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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:
  1. Meta-Analysis in Economics
  2. SOEP based publications

Most recent items first, undated at the end.
  • 201 Long memory in return structures from developed markets
    by Sharad Nath Bhattacharya & Mousumi Bhattacharya
  • 2014 An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS
    by Ghassen El Montasser & Rangan Gupta
  • 2014 Convergence in U.S. Metropolitan Statistical Areas
    by Ghassen El Montasser & Rangan Gupta & Devon Smithers
  • 2014 Information Theoretic Optimality of Observation Driven Time Series Models
    by Francisco Blasques & Siem Jan Koopman & André Lucas
  • 2014 Maximum Likelihood Estimation for Generalized Autoregressive Score Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas
  • 2014 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
  • 2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk
    by Carsten Bormann & Melanie Schienle & Julia Schaumburg
  • 2014 Testing for Parameter Instability in Competing Modeling Frameworks
    by Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas
  • 2014 Resurrecting weighted least squares
    by Joseph P. Romano & Michael Wolf
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA
    by Daniele Bregantini
  • 2014 On a simple quickest detection rule for health-care technology assessment
    by Daniele Bregantini & Jacco J.J. Thijssen
  • 2014 “They do know what they are doing ... at least most of them.†Asymmetric Information in the (private) Disability Insurance
    by Spindler, M.;
  • 2014 Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?
    by Geraci, A.; & Fabbri, D.; & Monfardini, C.;
  • 2014 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
    by JIN SEO CHO & HALBERT WHITE
  • 2014 A residual-based ADF test for stationary cointegration in I (2) settings
    by Javier Gómez Biscarri & Javier Hualde
  • 2014 A general theory of rank testing
    by Majid M. Al-Sadoon
  • 2014 Testing for Granger causality in large mixed-frequency VARs
    by Götz T.B. & Hecq A.W.
  • 2014 Is regularization necessary? A Wald-type test under non-regular conditions
    by Duplinskiy A.
  • 2014 CCE estimation of factor-augmented regression models with more factors than observables
    by Karabiyik H. & Urbain J.R.Y.J. & Westerlund J.
  • 2014 Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series
    by J. Isaac Miller
  • 2014 On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
    by Eric Ghysels & J. Isaac Miller
  • 2014 A statistical test for forecast evaluation under a discrete loss function
    by Francisco Javier Eransus & Alfonso Novales Cinca
  • 2014 Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
    by Francisco Javier Eransus & Alfonso Novales Cinca
  • 2014 Testing Local Average Treatment Effect Assumptions
    by Ismael Mourifie & Yuanyuan Wan
  • 2014 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair
  • 2014 Specification Test for Panel Data Models with Interactive Fixed Effects
    by Liangjun Su & Sainan Jin & Yonghui Zhang
  • 2014 A Bayesian Chi-Squared Test for Hypothesis Testing
    by Yong Li & Xiao-Bin Liu & Jun Yu
  • 2014 Deviance Information Criterion for Comparing VAR Models
    by Tao Zeng & Yong Li & Jun Yu
  • 2014 Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions
    by Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan
  • 2014 Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix
    by Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu
  • 2014 On the relevance of weaker instruments
    by Bertille Antoine & Eric Renault
  • 2014 Consistent Pretesting for Jumps
    by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson
  • 2014 Bootstrap tests for overidentification in linear regression models
    by Russell Davidson & James G. MacKinnon
  • 2014 How Targeted is Targeted Tax Relief? Evidence from the Unemployment Insurance Youth Hires Program
    by Matthew Webb & Arthur Sweetman & Casey Warman
  • 2014 Eroded Coffee Traceability and Its Impact on Export Coffee Prices for Ethiopia
    by Leonard Leung
  • 2014 Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Goodness C. Aye & Rangan Gupta
  • 2014 Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators
    by Preinerstorfer, David
  • 2014 Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
    by Sinha, Pankaj & Agnihotri, Shalini
  • 2014 Macro Stress-Testing Credit Risk in Romanian Banking System
    by Ruja, Catalin
  • 2014 Multi-jumps
    by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
  • 2014 Gene selection for survival data under dependent censoring: a copula-based approach
    by Emura, Takeshi & Chen, Yi-Hau
  • 2014 Contribution des inobservables aux disparités de genre dans la scolarisation et le travail des enfants au Mali
    by Keita, Moussa
  • 2014 Detecting false positives in experimental auctions: A case study of projection bias in food consumption
    by Briz, Teresa & Drichoutis, Andreas C. & Nayga, Rodolfo M.
  • 2014 Sign-based specification tests for martingale difference with conditional heteroscedasity
    by Chen, Min & Zhu, Ke
  • 2014 On the Power of Invariant Tests for Hypotheses on a Covariance Matrix
    by Preinerstorfer, David & Pötscher, Benedikt M.
  • 2014 Robust standard error estimators for panel models: a unifying approach
    by Millo, Giovanni
  • 2014 Estimating and Testing Threshold Regression Models with Multiple Threshold Variables
    by Chong, Terence Tai Leung & Yan, Isabel K.
  • 2014 The laffer curve and the debt-growth link in low-income Sub-Saharan African economies
    by Megersa, kelbesa
  • 2014 GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
    by Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim
  • 2014 Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach
    by Phiri, Andrew & Dube, Wisdom
  • 2014 Uniform Inference in Nonlinear Models with Mixed Identification Strength
    by Xu Cheng
  • 2014 Inference on Factor Structures in Heterogeneous Panels
    by Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani
  • 2014 Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    by Firmin DOKO TCHATOKA & Jean-Marie DUFOUR
  • 2014 Specification Testing for Nonlinear Multivariate Cointegrating Regressions
    by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin
  • 2014 Specification Testing in Structural Nonparametric Cointegration
    by Chaohua Dong & Jiti Gao
  • 2014 Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?
    by Costantini, Mauro & Lupi, Claudio
  • 2014 Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach
    by Yoonseok Lee & Sung Jae Jun & Youngki Shin
  • 2014 A Laplace Stochastic Frontier Model
    by William C. Horrace & Christopher F. Parmeter
  • 2014 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
  • 2014 Testing For A General Class Of Functional Inequalities
    by Sokbae Lee & Kyungchul Song & Yoon-Jae Whang
  • 2014 A Permutation Test and Estimation Alternatives for the Regression Kink Design
    by Ganong, Peter & Jäger, Simon
  • 2014 Out-Of-Sample Comparisons of Overfit Models
    by Calhoun, Gray
  • 2014 Are there long-run diversification gains from the Dow Jones Islamic Finance Index?
    by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
  • 2014 Testing for Multiple Bubbles in the BRICS Stock Markets
    by Tsangyao Chang & Goodness C. Aye & Rangan Gupta
  • 2014 A Combined Nonparametric Test for Seasonal Unit Roots
    by Kunst, Robert M.
  • 2014 Testing for a general class of functional inequalities
    by Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang
  • 2014 Confidence Corridors for Multivariate Generalized Quantile Regression
    by Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle
  • 2014 A Modified Confidence Set for the Structural Break Date in Linear Regression Models
    by Yamamoto, Yohei
  • 2014 A simple wavelet-based test for serial correlation in panel data models
    by Li, Yushu & Andersson, Fredrik N. G.
  • 2014 A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root
    by Westerlund, Joakim & Norkute, Milda
  • 2014 Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
    by Westerlund, Joakim & Reese, Simon
  • 2014 Confirmation: What's in the evidence?
    by Kataria, Mitesh
  • 2014 Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility
    by Demetrescu, Matei & Sibbertsen, Philipp
  • 2014 Model Risk in Backtesting Risk Measures
    by Evers, Corinna & Rohde, Johannes
  • 2014 In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors
    by Frédéric Jouneau-Sion & Olivier Torrès
  • 2014 Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks
    by Muriel Fadairo & Jianyu Yu
  • 2014 A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time
    by Anton Skrobotov
  • 2014 On Trend, Breaks and Initial Condition in Unit Root Testing
    by Anton Skrobotov
  • 2014 Extremal Dependence and Contagion
    by Renée Fry-McKibbin & Cody Yu-Ling Hsiao
  • 2014 Evaluation of Public R&D Policy: A Meta-Regression Analysis
    by SYOUM NEGASSI & JEAN-FRANCOIS SATTIN
  • 2014 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
  • 2014 Information Theoretic Optimality of Observation Driven Time Series Models
    by Francisco Blasques & Siem Jan Koopman & André Lucas
  • 2014 Maximum Likelihood Estimation for Generalized Autoregressive Score Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas
  • 2014 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
  • 2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk
    by Carsten Bormann & Melanie Schienle & Julia Schaumburg
  • 2014 Fractional Cointegration Rank Estimation
    by Katarzyna Lasak & Carlos Velasco
  • 2014 Testing for Parameter Instability in Competing Modeling Frameworks
    by Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas
  • 2014 Adaptive Testing on a Regression Function at a Point
    by Timothy B. Armstrong
  • 2014 Specification Tests for Nonlinear Dynamic Models
    by Igor Kheifets
  • 2014 Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
    by Russel Davidson & Andrea Monticini
  • 2014 On Forecast Evaluation
    by Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román
  • 2014 Identification-robust inference for endogeneity parameters in linear structural models
    by Firmin Doko Tchatoka & Jean-Marie Dufour
  • 2014 Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
    by Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith
  • 2014 On the Finite Sample Properties of Pre-Test Estimators of Spatial Models
    by Gianfranco Piras & Ingmar R. Prucha
  • 2014 Panel Data Gravity Models of International Trade
    by Badi H. Baltagi & Peter Egger & Michael Pfaffermayr
  • 2014 A Cusum Test of Common Trends in Large Heterogeneous Panels
    by Javier Hidalgo & Jungyoon Lee
  • 2014 Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects
    by Kazuhiko Hayakawa & Vanessa Smith & Hashem Pesaran
  • 2014 A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables
    by Eleanor Sanderson & Frank Windmeijer
  • 2014 Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?
    by A. Geraci & D. Fabbri & C. Monfardini
  • 2014 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
  • 2014 A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings
    by Javier Gomez-Biscarri & Javier Hualde
  • 2014 A General Theory of Rank Testing
    by Majid Al-Sadoon
  • 2014 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
  • 2014 A simple and effective misspecification test for the double-hurdle model
    by Riccardo LUCCHETTI & Claudia PIGINI
  • 2014 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 Ørregaard Nielsen & A.M. Robert Taylor
  • 2014 Discriminating between fractional integration and spurious long memory
    by Niels Haldrup & Robinson Kruse
  • 2014 Spurious regressions and near-multicollinearity, with an application to aid, policies and growth
    by Chatelain, Jean-Bernard & Ralf, Kirsten
  • 2014 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W. K. Andrews & Patrik Guggenberger
  • 2014 Revealed Preferences in a Heterogeneous Population
    by Stefan Hoderlein & Jörg Stoye
  • 2014 Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia
    by Rami Ben Haj - Kacem
  • 2014 Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model
    by Gagea, Mariana
  • 2014 Month Related Seasonality on the Macedonian Stock Market
    by Angelovska, Julijana
  • 2014 Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests
    by Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri
  • 2014 A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    by Newey, Whitney & West, Kenneth
  • 2014 Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal
    by Martin Mandel & Vladimír Tomšík
  • 2014 Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach
    by Emilio Rojas & Werner Kristjanpoller
  • 2014 An Econometric Model for Financial Stability Indicators
    by Mihaela Simionescu & Mirela Niculae & Marinel Nedelut
  • 2014 Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage
    by Uwe Hassler & Verena Werkmann
  • 2014 Statistical detection of fraud in the reporting of Croatian public companies
    by Sinisa Slijepcevic & Branimir Blaskovic
  • 2014 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
  • 2014 Factor-based prediction of industry-wide bank stress
    by Grover, Sean P. & McCracken, Michael W.
  • 2014 One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List
    by Mitesh Kataria
  • 2014 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
  • 2014 Non-renewable resource prices: A robust evaluation from the stationarity perspective
    by Presno, María José & Landajo, Manuel & Fernández, Paula
  • 2014 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
  • 2014 The origins of the public debt of Italy: Geographically dispersed interests?
    by Buiatti, Cesare & Carmeci, Gaetano & Mauro, Luciano
  • 2014 Spurious regressions and near-multicollinearity, with an application to aid, policies and growth
    by Chatelain, Jean-Bernard & Ralf, Kirsten
  • 2014 Publication selection and the income elasticity of the value of a statistical life
    by Doucouliagos, Hristos & Stanley, T.D. & Viscusi, W. Kip
  • 2014 Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
    by Charles, Amélie & Darné, Olivier
  • 2014 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick
  • 2014 Cojumps in stock prices: Empirical evidence
    by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.
  • 2014 Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias
    by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr
  • 2014 Testing excess returns on event days: Log returns vs. dollar returns
    by Duarte-Silva, Tiago & Tripolski Kimel, Maria
  • 2014 The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
    by Lopatta, Kerstin & Kaspereit, Thomas
  • 2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
    by Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid
  • 2014 Modelling changes in the unconditional variance of long stock return series
    by Amado, Cristina & Teräsvirta, Timo
  • 2014 Identification robust inference in cointegrating regressions
    by Khalaf, Lynda & Urga, Giovanni
  • 2014 Tests based on t-statistics for IV regression with weak instruments
    by Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P.
  • 2014 Consistent estimation with many moment inequalities
    by Menzel, Konrad
  • 2014 Sieve M inference on irregular parameters
    by Chen, Xiaohong & Liao, Zhipeng
  • 2014 Conditional moment models under semi-strong identification
    by Antoine, Bertille & Lavergne, Pascal
  • 2014 A two-stage procedure for partially identified models
    by Kaido, Hiroaki & White, Halbert
  • 2014 Testing conditional independence via empirical likelihood
    by Su, Liangjun & White, Halbert
  • 2014 A predictability test for a small number of nested models
    by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger
  • 2014 Testing for separability in structural equations
    by Lu, Xun & White, Halbert
  • 2014 Testing for structural stability of factor augmented forecasting models
    by Corradi, Valentina & Swanson, Norman R.
  • 2014 Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
    by Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin
  • 2014 On the properties of the coefficient of determination in regression models with infinite variance variables
    by Kurz-Kim, Jeong-Ryeol & Loretan, Mico
  • 2014 Nonparametric estimation and inference for conditional density based Granger causality measures
    by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
  • 2014 Inference of bidders’ risk attitudes in ascending auctions with endogenous entry
    by Fang, Hanming & Tang, Xun
  • 2014 Pre and post break parameter inference
    by Elliott, Graham & Müller, Ulrich K.
  • 2014 Nonparametric tests for tail monotonicity
    by Berghaus, Betina & Bücher, Axel
  • 2014 Detecting big structural breaks in large factor models
    by Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús
  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han
  • 2014 Nonparametric inference based on conditional moment inequalities
    by Andrews, Donald W.K. & Shi, Xiaoxia
  • 2014 Sieve inference on possibly misspecified semi-nonparametric time series models
    by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao
  • 2014 A new approach to Bayesian hypothesis testing
    by Li, Yong & Zeng, Tao & Yu, Jun
  • 2014 Moment-based tests for individual and time effects in panel data models
    by Wu, Jianhong & Li, Guodong
  • 2014 Specification analysis of linear quantile models
    by Escanciano, J.C. & Goh, S.C.
  • 2014 Testing for heteroskedasticity in fixed effects models
    by Juhl, Ted & Sosa-Escudero, Walter
  • 2014 Semiparametric models with single-index nuisance parameters
    by Song, Kyungchul
  • 2014 Model equivalence tests in a parametric framework
    by Lavergne, Pascal
  • 2014 Estimation and inference for distribution functions and quantile functions in treatment effect models
    by Donald, Stephen G. & Hsu, Yu-Chin
  • 2014 Constructing smooth tests without estimating the eigenpairs of the limiting process
    by Hsu, Shih-Hsun & Kuan, Chung-Ming
  • 2014 Testing cointegration relationship in a semiparametric varying coefficient model
    by Gu, Jingping & Liang, Zhongwen
  • 2014 A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
    by Lin, Zhongjian & Li, Qi & Sun, Yiguo
  • 2014 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
    by Vogelsang, Timothy J. & Wagner, Martin
  • 2014 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
  • 2014 The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
    by Nawata, Kazumitsu & McAleer, Michael
  • 2014 A simple and effective misspecification test for the double-hurdle model
    by Lucchetti, Riccardo & Pigini, Claudia
  • 2014 Empirical likelihood-based inference for the generalized entropy class of inequality measures
    by Mehdi, Tahsin & Stengos, Thanasis
  • 2014 On the Fisher information matrix of a vector ARMA process
    by Bao, Yong & Hua, Ying
  • 2014 Testing for joint significance in nonstationary binary choice model
    by Mao, Guangyu
  • 2014 A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
    by Mao, Guangyu
  • 2014 Testing for normality in linear regression models using regression and scale equivariant estimators
    by Tabri, Rami Victor
  • 2014 Testing of the mean reversion parameter in continuous time models
    by Iglesias, Emma M.
  • 2014 Nowcasting causality in mixed frequency vector autoregressive models
    by Götz, Thomas B. & Hecq, Alain
  • 2014 Asymptotic behaviour of tests for a unit root against an explosive alternative
    by Harvey, David I. & Leybourne, Stephen J.
  • 2014 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
  • 2014 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
  • 2014 Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada
    by Patrick Withey
  • 2014 Economías de escala publicitarias en grandes empresas en México 2008-2011
    by Ignacio Javier Cruz Rodríguez
  • 2014 Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data
    by Sanja Vuković
  • 2013 中国主è¦å®è§‚å˜é‡çš„稳定性检验:基于éžå‚数估计与Bootstrapping的一个方法
    by 方颖 & 郭èŒèŒ
  • 2013 A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data
    by Charles S. Bos & Pawel Janus
  • 2013 Comportamiento no lineal en series de productos primarios
    by Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos
  • 2013 The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets
    by Thomas Kaspereit & Kerstin Lopatta
  • 2013 The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
    by Knüppel, Malte & Schultefrankenfeld, Guido
  • 2013 Evaluating misspecification in DSGE models using tests for overidentifying restrictions
    by Reicher, Christopher Phillip
  • 2013 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
    by Czudaj, Robert & Hanck, Christoph
  • 2013 Aufs richtige Pferd setzen! Welche Faktoren beeinflussen Zufriedenheit und Verhaltensabsichten von Mitgliedern in deutschen Reitvereinen?
    by Kiefer, Stephanie
  • 2013 Inter-firm R&D networks in pharmaceutical biotechnology: What determines firm's centrality-based partnering capability
    by Krogmann, Yin & Riedel, Nadine & Schwalbe, Ulrich
  • 2013 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
  • 2013 A single composite financial stress indicator and its real impact in the euro area
    by Islami, Mevlud & Kurz-Kim, Jeong-Ryeol
  • 2013 The empirical (ir)relevance of the interest rate assumption for central bank forecasts
    by Knüppel, Malte & Schultefrankenfeld, Guido
  • 2013 Testing for optimal monetary policy via moment inequalities
    by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro
  • 2013 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.;
  • 2013 Testing for Autocorrelation in Quantile Regression Models
    by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim
  • 2013 Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis
    by Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr
  • 2013 Geographically Weighted Poisson Regression (GWPR) for Analyzing The Malnutrition Data in Java-Indonesia
    by Asep saefuddin & Didin Saepudin & Dian Kusumaningrum
  • 2013 Institutional Polycentrism, Entrepreneurs’ Social Networks, And New Venture Growth
    by Bat Batjargal
  • 2013 Variance estimation for richness measures
    by Michał Brzeziński
  • 2013 A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence
    by Giorgio Calzolari & Laura Magazzini
  • 2013 Variance Risk Premiums in Foreign Exchange Markets
    by Ammann, Manuel & Buesser, Ralf
  • 2013 Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models
    by Audrino, Francesco & Camponovo, Lorenzo
  • 2013 A simple test for the ignorability of non-compliance in experiments
    by Huber, Martin
  • 2013 Social background's effect of educational attainment: Does method matter?
    by Büchner C.I.R. & Velden R.K.W. van der & Wolbers M.H.J.
  • 2013 LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
    by Zhou X. & Solberger M.
  • 2013 A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
    by Solberger M. & Zhou X.
  • 2013 Social background's effect on educational attainment: does method matter?
    by Wolbers M.H.J. & Velden R.K.W. van der & Büchner C.I.R.
