially Nothing: A Rejoinder to Thomas Mayer**

*by*Stephen T. Ziliak & Deirdre N. McCloskey

**Reply to Deirdre McCloskey and Stephen Ziliak on Statistical Significance**

*by*Thomas Mayer

**Long memory in return structures from developed markets**

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

**Long memory in return structures from developed markets**

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

**Corruption and persistent informality: An empirical investigation for India**

*by*Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta

**A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance**

*by*Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean

**Comment on: A non-parametric spatial independence test using symbolic entropy**

*by*Elsinger, Helmut

**Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances**

*by*Jin, Fei & Lee, Lung-fei

**Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model**

*by*Qu, Xi & Lee, Lung-fei

**Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model**

*by*Han, Xiaoyi & Lee, Lung-fei

**Interest rates, government purchases and the Taylor rule in recessions and expansions**

*by*López-Villavicencio, Antonia

**Comment on: A new test for chaos and determinism based on symbolic dynamics**

*by*Elsinger, Helmut

**Inference in asset pricing models with a low-variance factor**

*by*Shang, Hua

**Estimation sample selection for discretionary accruals models**

*by*Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine

**Are Southeast Asian real exchange rates mean reverting?**

*by*Bec, Frédérique & Zeng, Songlin

**The contribution of economic fundamentals to movements in exchange rates**

*by*Balke, Nathan S. & Ma, Jun & Wohar, Mark E.

**Performance hypothesis testing with the Sharpe ratio: The case of hedge funds**

*by*Auer, Benjamin R. & Schuhmacher, Frank

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**The January effect for individual corporate bonds**

*by*Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence

**Operational risk escalation: An empirical analysis of UK call centres**

*by*Bryce, Cormac & Cheevers, Carly & Webb, Rob

**Detecting synchronous cycles in financial time series of unequal length**

*by*Reschenhofer, Erhard & Lingler, Michaela

**On detection of volatility spillovers in overlapping stock markets**

*by*Kohonen, Anssi

**Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices**

*by*Perron, Pierre & Chun, Sungju & Vodounou, Cosme

**Two-pass estimation of risk premiums with multicollinear and near-invariant betas**

*by*Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher

**Finite-sample exact tests for linear regressions with bounded dependent variables**

*by*Gossner, Olivier & Schlag, Karl H.

**Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Robust adaptive rate-optimal testing for the white noise hypothesis**

*by*Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána

**What model for entry in first-price auctions? A nonparametric approach**

*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Panel unit root tests in the presence of a multifactor error structure**

*by*Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi

**Testing for structural stability in the whole sample**

*by*Hidalgo, Javier & Seo, Myung Hwan

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Low-frequency robust cointegration testing**

*by*Müller, Ulrich K. & Watson, Mark W.

**Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions**

*by*Kruiniger, Hugo

**Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach**

*by*Chen, Bin & Song, Zhaogang

**Maximum likelihood estimation and uniform inference with sporadic identification failure**

*by*Andrews, Donald W.K. & Cheng, Xu

**Powerful tests for structural changes in volatility**

*by*Xu, Ke-Li

**Chi-squared tests for evaluation and comparison of asset pricing models**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions**

*by*McCulloch, J. Huston & Percy, E. Richard

**Rank tests for short memory stationarity**

*by*Pelagatti, Matteo M. & Sen, Pranab K.

**Partial maximum likelihood estimation of spatial probit models**

*by*Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

**Estimation and inference in unstable nonlinear least squares models**

*by*Boldea, Otilia & Hall, Alastair R.

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Testing functional inequalities**

*by*Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae

**Testing the predictive power of the term structure without data snooping bias**

*by*Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan

**Hypothesis testing for arbitrary bounds**

*by*Penney, Jeffrey

**A specification test for discrete choice models**

*by*Chicu, Mark & Masten, Matthew A.

**Power monotonicity in detecting volatility levels change**

*by*Xu, Ke-Li

**Semiparametric selection of seasonal cointegrating ranks using information criteria**

*by*Seong, Byeongchan

**On a general class of long run variance estimators**

*by*Zhang, Xianyang & Shao, Xiaofeng

**A simple test for the ignorability of non-compliance in experiments**

*by*Huber, Martin

**Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures**

*by*Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo

**GLS-based unit root tests for bounded processes**

*by*Carrion-i-Silvestre, Josep Lluís & Gadea, María Dolores

**A variable addition test for exogeneity in structural threshold models**

*by*Massacci, Daniele

**On the estimation and inference in factor-augmented panel regressions with correlated loadings**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**An adaptive truncated product method for combining dependent p-values**

*by*Sheng, Xuguang & Yang, Jingyun

**Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts**

*by*Ulu, Yasemin

**On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models**

*by*Lee, Taewook

**Alternative representations for cointegrated panels with global stochastic trends**

*by*Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim

**A wavelet analysis of international risk-sharing**

*by*Trezzi, Riccardo

**Partial unit root and linear spurious regression: A Monte Carlo simulation study**

*by*Zhang, Lingxiang

**Is the Environmental Kuznets Curve for deforestation a threatened theory? A meta-analysis of the literature**

*by*Choumert, Johanna & Combes Motel, Pascale & Dakpo, Hervé K.

**The performance of commodity trading advisors: A mean-variance-ratio test approach**

*by*Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung

**Nonlinear adjustment to the mean reversion of consumption–income ratio**

*by*Elmi, Zahra (Mila) & Ranjbar, Omid

**Testing volatility persistence on Markov switching stochastic volatility models**

*by*Pan, Qi & Li, Yong

**Forecasting volatility in the Chinese stock market under model uncertainty**

*by*Li, Yong & Huang, Wei-Ping & Zhang, Jie

**Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break**

*by*Matsuki, Takashi & Sugimoto, Kimiko

**Stochastic dominance relationships between stock and stock index futures markets: International evidence**

*by*Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W.

**Testing for Granger non-causality using the autoregressive metric**

*by*Di Iorio, Francesca & Triacca, Umberto

**Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP**

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

**Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries**

*by*Serranito, Francisco

**Conditional market beta for REITs: A comparison of modeling techniques**

*by*Zhou, Jian

**Determinants and price discovery of China sovereign credit default swaps**

*by*Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan

**On the implementation and use of factor-augmented regressions in panel data**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology**

*by*Gu, Lulu & Reed, W. Robert

**Simple unit root testing in generally trending data with an application to precious metal prices in Asia**

*by*Westerlund, Joakim

**Earnings Predictability, Value Relevance, and Employee Expenses**

*by*Schiemann, Frank & Guenther, Thomas

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**Analysis of Regime Switching Behaviour of Indian Stock Markets**

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**Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence**

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**Testing for stationarity in heterogeneous panel data in the presence of cross section dependence**

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**A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models**

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**Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration**

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**The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data**

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**Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005**

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**Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models**

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**Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test**

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**Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test**

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**Applications of the Fast Double Bootstrap**

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**Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity**

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**Testing long-run neutrality of money: evidence from Malaysian stock market**

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**Income convergence: fresh evidence from the Nordic countries**

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**Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles**

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**The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling**

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**Testing For Restricted Stochastic Dominance**

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**Testing for Restricted Stochastic Dominance**

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**What Drives Health Care Expenditure? Baumol’s Model of ‘Unbalanced Growth’ Revisited**

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**Testing for Restricted Stochastic Dominance**

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