  • 2013 IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics
    by David Kaplan
  • 2013 IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics
    by David Kaplan & Matt Goldman
  • 2013 Smoothed Estimating Equations for Instrumental Variables Quantile Regression
    by David Kaplan & Yixiao Sun
  • 2013 Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion
    by David Kaplan
  • 2013 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series
    by Eric Ghysels & J. Isaac Miller
  • 2013 Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
    by Tae-Hwy Lee & Zhou Xi & Ru Zhang
  • 2013 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
  • 2013 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
  • 2013 Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach
    by Ot�vio Bartalotti
  • 2013 Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory
    by Lavergne, Pascal & Patilea, Valentin
  • 2013 Model Equivalence Tests in a Parametric Framework
    by Lavergne, Pascal
  • 2013 Testing for Equilibrium Multiplicity in Dynamic Markov Games
    by Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya
  • 2013 Inference in Semiparametric Binary Response Models with Interval Data
    by Yuanyuan Wan & Haiqing Xu
  • 2013 Analyzing Banks' Opinions on the Loan Supply and Loan Demand Using Multi-Country Bank Lending Survey Data
    by Defne Mutluer Kurul
  • 2013 Reserve Options Mechanism and FX Volatility
    by Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu
  • 2013 Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks
    by Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko
  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin
  • 2013 Exploring the Meaning of Significance in Experimental Economics
    by Andreas Ortman & Le Zhang
  • 2013 Testing Stationarity for Unobserved Components Models
    by James Morley & Irina B. Panovska & Tara M. Sinclair
  • 2013 Testing for linear and Markov switching DSGE models
    by Marian Vavra
  • 2013 Testing for non-linearity in multivariate stochastic processes
    by Marian Vavra
  • 2013 Testing for marginal asymmetry of weakly dependent processes
    by Marian Vavra
  • 2013 LM Tests of Spatial Dependence Based on Bootstrap Critical Values
    by Zhenlin Yang
  • 2013 Model Selection Tests for Conditional Moment Inequality Models
    by Yu-Chin Hsu & Xiaoxia Shi
  • 2013 Consistent Tests for Conditional Treatment Effects
    by Yu-Chin Hsu
  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen
  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen
  • 2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
    by Pei Kuang & M. Schröder & Q. Wang
  • 2013 Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)
    by Gillian van Heerden and Paul Alagidede
  • 2013 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
    by Christoph Hanck & Robert Czudaj
  • 2013 Testing for Structural Stability of Factor Augmented Forecasting Models
    by Valentina Corradi & Norman Swanson
  • 2013 A J-Test for Panel Models with Fixed Effects, Spatial and Time
    by Harry H. Kelejian & Gianfranco Piras
  • 2013 Restatement of the I-O Coefficient Stability Problem
    by Dobrescu, Emilian
  • 2013 A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
    by Elettra Agliardi & Mehmet Pinar & Thanasis Stengos
  • 2013 Hypothesis Testing for Arbitrary Bounds
    by Jeffrey Penney
  • 2013 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 Ørregaard Nielsen & A.M. Robert Taylor
  • 2013 Standards of living and health status: the socioeconomic determinants of life expectancy gain in sub-Saharan Africa
    by Keita, Moussa
  • 2013 Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach
    by Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher
  • 2013 Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India
    by Hiremath, Gourishankar S & Kumari, Jyoti
  • 2013 Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach
    by Adeniji, Sesan
  • 2013 Testing for the buffered autoregressive processes
    by Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung
  • 2013 Factor double autoregressive models with application to simultaneous causality testing
    by Guo, Shaojun & Ling, Shiqing & Zhu, Ke
  • 2013 A bootstrapped spectral test for adequacy in weak ARMA models
    by Zhu, Ke & Li, Wai-Keung
  • 2013 Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
    by Chen, Min & Zhu, Ke
  • 2013 Simple Fractional Dickey Fuller test
    by Bensalma, Ahmed
  • 2013 Assessing the number of components in a normal mixture: an alternative approach
    by Maciejowska, Katarzyna
  • 2013 Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money
    by Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah
  • 2013 Redefining the Economical Power of Nations
    by Kiss, Christian
  • 2013 Make Almost Stochastic Dominance really Almost
    by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing
  • 2013 Análisis de Estructuras Espaciales Persistentes. Desempleo Departamental en Argentina
    by Herrera Gómez, Marcos
  • 2013 Working Paper: Redefining the Economical Power of Nations
    by Kiss, Christian
  • 2013 Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy
    by Sant'Anna, Pedro H. C.
  • 2013 Testing for state dependence in binary panel data with individual covariates
    by Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia
  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin
  • 2013 The Effects of Additional Monetary Tightening on Exchange Rates
    by Ermişoğlu, Ergun & Akçelik, Yasin & Oduncu, Arif & Taşkın, Temel
  • 2013 Does long memory matter in forecasting oil price volatility?
    by Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil
  • 2013 On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests
    by Preinerstorfer, David & Pötscher, Benedikt M.
  • 2013 The drivers of downside equity tail risk
    by Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen
  • 2013 On the pricing and hedging of options for highly volatile periods
    by El-Khatib, Youssef & Hatemi-J, Abdulnasser
  • 2013 A New Asymmetric GARCH Model: Testing, Estimation and Application
    by Hatemi-J, Abdulnasser
  • 2013 Inference in non stationary asymmetric garch models
    by Francq, Christian & Zakoian, Jean-Michel
  • 2013 Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile
    by Idrovo Aguirre, Byron & Lennon S., Joaquín
  • 2013 Detecting dependence between spatial processes
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús
  • 2013 Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry
    by Hanming Fang & Xun Tang
  • 2013 Detecting Big Structural Breaks in Large Factor Models
    by Liang Chen & Juan Dolado & Jesus Gonzalo
  • 2013 A wavelet approach to multiple cointegration testing
    by Javier Fernandez-Macho
  • 2013 A Test for the Null of Multiple Cointegrating Vectors
    by Javier Fernandez-Macho
  • 2013 Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry
    by Hanming Fang & Xun Tang
  • 2013 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
  • 2013 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
  • 2013 A model specification test for GARCH(1,1) processes
    by Leucht, Anne & Neumann, Michael H. & Kreiss, Jens-Peter
  • 2013 Nonparametric tests for event studies under cross-sectional dependence
    by Matteo Pelagatti
  • 2013 “They do know what they are doing... at least most of them.” Asymmetric Information in the (private) Disability Insurance
    by Spindler, Martin
  • 2013 Not-So-Strong Evidence for Gender Differences in Risk Taking
    by Julie A. Nelson
  • 2013 The Peer Performance of Hedge Funds
    by David Ardia & Kris Boudt
  • 2013 Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
    by Antonia Arsova & Deniz Dilan Karaman Oersal
  • 2013 Model choice and size distribution: a Bayequentist approach
    by John-Oliver Engler & Stefan Baumgaertner
  • 2013 Identifying Genuine Effects in Observational Research by Means of Meta-Regressions
    by Stephan B. Bruns
  • 2013 One Swallow Doesn't Make a Summer - A Note
    by Mitesh Kataria
  • 2013 Confirmation: What's in the evidence?
    by Mitesh Kataria
  • 2013 Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function
    by Jui-Chung Yang & Ke-Li Xu
  • 2013 Poverty Trends in Turkey
    by Șeker, Sirma Demir & Jenkins, Stephen P.
  • 2013 Inference with Difference-in-Differences Revisited
    by Brewer, Mike & Crossley, Thomas F. & Joyce, Robert
  • 2013 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
  • 2013 Block Bootstrap Consistency Under Weak Assumptions
    by Calhoun, Gray
  • 2013 Inference for Inverse Stochastic Dominance
    by Francesco Andreoli
  • 2013 Properties of the maximum likelihood estimator in spacial autoregressive models
    by Grant Hillier & Federico Martellosio
  • 2013 Calculating confidence intervals for continuous and discontinuous functions of parameters
    by Tiemen Woutersen & John Ham
  • 2013 Maximum score estimation of preference parameters for a binary choice model under uncertainty
    by Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung
  • 2013 Estimating demand for differentiated products with error in market shares
    by Amit Gandhi & Zhentong Lu & Xiaoxia Shi
  • 2013 Specification for Partially Identified Models defined by Moment Inequalities
    by Federico Bugni & Ivan Canay & Xiaoxia Shi
  • 2013 Moment-Based Tests for Discrete Distributions
    by Bontemps, Christian
  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song
  • 2013 Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen & & &
  • 2013 Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines
    by Haiqiang Chen & Ying Fang & Yingxing Li &
  • 2013 Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
    by Yohei Yamamoto
  • 2013 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
  • 2013 Testing for Factor Loading Structural Change under Common Breaks
    by YAMAMOTO, Yohei & TANAKA, Shinya
  • 2013 Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
    by Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao
  • 2013 Basking in the glory of schools: school characteristics and the self-concept of students in mathematics
    by Ksenia Tenisheva & Daniel Alexandrov
  • 2013 The influence of financial constraints and real options on corporate investment decisions
    by Ekaterina Kuzmicheva & Kirill Kuzmichev
  • 2013 Sociometric popularity in a school context
    by Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov
  • 2013 Different levels of social organization in the formation of anti-school attitudes among adolescents
    by Valeria Ivaniushina & Daniel Alexandrov
  • 2013 A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models
    by Li, Yushu & Andersson, Fredrik N. G.
  • 2013 Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
    by Reese, Simon & Li, Yushu
  • 2013 Assessing the New Keynesian Phillips Curve in the Euro Area Using Disaggregate Data
    by Norkute, Milda
  • 2013 Testing for a unit root in noncausal autoregressive models
    by Saikkonen, Pentti & Sandberg , Rickard
  • 2013 A unified framework for testing in the linear regression model under unknown order of fractional integration
    by Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp
  • 2013 Testing for Cointegration in a Double-LSTR Framework
    by Grote, Claudia & Sibbertsen, Philipp
  • 2013 Truncated Product Methods for Panel Unit Root Tests
    by Xuguang Sheng & Jingyun Yang
  • 2013 Determinants of Worldwide Software Piracy Losses
    by Nicolas Dias Gomes & Pedro André Cerqueira & Luís Alçada Almeida
  • 2013 Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions
    by Anton Skrobotov
  • 2013 Local Structural Trend Break in Stationarity Testing
    by Anton Skrobotov
  • 2013 On GLS-detrending for deterministic seasonality testing
    by Anton Skrobotov
  • 2013 Misspecification-robust inference in linear asset pricing models with irrelevant risk factors
    by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
  • 2013 Consistent Model Specification Testing
    by James Davidson & Andreea G. Halunga
  • 2013 Quantile regression with clustered data
    by Paulo M.D.C. Parente & Joao M.C. Santos Silva
  • 2013 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
  • 2013 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
  • 2013 Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model
    by Marc Hallin & Marcelo Moreira J. & Alexei Onatski
  • 2013 Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming
    by Chevillon, Guillaume
  • 2013 On Uniform Inference in Nonlinear Models with Endogeneity
    by Shakeeb Khan & Denis Nekipelov
  • 2013 A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data
    by Charles S. Bos & Pawel Janus
  • 2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
    by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk
  • 2013 GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
    by David Ardia & Lennart Hoogerheide
  • 2013 New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
    by Igor Kheifets & Carlos Velasco
  • 2013 Testing Linearity Using Power Transforms of Regressors
    by Yae In Baek & Jin Seo Cho & Peter C.B. Phillips
  • 2013 Testing the Martingale Hypothesis
    by Peter C.B. Phillips & Sainan Jin
  • 2013 Interpretation and limits of sustainability tests in public finance
    by G. LAMÉ & M. LEQUIEN & P.-A. PIONNIER
  • 2013 Testing for Granger Causality with Mixed Frequency Data
    by Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji
  • 2013 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series
    by Ghysels, Eric & Miller, J. Isaac
  • 2013 An almost closed form estimator for the EGARCH model
    by HAFNER, Christian & LINTON, Oliver
  • 2013 Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia
    by Zambrano Jurado, Juan Carlos
  • 2013 Measurement and characterization of the middle class in Latin America
    by Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES
  • 2013 Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso
    by Wilmer Martínez
  • 2013 Jackknife Instrumental Variable Estimation with Heteroskedasticity
    by P.A. Bekker & F. Crudu
  • 2013 Dynamic Specification Tests For Dynamic Factor Models
    by Gabriele Fiorentini & Enrique Sentana
  • 2013 Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk
    by Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou
  • 2013 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
  • 2013 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
  • 2013 Explosive Oil Prices
    by Marc Gronwald
  • 2013 Series Estimation under Cross-sectional Dependence
    by Jungyoon Lee & Peter M Robinson
  • 2013 Non-Nested Testing of Spatial Correlation
    by Miguel A. Delgado & Peter M Robinson
  • 2013 Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects
    by Peter M Robinson & Carlos Velasco
  • 2013 Improved Tests for Spatial Correlation
    by Peter M Robinson & Francesca Rossi
  • 2013 Risk and Evidence of Bias in Randomized Controlled Trials in Economics
    by Peter Boone & Alex Eble & Diana Elbourne
  • 2013 Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness
    by Holger Dette & Stefan Hoderlein & Natalie Neumeyer
  • 2013 Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets
    by P Kuang & M Schroder & Q Wang
  • 2013 Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model
    by Rocío Elizondo
  • 2013 Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances
    by Sermin Gungor & Richard Luger
  • 2013 A Semiparametric Early Warning Model of Financial Stress Events
    by Ian Christensen & Fuchun Li
  • 2013 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
  • 2013 Polynomial Regressions and Nonsense Inference
    by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero
  • 2013 A unified framework for testing in the linear regression model under unknown order of fractional integration
    by Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen
  • 2013 Changes in persistence, spurious regressions and the Fisher hypothesis
    by Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega
  • 2013 Fractional cointegration rank estimation
    by Katarzyna Lasak & Carlos Velasco
  • 2013 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
  • 2013 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
  • 2013 The Sway of IMF Policies on the Romanian Economy amid Global Financial Crisis
    by Gurgen OHANYAN
  • 2013 Economy and Transparency: The Model Invention
    by Mahmud Hassan TALUKDAR
  • 2013 Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS
    by Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang
  • 2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    by Pincheira, Pablo
  • 2013 Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy
    by Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana
  • 2013 Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013
    by GEAMĂNU, Marinela & POPESCU, Barbu Bogdan
  • 2013 Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries
    by Afridi , M. Asim & Amiri, Arshia
  • 2013 Survey on statistical inferences in weakly-identified instrumental variable models
    by Mikusheva, Anna
  • 2013 Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)
    by Andrey Sinyakov
  • 2013 Curiosity of Pay-Per-Bid Auctions: Evidence from Bonus.cz Auction Site
    by Miroslav Svoboda & Petr Bocák
  • 2013 Price Dispersion on the Internet: Empirical Comparison of Several Commodities from the Czech Republic
    by Jiří Sedláček
  • 2013 Understanding the functional central limit theorems with some applications to unit root testing with structural change
    by Juan Carlos Aquino & Gabriel Rodríguez
  • 2013 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
  • 2013 What Influences Students’ Expectations In What Regards Grades?
    by Mare Codruta & Popa Irimie Emil & Span Georgeta Ancuta &
  • 2013 Inference in the Presence of Weak Instruments: A Selected Survey
    by Poskitt, D. S. & Skeels, C. L.
  • 2013 A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre
    by Jáki, Erika
  • 2013 Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests
    by Otuken Senger
  • 2013 Turk Bankacilik Sektorunde Faaliyet Gosteren Bankalarin Etkinliklerinin Veri Zarflama Analizi Ile Olculmesi: 2004-2009 Yillari Uygulamasi
    by Ismail Kucukaksoy & Selcen Onal
  • 2013 Simulación estocástica de esquemas piramidales tipo Ponzi
    by Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina
  • 2013 ¡°Convergence¡± or ¡°Divergence¡±? ¡ªRethinking Regional Integration of the Past Two Decades
    by Huan Li
  • 2013 Models Used for Measuring Customer Engagement
    by Mihai TICHINDELEAN
  • 2013 Orthogonal garch matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
    by Oscar De la Torre Torres.
  • 2013 We Agree That Statistical Significance Proves Essentially Nothing: A Rejoinder to Thomas Mayer
    by Stephen T. Ziliak & Deirdre N. McCloskey
  • 2013 Reply to Deirdre McCloskey and Stephen Ziliak on Statistical Significance
    by Thomas Mayer
  • 2013 Long memory in return structures from developed markets
    by Sharad Nath Bhattacharya & Mousumi Bhattacharya
  • 2013 Long memory in return structures from developed markets
    by Sharad Nath Bhattacharya & Mousumi Bhattacharya
  • 2013 Corruption and persistent informality: An empirical investigation for India
    by Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta
  • 2013 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
  • 2013 Comment on: A non-parametric spatial independence test using symbolic entropy
    by Elsinger, Helmut
  • 2013 Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
    by Jin, Fei & Lee, Lung-fei
  • 2013 Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
    by Qu, Xi & Lee, Lung-fei
  • 2013 Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model
    by Han, Xiaoyi & Lee, Lung-fei
  • 2013 Interest rates, government purchases and the Taylor rule in recessions and expansions
    by López-Villavicencio, Antonia
  • 2013 Comment on: A new test for chaos and determinism based on symbolic dynamics
    by Elsinger, Helmut
  • 2013 Inference in asset pricing models with a low-variance factor
    by Shang, Hua
  • 2013 Estimation sample selection for discretionary accruals models
    by Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine
  • 2013 Are Southeast Asian real exchange rates mean reverting?
    by Bec, Frédérique & Zeng, Songlin
  • 2013 The contribution of economic fundamentals to movements in exchange rates
    by Balke, Nathan S. & Ma, Jun & Wohar, Mark E.
  • 2013 Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
    by Auer, Benjamin R. & Schuhmacher, Frank
  • 2013 Asset pricing with skewed-normal return
    by Carmichael, Benoıˆt & Coën, Alain
  • 2013 The January effect for individual corporate bonds
    by Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence
  • 2013 Operational risk escalation: An empirical analysis of UK call centres
    by Bryce, Cormac & Cheevers, Carly & Webb, Rob
  • 2013 Detecting synchronous cycles in financial time series of unequal length
    by Reschenhofer, Erhard & Lingler, Michaela
  • 2013 On detection of volatility spillovers in overlapping stock markets
    by Kohonen, Anssi
  • 2013 Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
    by Perron, Pierre & Chun, Sungju & Vodounou, Cosme
  • 2013 Two-pass estimation of risk premiums with multicollinear and near-invariant betas
    by Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher
  • 2013 Finite-sample exact tests for linear regressions with bounded dependent variables
    by Gossner, Olivier & Schlag, Karl H.
  • 2013 Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
    by Lavergne, Pascal & Patilea, Valentin
  • 2013 Robust adaptive rate-optimal testing for the white noise hypothesis
    by Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána
  • 2013 What model for entry in first-price auctions? A nonparametric approach
    by Marmer, Vadim & Shneyerov, Artyom & Xu, Pai
  • 2013 Panel unit root tests in the presence of a multifactor error structure
    by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi
  • 2013 Testing for structural stability in the whole sample
    by Hidalgo, Javier & Seo, Myung Hwan
  • 2013 Modelling volatility by variance decomposition
    by Amado, Cristina & Teräsvirta, Timo
  • 2013 Low-frequency robust cointegration testing
    by Müller, Ulrich K. & Watson, Mark W.
  • 2013 Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
    by Kruiniger, Hugo
  • 2013 Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
    by Chen, Bin & Song, Zhaogang
  • 2013 Maximum likelihood estimation and uniform inference with sporadic identification failure
    by Andrews, Donald W.K. & Cheng, Xu
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  • 2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
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  • 2012 Specification Tests with Weak and Invalid Instruments
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  • 2012 Testing CAPM with a Large Number of Assets
    by Pesaran, M. Hashem & Yamagata, Takashi
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    by Pesaran, M. Hashem & Yamagata, Takashi
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by Pesaran, M. Hashem
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by Pesaran, M. Hashem
  • 2012 Public and Private Sector Jobs, Unreported Income and Consumption Gap in India: Evidence from Micro-Data
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    by Kar, Saibal & Roy, Poulomi & Saha, Sarani
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  • 2012 Misspecification Testing in a Class of Conditional Distributional Models
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  • 2012 Intersection bounds: estimation and inference
    by Victor Chernozhukov & Sokbae 'Simon' Lee & Adam Rosen
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    by Roed Larsen, Erling & Solli, Ingeborg
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  • 2012 Testing for Linear Cointegration Against Smooth-Transition Cointegration
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  • 2012 Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series
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  • 2012 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
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  • 2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
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  • 2012 ARFIMA Process : Tests and Applications at a White Noise Process, A Random Walk Process and the Stock Exchange Index CAC 40
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  • 2012 No contagion, only globalization and flight to quality
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  • 2012 How important is the credit channel? An empirical study of the US banking crisis
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  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
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  • 2012 Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica
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  • 2012 Tests For Serial Dependence In Static, Non-Gaussian Factor Models
    by Gabriele Fiorentini & Enrique Sentana
  • 2012 Tax Reform and Coordination in a Currency Union
    by Benjamin Carton
  • 2012 Model Adequacy Checks for Discrete Choice Dynamic Models
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  • 2012 Instrumental variables estimation and inference in the presence of many exogenous regressors
    by Stanislav Anatolyev
  • 2012 A Generalized Spatial Panel Data Model with Random Effects
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  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
    by Kazuhiko Hayakawa & M. Hashem Pesaran
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by M. Hashem Pesaran
  • 2012 Testing for Structural Stability in the Whole Sample
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  • 2012 The environmental Kuznets curve for deforestation: a threatened theory? A meta-analysis
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    by Liu, Chunping & Minford, Patrick
  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
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  • 2012 Ziliak and McClosky’s Criticisms of Significance Tests: A Damage Assessment
    by Thomas Mayer
  • 2012 Evolution of coupled lives' dependency across generations and pricing impact
    by Elisa Luciano & Jaap Spreeuw & Elena Vigna
  • 2012 Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology
    by Lulu Gu & W. Robert Reed
  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models
    by Hayakawa, K. & Pesaran, M.H.
  • 2012 Testing CAPM with a Large Number of Assets (Updated 28th March 2012)
    by Pesaran, M. H. & Yamagata, T.
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by Pesaran, M. H.
  • 2012 Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models
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  • 2012 On detecting end-of-sample instabilities
    by Fabio Busetti
  • 2012 Testing Non-linearity Using a Modified Q Test
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  • 2012 Stock Return and Cash Flow Predictability: The Role of Volatility Risk
    by Tim Bollerslev & Lai Xu & Hao Zhou
  • 2012 Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics
    by Peter Reinhard Hansen & Allan Timmermann
  • 2012 Choice of Sample Split in Out-of-Sample Forecast Evaluation
    by Peter Reinhard Hansen & Allan Timmermann
  • 2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
    by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen
  • 2012 On tests for linearity against STAR models with deterministic trends
    by Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen
  • 2012 Modelling conditional correlations of asset returns: A smooth transition approach
    by Annastiina Silvennoinen & Timo Teräsvirta
  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
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  • 2012 The Power of Unit Root Tests Against Nonlinear Local Alternatives
    by Matei Demetrescu & Robinson Kruse
  • 2012 Detection Of Nonlinear Events In Turkish Stock Market
    by Veli YILANCI
  • 2012 Joint Audit and Accuracy of the Auditor's Report: An Empirical Study
    by Julia Baldauf & Rudolf Steckel
  • 2012 Verification Of Decisions Correctness Using Econometric Methods
    by ALBICI MIHAELA & TESELIOS DELIA
  • 2012 Creating Loyalty in CoLLective Hedonic Services: The RoLe of Satisfaction and Psychological Sense of Community
    by Jan Drengner & Steffen Jahn & Hansjörg Gaus
  • 2012 Short Term Hedging Using Futures Contracts
    by Maria CARACOTA DIMITRIU & Ioana – Diana PAUN
  • 2012 Industry Risk: Main Factor of the Investment Decision Sustainability
    by Felicia Alina DINU
  • 2012 Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets
    by Todea, Alexandru & Platon, Diana
  • 2012 El consumo y el Efecto Trinquete en América Latina
    by Liquitaya Briceño, José D.
  • 2012 Effects of fixed capital investments on technical efficiency in food industry
    by Shchetynin, Yevhenii & Nazrullaeva, Eugenia
  • 2012 Bootstrap inference about integrated volatility (in Russian)
    by Andrey Rafalson
  • 2012 Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?
    by Josef Arlt & Martin Mandel
  • 2012 Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan
    by Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed
  • 2012 Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima
    by Gabriel Rodríguez & Alfredo Vargas
  • 2012 Estimación de reservas en una compañía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap || Estimating the Reserves in Insurance Companies: An Excel Application of the Chain-Ladder Method and Bootstrap
    by Álvarez-Jareño, José Antonio & Coll-Serrano, Vicente
  • 2012 Difference Test Between Two Environments - Econometric Method of Substantiating the Decision
    by Albici Mihaela & Teselios Delia & ntonescu Eugenia
  • 2012 A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta
    by Aivaz Kamer Ainur & Albu Lucian-Liviu
  • 2012 The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level
    by Aivaz Kamer Ainur
  • 2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
    by Jian Wu & Zhengjun Zhang & Yong Zhao
  • 2012 Análisis de la participación laboral de la mujer en el mercado ecuatoriano
    by Juan Carlos García & Patricia Cortez
  • 2012 How Informative Are Central Bank Assessments of Macroeconomic Risks?
    by Malte Knüppel & Guido Schultefrankenfeld
  • 2012 Improving the Forecasting Power of Volatility Models
    by Ahmed Bensaida
  • 2012 Marketing Strategies for the Primary Sector: An Empirical Study
    by L. Tsourgiannis & M. Warren & A. Karasavvoglou & J. Eddison
  • 2012 A k-sample homogeneity test: the Harmonic Weighted Mass index
    by Jeroen Hinloopen & Rien J.L.M. Wagenvoort & Charles van Marrewijk
  • 2012 Ajuste del ingreso en México con un enfoque bayesiano
    by Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde
  • 2012 The effect of structural breaks on the Engle-Granger test for cointegration
    by Antonio E. Noriega & Daniel Ventosa-Santaularia
  • 2012 Statistical Significance in the New Tom and the Old Tom: A Reply to Thomas Mayer
    by Deirdre N. McCloskey & Stephen T. Ziliak
  • 2012 Ziliak and McCloskey's Criticisms of Significance Tests: An Assessment
    by Thomas Mayer
  • 2012 Parasal Soklarin Asimetrik Etkileri: Teori ve Turkiye Uygulamasi
    by Banu TANRIOVER & Nebiye YAMAK
  • 2012 Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
    by Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi
  • 2012 The distribution of household consumption-expenditure budget shares
    by Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio
  • 2012 Testing the growth effects of structural change
    by Hartwig, Jochen
  • 2012 Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon
    by Khan, Walayet & Vieito, João Paulo
  • 2012 LM tests for spatial correlation in spatial models with limited dependent variables
    by Qu, Xi & Lee, Lung-fei
  • 2012 How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis
    by Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi
  • 2012 Trends and random walks in macroeconomic time series: A reappraisal
    by Charles, Amélie & Darné, Olivier
  • 2012 No contagion, only globalization and flight to quality
    by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane
  • 2012 Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
    by Charles, Amélie & Darné, Olivier & Kim, Jae H.
  • 2012 Technical trading revisited: False discoveries, persistence tests, and transaction costs
    by Bajgrowicz, Pierre & Scaillet, Olivier
  • 2012 Testing conditional factor models
    by Ang, Andrew & Kristensen, Dennis
  • 2012 Unilateral divorce versus child custody and child support in the U.S
    by González-Val, Rafael & Marcén, Miriam
  • 2012 Earnings management and auditor specialization in the post-sox era: An examination of the banking industry
    by DeBoskey, David Gregory & Jiang, Wei
  • 2012 Breaks in the breaks: An analysis of divorce rates in Europe
    by González-Val, Rafael & Marcén, Miriam
  • 2012 Commodity volatility breaks
    by Vivian, Andrew & Wohar, Mark E.
  • 2012 Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
    by Lee, David & Li, Wai Keung & Wong, Tony Siu Tung
  • 2012 An improved test for statistical arbitrage
    by Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch
  • 2012 Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing
    by Fosten, Jack
  • 2012 A new country risk index for emerging markets: A stochastic dominance approach
    by Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas
  • 2012 Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets
    by Lazăr, Dorina & Todea, Alexandru & Filip, Diana
  • 2012 Higher order properties of the wild bootstrap under misspecification
    by Kline, Patrick & Santos, Andres
  • 2012 Nonparametric estimation and inference about the overlap of two distributions
    by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
  • 2012 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
    by Marmer, Vadim & Otsu, Taisuke
  • 2012 Inference in regression models with many regressors
    by Anatolyev, Stanislav
  • 2012 Efficient minimum distance estimation with multiple rates of convergence
    by Antoine, Bertille & Renault, Eric
  • 2012 Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
    by Peñaranda, Francisco & Sentana, Enrique
  • 2012 Inference regarding multiple structural changes in linear models with endogenous regressors
    by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
  • 2012 Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
    by Bennala, Nezar & Hallin, Marc & Paindaveine, Davy
  • 2012 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    by Fanelli, Luca
  • 2012 In-sample tests of predictive ability: A new approach
    by Clark, Todd E. & McCracken, Michael W.
  • 2012 Spurious regressions in technical trading
    by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke
  • 2012 Persistence-robust surplus-lag Granger causality testing
    by Bauer, Dietmar & Maynard, Alex
  • 2012 Robust inference in nonstationary time series models
    by Xiao, Zhijie
  • 2012 Robustifying multivariate trend tests to nonstationary volatility
    by Xu, Ke-Li
  • 2012 Taking a new contour: A novel approach to panel unit root tests
    by Chang, Yoosoon
  • 2012 Statistical tests for multiple forecast comparison
    by Mariano, Roberto S. & Preve, Daniel
  • 2012 Jumps in equilibrium prices and market microstructure noise
    by Lee, Suzanne S. & Mykland, Per A.
  • 2012 Empirical implementation of nonparametric first-price auction models
    by Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.
  • 2012 Semiparametric GMM estimation of spatial autoregressive models
    by Su, Liangjun
  • 2012 Residual based tests for cointegration in dependent panels
    by Chang, Yoosoon & Nguyen, Chi Mai
  • 2012 Functional regression of continuous state distributions
    by Park, Joon Y. & Qian, Junhui
  • 2012 Specification testing in nonparametric instrumental variable estimation
    by Horowitz, Joel L.
  • 2012 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
    by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
  • 2012 Robust subsampling
    by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio
  • 2012 Hahn–Hausman test as a specification test
    by Lee, Yoonseok & Okui, Ryo
  • 2012 Simple and powerful GMM over-identification tests with accurate size
    by Sun, Yixiao & Kim, Min Seong
  • 2012 A simple test for regression specification with non-nested alternatives
    by Hagemann, Andreas
  • 2012 Bayesian hypothesis testing in latent variable models
    by Li, Yong & Yu, Jun
  • 2012 Statistical treatment choice based on asymmetric minimax regret criteria
    by Tetenov, Aleksey
  • 2012 A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
    by Guggenberger, Patrik
  • 2012 A new test for monopoly with limited cost data
    by Moul, Charles C.
  • 2012 A simple test for linearity against exponential smooth transition models with endogenous variables
    by Massacci, Daniele
  • 2012 Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
    by Arezki, Rabah & Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao
  • 2012 Testing forecasting model versatility
    by Taylor, Nicholas
  • 2012 Jointly testing linearity and nonstationarity within threshold autoregressions
    by Pitarakis, Jean-Yves
  • 2012 On tests for linearity against STAR models with deterministic trends
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp
  • 2012 Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia
    by Paradiso, Antonio & Rao, B. Bhaskara
  • 2012 Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
    by Lee, Hyejin & Meng, Ming & Lee, Junsoo
  • 2012 The flexible Fourier form and Dickey–Fuller type unit root tests
    by Enders, Walter & Lee, Junsoo
  • 2012 A simple nonstationary-volatility robust panel unit root test
    by Demetrescu, Matei & Hanck, Christoph
  • 2012 Testing the single-factor model in the presence of persistent regressors
    by Miyanishi, Masako
  • 2012 On the interpretation of panel unit root tests
    by Pesaran, M. Hashem
  • 2012 Granger causality between total expenditure on health and GDP in OECD: Evidence from the Toda–Yamamoto approach
    by Amiri, Arshia & Ventelou, Bruno
  • 2012 A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
    by Lin, Eric S. & Chou, Ta-Sheng
  • 2012 Size improvement of the KPSS test using sieve bootstraps
    by Lee, Jin & Lee, Young Im
  • 2012 A test for complementarities among multiple technologies that avoids the curse of dimensionality
    by Yu, Li & Hurley, Terrance & Kliebenstein, James & Orazem, Peter
  • 2012 Testing the functional constraints on parameters in regressions with variables of different frequency
    by Kvedaras, Virmantas & Zemlys, Vaidotas
  • 2012 Heteroskedasticity-robust inference in finite samples
    by Hausman, Jerry & Palmer, Christopher
  • 2012 Historical financial analogies of the current crisis
    by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
  • 2012 A note on the relation between local power and robustness to misspecification
    by Guggenberger, Patrik
  • 2012 A cautionary note on tests of overidentifying restrictions
    by Parente, Paulo M.D.C. & Santos Silva, J.M.C.
  • 2012 Testing for bivariate stochastic dominance using inequality restrictions
    by Stengos, Thanasis & Thompson, Brennan S.
  • 2012 Specification tests and tests for overidentifying restrictions in panel data models with selection
    by Semykina, Anastasia
  • 2012 A simple panel stationarity test in the presence of serial correlation and a common factor
    by Hadri, Kaddour & Kurozumi, Eiji
  • 2012 Kernel-based estimation of semiparametric regression in triangular systems
    by Martins-Filho, Carlos & Yao, Feng
  • 2012 Test for linearity against STAR models with deterministic trends
    by Zhang, Lingxiang
  • 2012 Long memory and changing persistence
    by Kruse, Robinson & Sibbertsen, Philipp
  • 2012 A Hausman test for non-ignorability
    by Bücker, Michael & Krämer, Walter & Arnold, Matthias
  • 2012 Beta-convergence and sigma-convergence in corporate governance in Europe
    by Matos, Pedro Verga & Faustino, Horácio C.
  • 2012 Testing for a unit root in the presence of stochastic volatility and leverage effect
    by Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie
  • 2012 Examining the evidence of purchasing power parity by recursive mean adjustment
    by Kim, Hyeongwoo & Moh, Young-Kyu
  • 2012 Trade and productivity: Self-selection or learning-by-exporting in India
    by Haidar, Jamal Ibrahim
  • 2012 Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach
    by Zanin, Luca & Marra, Giampiero
  • 2012 Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test
    by Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie
  • 2012 ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
    by Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param
  • 2012 Staged investments in entrepreneurial financing
    by Dahiya, Sandeep & Ray, Korok
  • 2012 Using SARFIMA Model to Study and Predict the Iran’s Oil Supply
    by Hamidreza Mostafaei & Leila Sakhabakhsh
  • 2012 Does Uncovered Interest Rate Parity Hold in Turkey?
    by Özcan Karahan & Olcay Çolak
  • 2012 The Effects Of Monetary Policy On Real Farm Prices In South Africa
    by Goodness C. AYE & Rangan GUPTA
  • 2012 Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007
    by Issa ALI & Reetu VERMA
  • 2012 Performance financière de l’investissement socialement responsable (ISR):une méta-analyse - Financial Performance of Socially Responsible Investment (SRI):A meta-analysis
    by Christophe Revelli & Jean-Laurent Viviani
  • 2012 The Role of the Continuous Variables Indices in the Life -Testing Research
    by Gabriela OPAIT
  • 2012 Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia
    by Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily
  • 2012 La informalidad laboral en América Latina: ¿explicación estructuralista o institucionalista?
    by Diana Marcela Jiménez
  • 2012 Tax Reform and Coordination in a Currency Union
    by Benjamin Carton
  • 2012 Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance
    by Jean-Bernard Chatelain & Kirsten Ralf
  • 2012 Are Bankers Successful in Forecasting the Direction of Credit Volume and Interest rates?
    by Defne MUTLUER KURUL
  • 2012 The Analysis of the Attitudes of Secondary School Students towards Grief
    by Seher Balci Celik
  • 2012 Benefits of a marketing cooperative in transition agriculture: Mórakert purchasing and service co-operative
    by Zoltán Bakucs & Imre Fertő & Gábor G. Szabó
  • 2012 Effect of Securitization on the Bank’s Equity Risk in the U.S
    by Pituwan Poramapojn
  • 2011 The Effects of Monetary Policy On Real Farm Prices in South Africa
    by Goodness C. Aye & Rangan Gupta
  • 2011 Revisiting the labor hoarding employment demand model: an economic order quantity approach
    by Platt, Harlan & Platt, Marjorie B. Platt
  • 2011 Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
    by Gregor N. F. Weiß
  • 2011 Testing for monotonicity in expected asset returns
    by Joseph P. Romano & Michael Wolf
  • 2011 Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    by Knüppel, Malte
  • 2011 Evaluating macroeconomic risk forecasts
    by Knüppel, Malte & Schultefrankenfeld, Guido
  • 2011 How informative are central bank assessments of macroeconomic risks?
    by Knüppel, Malte & Schultefrankenfeld, Guido
  • 2011 Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?
    by Rafael González-Val & Jose Olmo
  • 2011 Black swans or dragon kings? A simple test for deviations from the power law
    by Joanna Janczura & Rafal Weron
  • 2011 Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study
    by Ewa Syczewska
  • 2011 Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
    by David E. Giles & Ryan T. Godwin
  • 2011 The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference
    by Kenneth G. Stewart
  • 2011 Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance
    by Christopher J. Bennett & Ricardas Zitikis
  • 2011 A Permutation-based Combination of Sign Tests for Assessing Habitat Selection
    by Lorenzo Fattorini & Caterina Pisani & Francesco Riga & Marco Zaccaroni
  • 2011 Crash Sensitivity and the Cross-Section of Expected Stock Returns
    by Ruenzi, Stefan & Weigert, Florian
  • 2011 Testing instrument validity in sample selection models
    by Huber, Martin & Mellace, Giovanni
  • 2011 Testing instrument validity for LATE identification based on inequality moment constraints
    by Huber, Martin & Mellace, Giovanni
  • 2011 Quantile Regression in the Presence of Sample Selection
    by Huber, Martin & Melly, Blaise
  • 2011 Cointegrating MiDaS Regressions and a MiDaS Test
    by J. Isaac Miller
  • 2011 L’évolution de la segmentation du marché du travail en France : 1973-2007
    by Magali Jaoul-Grammare
  • 2011 Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary
    by Dong Jin Lee
  • 2011 Testing Conditional Symmetry Without Smoothing
    by Tao Chen & Gautam Tripathi
  • 2011 Monitoring Child Well-being in the European Union: Measuring cumulative deprivation
    by Geranda Notten & Keetie Roelen & UNICEF Innocenti Research Centre
  • 2011 Experimental Estimates of the Impacts of Class Size on Test Scores: Robustness and Heterogeneity
    by Ding, Weili & Lehrer, Steven F.
  • 2011 Measuring the economic efficiency of Italian agricultural enterprises
    by Darina Zaimova
  • 2011 Is Combined Microfinance an Instrument to enhance Sustainable Pro-Poor Public Policy Outcomes?
    by Koen Rossel-Cambier
  • 2011 Understanding the Dynamics of Product Diversification on Microfinance Performance Outcomes: A Case Study in Barbados
    by Koen Rossel-Cambier
  • 2011 Bayesian Hypothesis Testing in Latent Variable Models
    by Yong Li & Jun Yu
  • 2011 On the Properties of Regression Tests of Asset Return Predictability
    by Seongman Moon & Carlos Velasco
  • 2011 Do Foreign Excess Return Regressions Convey Valid Information?
    by Seongman Moon & Carlos Velasco
  • 2011 Conditional Moment Models under Semi-Strong Identification
    by Bertille Antoine & Pascal Lavergne
  • 2011 The Phantom Menace of Omitted Variables – A Comment
    by Nolan Ritter & Colin Vance
  • 2011 Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States
    by Mario Jovanovic
  • 2011 Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
    by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen
  • 2011 Testing for a rational bubble under long memory
    by M. FRÖMMEL & R. KRUSE
  • 2011 Testing the One-Part Fractional Response Model against an Alternative Two-Part Model
    by Oberhofer, Harald & Pfaffermayr, Michael
  • 2011 Covariate Unit Root Tests with Good Size and Power
    by Fossati, Sebastian
  • 2011 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bardsen & Stan Hurn & Zoe McHugh
  • 2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
    by Paulo M.M. Rodrigues & Nazarii Salish
  • 2011 A Class of Robust Tests in Augmented Predictive Regressions
    by Paulo M.M. Rodrigues & Antonio Rubia
  • 2011 Influence de la négociation intra-ménage sur les dépenses d’éducation dans les ménages au Mali
    by Keita, Moussa
  • 2011 City price convergence in Turkey with structural breaks
    by Bilgili, Faik
  • 2011 Bayes multivariate signification tests and Granger causality
    by Ciuiu, Daniel
  • 2011 Inflación Internacional Relevante para Costa Rica
    by Leon, Jorge & Segura, Carlos & Vasquez, Jose Pablo
  • 2011 Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation
    by Mynbaev, Kairat
  • 2011 Testing for partial exogeneity with weak identification
    by Doko Tchatoka, Firmin
  • 2011 Detección de Dependencia Espacial mediante Análisis Simbólico
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús
  • 2011 ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
    by Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel
  • 2011 Testing for weak form market efficiency in Indian foreign exchange market
    by Sasikumar, Anoop
  • 2011 Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia
    by Puah, Chin-Hong & Chong, Lucy Lee-Yun & Jais, Mohamad
  • 2011 Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector
    by Wong, Shirly Siew-Ling & Puah, Chin-Hong & Shazali, Abu Mansor
  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.
  • 2011 One for all and all for one: regression checks with many regressors
    by Lavergne, Pascal & Patilea, Valentin
  • 2011 A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?
    by Antonio, Paradiso & Kumar, Saten & Rao, B Bhaskara
  • 2011 Effect of employment guarantee on access to credit: Evidence from rural India
    by Saraswat, Deepak
  • 2011 Financial Inclusion in India: A case-study of West Bengal
    by Chattopadhyay, Sadhan Kumar
  • 2011 Interpreting interaction terms in linear and non-linear models: A cautionary tale
    by Drichoutis, Andreas
  • 2011 Goodness-of-fit testing for the marginal distribution of regime-switching models
    by Janczura, Joanna & Weron, Rafal
  • 2011 A nonparametric hypothesis test via the Bootstrap resampling
    by Temel, Tugrul
  • 2011 Detecting big structural breaks in large factor models
    by Chen, Liang & Dolado, Juan Jose & Gonzalo, Jesus
  • 2011 Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector
    by Sinha, Pankaj & Gupta, Sushant
  • 2011 Patterns in U.S. urban growth (1790–2000)
    by González-Val, Rafael & Lanaspa, Luis
  • 2011 Why inferential statistics are inappropriate for development studies and how the same data can be better used
    by Ballinger, Clint
  • 2011 Testing for non-causality by using the Autoregressive Metric
    by Di Iorio, Francesca & Triacca, Umberto
  • 2011 Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia
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    by Kundurjiev, T. & Salchev, Petko
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    by Paradiso, Antonio & Rao, B. Bhaskara
  • 2011 Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange
    by Ahmed, Walid M.A.
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    by Xu Cheng & Zhipeng Liao
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    by Juan Carlos Aquino & Gabriel Rodríguez
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    by Cristina Amado & Timo Teräsvirta
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    by Andrew Ang & Dennis Kristensen
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    by Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price
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    by Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch
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    by Md Atikur Rahman Khan & D.S. Poskitt
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    by Peter Martey Addo & Monica Billio & Dominique Guegan
  • 2011 A test for a new modelling: The Univariate MT-STAR Model
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    by Dominique Guegan & Philippe de Peretti
  • 2011 Panel-CADF Testing with R: Panel Unit Root Tests Made Easy
    by Lupi, Claudio
  • 2011 FDR Control in the Presence of an Unknown Correlation Structure
    by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio
  • 2011 Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
    by Badi H. Baltagi & Chihwa Kao & Sanggon Na
  • 2011 A Robust Multi-Dimensional Poverty Profile for Uganda
    by Sebastian Levine & James Muwonge & Yele Maweki Batana
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    by Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains
  • 2011 Corporate Governance and Financial Development: A Study of the French Case
    by Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains
  • 2011 Testing for IIA with the Hausman-McFadden Test
    by Vijverberg, Wim P.
  • 2011 Testing for IIA with the Hausman-McFadden Test
    by Vijverberg, Wim P.
  • 2011 Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
    by Ham, John C. & Woutersen, Tiemen
  • 2011 Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters
    by Ham, John C. & Woutersen, Tiemen
  • 2011 Informal Sector and Corruption: An Empirical Investigation for India
    by Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta
  • 2011 Informal Sector and Corruption: An Empirical Investigation for India
    by Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta
  • 2011 The euro effect on trade: evidence in gravity equations using panel cointegration techniques
    by Cecilio R. Tamarit Escalona & Estrella Gómez
  • 2011 A Fixed-b Perspective on the Phillips-Perron Unit Root Tests
    by Vogelsang, Timothy J. & Wagner, Martin
  • 2011 Nonparametric Rank Tests for Non-stationary Panels
    by Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim
  • 2011 Cointegrating Polynomial Regressions
    by Hong, Seung Hyun & Wagner, Martin
  • 2011 Growth in a cross-section of cities: location, increasing returns or random growth?
    by Rafael González-Val & Jose Olmo
  • 2011 Linking corporate reputation and shareholder value using the publication of reputation rankings
    by Sven Tischer & Lutz Hildebrandt
  • 2011 The impact of context and promotion on consumer responses and preferences in out-of-stock situations
    by Nicole Wiebach & Jana L. Diels
  • 2011 Customer Reactions in Out-of-Stock Situations – Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?
    by Jana Luisa Diels & Nicole Wiebach
  • 2011 Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes
    by Eiji Kurozumi & Khashbaatar Dashtseren
  • 2011 Monitoring a change in persistence of a long range dependent time series
    by Heinen, Florian & Willert, Juliane
  • 2011 Two competitive models and their identification problem: The ESTAR and TSTAR model
    by Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp
  • 2011 A note on testing for purchasing power parity
    by Heinen, Florian
  • 2011 The dynamics of real exchange rates - A reconsideration
    by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp
  • 2011 Testing for Bivariate Stochastic Dominance Using Inequality Restrictions
    by Thanasis Stengos & Brennan S. Thompson
  • 2011 Are Euro exchange rates markets efficient? New evidence from a large panel
    by Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo
  • 2011 The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market
    by Jason West
  • 2011 Heteroskedasticity Testing Through Comparison of Wald-Type Statistics
    by José Murteira & Esmeralda Ramalho & Joaquim Ramalho
  • 2011 A nonlinear panel unit root test under cross section dependence
    by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis
  • 2011 Sector-based explanation of vertical integration in distribution systems; Evidence from France
    by Magali Chaudey & Muriel Fadairo & Gwennaël Solard
  • 2011 Why royalties ? Evidence from French distribution networks
    by Muriel Fadairo
  • 2011 A Trend Deduction Model of Fluctuating Oil Prices
    by Haiyan Xu & ZhongXiang Zhang
  • 2011 A Cautionary Note on Tests for Overidentifying Restrictions
    by Paulo M.D.C. Parente & Joao M.C. Santos Silva
  • 2011 Time-Varying Beta Estimators in the Mexican Emerging Market
    by Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan
  • 2011 Extending the Hausman Test to Check for the presence of Outliers
    by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi
  • 2011 Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    by Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz
  • 2011 Government Outlays, Economic Growth and Unemployment: A VAR Model
    by Siyan Wang & Burton A. Abrams
  • 2011 Are Estimates of the Value of a Statistical Life Exaggerated?
    by Hristos Doucouliagos & T.D. Stanley & Margaret Giles
  • 2011 Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing
    by Aleksandar Zaklan & Jan Abrell & Anne Neumann
  • 2011 Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
    by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Asymptotically Informative Prior for Bayesian Analysis
    by Ao Yuan & Jan G. de Gooijer
  • 2011 On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic
    by Jeroen Hinloopen
  • 2011 A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)
    by Hallin, M. & Akker, R. van den & Werker, B.J.M.
  • 2011 Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    by Szafarz, Ariane & Oosterlinck, Kim & Mignon, Valérie & Drut, Bastien & Brière, Marie
  • 2011 A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices
    by Marina Theodosiou & Filip Zikes
  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2011 Nonparametric Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2011 Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects
    by Yonghui Zhang & Liangjun Su & Peter C.B. Phillips
  • 2011 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
    by Donald W.K. Andrews & Xu Cheng
  • 2011 GMM Estimation and Uniform Subvector Inference with Possible Identification Failure
    by Donald W.K. Andrews & Xu Cheng
  • 2011 On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family
    by Lorenzo Camponovo & Taisuke Otsu
  • 2011 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    by Donald W. K. Andrews & Xu Cheng
  • 2011 Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure
    by Donald W. K. Andrews & Xu Cheng
  • 2011 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    by Donald W.K. Andrews
  • 2011 Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power
    by Donald W.K. Andrews
  • 2011 Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
    by Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger
  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2011 A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2011 Empirical Likelihood for Regression Discontinuity Design
    by Taisuke Otsu & Ke-Li Xu
  • 2011 Robustness of Bootstrap in Instrumental Variable Regression
    by Lorenzo Camponovo & Taisuke Otsu
  • 2011 Local Identification of Nonparametric and Semiparametric Models
    by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey
  • 2011 Local Identification of Nonparametric and Semiparametric Models
    by Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey
  • 2011 Breakdown Point Theory for Implied Probability Bootstrap
    by Lorenzo Camponovo & Taisuke Otsu
  • 2011 Empirical Likelihood for Nonparametric Additive Models
    by Taisuke Otsu
  • 2011 Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions
    by Yukitoshi Matsushita & Taisuke Otsu
  • 2011 A Simple Test for Identification in GMM under Conditional Moment Restrictions
    by Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu
  • 2011 Detecting big structural breaks in large factor models
    by Liang Chen & Juan José Dolado & Jesús Gonzalo
  • 2011 Corporate Governance and Financial Development: A Study of the French Case
    by Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains
  • 2011 Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
    by Martha Misas A. & Juan Carlos Parra A. & Enrique López E.
  • 2011 Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia
    by Diego Alonso Agudelo Rueda
  • 2011 Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas
    by Héctor Zárate & Katherine Sánchez & Margarita Marín
  • 2011 The perceptions of an island community towards cruise tourism: A factor analysis
    by G. Del Chiappa & M. Meleddu & M. Pulina
  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti
  • 2011 Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
    by Elise Coudin & Jean-Marie Dufour
  • 2011 Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments
    by Iglesias, Emma M. & Phillips, Garry D.A.
  • 2011 One For All or All For One? Using Multiple-listing Information in Event Studies
    by Lulu Gu & W. Robert Reed
  • 2011 Structural Breaks - An Instrumental Variable Approach
    by Conniffe, Denis & Kelly, Robert
  • 2011 Cointegration in Panel Data with Breaks and Cross-section Dependence
    by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre
  • 2011 Testing for Panel Cointegration Using Common Correlated Effects
    by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre
  • 2011 Stationarity, structural breaks, and economic growth in Mexico: 1895-2008
    by Antonio E. Noriega & Cid Alonso Rodríguez-Pérez
  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaulària
  • 2011 Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach
    by Raúl Ibarra-Ramírez
  • 2011 Bootstrap LR tests of stationarity, common trends and cointegration
    by Fabio Busetti & Silvestro di Sanzo
  • 2011 Testing for East-West contagion in the European banking sector during the financial crisis
    by Emidio Cocozza & Paolo Piselli
  • 2011 Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study
    by Riccardo LUCCHETTI & Claudia PIGINI
  • 2011 Are the Poverty Effects of Trade Policies Invisible?
    by Monika Verma & Thomas Hertel & Ernesto Valenzuela
  • 2011 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    by Yushu Li
  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta
  • 2011 A Simple Test for Spurious Regressions
    by Antonio E. Noriega & Daniel Ventosa-Santaularia
  • 2011 Nonparametric Detection and Estimation of Structural Change
    by Dennis Kristensen
  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta
  • 2011 Specific Human Capital as a Source of Superior Team Performance
    by Egon Franck & Stephan Nüesch & Jan Pieper
  • 2011 Foreign Direct Investment: Localization And Institutional Determinants
    by Nuno Carlos LEITÃO
  • 2011 La teoría del ingreso permanente: un análisis empírico
    by Liquitaya Briceño, José D.
  • 2011 Mediating Role of Affective Commitment in HRM Practices and Turnover Intention Relationship: A Study in a Developing Context
    by Joarder, Mohd H. R. , & Sharif,, Mohmad Yazam & Ahmmed, Kawsar
  • 2011 Performance Feedback: Individual Based Reflections and the Effect on Motivation
    by Kaymaz, Kurtulus
  • 2011 Dynamics of market orientation in Croatian economy
    by Bruno Grbac & Ivana First
  • 2011 Fiscal Deficit and Inflation: An empirical analysis for India
    by Aviral Kumar Tiwari & A. P. Tiwari
  • 2011 Application of FIGARCH and EWMA Models on Stock Indices PX and BUX
    by Zdeněk Štolc
  • 2011 Interactions Between Organizational Size and Some IT Factors in the Context of ERP Success Assessment: An Exploratory Investigation
    by Eduard Edelhauser & Andreea Ionică & Lucian Lupu Dima
  • 2011 ERP and BI Implementation in Romanian Organizations and Their Influence on Manager's Decision: A Case Study
    by Eduard Edelhauser
  • 2011 Strategic quality management on business to business market in Bosnia and Herzegovina
    by Zijada Rahimic & Kenan Ustovic
  • 2011 Determination Of Residual Value Within The Cost Benefit Analysis For The Projects Financed By The European Union
    by Droj Laurentiu
  • 2011 Sensitivity of the Trade Openness in Nepal
    by Shashi Kant Chaudhary
  • 2011 Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado/The Performance of the Budgetary Target of the Central Government in Spain
    by LEAL LINARES, TERESA & PÉREZ GARCÍA, JAVIER J.
  • 2011 What Fuels Publication Bias? Theoretical and Empirical Analyses of Risk Factors Using the Caliper Test
    by Katrin Auspurg & Thomas Hinz
  • 2011 Are Most Published Research Findings False?
    by Andreas Diekmann
  • 2011 “True Believers” or Numerical Terrorism at the Nuclear Power Plant
    by Walter Krämer & Gerhard Arminger
  • 2011 Applications of Parametric and Nonparametric Tests for Event Studies on ISE
    by Handan YOLSAL
  • 2011 Un modelo matemático para esquemas piramidales tipo Ponzi
    by Juan Mayorga-Zambrano
  • 2011 A Procedure for Testing Granger Causality of Infinite Order
    by Fathali Firoozi & Donald Lien
  • 2011 A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data
    by Hadri, Kaddour & Kurozumi, Eiji
  • 2011 Quantitative vs. Qualitative Criteria for Credit Risk Assessment
    by João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes
  • 2011 Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices
    by Admin Starcevic & Timothy Rodgers
  • 2011 Paradoja Feldstein-Horioka: el caso de México (1950-2007)
    by Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària
  • 2011 “Lucky” numbers, unlucky consumers
    by Yang, Zili
  • 2011 A trinomial test for paired data when there are many ties
    by Bian, Guorui & McAleer, Michael & Wong, Wing-Keung
  • 2011 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
    by Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel
  • 2011 Hypothesis testing in linear regression when k/n is large
    by Calhoun, Gray
  • 2011 Inference with dependent data using cluster covariance estimators
    by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B.
  • 2011 Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
    by Hsu, Shih-Hsun & Kuan, Chung-Ming
  • 2011 A consistent nonparametric test for nonlinear causality—Specification in time series regression
    by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho
  • 2011 A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
    by Donald, Stephen G. & Hsu, Yu-Chin
  • 2011 A robust test for multivariate normality
    by Jönsson, Kristian
  • 2011 A nonparametric test for path dependence in discrete panel data
    by Kasy, Maximilian
  • 2011 Common stocks as a hedge against inflation: Evidence from century-long US data
    by Kim, Jae H. & Ryoo, Heajin H.
  • 2011 Testing for serial correlation and random effects in a two-way error component regression model
    by Wu, Jianhong & Zhu, Lixing
  • 2011 Testing for structural breaks in factor loadings: An application to international business cycle
    by Bueno, José Luis Cendejas & Santos, Sonia de Lucas & Rodríguez, Ma Jesús Delgado & Ayuso, Inmaculada Álvarez
  • 2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2011 CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano
    by Jesús Yoel Crespo
  • 2011 Sesgos en estimación, tamaño y potencia de una prueba sobre el parámetro de memoria larga en modelos ARFIMA
    by Castaño Vélez, Elkin & Gallón Gómez, Santiago Alejandro & Gómez Portilla, Karoll
  • 2011 Testing for poverty dominance: an application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos
  • 2011 The Effects of Currency Futures Trading on Turkish Currency Market
    by Arif Oduncu
  • 2011 Taylor Rule Revisited: from an Econometric Point of View
    by Claudia Kurz & Jeong-Ryeol Kurz-Kim
  • 2011 Inflation and Budget Deficit: What is the Relationship in Portugal?
    by Agostinho S. Rosa
  • 2011 Examining The University Students' Environmental Protection Commitments And Environment-Friendly Consumption Behaviors
    by Veysel Yilmaz & Talha Arslan
  • 2011 Development And Diversification Of Services - An Approach At Tourism Services Level In Romania
    by Andreea Daniela Moraru
  • 2011 Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis
    by Oana Resceanu
  • 2011 Follow-Up Of Fisher F Test With Significantly Low Values In Small Samples
    by Alina BARBU
  • 2011 The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk
    by Walter Krämer
  • 2011 An Analysis of Supply Response for Natural Rubber in Cambodia
    by Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana
  • 2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
    by Mehmet Balcilar & Rangan Gupta & Zahra Shah
  • 2010 A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)
    by Hallin, M. & Akker, R. van den & Werker, B.J.M.
  • 2010 The Effect of Option listing on the Underlying Stock Volume Volatility Relation : A Study of French Underlying Stock Efficiency
    by Jouaber, Kaouther & Tekaya, Rim
  • 2010 The Contagion between Corporate and Personal Bankruptcy
    by Platt, Harlan & Demirkan, Sebhattan
  • 2010 The Combined Employment Effects of Minimum Wages and Labor Market Regulation—a Meta-Analysis
    by Bernhard Boockmann
  • 2010 Leverage and covariance matrix estimation in finite-sample IV regressions
    by Andreas Steinhauer & Tobias Wuergler
  • 2010 Robust performance hypothesis testing with the variance
    by Olivier Ledoit & Michael Wolf
  • 2010 Multiple tests for the performance of different investment strategies
    by Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof
  • 2010 Robust estimation of integrated variance and quarticity under flat price and no trading bias
    by Schulz, Frowin C.
  • 2010 Tender prices in local bus transport in Germany - an application of alternative regression techniques
    by Beck, Arne & Walter, Matthias
  • 2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
    by Lang, Michael & Cremers, Heinz & Hentze, Rainald
  • 2010 The first shall be last: serial position effects in the case contestants evaluate each other
    by Haigner, Stefan D. & Jenewein, Stefan & Müller, Hans-Christian & Wakolbinger, Florian
  • 2010 Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
    by Leslie G. Godrey
  • 2010 A robust test for error cross-section correlation in panel models
    by L Godfrey & T Yamagata
  • 2010 Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test
    by Ewa M. Syczewska
  • 2010 Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation
    by Mikko Packalen & Tony Wirjanto
  • 2010 On Statistical Inference for Inequality Measures Calculated from Complex Survey Data
    by Judith A. Clarke & Nilanjana Roy
  • 2010 Testing for covariate balance using quantile regression and resampling methods
    by Martin Huber
  • 2010 A unifying approach to the empirical evaluation of asset pricing models
    by Francisco Peñaranda & Enrique Sentana
  • 2010 Finite sample nonparametric tests for linear regressions
    by Karl Schlag & Olivier Gossner
  • 2010 A note on testing for complementarity and substitutability in the case of multiple practices
    by Carree, Martin & Lokshin, Boris & Belderbos, René
  • 2010 Assessing Innovations in International Research and Development Practice
    by Pant, Laxmi P.
  • 2010 A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
    by J. Isaac Miller
  • 2010 HEGY Tests in the Presence of Moving Averages
    by Tomás del Barrio Castro & Denise R. Osborn
  • 2010 Weak Identification in Fuzzy Regression Discontinuity Designs
    by Feir, Donna & Lemieux, Thomas & Marmer, Vadim
  • 2010 Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France
    by Bonnet, Céline & Dubois, Pierre
  • 2010 Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
    by Amélie Charles & Olivier Darné & Jae H Kim
  • 2010 Specification Analysis of Structural Quantile Regression Models
    by Juan Carlos Escanciano & Chuan Goh
  • 2010 An Expanded Scope For Qualitative Economics
    by Andrew J. Buck & George M. Lady
  • 2010 Qualitative Matrices and Information
    by Andrew J. Buck & George M. Lady
  • 2010 Do Multiple Financial Services Enhance the Poverty Outreach of Microfinance Institutions?
    by Koen Rossel-Cambier
  • 2010 Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
    by Qiankun Zhou & Jun Yu
  • 2010 Kernel smoothing end of sample instability tests P values
    by Patrick Richard
  • 2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj
  • 2010 Fixed, Random, or Something in Between? – A Variant of HAUSMAN’s Specifi cation Test for Panel Data Estimators
    by Manuel Frondel & Colin Vance
  • 2010 What do we know about real exchange rate nonlinearities?
    by R. KRUSE & M. FRÖMMEL & L. MENKHOFF & P. SIBBERTSEN
  • 2010 Dynamic Specification Tests for Static Factor Models
    by Gabriele Fiorentini & Enrique Sentana
  • 2010 Evaluating Value-at-Risk Models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith
  • 2010 Critical Values for Cointegration Tests
    by James G. MacKinnon
  • 2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
    by Paulo M.M. Rodrigues & Antonio Rubia
  • 2010 Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan
    by Emura, Takeshi & Katsuyama, Hitomi & Wang, Jinfang
  • 2010 Can statistics do without artefacts?
    by Chatelain, Jean-Bernard
  • 2010 Confidence sets for some partially identified parameters
    by Fan, Yanqin & Park, Sang Soo
  • 2010 A Non-Parametric Approach to Spatial Causality
    by Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean
  • 2010 An inflation expectations horserace
    by Guzman, Giselle C.
  • 2010 Factors Affecting job satisfaction of employees in Pakistani banking sector
    by Ahmed Imran, Hunjra & Muhammad Irfan, Chani & Sher, Aslam & Muhammad, Azam & Kashif-Ur, Rehman
  • 2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
    by Doko Tchatoka, Firmin
  • 2010 Portmanteau goodness-of-fit test for asymmetric power GARCH models
    by Carbon, Michel & Francq, Christian
  • 2010 Computing and estimating information matrices of weak arma models
    by Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian
  • 2010 Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach
    by Omay, Nazli C. & Karadagli, Ece C.
  • 2010 A Statistical Test of City Growth: Location, Increasing Returns and Random Growth
    by González-Val, Rafael & Olmo, Jose
  • 2010 A trend deduction model of fluctuating oil prices
    by Xu, Haiyan & Zhang, ZhongXiang
  • 2010 A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007
    by Di Iorio, Francesca & Fachin, Stefano
  • 2010 Une approche Macroprudentielle du risque systémique en zone CEMAC
    by Nguenang, Christian & Kamgna, Sévérin yves & Tinang, Nzeusseu Jules
  • 2010 Unilateral Divorce vs. Child Custody and Child Support in the U.S
    by González-Val, Rafael & Marcén, Miriam
  • 2010 Is trade deficit sustainable in India? An inquiry
    by Tiwari, Aviral
  • 2010 Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity
    by HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki
  • 2010 Estimation and inference in unstable nonlinear least squares models
    by Boldea, Otilia & Hall, Alastair R.
  • 2010 Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne
    by Mynbaev, Kairat
  • 2010 A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters
    by Parker, Thomas
  • 2010 Goodness-of-fit testing for regime-switching models
    by Janczura, Joanna & Weron, Rafal
  • 2010 An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models
    by Parker, Thomas
  • 2010 Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
    by Kim, Hyeongwoo & Moh, Young-Kyu
  • 2010 Strict stationarity testing and estimation of explosive ARCH models
    by Francq, Christian & Zakoian, Jean-Michel
  • 2010 Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India
    by Patnaik, Unmesh & Narayanan, K
  • 2010 A Note on the Oil Price Trend and GARCH Shocks
    by Jing, Li & Thompson, Henry
  • 2010 Sukukization: Islamic Economic Risk Factors in Shari’ah View
    by Alsayyed, Nidal
  • 2010 On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses
    by Duchesne, Pierre & Francq, Christian
  • 2010 Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals
    by Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret
  • 2010 Accruals, Investment and Errors-in-Variables
    by Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret
  • 2010 On rank estimation in semidefinite matrices
    by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras
  • 2010 Location, Location, Location: Entrepreneurial Finance Meets Economic Geography
    by Emanuel Shachmurove & Yochanan Shachmurove
  • 2010 Énvironmental Economics and Venture Capital
    by Emanuel Shachmurove & Yochanan Shachmurove
  • 2010 Panel Estimation for Worriers
    by Markus Eberhardt & Anindya Banerjee and J. James Reade
  • 2010 The Pungent Smell of 'Red Herrings': subsoil assets, rents, volatility and the resource curse
    by Rick van der Ploeg & Steven Poelhekke
  • 2010 Independence Tests based on Symbolic Dynamics
    by Helmut Elsinger
  • 2010 A Score Based Approach to Wild Bootstrap Inference
    by Patrick M. Kline & Andres Santos
  • 2010 Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
    by Yacine Aït-Sahalia & Jean Jacod
  • 2010 A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data
    by Brendan P.M. McCabe & Gael Martin & Keith Freeland
  • 2010 Dual P-Values, Evidential Tension and Balanced Tests
    by D.S. Poskitt & Arivalzahan Sengarapillai
  • 2010 An omnibus test to detect time-heterogeneity in time series
    by Dominique Guegan & Philippe de Peretti
  • 2010 Testing unit roots and long range dependence of foreign exchange
    by Dominique Guegan & Zhiping Lu
  • 2010 The Power of some Standard tests of stationarity against changes in the unconditional variance
    by Ibrahim Ahamada & Mohamed Boutahar
  • 2010 A KPSS better than KPSS. Rank tests for short memory stationarity
    by Matteo Pelagatti & Pranab Sen
  • 2010 Testing for Welfare Comparisons when Populations Differ in Size
    by Jean-Yves Duclos & Agnès Zabsonré
  • 2010 Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France
    by Georges Dionne & Pierre-Carl Michaud & Maki Dahchour
  • 2010 Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being
    by Yélé Maweki Batana & Jean-Yves Duclos
  • 2010 Testing for Mobility Dominance
    by Yélé Maweki Batana & Jean-Yves Duclos
  • 2010 Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis
    by Amélie Charles & Olivier Darné & Jae H Kim
  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Guorui Bian & Michael McAleer & Wing-Keung Wong
  • 2010 Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
    by Dennis Kristensen
  • 2010 Testing the growth effects of structural change
    by Jochen Hartwig
  • 2010 ‘Baumol’s diseases’: the case of Switzerland
    by Jochen Hartwig
  • 2010 The Combined Employment Effects of Minimum Wages and Labor Market Regulation: A Meta-Analysis
    by Boockmann, Bernhard
  • 2010 The Combined Employment Effects of Minimum Wages and Labor Market Regulation: A Meta-Analysis
    by Boockmann, Bernhard
  • 2010 Testing for Structural Breaks at Unknown Time: A Steeplechase
    by Makram El-Shagi & Sebastian Giesen
  • 2010 Hypothesis Testing in Linear Regression when K/N is Large
    by Calhoun, Gray
  • 2010 Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components
    by Ma, Jun & Nelson, Charles R.
  • 2010 Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France
    by Bonnet, Céline & Dubois, Pierre
  • 2010 Remote Access – Eine Welt ohne Mikrodaten??
    by Gerd Ronning & Philipp Bleninger & Jörg Drechsler & Christopher Gürke
  • 2010 The Combined Employment Effects of Minimum Wages and Labor Market Regulation – A Meta-analysis
    by Bernhard Boockmann
  • 2010 Context Effects as Customer Reaction on Delisting of Brands
    by Nicole Wiebach & Lutz Hildebrandt
  • 2010 Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
    by Gørgens, Tue & Würtz, Allan
  • 2010 Brukernes erfaringer med fastlege-ordningen 2001-2008 - Trender i bruk, tilgjengelighet og fornøydhet
    by Godager, Geir & Iversen, Tor
  • 2010 Exploiting Parallelization in Spatial Statistics: an Applied Survey using R
    by Bivand, Roger
  • 2010 Long memory and changing persistence
    by Kruse, Robinson & Sibbertsen, Philipp
  • 2010 Peaks vs. Components
    by Vollmer, Sebastian & Holzmann, Hajo & Schwaiger, Florian
  • 2010 Evaluating a class of nonlinear time series models
    by Heinen, Florian
  • 2010 Identification problems in ESTAR models and a new model
    by Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp
  • 2010 Persistence-robust Granger causality testing
    by Dietmar Bauer & Alex Maynard
  • 2010 Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks
    by Vitali Alexeev & Alex Maynard
  • 2010 The geography of French creative class: An exploratory spatial data analysis
    by Sébastien CHANTELOT (ESC Bretagne Brest) & Stéphanie PERES (USC INRA 2032 GAIA) & Stéphane VIROL (GREThA, UMR CNRS 5113)
  • 2010 A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates
    by Christian de Peretti & Carole Siani & Mario Cerrato
  • 2010 Knowledge diffusion and innovation policies within the European regions: Challenges based on recent empirical evidence
    by Corinne Autant-Bernard & Muriel Fadairo & Nadine Massard
  • 2010 A New Solution to Time Series Inference in Spurious Regression Problems
    by Hrishikesh D. Vinod
  • 2010 Benford's Law and Fraud Detection. Facts and Legends
    by Andreas Diekmann & Ben Jann
  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Bian, G. & McAleer, M.J. & Wong, W.K.
  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Bian, G. & McAleer, M.J. & Wong, W.K.
  • 2010 Testing for Zipf’s Law: A Common Pitfall
    by Urzúa, Carlos M.
  • 2010 A Gaussian Test for Cointegration
    by Tilak Abeysinghe & Gulasekaran Rajaguru
  • 2010 Growth Rate Estimation in the presence of Unit Roots
    by Monojit Chatterji & Homagni Choudhury
  • 2010 Testing for Weak Identification in Possibly Nonlinear Models
    by Barbara Rossi & Atsushi Inoue
  • 2010 Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques
    by Ansgar Belke & Robert Czudaj
  • 2010 Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic
    by Jeroen Hinloopen & Rien Wagenvoort
  • 2010 Some Exact Tests for Manifest Properties of Latent Trait Models
    by Jan G. de Gooijer & Ao Yuan
  • 2010 Testing for Bivariate Spherical Symmetry
    by Einmahl, J.H.J. & Gantner, M.
  • 2010 Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks
    by Tekaya, Rim & Jouaber, Kaouther
  • 2010 Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps
    by Marina Theodosiou
  • 2010 Estimation and Inference with Weak, Semi-strong, and Strong Identification
    by Donald W.K. Andrews & Xu Cheng
  • 2010 Estimation and Inference with Weak, Semi-strong, and Strong Identification
    by Donald W.K. Andrews & Xu Cheng
  • 2010 Dating the Timeline of Financial Bubbles during the Subprime Crisis
    by Peter C. B. Phillips & Jun Yu
  • 2010 Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2010 Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2010 Inference Based on Conditional Moment Inequalities
    by Donald W.K. Andrews & Xiaoxia Shi
  • 2010 Bartlett-type Correction of Distance Metric Test
    by Wanling Huang & Artem Prokhorov
  • 2010 Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France
    by Bonnet, Céline & Dubois, Pierre
  • 2010 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
    by Peñaranda, Francisco & Sentana, Enrique
  • 2010 Interaction Effects in Econometrics
    by Ozer-Balli, Hatice & Sorensen, Bent E
  • 2010 Some Problems in the Testing of DSGE Models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
  • 2010 Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?
    by Diego Alonso Agudelo Rueda
  • 2010 Z-Estimators and Auxiliary Information under Weak Dependence
    by F. Crudu
  • 2010 A Unifying Approach To The Empirical Evaluation Of Asset Pricing Models
    by Francisco Peñaranda & Enrique Sentana
  • 2010 Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM
    by Manuel Dominguez & Ignacio Lobato
  • 2010 Co-movement of Fundamentals: Structural Changes in the Business Cycle
    by Stefan Erdorf & Nicolas Heinrichs
  • 2010 Alternative versions of the RESET test for binary response index models: a comparative study
    by Esmeralda A. Ramalho & Joaquim Ramalho
  • 2010 Fractional regression models for second stage DEA efficiency analyses
    by Esmeralda A. Ramalho, & Joaquim J.S. Ramalho & Pedro D. Henriques
  • 2010 Natural Resources: Curse or Blessing?
    by Frederick Van der Ploeg
  • 2010 The Pungent Smell of "Red Herrings": Subsoil Assets, Rents, Volatility and the Resource Curse
    by Rick Van der Ploeg & Steven Poelhekke
  • 2010 Mostly Pointless Spatial Econometrics?
    by Steve Gibbons & Henry G. Overman
  • 2010 Robust Inference with Clustered Data
    by A. Colin Cameron & Douglas L. Miller
  • 2010 Robust Inference with Clustered Data
    by A. Colin Cameron & Douglas L. Miller
  • 2010 A Trinomial Test for Paired Data When There are Many Ties
    by Guorui Bian & Michael McAleer & Wing-Keung Wong
  • 2010 Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter
    by Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia
  • 2010 Estimation of a nonlinear Taylor rule using real-time U.S. data
    by Zisimos Koustas & Jean-Francois Lamarche
  • 2010 Structural change tests for GEL criteria
    by Alain Guay & Jean-Francois Lamarche
  • 2010 Linking Granger Causality and the Pearl Causal Model with Settable Systems
    by Halbert White & Karim Chalak & Xun Lu
  • 2010 Testing a Conditional Form of Exogeneity
    by Halbert White & Karim Chalak
  • 2010 Panel Estimation for Worriers
    by Aninday Banerjee & Markus Eberhardt & J James Reade
  • 2010 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
    by Francisco Peñaranda & Enrique Sentana
  • 2010 Spurious Long-Horizon Regression in Econometrics
    by Antonio E. Noriega & Daniel Ventosa-Santaulària
  • 2010 Testing non-linear dependence in the hedge fund industry
    by Javier Mencía
  • 2010 Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach
    by Sermin Gungor & Richard Luger
  • 2010 Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
    by Hyeongwoo Kim & Young-Kyu Moh
  • 2010 The Model Confidence Set
    by Peter R. Hansen & Asger Lunde & James M. Nason
  • 2010 A Bootstrap Cointegration Rank Test for Panels of VAR Models
    by Laurent A.F. Callot
  • 2010 Estimating the effect of a variable in a high-dimensional regression model
    by Peter Sandholt Jensen & Allan H. Würtz
  • 2010 Numerical distribution functions of fractional unit root and cointegration tests
    by James G. MacKinnon & Morten Ørregaard Nielsen
  • 2010 Asymptotic normality of the QMLE in the level-effect ARCH model
    by Christian M. Dahl & Emma M. Iglesias
  • 2010 Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
    by Dennis Kristensen
  • 2010 Long memory and changing persistence
    by Robinson Kruse & Philipp Sibbertsen
  • 2010 Testing for rational bubbles in a co-explosive vector autoregression
    by Tom Engsted & Bent Nielsen
  • 2010 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh
  • 2010 Les Facteurs Déterminants De La Performance Sociale Et De La Performance Financière Des Institutions De Microfinance Dans La Région Mena : Une Analyse En Coupe Instantanée
    by Philippe ADAIR & Imène BERGUIGA
  • 2010 Baumol's Diseases: The Case of Switzerland
    by Jochen Hartwig
  • 2010 ANALIZA ATRAKCYJNOscI INWESTYCJI W SPolKI ODPOWIEDZIALNE SPOlECZNIE (SRI) NA PODSTAWIE RANKINGU GLOBAL 100
    by Piotr Kazmierkiewicz
  • 2010 A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”
    by Eisenstat, Eric
  • 2010 Framing Influence on Fairness Perceptions of Differential Prices
    by Catoiu, Iacob & Vranceanu, Diana Maria & Tatu, Cristian
  • 2010 Informational Criteria for the Homoscedasticity of Errors
    by Ciuiu, Daniel
  • 2010 Size Distortion of Bootstrap Tests: an Example from Unit Root Testing
    by Russell Davidson
  • 2010 On the Relevance of the Bayesian Approach to Statistics
    by Christian P. Robert
  • 2010 Government Expenditure and National Income: Causality Tests for Twelve New Members of E.E
    by Chaido Dritsaki & Melina Dritsaki
  • 2010 Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto
    by Eddy Lizarazu Alanez & Jose A. Villasenor Alva
  • 2010 Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada
    by Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo
  • 2010 International Organizations and the Theory of Clubs = Una interpretación de las organizaciones internacionales utilizando la Teoría de los Clubes
    by Faíña Medín, José Andrés & García Lorenzo, Antonio & López-Rodríguez, Jesús
  • 2010 On the power of direct tests for rational expectations against the alternative of constant gain learning
    by Victor Bystrov & Anna Staszewska-Bystrova
  • 2010 Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems
    by Lukasz Lach
  • 2010 Estimation Biases, Size and Power of a Test on the Long Memory Parameter in ARFIMA Models
    by Elkin Castaño & Santiago Gallón & Karoll Gómez
  • 2010 Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties
    by Andreas Ziegler
  • 2010 Information matrix test An application using Pareto’s original income distribution data
    by Enlinson Mattos & Vladimir Ponczek
  • 2010 Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration
    by Guglielmo Maria Caporale & Luis A. Gil-Alana
  • 2010 Differences Between Harmonized Indices of Consumer Prices and Consumer Price Indices in Selected Countries
    by Zuzana Milecová
  • 2010 Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators
    by Marina Turuntseva & Tatiana Kiblitskaya
  • 2010 Credit Market Development and Economic Growth: An Empirical Analysis for Ireland
    by Adamopoulos Antonios
  • 2010 Econometric Errors in an _Applied Economics_ Article
    by Dimitris Hatzinikolaou
  • 2010 Innovation, public funding and company size
    by Mercedes Vila Alonso & Carlos Ferro Soto & Manuel Guisado González
  • 2010 Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests
    by Sonali DAS , Rangan GUPTA & Patrick A. KAYA
  • 2010 Statistical Analysis Through Factors Path Method
    by Gabriela OPAIT
  • 2010 The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania
    by Gabriela OPAIT
  • 2010 El supuesto de normalidad: ¿mito o realidad?
    by Myrian Vergara & Giovany Babativa
  • 2010 Calidad En El Servicio Y Satisfacción De Los Estudiantes De La Facultad De Ciencias Económicas De La Universidad De Cartagena: Caso Administración
    by JUAN CARLOS VERGARA SCHMALBACH & MARIA DE LOS ANGELES DIAZ MARRUGO & ADOLFO ENRIQUE HERNANDEZ LUNA & OMAR HARVEY LOPEZ CUERVO
  • 2010 Statistical inference for testing Gini Coefficients: An application for Colombia
    by Luis Fernando Gamboa & Andrés García-Suaza & Jesús Otero
  • 2010 Un Modelo de alerta temprana para el sistema financiero colombiano
    by José Eduardo Gómez-González & Inés Paola Orozco Hinojosa
  • 2010 Caos en el mercado de commodities
    by Christian Espinosa Méndez
  • 2010 Desigualdad y leyes de potencia
    by Yalila Aljure Jiménez & Jorge Andrés Gallego
  • 2010 Innis Lecture: Inference on income distributions
    by Russell Davidson
  • 2010 Testing for Granger Causality in the Presence of Chaotic Dynamics
    by Dimitrios Hristu-Varsakelis & Catherine Kyrtsou
  • 2010 Gaussian Analysis of Non-Gaussian Time Series
    by Dimitris Kugiuntzis & Efthimia Bora-Senta
  • 2010 Profile of Organizations in Bulgaria with Adopted ISO 9001
    by Albena Iossiofova
  • 2010 Hypothesis Testing in Econometrics
    by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf
  • 2010 Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets
    by Oana Resceanu
  • 2010 The Role Of Individual Values In Personal Development
    by Mariana Gagea & Andreea Iacobuta
  • 2010 Study on the Students’ Perception of Knowledge Usefulness and Necessity Concerning Tourists’ Protection
    by Valentin Niţă & Gina Ionela Butnaru
  • 2010, 2nd quarter update multiple testing
    by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf
  • 2009 Testing Under Local Misspecification and Artificial Regressions
    by Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas
  • 2009 Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests
    by Sonali Das & Rangan Gupta & Patrick Agu Kaya
  • 2009 Choices of wine consumption: measure of interaction terms and attributes
    by Magali Aubert & Véronique Meuriot
  • 2009 A Nonlinear Panel Unit Root Test under Cross Section Dependence
    by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis
  • 2009 A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72)
    by Hallin, M. & Akker, R. van den & Werker, B.J.M.
  • 2009 How does option listing affect the underlying stock price duration ? A study of French underlying stock efficiency
    by Jouaber, Kaouther & Tekaya, Rim
  • 2009 Consonance and the closure method in multiple testing
    by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf
  • 2009 Fund-of-funds construction by statistical multiple testing methods
    by Michael Wolf & Dan Wunderli
  • 2009 Hypothesis testing in econometrics
    by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf
  • 2009 Does interdisciplinarity lead to higher employment growth of academic spinoffs?
    by Müller, Bettina
  • 2009 Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
    by Gürtler, Marc & Rauh, Ronald
  • 2009 False discoveries in mutual fund performance: Measuring luck in estimated alphas
    by Barras, Laurent & Scaillet, Olivier & Wermers, Russ
  • 2009 The effects of variance breaks on homogenous panel unit root tests
    by Herwartz, Helmut & Siedenburg, Florian
  • 2009 A new approach to unit root testing
    by Herwartz, Helmut & Siedenburg, Florian
  • 2009 Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach
    by Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten
  • 2009 Testing for structural breaks in dynamic factor models
    by Breitung, Jörg & Eickmeier, Sandra
  • 2009 Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)
    by Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron
  • 2009 Unit Root in Unemployment - New Evidence from Nonparametric Tests
    by Jürgen Holl & Robert M. Kunst
  • 2009 On Statistical Inference for Inequality Measures Calculated from Complex Survey Data
    by Judith A. Clarke & Nilanjana Roy
  • 2009 Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions
    by Christopher J. Bennett
  • 2009 p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate
    by Christopher J. Bennett
  • 2009 Understanding portfolio efficiency with conditioning information
    by Francisco Peñaranda
  • 2009 The Deaton paradox in a long memory context with structural breaks
    by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho
  • 2009 Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process
    by Dong Jin Lee
  • 2009 Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models
    by Keith Finlay & Leandro M. Magnusson
  • 2009 Efficient Semiparametric Detection of Changes in Trend
    by Chuan Goh
  • 2009 Non Parametric Estimation of a Polarization Measure
    by Gordon Anderson & Oliver Linton & Yoon-Jae Wang
  • 2009 Money Price Relationship under the Currency Board System: The Case of Argentina
    by Selahattin Togay & Nezir Kose
  • 2009 Consistent estimation of zero-inflated count models
    by Kevin E. Staub & Rainer Winkelmann
  • 2009 Simple tests for exogeneity of a binary explanatory variable in count data regression models
    by Kevin E. Staub
  • 2009 Effects of Ownership and Market Share on Performance of Mobile Operators in MENA Region
    by Almas Heshmati & Rachid El-Rhinaoui
  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Peter C.B.Phillips & Jin Seo Cho & Chirok Han
  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Peter C.B.Phillips & Jin Seo Cho & Chirok Han
  • 2009 ADL tests for threshold cointegration
    by Jing Li & Junsoo Lee
  • 2009 A Gaussian Test for Cointegration
    by Gulasekaran Rajaguru & Tilak Abeysinghe
  • 2009 Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity
    by Arnab Bhattacharjee
  • 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?
    by Vo Phuong Mai Le & Patrick Minford & Michael Wickens
  • 2009 Regression with Imputed Covariates:a Generalized Missing Indicator Approach
    by Valentino Dardanoni & Salvatore Modica & Franco Peracchi
  • 2009 EFR 2009-01 A factor analysis approach to measuring European loan and bond market integration
    by Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena
  • 2009 The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?
    by Dastoor, Naorayex
  • 2009 Errors-in-Variables Estimation with No Instruments
    by Ramazan Gencay & Nikola Gradojevic
  • 2009 Forecast performance of implied volatility and the impact of the volatility risk premium
    by Ralf Becker & Adam Clements & Christopher Coleman-Fenn
  • 2009 Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
    by Alain Guay & Emmanuel Guerre & Štěpána Lazarová
  • 2009 Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
    by Michael Jansson & Morten Ørregaard Nielsen
  • 2009 Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
    by Michael Jansson & Morten Ørregaard Nielsen
  • 2009 On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend
    by Luís Catela Nunes & Paulo M.M. Rodrigues
  • 2009 Testing Quasi-independence for Truncation Data
    by Emura, Takeshi & Wang, Weijing
  • 2009 La profitabilité des secteurs de l’économie sénégalaise
    by Diagne, Youssoupha S & Sène, Serigne Moustapha
  • 2009 اختبار أثر مزاحمة الإنفاق الحكومي للإستثمار الخاص في الاقتصاد السعودي عبر المعاينة المعادة
    by Ghassan, Hassan B. & Alhajhoj, Hassan R.
  • 2009 Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation
    by Vossler, Christian A.
  • 2009 Partial identification of the distribution of treatment effects and its confidence sets
    by Fan, Yanqin & Park, Sang Soo
  • 2009 Testing Panel Cointegration with Unobservable Dynamic Common Factors
    by Bai, Jushan & Carrion-i-Silvestre, Josep Lluis
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    by Marcel Fafchamps & Margherita Comola
  • 2009 The Volatility Curse and Financial Development: Revisiting the Paradox of Plenty
    by Rick van der Ploeg & Steven Poelhekke
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    by Raymond Kan & Cesare Robotti & Jay Shanken
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    by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio
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    by Lupi, Claudio
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    by Matteo Pelagatti & Pranab Sen
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    by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez
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    by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti
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    by Stephen Hall & Sahar S. Qaqeesh
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    by Jochen Hartwig
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    by Bjerk, David
  • 2009 How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?
    by Bjerk, David J.
  • 2009 Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences
    by de Luna, Xavier & Johansson, Per
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    by de Luna, Xavier & Johansson, Per
  • 2009 The Financial and Operating Performance of Privatized Firms in Sweden
    by Tatahi, Motasam & Heshmati, Almas
  • 2009 The Financial and Operating Performance of Privatized Firms in Sweden
    by Tatahi, Motasam & Heshmati, Almas
  • 2009 Is East Germany Catching Up? A Time Series Perspective
    by Bernd Aumann & Rolf Scheufele
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    by Juan Antonio Máñez Castillejo & Amparo Sanchis Llopis & Juan A. Sanchis Llopis & María Engracia Rochina Barrachina
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    by António Afonso & Sebastian Hauptmeier
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    by Bing Li
  • 2009 Inconsistency of a Unit Root Test against Stochastic Unit Root Processes
    by Daisuke Nagakura
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    by Hlouskova, Jaroslava & Wagner, Martin
  • 2009 A Nonparametric Test for Seasonal Unit Roots
    by Kunst, Robert M.
  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Jin Seo Cho & Chirok-Han & Peter C. B. Phillips
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    by Jin Seo Cho & Meng Huang & Halbert White
  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Chirok Han & Jin Seo Cho & Peter C. B. Phillips
  • 2009 Generalized Runs Test for the IID Hypothesis
    by Jin Seo Cho & Halbert White
  • 2009 Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models
    by Jin Seo Cho & Halbert White
  • 2009 Spectral estimation of the fractional order of a Lévy process
    by Denis Belomestny
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    by Deniz Dilan Karaman Örsal & Bernd Droge
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    by Bernd Droge & Deniz Dilan Karaman Örsal
  • 2009 Reducing the Size Distortion of the KPSS Test
    by Eiji Kurozumi & Shinya Tanaka
  • 2009 Cluster sample inference using sensitivity analysis: the case with few groups
    by Vikström, Johan
  • 2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks
    by Westerlund, Joakim
  • 2009 Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production
    by Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan
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    by Kuswanto, Heri & Sibbertsen, Philipp
  • 2009 A New Simple Test Against Spurious Long Memory Using Temporal Aggregation
    by Kuswanto, Heri
  • 2009 Testing for a break in persistence under long-range dependencies and mean shifts
    by Sibbertsen, Philipp & Willert, Juliane
  • 2009 New Evidence on the Pricing and Performance of Initial Public Offerings in Thailand: 1997-2008
    by Andrew C. Worthington & Jirapun Chorruk
  • 2009 The Pricing and Performance of IPOs for Small-and-medium-sized Enterprises: Emerging Market Evidence
    by Andrew C. Worthington & Jirapun Chorruk
  • 2009 Framing effects of risk communication in health-related decision making. Learning from a discrete choice experiment
    by Florence Nguyen & Marie-Odile Carrere & Nora Moumjid
  • 2009 Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog
    by de Boer, P.M.C. & Paap, R.
  • 2009 Testing for seasonal unit roots in monthly panels of time series
    by Kunst, R.M. & Franses, Ph.H.B.F.
  • 2009 Nonparametric estimation of a polarization measure
    by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
  • 2009 Understanding portfolio efficiency with conditioning information
    by Francisco Peñaranda
  • 2009 Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption
    by Miksjuk Alexei
  • 2009 Marginal and Interaction Effects in Ordered Response Models
    by Debdulal Mallick
  • 2009 A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests
    by Marc Hallin & Ramon van den Akker & Bas Werker
  • 2009 A Gaussian Test for Cointegration
    by Tilak Abeysinghe & Gulasekaran Rajaguru
  • 2009 The impact of stock spams on volatility
    by Taoufik Bouraoui
  • 2009 The Volatility Curse: Revisiting the Paradox of Plenty
    by Frederick van der Ploeg & Steven Poelhekke
  • 2009 Spot Variance Path Estimation and its Application to High Frequency Jump Testing
    by Charles S. Bos & Pawel Janus & Siem Jan Koopman
  • 2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
    by Maurice J.G. Bun & Frank Windmeijer
  • 2009 Tracing the Base: A Topographic Test for Collusive Basing-Point Pricing
    by Iwan Bos & Maarten Pieter Schinkel
  • 2009 Generalized Methods of Trimmed Moments
    by Cizek, P.
  • 2009 Nutzung und Wirkung von Video-Content in Online-Jobbörsen: Erkenntnisse einer explorativen Studie. Video Content on recruitment websites: Perception, Usage and Effects
    by Sven Pagel & Sebastian Goldstein
  • 2009 A Specification Test for Instrumental Variables Regression with Many Instruments
    by Yoonseok Lee & Ryo Okui
  • 2009 Nonparametric Tests of Conditional Treatment Effects
    by Sokbae Lee & Yoon-Jae Whang
  • 2009 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    by Vadim Marmer & Taisuke Otsu
  • 2009 On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
    by Yuichi Kitamura & Andres Santos & Azeem M. Shaikh
  • 2009 Nonparametric Estimation of a Polarization Measure
    by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
  • 2009 An Improved Bootstrap Test of Stochastic Dominance
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    by Jin Seo Cho & Chirok Han & Peter C.B. Phillips
  • 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    by Chirok Han & Jin Seo Cho & Peter C.B. Phillips
  • 2009 Principal Components and Long Run Implications of Multivariate Diffusions
    by Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman
  • 2009 Nonlinearity and Temporal Dependence
    by Xiaohong Chen & Lars P. Hansen & Marine Carrasco
  • 2009 Nonparametric estimation of a polarization measure
    by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
  • 2009 Estimation of tail thickness parameters from GJR-GARCH models
    by Emma M. Iglesias & Oliver Linton
  • 2009 Evaluating Value-at-Risk models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith
  • 2009 A nonparametric copula based test for conditional independence with applications to granger causality
    by Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti
  • 2009 Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
    by Sergio Mayordomo & Juan Ignacio Peña & Juan Romo
  • 2009 Testing Unilateral and Bilateral Link Formation
    by Margherita Comola & Marcel Fafchamps
  • 2009 Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors
    by Nikolay Gospodinov & Ye Tao
  • 2009 The 'Puzzles' Methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
  • 2009 How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
  • 2009 Testing Unilateral and Bilateral Link Formation
    by Comola, Margherita & Fafchamps, Marcel
  • 2009 Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.
  • 2009 A nonparametric copula based test for conditional independence with applications to Granger causality
    by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim
  • 2009 Analisis de regresion
    by Ignacio Velez-Pareja
  • 2009 Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno Colombiano
    by Ignacio Lozano & Enrique Cabrera
  • 2009 Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano
    by José Eduardo Gómez González & Inés Paola Orozco
  • 2009 Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia
    by José Eduardo Gómez-González & Inés Paola Orozco Hinojosa
  • 2009 Statistical inference for testing gini coefficients: an application for Colombia
    by Luis Fernando Gamboa & Andrés García & Jesús Otero
  • 2009 GMM, Generalized Empirical Likelihood, and Time Series
    by F. Crudu
  • 2009 Dynamic Specification Tests For Static Factor Models
    by Gabriele Fiorentini & Enrique Sentana
  • 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
    by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti
  • 2009 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
    by Frédérique Bec & Mélika Ben Salem & Marine Carrasco
  • 2009 Nonlinearity and Temporal Dependence
    by Xiaohong Chen & Lars P. Hansen & Marine Carrasco
  • 2009 Blunt Instruments: On Establishing the Causes of Economic Growth
    by Michael Clemens & Samuel Bazzi
  • 2009 Inference in Regression Models with Many Regressors
    by Stanislav Anatolyev
  • 2009 Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
    by Esmeralda A. Ramalho & Joaquim J. S. Ramalho
  • 2009 Alternative estimating and testing empirical strategies for fractional regression models
    by Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira
  • 2009 The Volatility Curse: Revisiting the Paradox of Plenty
    by Frederick Van der Ploeg & Steven Poelhekke
  • 2009 Efficient Estimation of a Multivariate Multiplicative Volatility Model
    by Christian M. Hafner & Oliver Linton
  • 2009 An Alternative Way of ComputingEfficient Instrumental VariableEstimators
    by Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton
  • 2009 Nonparametric Estimation of a Polarization Measure
    by Gordon Anderson & Oliver Linton & Yoon-Jae Whang
  • 2009 Hipótese de convergência: uma análise para a América Latina e o leste asiático entre 1960 e 2000
    by Geovana Lorena Bertussi & Lízia de Figueiredo
  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto
  • 2009 Some problems in the testing of DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
  • 2009 Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2009 The 'Puzzles' methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
  • 2009 Robust Inference with Multi-way Clustering
    by Jonah B. Gelbach & Doug Miller
  • 2009 Robust Inference with Multi-way Clustering
    by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller & Doug Miller
  • 2009 Statistical Treatment Choice Based on Asymmetric Minimax Regret Criteria
    by Aleksey Tetenov
  • 2009 A Distributional Analysis of Treatment Effects on Subpopulations of a Socioeconomic Experiment
    by Marcel Voia & Liqun Wang & Ricardas Zitikis
  • 2009 A Nonparametric Analysis Of Canadian Employment Patterns
    by Luke Ignaczak & Marcel Voia
  • 2009 Instrumental variable estimation of a nonlinear Taylor rule
    by Zisimos Koustas & Jean-Francois Lamarche
  • 2009 Structural change tests based on implied probabilities for GEL criteria
    by Alain Guay & Jean-Francois Lamarche
  • 2009 More Reliable Inference for Segregation Indices
    by Rebecca Allen & Simon Burgess & Frank Windmeijer
  • 2009 Simple Regression Based Tests for Spatial Dependence
    by Benjamin Born & Jörg Breitung
  • 2009 How Many Consumers are Rational?
    by Stefan Hoderlein
  • 2009 Testing for poverty dominance: an application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos
  • 2009 On the dynamics of inflation persistence around the world
    by Antonio E. Noriega & Manuel Ramos Francia
  • 2009 Comparing forecast accuracy: A Monte Carlo investigation
    by Fabio Busetti & Juri Marcucci & Giovanni Veronese
  • 2009 Distributional tests in multivariate dynamic models with Normal and Student t innovations
    by Javier Mencía & Enrique Sentana
  • 2009 A Consistent Test for Multivariate Conditional Distributions
    by Fuchun Li & Greg Tkacz
  • 2009 Testing for Financial Contagion with Applications to the Canadian Banking System
    by Fuchun Li
  • 2009 Testing for Poverty Dominance: An Application to Canada
    by Jean-Yves Duclos & Wen-Hao Chen
  • 2009 Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary
    by Christian M. Dahl & Emma M. Iglesias
  • 2009 Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
    by Michael Jansson & Morten Ørregaard Nielsen
  • 2009 Testing a parametric function against a nonparametric alternative in IV and GMM settings
    by Tue Gørgens & Allan Würtz
  • 2009 What do we know about real exchange rate non-linearities?
    by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen
  • 2009 Robust Data-Driven Inference for Density-Weighted Average Derivatives
    by Matias D. Cattaneo & Richard K. Crump & Michael Jansson
  • 2009 Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models
    by Dennis Kristensen
  • 2009 Detection of additive outliers in seasonal time series
    by Niels Haldrup & Antonio Montañés & Andreu Sansó
  • 2009 Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
    by Michael Jansson & Morten Ørregaard Nielsen
  • 2009 Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak
    by Tom Engsted
  • 2009 Testing Conditional Factor Models
    by Dennis Kristensen & Andrew Ang
  • 2009 Jump Testing and the Speed of Market Adjustment
    by Torben B. Rasmussen
  • 2009 An Empirical Study of Value Creation Criteria: Case of Iran
    by Godratallah TALEBNYA & Mahdi SALEHI & Hashem VALIPOUR & Zahra YOUSEFI
  • 2009 Macro-Prudential Monitoring Indicators For Cemac Banking System
    by Severin Yves KAMGNA & Nzesseu Jules TINANG & Kinfak Christian TSOMBOU
  • 2009 Are stock exchanges integrated in the world? – A critical analysis
    by Vijay Kumar VARADI & Nagarjuna BOPPANA
  • 2009 Regional per Capita-Income - The Importance of Region-Specific Production Factors
    by Dirk Fornahl & Axel Johannes Schaffer & Jochen Siegele
  • 2009 The Effect from National Diversity on Team Production – Empirical Evidence from the Sports Industry
    by Leif Brandes & Egon Franck & Philipp Theiler
  • 2009 Numerical and Monte Carlo Methods to make Normal Residues in Regression
    by Ciuiu, Daniel
  • 2009 Multicollinearity In Applied Economics Research And The Bayesian Linear Regression
    by Eisenstat, Eric
  • 2009 Inflation and Stock Market: CPI and S&P
    by Mayevsky, Vladimir & Slutskin, Lev
  • 2009 Detection of Structural Breaks in Copula Models
    by Brodsky, Boris & Penikas, Henry & Safaryan, Irina
  • 2009 On the creative climate and innovativeness at the country level
    by Cene Bavec
  • 2009 Testing for Restricted Stochastic Dominance: Some Further Results
    by Russell Davidson
  • 2009 Restriction Testing in Binary Choice Model with I(1) Regressors
    by Wojciech Grabowski
  • 2009 Competitiveness among Asian Exporters in the World Rice Market
    by Muhammad Ilyas & Tahir Mukhtar & Muhammad Tariq Javed
  • 2009 Foreign Portfolio Investment and Economic Growth in Malaysia
    by Jarita Duasa & Salina H. Kassim
  • 2009 Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
    by Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen
  • 2009 Sistema de diagnóstico de gestión adaptado del cuadro de mando integral y del modelo EFQM de excelencia®. Aplicación a las Cajas Rurales/Management Diagnosis System Based On The Balanced Scorecard And The EFQM Excellence Model. Application To Rural Banks
    by MARTÍNEZ-VILANOVA MARTÍNEZ, ANA Mª & RODENES ADAM, MANUEL
  • 2009 Assessing the Accuracy of Event Forecasts
    by Ching-Chuan Tsong
  • 2009 Macroeconomic efault Modeling and Stress Testing
    by Dietske Simons & Ferdinand Rolwes
  • 2009 Construction of Stationarity Tests with Less Size Distortions
    by Kurozumi, Eiji
  • 2009 Regresión espuria en especificaciones dinámicas
    by Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària
  • 2009 Testing for jumps in the EGARCH process
    by Shi, Xiuhong & Kobayashi, Masahito
  • 2009 The impact of structural breaks on the integration of the ASEAN-5 stock markets
    by Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L.
  • 2009 Testing for jumps in the stochastic volatility models
    by Kobayashi, Masahito
  • 2009 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
    by Stan Hurn & Ralf Becker
  • 2009 Half-Life Deviations from PPP in the South African Development Community (SADC)
    by Thabo M. Mokoena & Gupta, R. & Van Eyden, R.
  • 2009 The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation
    by Gabriela OPAIT
  • 2009 Industry Concentration Patterns in the European Union: Does the East Mirror the West?
    by Marie-Line Duboz & Rachel Guillain & Julie Le Gallo
  • 2009 On the purchasing power parity for Latin-American countries
    by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade
  • 2009 Economic Efficiency Assessment Methods of the Information Security Systems
    by Joackim Kalamaris
  • 2009 The Effects Of Basel Ii Criteria On The Financing Of Small And Medium Sized Enterprises (Smes)- A Survey About The Smes Operating In The Textile Sector In Bursa
    by Melek Acar Boyacioglu & Alper Yazici
  • 2009 Methodology to evaluate the Quality of Public Services
    by Catalin Popescu & Tatiana Cucu & Luminita Ion-Boussier & Jean-Marie Boussier & Augustin Mitu
  • 2008 Half-Life Deviations from PPP in the SADC
    by Thabo Mokoena & Rangan Gupta & Renee van Eyden
  • 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence
    by Mario Cerrato & Christian de Peretti & Nick Sarantis
  • 2008 The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households
    by Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo
  • 2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
    by Zhongjun Qu & Pierre Perron
  • 2008 Balanced Control of Generalized Error Rates
    by Joseph P. Romano & Michael Wolf
  • 2008 Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling
    by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf
  • 2008 Robust Performance Hypothesis Testing with the Sharpe Ratio
    by Oliver Ledoit & Michael Wolf
  • 2008 Optimal testing of multiple hypotheses with common effect direction
    by Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf
  • 2008 An intersection test for panel unit roots
    by Hanck, Christoph
  • 2008 Is double trouble? How to combine cointegration tests
    by Bayer, Christian & Hanck, Christoph
  • 2008 Thünens Theorie des 'naturgemäßen Lohns': Zur Entdeckung des Grenzproduktivitätsprinzips in der Theorie der funktionellen Einkommensverteilung
    by Stelter, Robert
  • 2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
    by Knüppel, Malte & Schultefrankenfeld, Guido
  • 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
  • 2008 Banking crises and nonlinear linkages between credit and output
    by Dobromil Serwa
  • 2008 Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems
    by Nedeljkovic, Milan
  • 2008 Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
    by Otero, Jesús & Smith, Jeremy & Giulietti, Monica
  • 2008 The E¤ect of Rurality on Mental and Physical Health
    by Steven Stern & Elizabeth Merwin & Emily Hauenstein & Ivora Hinton & Virgina Rovnyak & Melvin Wilson & Ishan Williams & Irma Mahone
  • 2008 Modelling structural change using broken sticks
    by Don Webber & Paul White & Angela Helvin
  • 2008 A new method for constructing exact tests without making any assumptions
    by Karl Schlag
  • 2008 Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
    by Francisco Peñaranda & Enrique Sentana
  • 2008 Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference
    by Karl Schlag
  • 2008 Exact tests for correlation and for the slope in simple linear regressions without making assumptions
    by Karl Schlag
  • 2008 An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka
    by Verma, Reetu & Perera, Nelson
  • 2008 The significance of Sampling Design on Inference: An Analysis of Binary Outcome Model of Children’s Schooling Using Indonesian Large Multi-stage Sampling Data
    by Ekki Syamsulhakim
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    by Dong Jin Lee
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  • 2008 Inference in Limited Dependent Variable Models Robust to Weak Identification
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  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
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  • 2008 One for All and All for One:Regression Checks With Many Regressors
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  • 2008 Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar
    by Kin-Yip Ho & Albert K Tsui
  • 2008 Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model
    by Arnab Bhattacharjee
  • 2008 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickens
  • 2008 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickens
  • 2008 Tests for Dynamic Effects in Linear Panel Data Models
    by Walter Sosa Escudero & Federico Zincenko
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    by Russell Davidson & James G. MacKinnon
  • 2008 Wild Bootstrap Tests for IV Regression
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    by Martellosio, Federico
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    by Francq, Christian & Zakoian, Jean-Michel
  • 2008 Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space
    by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel
  • 2008 Normality Testing- A New Direction
    by Islam, Tanweer ul
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  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
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  • 2008 Herd behaviour in Malaysian capital market: An empirical analysis
    by Duasa, Jarita & Kassim, Salina
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    by Duasa, Jarita & Kassim, Salina
  • 2008 Testing Performace of Random Access Memory Using Linear Models
    by Tošenovský, Filip
  • 2008 Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach
    by Hanck, Christoph
  • 2008 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
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  • 2008 Quelques bénéfices heuristiques d’une redéfinition du profit
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  • 2008 Causal Relationship Between Exports and Agricultural GDP in Pakistan
    by Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad
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  • 2008 Dartboard Tests for the Location Quotient
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  • 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
    by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang
  • 2008 Testing Distributional Inequalities and Asymptotic Bias
    by Kyungchul Song
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    by Frederick van der Ploeg
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  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Cristina Amado & Timo Teräsvirta
  • 2008 Inferences for Selected Location Quotients with Applications to Health Outcomes
    by Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa
  • 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments
    by Ibrahim Ahamada & Philippe Jolivaldt
  • 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
    by Abdou Kâ Diongue & Dominique Guegan
  • 2008 Testing fractional order of long memory processes : a Monte Carlo study
    by Laurent Ferrara & Dominique Guegan & Zhiping Lu
  • 2008 Change in persistence tests for panels: An update and some new results
    by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano
  • 2008 Confidence Intervals for Estimates of Elasticities
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  • 2008 A Refined Bootstrap For Heavy Tailed Distributions
    by Russell Davidson & Adriana Cornea
  • 2008 Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model
    by Badi H. Baltagi & Seuck Heun Song & Jae Hyeok Kwon
  • 2008 Testing for Random Effects and Spatial Lag Dependence in Panel Data Models
    by Badi H. Baltagi & Long Liu
  • 2008 Testing for Poverty Dominance: an Application to Canada
    by Wen-Hao Chen & Jean-Yves Duclos
  • 2008 The Information Content of Implied Probabilities to Detect Structural Change
    by Alain Guay & Jean-François Lamarche
  • 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
    by Yélé Maweki Batana & Jean-Yves Duclos
  • 2008 STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata
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  • 2008 Has health capital formation cured ‘Baumol’s Disease’? – Panel Granger causality evidence for OECD countries
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  • 2008 Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels
    by David Maddison & Katrin Rehdanz
  • 2008 What do Scientists Want: Money or Fame?
    by Devrim Göktepe & Prashanth Mahagaonkar
  • 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania
    by Shombe, Nicolaus Herman
  • 2008 Inconsistencies in Reported Employment Characteristics among Employed Stayers
    by Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo
  • 2008 Inconsistencies in Reported Employment Characteristics among Employed Stayers
    by Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo
  • 2008 Testing for Poverty Dominance: An Application to Canada
    by Chen, Wen-Hao & Duclos, Jean-Yves
  • 2008 Testing for Poverty Dominance: An Application to Canada
    by Chen, Wen-Hao & Duclos, Jean-Yves
  • 2008 A test for complementarities among multiple technologies that avoids the curse of dimensionality
    by Yu, Li & Hurley, Terrance M. & Kliebenstein, James & Orazem, Peter
  • 2008 Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
    by Giuseppe Ragusa
  • 2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions
    by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto
  • 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian?
    by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura
  • 2008 Nonlinear Cointegration Analysis and the Environmental Kuznets Curve
    by Hong, Seung Hyun & Wagner, Martin
  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2008 Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance
    by Bonnet, Céline & Dubois, Pierre
  • 2008 Testing Multiplicative Error Models Using Conditional Moment Tests
    by Nikolaus Hautsch
  • 2008 Testing Monotonicity of Pricing Kernels
    by Yuri Golubev & Wolfgang Härdle & Roman Timonfeev
  • 2008 A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
    by Kaddour Hadri & Eiji Kurozumi
  • 2008 A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
    by Hadri, Kaddour & Kurozumi, Eiji
  • 2008 Inter-organizational commitment in tourism networks in U.S
    by Pesämaa, Ossi & Hair Jr, Joseph F & Haahti, Antti
  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Amado, Cristina & Teräsvirta, Timo
  • 2008 Price convergence and geographic dimension of market integration: Evidence from China
    by Ritola, Maria
  • 2008 A Study on "Spurious Long Memory in Nonlinear Time Series Models"
    by Kuswanto, Heri & Sibbertsen, Philipp
  • 2008 A new unit root test against ESTAR based on a class of modified statistics
    by Kruse, Robinson
  • 2008 Rational bubbles and fractional integration
    by Kruse, Robinson
  • 2008 Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries
    by Mario Cerrato & Christian de Peretti & Chris Stewart
  • 2008 Tests of Bias in Log-Periodogram Regression
    by James Davidson & Philipp Sibbertsen
  • 2008 Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples
    by Ben Jann
  • 2008 Federal Funds Rate Stationarity: New Evidence
    by Frédérique BEC, Charbel BASSIL
  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2008 A Nonparametric Approach to Evaluating Inflation-Targeting Regimes
    by Weshah Razzak & Rabie Nasser
  • 2008 Nonlinearity and Temporal Dependence
    by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine
  • 2008 A New Hausmann Type Test to Detect the Presence of Influential Outliers
    by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi
  • 2008 Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar
    by Kin-Yip Ho & Albert K Tsui
  • 2008 Tests for Unbalanced Error Component Models Under Local Misspecication
    by Walter Sosa Escudero & Anil K. Bera
  • 2008 Publication Selection Bias in Minimum-Wage Research? A Meta-Regression Analysis
    by Hristos Doucouliagos & T.D. Stanley
  • 2008 Marginal and Interaction Effects in Ordered Response Models
    by Debdulal Mallick
  • 2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 A K-sample Homogeneity Test based on the Quantification of the p-p Plot
    by Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk
  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
    by Donald W.K. Andrews & Panle Jia
  • 2008 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
    by Donald W.K. Andrews & Panle Jia
  • 2008 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
    by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang
  • 2008 Nonlinearity and Temporal Dependence
    by Xiaohong Chen & Lars P. Hansen & Marine Carrasco
  • 2008 The Impact of a Hausman Pretest on the Size of Hypothesis Tests
    by Patrik Guggenberger
  • 2008 Simple Wald tests of the fractional integration parameter : an overview of new results
    by Juan Jose Dolado & Jesus Gonzalo & Laura Mayoral
  • 2008 Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms
    by Jean-Marie Dufour & Abderrahim Taamouti
  • 2008 Measuring causality between volatility and returns with high-frequency data
    by Jean-Marie Dufour & René García & Abderrahim Taamouti
  • 2008 Short and long run causality measures: theory and inference
    by Jean-Marie Dufour & Abderrahim Taamouti
  • 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results
    by Dikaios Tserkezos & Konstantinos Tsagarakis
  • 2008 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
    by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou
  • 2008 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
    by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou
  • 2008 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
    by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou
  • 2008 Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance
    by Bonnet, Céline & Dubois, Pierre
  • 2008 Testing a Model of the UK by the Method of Indirect Inference
    by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos
  • 2008 Testing a DSGE Model of the EU Using Indirect Inference
    by Meenagh, David & Minford, Patrick & Wickens, Michael R
  • 2008 Budget Deficit, Money Growth and Inflation: Evidence from the Colombian Case
    by Ignacio Lozano
  • 2008 The Econometrics Of Mean-Variance Efficiency Tests: A Survey
    by Enrique Sentana
  • 2008 A Comparison Of Mean-Variance Efficiency Tests
    by Enrique Sentana & Dante Amegual
  • 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
    by Enrique Sentana & Javier Mencía
  • 2008 Specification Testing in Models with Many Instruments
    by Stanislav Anatolyev & Nikolay Gospodinov
  • 2008 Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2008 Testing a DSGE model of the EU using indirect inference
    by Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2008 International Income Comparisons and Location Choice: Methodology, Analysis, and Implications
    by Vivek Dehejia & Marcel Voia
  • 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
  • 2008 Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain
    by Million, N.
  • 2008 A Note on the Dynamics of Persistence in US Inflation
    by Noriega Antonio E. & Ramos Francia Manuel
  • 2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
    by Christian Conrad & Enno Mammen
  • 2008 Likelihood based testing for no fractional cointegration
    by Katarzyna Lasak
  • 2008 Optimal inference in dynamic models with conditional moment restrictions
    by Bent Jesper Christensen & Michael Sørensen
  • 2008 The limiting behavior of the estimated parameters in a misspecified random field regression model
    by Christian M. Dahl & Yu Qin
  • 2008 Consumption growth and time-varying expected stock returns
    by Stig Vinther Møller
  • 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
    by Christian M. Dahl & Emma M. Iglesias
  • 2008 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models
    by Mark Podolskij & Daniel Ziggel
  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Christina Amado & Timo Teräsvirta
  • 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
    by Annastiina Silvennoinen & Timo Teräsvirta
  • 2008 Evaluation of the Income Convergence Hypothesis in Ten New Members of the European Union. A Panel Unit Root Approach
    by Ranjpour Reza & Karimi Takanlou Zahra
  • 2008 Argentinean real exchange rate 1900-2006, test purchasing power parity theory
    by Marcos José Dal Bianco
  • 2008 The Influence of Temporal Choice, Correlation, and Sample Size on Income Convergence
    by Naghshpour, Shahdad
  • 2008 Indicators and Tests of Sustainability: The Italian Case
    by Matteo Formenti
  • 2008 Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey
    by Stefan, Marius
  • 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe
    by Hall, S.G. & Yhap, B.
  • 2008 Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series
    by Brodsky, Boris
  • 2008 On Estimation of Volatility of Financial Time Series for Pricing Derivatives
    by Michal Černý
  • 2008 Problemas econométricos de los modelos de diferencias en diferencias
    by VICENS OTERO, JOSÉ
  • 2008 The Hausman Test Statistic can be Negative even Asymptotically
    by Sven Schreiber
  • 2008 Competitive Dynamics, Global Industry Cycles, Integration-Responsiveness, and Financial Performance in Emerging and Industrialized Country Markets
    by Julius H. Johnson, Jr. & Dinesh A. Mirchandani & Seng-Su Tsang
  • 2008 La estimación de precios en mercados con producto diferenciado
    by María josé Moral
  • 2008 Statistical Inference for Risk-Adjusted Performance Measure
    by Miranda Lam
  • 2008 Varianza condicional de medias móviles no-lineales
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  • 2008 Policy focus: A robust normative evaluation of India's performance in allocating risks of death
    by Nicolas Gravel & Abhiroop Mukhopadhyay & Benoit Tarroux
  • 2008 The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
    by Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin
  • 2008 An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka
    by PERERA, Nelson & VARMA, Reetu
  • 2008 Does Policy Interest Rate Have Asymmetric Adjustment: Case Of Jordan
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  • 2008 Avaliação de Impacto de Programas de Incentivos Fiscais à Inovação - Um Estudo sobre os Efeitos do PDTI no Brasil
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  • 2007 Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise
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  • 2007 Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise
    by Masato Ubukata & Kosuke Oya
  • 2007 The Effect from National Diversity on Team Production - Empirical Evidence from the Sports Industry
    by Leif Brandes & Egon Franck & Philipp Theiler
  • 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
    by Silvennoinen, Annastiina & Teräsvirta, Timo
  • 2007 Statistique appliquée à la Gestion (8e éd.)
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  • 2007 GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses
    by Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron
  • 2007 Assessment of different approaches to implementation of the IPPC Directive and their impacts on competitiveness : some evidence from the steel and glass industry ; study on behalf of the European Commission, DG Environment
    by Tilmann Rave & Ursula Triebswetter
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  • 2007 Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması
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  • 2007 La infraestructura y el crecimiento económico en México
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  • 2007 Dependence of stock returns in bull and bear markets
    by Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich
  • 2007 Testing large-dimensional correlation
    by Arnold, Matthias & Weißbach, Rafael
  • 2007 A robust bootstrap approach to the Hausman test in stationary panel data models
    by Herwartz, Helmut & Neumann, Michael H.
  • 2007 A new approach to bootstrap inference in functional coefficient models
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  • 2007 Does Benford's law hold in economic research and forecasting?
    by Günnel, Stefan & Tödter, Karl-Heinz
  • 2007 A note on the coefficient of determination in regression models with infinite-variance variables
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  • 2007 Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    by Giulietti, Monica & Otero, Jesus & Smith, Jeremy
  • 2007 Wages and Weight in Europe: Evidence using Quantile Regression Model
    by Vincenzo Atella & Noemi Pace & Daniela Vuri
  • 2007 General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
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  • 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty
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  • 2007 A general multivariate threshold GARCH model with dynamic conditional correlations
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  • 2007 What Model for Entry in First-Price Auctions? A Nonparametric Approach
    by Marmer, Vadim & Shneyerov, Artyom & Xu, Pai
  • 2007 Nonparametric Inferences on Conditional Quantile Processes
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  • 2007 Small sample power of tests of normality when the alternative is an alpha-stable distribution
    by John C. Frain
  • 2007 On the distributional properties of household consumption expenditures. The case of Italy
    by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso
  • 2007 Causality in Quantiles and Dynamic Stock Return-Volume Relations
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  • 2007 ARMA Sieve bootstrap unit root tests
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  • 2007 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
    by Arnab Bhattacharjee
  • 2007 Testing a DSGE model of the EU using indirect inference
    by David Meenagh & Patrick Minford & Michael Wickensy
  • 2007 Testing for Persistence in the Error Component Model:A One-Sided Approach
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  • 2007 Comparing Distributions: The Harmonic Mass Index: Extension to m Samples
    by Wagenvoort, Rien
  • 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
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  • 2007 We derive general distribution tests based on the method of Maximum Entropy density
    by Thanasis Stengos & Ximing Wu†
  • 2007 Forecasting stock market volatility conditional on macroeconomic conditions
    by Ralf Becker & Adam Clements
  • 2007 Are combination forecasts of S&P 500 volatility statistically superior?
    by Ralf Becker & Adam Clements
  • 2007 Does implied volatility reflect a wider information set than econometric forecasts?
    by Ralf Becker & Adam Clements & James Curchin
  • 2007 Boosting Estimation of RBF Neural Networks for Dependent Data
    by George Kapetanios & Andrew P. Blake
  • 2007 Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence
    by George Kapetanios & Zacharias Psaradakis
  • 2007 Bootstrap Hypothesis Testing
    by James G. MacKinnon
  • 2007 Covariance-based orthogonality tests for regressors with unknown persistence
    by Alex Maynard & Katsumi Shimotsu
  • 2007 The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test
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  • 2007 Asymptotic and bootstrap properties of rank regressions
    by Subbotin, Viktor
  • 2007 Modelling procurement effects on cooperation
    by Eriksson, Per-Erik & Pesämaa, Ossi
  • 2007 Development of relationships in interorganizational networks: studies in the tourism and construction industries
    by Pesämaa, Ossi
  • 2007 It’s all about Trust and Loyalty: Partner Selection Mechanisms in Tourism Networks
    by Pesämaa, Ossi & Örtqvist, Daniel & Hair Jr, Josph F
  • 2007 Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange
    by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu
  • 2007 Comparison of time series with unequal length
    by Caiado, Jorge & Crato, Nuno & Peña, Daniel
  • 2007 Banking crises and nonlinear linkages between credit and output
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  • 2007 Regional consumption inequalities in Jordan: Empirical study
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  • 2007 Hybrid and Size-Corrected Subsample Methods
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  • 2007 Tests of time-invariance
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  • 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
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    by Hiroyuki Kasahara & Katsumi Shimotsu
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    by Harvie, Charles & Pahlavani, Mosayeb
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    by Christian Francq & Jean-Michel Zakoïan
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    by Pui Sun Tam & University of Macau
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    by Richard T. Baillie & George Kapetanios
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    by Russell Davidson & James G. MacKinnon
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    by James G. MacKinnon
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    by Russell Davidson & James G. MacKinnon
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    by Barnett, William A. & Usui, Ikuyasu
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    by Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus
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    by Sowell, Fallaw
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    by Puah, Chin-Hong & Habibullah, Muzafar Shah & Lau, Evan & Abu Mansor, Shazali
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    by Haider, Adnan & Butt, M. Sabihuddin
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    by Arianna Degan & Antonio Merlo
  • 2006 Do Voters Vote Sincerely?
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    by Qin Xiao & Randolph Gee Kwang Tan
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    by Qin Xiao & Randolph Gee Kwang Tan
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    by Azhong Ye & Rob J Hyndman & Zinai Li
  • 2006 Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations
    by Giovanni Forchini
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    by Nicolas Million
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    by Robert Dixon & William Griffiths
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    by Piero Quatto & Riccardo Borgoni
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    by Marzio Galeotti & Matteo Manera & Alessandro Lanza
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    by Russell Davidson & James MacKinnon
  • 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
    by Russell Davidson & James MacKinnon
  • 2006 Testing For Restricted Stochastic Dominance
    by Russell Davidson & Jean-Yves Duclos
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    by Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis
  • 2006 Random effects and Spatial Autocorrelations with Equal Weights
    by Badi H. Baltagi
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    by William C. Horrace & Beyza P. Ural & Jin Hwa Jung
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  • 2006 What Drives Health Care Expenditure? Baumol’s Model of ‘Unbalanced Growth’ Revisited
    by Jochen Hartwig
  • 2006 Human Capital and Successful Academic Spin-Off
    by Bettina Müller
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  • 2005 Testing for Error Correction in Panel Data
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  • 2005 New Simple Tests for Panel Cointegration
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  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
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  • 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc
  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda
  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
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  • 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis
    by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral
  • 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    by DUFOUR, Jean-Marie & JOUINI, Tarek
  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
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  • 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
    by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc
  • 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda
  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
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  • 2004 Testing Unit Root Based on Partially Adaptive Estimation
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  • 2004 Testing for Seasonal Unit Roots in Heterogeneous Panels
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  • 2004 Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case
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  • 2004 Tests of seasonal integration and cointegration in multivariate unobserved component models
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  • 2004 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
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  • 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
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  • 2004 Classifying the Markets Volatility with ARMA Distance Measures
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  • 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives
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  • 2004 Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach
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  • 2004 The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach
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  • 2004 No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)
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  • 2004 An Empirical Likelihood Ratio Test for Normality in Linear Regression
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  • 2004 An Empirical Likelihood Ratio Test for Normality
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  • 2004 Model Checks Using Residual Marked Empirical Processes
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  • 2004 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?
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  • 2004 Analyses on Gold and US Dollar in Vietnam's Transitional Economy
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  • 2004 The Vietnam's Transition Economy and Its Fledgling Financial Markets: 1986-2003
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  • 2004 Random Coefficient Panel Data Models
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  • 2004 The Econometric Analysis of Microscopic Simulation Models
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  • 2004 Test for long memory processes. A bootstrap approach
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  • 2004 National Specifities and Monetary-Policy Trasmission in Europe
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  • 2004 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
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  • 2004 Chi-square Tests for Parameter Stability
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  • 2004 On Testing for Diagonality of Large Dimensional Covariance Matrices
    by George Kapetanios
  • 2004 A New Method for Determining the Number of Factors in Factor Models with Large Datasets
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  • 2004 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP
    by Georgios Chortareas & George Kapetanios
  • 2004 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels
    by Georgios Chortareas & George Kapetanios
  • 2004 Testing for Exogeneity in Nonlinear Threshold Models
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  • 2004 The Power of Bootstrap and Asymptotic Tests
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  • 2004 The Case Against JIVE
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  • 2004 Simulation-based Tests that Can Use Any Number of Simulations
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  • 2004 On the Fisher-Konieczny Index of Price Changes Synchronization
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  • 2004 Nonlinearly testing for a unit root in the presence of a break in the mean
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  • 2004 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
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  • 2004 On testing equality of distributions of technical efficiency scores
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  • 2004 Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002
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  • 2004 A new distribution-based test of self-similarity
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  • 2004 Une modalité d'éviter les tables des centiles dans la cas des régions de confiance et des tests statistiques
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  • 2004 Local rank tests in a multivariate nonparametric relationship
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  • 2004 The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies
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  • 2004 Optimal Inference in Regression Models with Nearly Integrated Regressors
    by Michael Jansson & Marcelo J. Moreira
  • 2004 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak
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  • 2004 Optimal Invariant Similar Tests for Instrumental Variables Regression
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  • 2004 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
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  • 2004 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model
    by D. S. Poskitt & C. L. Skeels
  • 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
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  • 2004 Testing for Dependence in Non-Gaussian Time Series Data
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  • 2004 Testing for a Level Effect in Short-Term Interest Rates
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  • 2004 The evolution of the spatial and sectoral patterns in Ile-De-France over 1978-1997
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  • 2004 On the Distributional Effects of Income in an Aggregate Consumption Relation
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  • 2004 General Diagnostic Tests for Cross Section Dependence in Panels
    by Pesaran, M. Hashem
  • 2004 General Diagnostic Tests for Cross Section Dependence in Panels
    by Pesaran, M. Hashem
  • 2004 Random Coefficient Panel Data Models
    by Hsiao, Cheng & Pesaran, M. Hashem
  • 2004 Random Coefficient Panel Data Models
    by Hsiao, Cheng & Pesaran, M. Hashem
  • 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
  • 2004 Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence
    by Caporale, Guglielmo Maria & Pittis, Nikitas
  • 2004 Two-Part Tariffs versus Linear Pricing between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets
    by Bonnet, Céline & Dubois, Pierre & Simioni, Michel
  • 2004 Far Out on the Yield Curve
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  • 2004 Misspecifications due to aggregation of data in models for journeys-to-work
    by Gitlesen, Jens Petter & Thorsen, Inge & Ubøe, Jan
  • 2004 Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study
    by Eriksson , Åsa
  • 2004 A smooth permanent surge process
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  • 2004 The impact of macroeconomic news on exchange rate volatility
    by Laakkonen , Helinä
  • 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
  • 2004 Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives
    by Jonathan B. Hill
  • 2004 Economic Research in the Czech Republic: Entering International Academic Market
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  • 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications
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  • 2004 Uma Estimação da Curva de Phillips para Portugal
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  • 2004 Properties of Recursive Trend-Adjusted Unit Root Tests
    by Paulo M. M. Rodrigues
  • 2004 Testing for causality in variance in the presence of breaks
    by van Dijk, D.J.C. & Osborn, D.R. & Sensier, M.
  • 2004 Testing for changes in volatility in heteroskedastic time series - a further examination
    by de Pooter, M.D. & van Dijk, D.J.C.
  • 2004 A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models
    by Laura Serlenga & Yongcheol Shin & Andy Snell
  • 2004 Testing for a Unit Root against Nonlinear STAR Models
    by George Kapetanios & Yongcheol Shin
  • 2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity
    by George Kapetanios & Yongcheol Shin
  • 2004 Bounds Testing Approaches to the Analysis of Long Run Relationships
    by M Pesaran & Yongcheol Shin & Richard J Smith
  • 2004 Structural analysis of vector error correction models exogenous i(1) variables
    by M Pesaran & R Smith & Yongcheol Shin
  • 2004 GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks
    by George Kapetanios & Yongcheol Shin
  • 2004 Mean Group Tests for Stationarity in Heterogenous Panels
    by Yongcheol Shin & Andy Snell
  • 2004 Unit Root Tests in Three-Regime SETAR Models
    by George Kapetanios & Yongcheol Shin
  • 2004 Small sample confidence intervals for multivariate impulse response functions at long horizons
    by Barbara Rossi (Duke) & Elena Pesavento (Emory)
  • 2004 Which Extreme Values are Really Extremes?
    by Jose Olmo & Jesus Gonzalo
  • 2004 Do Technology Shocks Drive Hours Up or Down?
    by Barbara Rossi & Elena Pesavento
  • 2004 Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity
    by Ruxandra Prodan
  • 2004 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap
    by Myunghwan Seo
  • 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
    by Basel Awartani & Valentina Corradi
  • 2004 Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives
    by Jonathan B. Hill
  • 2004 Structural changes, common stochastic trends and unit roots in panel data
    by Jushan Bai; Josep Lluís Carrion-i-Silvestre
  • 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
    by Aurobindo Ghosh & Anil K. Bera
  • 2004 Equilibrium or Simple Rule at Wimbledon? An Empirical Study
    by Cheng-Tao Tang & Shih-Hsun Hsu & Chen-Ying Huang
  • 2004 Cointegration versus Spurious Regression in Heterogeneous Panels
    by Giovanni Urga & Lorenzo Trapani
  • 2004 Bootstrap correcting the score test
    by Dirk Hoorelbeke
  • 2004 Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand
    by Helle Bunzel
  • 2004 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors
    by Emma Iglesias & Jean Marie Dufour
  • 2004 A simple estimation method and finite-sample inference for a stochastic volatility model
    by Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal)
  • 2004 Bootstrapping the HEGY Seasonal Unit Root Tests
    by Robert Taylor & Peter Burridge
  • 2004 Stopping Tests in the Sequential Estimation for Multiple Structural Breaks
    by Giovanni Urga & Christian de Peretti
  • 2004 Testing for seasonal unit roots in heterogeneous panels
    by Jesus Otero & Jeremy Smith
  • 2004 Comparing Nonparametric Regression Quantiles
    by Cristian Huse
  • 2004 A simple and general test for white noise
    by Carlos Velasco & Ignacio N. Lobato
  • 2004 Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data
    by Ryuichi Nakagawa & Hirofumi Uchida
  • 2004 The Cusum Test for Parameter Change in Regression with ARCH Errors
    by Koichi Maekawa & Sangyeol & Lee
  • 2004 Testing Weak Exogeneity in Cointegrated System
    by Hsiao Chiying & Chen Pu
  • 2004 Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power
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  • 2004 Testing for a unit-root with a nonlinear Fourier function
    by Junsoo Lee & Walter Enders
  • 2004 Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
    by Won Koh & Badi H. Baltagi & Seuck Heun Song
  • 2004 Modified Tests for a Change in Persistence
    by Robert Taylor & Stephen Leybourne & David Harvey
  • 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
    by Stan Hurn
  • 2004 Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
    by Won Koh & Byoung Cheol Jung & Badi H. Baltagi & Seuck Heun Song
  • 2004 Consistent Nonparametric Tests for Lorenz Dominance
    by Stephen G. Donald & Garry F. Barrett
  • 2004 Testing for Dependence in Non-Gaussian Time Series Data
    by Keith Freeland & Brendan McCabe & Gael Martin
  • 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
    by Walter Distaso & Basel Awartani & Valentina Corradi
  • 2004 Maximal Invariant Likelihood Based Testing of Semi-Linear Models
    by Maxwell L. King & Jahar L. Bhowmik
  • 2004 Confidence bounds for the extremum determined by a quadratic regression
    by Jenny Lye & Joe Hirschberg
  • 2004 Using turning point information to study economic dynamics
    by Don Harding
  • 2004 Generalized Reduced Rank Tests using the Singular Value Decomposition
    by Richard Paap & Frank Kleibergen
  • 2004 LM-Type tests for a Unit Root Allowing for a Break in Trend
    by Luis C. Nunes
  • 2004 A Smooth Test for Density Forecast Evaluation
    by Aurobindo Ghosh & Anil K. Bera
  • 2004 Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data
    by Ryuichi Nakagawa & Hirofumi Uchida
  • 2004 Unit Root Tests with Markov-Switching
    by Randolph & Xiao Qin & Tan Gee Kwang
  • 2004 Taking a New Contour: A Novel View on Unit Root Test
    by Chang, Yoosoon & Park, Joon Y.
  • 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests
    by Chang, Yoosoon
  • 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets
    by Rob van den Goorbergh
  • 2004 On the predictability of GDP data revisions in the Netherlands
    by Olivier Roodenburg
  • 2004 The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis
    by H. Doucouliagos & P. Laroche
  • 2004 Generalized Probability-Probability Plots
    by Mushkudiani, N.A. & Einmahl, J.H.J.
  • 2004 Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
    by Einmahl, J.H.J. & Haan, L.F.M. de & Li, D.
  • 2004 A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions
    by Kalwij, A.S.
  • 2004 Local Sensitivity and Diagnostic Tests
    by Magnus, J.R. & Vasnev, A.L.
  • 2004 Optimal Invariant Similar Tests for Instrumental Variables Regression
    by Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock
  • 2004 A Quantilogram Approach to Evaluating Directional Predictability
    by Oliver Linton & Yoon-Jae Whang
  • 2004 Smoothed Empirical Likelihood Methods for Quantile Regression Models
    by Yoon-Jae Whang
  • 2004 A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
    by Hirukawa Masayuki
  • 2004 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
    by Pesavento, Elena & Rossi, Barbara
  • 2004 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach
    by Peñaranda, Francisco & Sentana, Enrique
  • 2004 Market Stress and Herding
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  • 2004 A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing
    by LEJEUNE, Bernard
  • 2004 Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach
    by Francisco Peñaranda & Enrique Sentana
  • 2004 A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment
    by José Angel Roldán Casas & Rafaela Dios-Palomares
  • 2004 ‘General Diagnostic Tests for Cross Section Dependence in Panels’
    by Pesaran, M.H.
  • 2004 ‘Random Coefficient Panel Data Models’
    by Hsiao, C. & Pesaran, M.H.
  • 2004 A Simple Test for the Absence of Covariate Dependence in Duration Models
    by Bhattacharjee, A.
  • 2004 The Breaks in per Capita Productivity Trends in a Number of Industrial Countries
    by Maury, P-M. & Pluyaud, B.
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  • 2001 Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments
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  • 2001 Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity
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  • 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
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  • 2001 Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study
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  • 2001 Unit root tests for time series with level shifts: A comparison of different proposals
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    by Candelon, Bertrand & Gil-Alaña, Luis A.
  • 2001 Test procedures for unit roots in time series with level shifts at unknown time
    by Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti
  • 2001 Estimating long range dependence: finite sample properties and confidence intervals
    by Rafal Weron
  • 2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
    by Y. Malevergne & D. Sornette
  • 2001 Rate-optimal data-driven specification testing in regression models
    by Emmanuel Guerre & Pascal Lavergne
  • 2001 Detecting Structural Breaks: Exchange Rates in Transition Economies
    by Evzen Kocenda
  • 2001 Bootstrapping GMM Estimators for Time Series
    by Atsushi Inoue & Mototsugu Shintani
  • 2001 Tests for Unit Roots and the Initial Observation
    by Ulrich K. Müller & Graham Elliott
  • 2001 Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
    by Olivier Ledoit & Michael Wolf
  • 2001 Subsampling inference in threshold autoregressive models
    by Jesús Gonzalo & Michael Wolf
  • 2001 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
    by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran
  • 2001 Testing For Unit Roots Using Economics
    by ROMULO CHUMACERO
  • 2001 Artificial Regressions
    by Russell Davidson & James G. MacKinnon
  • 2001 Computing Numerical Distribution Functions in Econometrics
    by James G. MacKinnon
  • 2001 Bootstrap Tests: How Many Bootstraps?
    by Russell Davidson & James G. MacKinnon
  • 2001 The strengths and weaknesses of L2 approximable regressors
    by Mynbaev, Kairat
  • 2001 Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison
    by Vasco J. Gabriel
  • 2001 A simple method for testing cointegration subject to regime changes
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
  • 2001 Cointegration and the joint confirmation hypothesis
    by Vasco J. Gabriel
  • 2001 Downside Risk and the Momentum Effect
    by Andrew Ang & Joseph Chen & Yuhang Xing
  • 2001 Stock Return Predictability: Is it There?
    by Andrew Ang & Geert Bekaert
  • 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
    by DUFOUR, Jean-Marie
  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas
  • 2001 On the Nature and Role of Hypothesis Tests
    by McLean, A.
  • 2001 International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan
    by Chang, H.-C.
  • 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    by Dufour, Jean-Marie & Khalaf, Lynda
  • 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    by Dufour, Jean-Marie & Khalaf, Lynda
  • 2001 Características del plantel y calidad de la educación en Bogotá
    by Jorge Hugo Barrientos Marín
  • 2001 Calidad de la educación y rendimiento académico en Bogotá
    by Jorge Hugo Barrientos Marín
  • 2001 Markov or Not Markov � This Should Be a Question
    by Frank Bickenbach & Eckhardt Bode
  • 2001 Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-Ansatz
    by Björn Christensen
  • 2001 Testing For Weekly Seasonal Unit Roots In Daily Electricity Demand: Evidence From Deregulated Markets
    by Antonio Rubia
  • 2001 Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español
    by Ángel León & Antonio Rubia
  • 2001 Testing Restrictions In Normal Data Models Using Gibbs Sampling
    by Matteo Ciccarelli
  • 2001 Criterion-based inference for GMM in autoregressive panel-data models
    by Steve Bond & Clive Bowsher & Frank Windmeijer
  • 2001 Testing exogeneity under distributional misspecification
    by de Luna, Xavier & Johansson, Per
  • 2001 A simple efficient GMM estimator of GARCH models
    by Skoglund, Jimmy
  • 2001 Specification and estimation of random effects models with serial correlation of general form
    by Skoglund, Jimmy & Karlsson, Sune
  • 2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
    by Skoglund, Jimmy & Karlsson, Sune
  • 2001 A Randomized Procedure for Choosing Data Transformation
    by Valentina Corradi & Norman R. Swanson
  • 2001 Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error
    by Valentina Corradi & Norman R. Swanson
  • 2001 Rank Test Based On Matrix Perturbation Theory
    by Zaka Ratsimalahelo
  • 2001 Bootstrapping Unit Root Tests with Covariates
    by Chang, Yoosoon & Sickles, Robin & Song, Wonho
  • 2001 (EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel
    by J.J.J. Groen
  • 2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
    by J.J.J. Groen & F. Kleibergen
  • 2001 How to implement the Bootstrap in Static or Stable Dynamic Regression Models
    by Noud P.A. van Giersbergen & Jan F. Kiviet
  • 2001 Higher-order Improvements of the Parametric Bootstrap for Markov Processes
    by Donald W.K. Andrews
  • 2001 Nonparametric Tests for Positive Quadrant Dependence
    by DENUIT, Michel & SAILLET, Olivier
  • 2001 Technology Transfer: Spatial Indicators
    by Mario Coccia
  • 2001 Optimal Predictive Tests and a Simulation Study
    by Alain Guay
  • 2001 Testing for Structural Change in the Presence of Auxiliary Models
    by Eric Ghysels & Alain Guay
  • 2001 Testing for unit roots on heterogeneous panels: A sequential approach
    by Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe
  • 2001 Testing for Structural Change in the Presence of Auxiliary Models
    by Eric Ghysels & Alain Guay
  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf
  • 2001 Autoregression-Based Estimators for ARFIMA Models
    by John Galbraith & Victoria Zinde-Walsh
  • 2001 Size Corrected Power for Bootstrap Tests
    by Manuel A. Dominguez & Ignacio N. Lobato
  • 2001 A Consistent Test for the Martingale Difference Hypothesis
    by Manuel A. Dominguez & Ignacio N. Lobato
  • 2001 The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure
    by Manisha Chakrabarty
  • 2001 Tests for Skewness, Kurtosis, and Normality for Time Series Data
    by Jushan Bai & Serena Ng
  • 2001 Testing for a Structural Break in the Volatility of Real GDP Growth in Canada
    by Alexandre Debs
  • 2001 A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data
    by Fuchun Li & Greg Tkacz
  • 2001 Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity
    by Luger, Richard
  • 2001 Inference about predictive ability
    by McCracken,M.W. & West,K.D.
  • 2001 Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
    by Álvaro Escribano & Oscar Jordá
  • 2001 Testing for nonlinearities in German bank stock returns
    by Sophie Robé & Reinhold Kosfeld
  • 2001 Integrated Conditional Moment testing of quantile regression models
    by Herman J. Bierens & Donna K. Ginther
  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh
  • 2001 Annualized Returns of Venture-Backed Public Companies Categorized by Stage of Financing: An Empirical Investigation of IPOS in the Last Three Decades
    by Yochanan Shachmurove
  • 2001 Observaciones anómalas y contrastes de raíz unitaria en datos semanales
    by CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J.
  • 2001 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung
    by Carsten-Patrick Meier
  • 2001 Do Stock Returns Follow a Finite Variance Distribution?
    by Qi-Man Shao & Hao Yu & Jun Yu
  • 2001 A Comparative Study of Different Shrinkage Estimators for Panel Data Models
    by G. S. Maddala & Hongyi Li & V. K. Srivastava
  • 2001 The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests
    by David Brownstone & Robert Valletta
  • 2000 New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor
    by Bell, L. & Jenkinson, T.
  • 2000 Econometrie, theorie des tests et philosophie des sciences
    by Dufour, J.M.
  • 2000 A Positive Lyapunov Exponent in Swedish Exchange Rates?
    by Bask, Mikael
  • 2000 Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models
    by Fairise, X. & Feve, P.
  • 2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend
    by Kauppi, H.
  • 2000 Threshold Autoregression for Strongly Autocorrelated Time Series
    by Lanne, M. & Saikkonen, P.
  • 2000 Testing for Stochastic Trends in Series with Structural Breaks
    by Busetti, F.
  • 2000 Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests
    by Davidson, R.
  • 2000 Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models
    by Aman Ullah & Tae-Hwy Lee
  • 2000 An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model
    by Bailey, R.W. & Taylor, A.M.R.
  • 2000 Bootstrap inference in single equation error correction models
    by Herwartz, Helmut & Neumann, Michael H.
  • 2000 Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus
    by Desdoigts, Alain
  • 2000 Modelling seasonality with fractionally integrated processes
    by Gil-Alaña, Luis A.
  • 2000 Reducing size distortions of parametric stationarity tests
    by Lanne, Markku & Saikkonen, Pentti
  • 2000 Deterministic seasonality versus seasonal fractional integration
    by Gil-Alaña, Luis A.
  • 2000 A Multivariate GARCH Model with Time-Varying correlations
    by Y. K. Tse & Albert K. C. Tsui
  • 2000 Testing for Two-Step Granger Noncausality in Trivariate VAR Models
    by Judith A. Giles
  • 2000 A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic
    by David E. A. Giles
  • 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    by David E. A. Giles
  • 2000 An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
    by Horowitz, Joel L. & Spokoiny, Vladimir G.
  • 2000 Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables
    by Terje Skjerpen & Anders Rygh Swensen
  • 2000 Improving the Reliability of Bootstrap Tests
    by Russell Davidson & James G. MacKinnon
  • 2000 New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor
    by Tim Jenkinson & Leonie Bell
  • 2000 On Testing Overidentifying Restrictions in Dynamic Panel Data Models
    by Clive Bowsher
  • 2000 The Forecast Performance of Long Memory and Markov Switching Models
    by Vasco J. Gabriel & Luis F. Martins
  • 2000 The Properties of Cointegration Tests in Models with Structural Change
    by Vasco J. Gabriel & Luis F. Martins
  • 2000 Long Memory and Regime Switching
    by Francis X. Diebold & Atsushi Inoue
  • 2000 Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order
    by Wouter J. den Haan & Andrew T. Levin
  • 2000 Économétrie, théorie des tests et philosophie des sciences
    by DUFOUR, Jean-Marie
  • 2000 Means-Tested Benefits, Incentives and Earnings Distributions
    by Creedy, J. & Scutella, R.
  • 2000 A finite sample correction for the variance of linear two-step GMM estimators
    by Frank Windmeijer
  • 2000 Improving Fractional Integration Tests With Bootstrap Distributions
    by Andersson, Michael K. & Gredenhoff, Mikael P.
  • 2000 Testing exogeneity in cross-section regression by sorting data
    by de Luna, Xavier & Johansson, Per
  • 2000 Why not use standard panel unit root test for testing PPP
    by Lyhagen, Johan
  • 2000 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
    by Karlsson, Sune & Skoglund, Jimmy
  • 2000 Testing for common cointegrating rank in dynamic panels
    by Larsson, Rolf & Lyhagen, Johan
  • 2000 The seasonal KPSS statistic
    by Lyhagen, Johan
  • 2000 Nonparametric test for causality with long-range dependence
    by Javier Hidalgo
  • 2000 Optimal Inventory Policies When Sales Are Discretionary
    by Herbert E. Scarf
  • 2000 Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics
    by Donald W.K. Andrews
  • 2000 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
    by Yoosoon Chang
  • 2000 Desperately Seeking Environmental Kuznets
    by Marzio Galeotti & Alessandro Lanza
  • 2000 Satisfaction, Work Involvement and R&D Performance
    by Mario Coccia
  • 2000 Syn Method as a Tool to Measure the Endogenous Performance in the R&D Organizations
    by Mario Coccia
  • 2000 Technology Transfer: Spatial Analysis
    by Mario Coccia
  • 2000 A Multivariate I(2) Cointegration Analysis Of German Hyperinflation
    by Dimitris Georgoutsos & George Kouretas
  • 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by Jean-Marie Dufour & Olivier Torrès
  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Jean-Marie Dufour & Lynda Khalaf
  • 2000 Simulation Based Finite and Large Sample Tests in Multivariate Regressions
    by Jean-Marie Dufour & Lynda Khalaf
  • 2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by Jean-Marie Dufour & Joanna Jasiak
  • 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
    by Binder, M. & Hsaio, C. & Pesaran, M.H.
  • 2000 Testing for Stochastic Trends in Series with Structural Breaks
    by Fabio Busetti
  • 2000 Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry
    by Khalaf, Lynda & Kichian, Maral
  • 2000 Testing for Non-Normality in the Presence of One-Sided Slope Parameters
    by Anthony W. Hughes
  • 2000 Se busca una raíz unitaria: evidencia para Chile
    by Rómulo Chumacero Escudero
  • 2000 On moment condition failure in German stock returns: an application of recent advances in extreme value statistics
    by Thomas Lux
  • 2000 Una comparación de las economías andaluza y extremeña a partir de matrices de contabilidad social y multiplicadores lineales
    by CARDENETE FLORES, M.A. & CONGREGADO RAMÍREZ DE AGUILERA, E. & DE MIGUEL VÉLEZ, F.J. & PÉREZ MAYO, J.
  • 2000 Linear Estimation Under Superpopulation Models: Somo Results On Robustness
    by CASAS SÁNCHEZ, J.M. & GUIJARRO GARVI, M
  • 2000 Exchange Rates and Monetary Measures
    by Evžen Koèenda & Juraj Valachy
  • 2000 Testing Stability of Capital Assets Pricing Model
    by Tomáš Víšek
  • 2000 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai
  • 1999 Modeling Stock Volatility with Trading Information
    by Huirong Li & Jian Yang
  • 1999 Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach
    by Shinn-Juh Lin & Jian Yang
  • 1999 Testing for Common Cycles in Money, Nominal Income and Prices
    by Hall, S. & Sheperd, D.
  • 1999 Take-Up of Means-Tested Benefits with Labour Supply Variations
    by Creedy, J.
  • 1999 Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools
    by Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L.
  • 1999 A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels
    by Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas
  • 1999 Generalized Integer-Valued Autoregression
    by Brännäs, Kurt & Hellström, Jörgen
  • 1999 A general framework for testing the Granger noncausality hypothesis
    by Péguin-Feissolle, Anne & Teräsvirta, Timo
  • 1999 Bootstrapping Error Component Models
    by Andersson, Michael K. & Karlsson, Sune
  • 1999 A Simple Linear Time Series Model with Misleading Nonlinear Properties
    by Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan
  • 1999 Starting values in estimation of cointegrating vectors with restrictions
    by Lyhagen, Johan & Forsberg, Lars
  • 1999 Testing Serial Correlation in Semiparametric Time Series Model
    by Li, D. & Stengos, T.
  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.
  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.
  • 1999 A Nonparametric Least-Squares Test for Checking a Polynomial Relationship
    by Gijbels, I. & Rousson, V.
  • 1999 A Nonparametric Least-Squares Test for Checking a Polynomial Relationship
    by Gijbels, I. & Rousson, V.
  • 1999 Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation
    by Tan, B. & Yilmaz, K.
  • 1999 A Stochastic Programming Approach to Manufacturing Flow Control
    by Haurie, A. & Moresino, F.
  • 1999 Testing for Sheepskin Effects in Earnings Equations: Evidence for Five Countries
    by Denny, K.J. & Harmon, C.P.
  • 1999 A General Framework for Testing the Granger Noncausality Hypothesis
    by Peguin-Feissolle, A. & Terasvirta, T.
  • 1999 A General Framework for Testing the Granger Noncausality Hypothesis
    by Peguin-Feissolle, A. & Terasvirta, T.
  • 1999 Un test d'heteroscedasticite conditionnelle inspire de la modelisation en termes de reseaux neuronaux artificiels
    by Caulet, R. & Peguin-Feissolle, A.
  • 1999 A Comparison of the Power of Some Tests for Conditional Heteroscedasticity
    by Peguin-Feissolle, A.
  • 1999 A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors
    by Johansen, S.
  • 1999 A Bartlett Correction Factor for Tests on the Cointegrating Relations
    by Johansen, S.
  • 1999 Tests of Common Stochastic Trends
    by Nyblom, Jukka & Harvey, Andrew
  • 1999 Regression-Based Seasonal Unit Root Tests
    by Smith, R.J. & Taylor, A.M.R.
  • 1999 Measuring Knowledge Spillovers in Manufacturing and Services: An Empirical Assessment of Alternative Approaches
    by Kaiser, Ulrich
  • 1999 Testing for a unit root in a time series with a level shift at unknown time
    by Saikkonen, Pentti & Lütkepohl, Helmut
  • 1999 Unit root tests for time series with a structural break: When the break point is known
    by Lütkepohl, Helmut & Müller, Christian & Saikkonen, Pentti
  • 1999 Testing for unit roots in time series with level shifts
    by Saikkonen, Pentti & Lütkepohl, Helmut
  • 1999 An adaptive, rate-optimal test of a parametric model against a nonparametric alternative
    by Horowitz, Joel L. & Spokoiny, Vladimir G.
  • 1999 Improved Inference for the Instrumental Variable Estimator
    by Richard Startz & Charles Nelson & Eric Zivot
  • 1999 Testing for Unit Roots in Semi-Annual Data
    by Sandra G. Feltham & David E.A. Giles
  • 1999 A scaled difference chi-square test statistic for moment structure analysis
    by Albert Satorra & Peter M. Bentler
  • 1999 Scaled and adjusted restricted tests in multi-sample analysis of moment structures
    by Albert Satorra
  • 1999 On the Asymptotic Distribution of the Moran I Test Statistic with Applications
    by Harry H. Kelejian & Ingmar R. Prucha
  • 1999 An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative
    by Horowitz, Joel L. & Spokoiny, Vladimir G.
  • 1999 Samling Errors and Cross-Country Comparisons of Income Inequality
    by Rolf Aaberge
  • 1999 Artificial Regressions
    by Russell Davidson & James G. MacKinnon
  • 1999 International Asset Allocation with Time-Varying Correlations
    by Andrew Ang & Geert Bekaert
  • 1999 A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap
    by Maharaj, E.A.
  • 1999 A Score Test for Individual Heteroscedasticity in a One-way Error Components Model
    by Alberto HOLLY & Lucien GARDIOL
  • 1999 Two-part multiple spell models for health care demand
    by Joao M.C. Santos Silva & Frank Windmeijer
  • 1999 Likelihood-Based Inference in Multivariate Panel Cointegration Models
    by Larsson, Rolf & Lyhagen, Johan
  • 1999 An ARCH Robust STAR Test
    by Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan
  • 1999 A Normality Test for the Mean Estimator
    by Andersson, Michael K.
  • 1999 A long memory panel unit root test: PPP revisited
    by Andersson, Jonas & Lyhagen, Johan
  • 1999 Testing for Independence in Multivariate Duration Models
    by Söderberg, Hans & Lyhagen, Johan
  • 1999 On the power and interpretation of panel unit root tests
    by Karlsson, Sune & Löthgren, Mickael
  • 1999 Desperately Seeking (Environmental) Kuznets
    by Marzio Galeotti & Alessandro Lanza
  • 1999 Finite sample behavior of two step estimators in selection models
    by Rodríguez Poo, Juan M. & Fernández Sainz, Ana Isabel & Villanúa Martín, Inmaculada
  • 1999 Two-Stage Nonparametric Regression for Longitudinal Data
    by Rodríguez Poo, Juan M. & Núñez Antón, Vicente Alfredo & Ferreira García, María Eva
  • 1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
    by Niels Haldrup & Michael Jansson
  • 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
    by Donald W.K. Andrews & Biao Lu
  • 1999 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
    by Donald W.K. Andrews
  • 1999 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai
  • 1999 Bartlett Identities Tests
    by Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier
  • 1999 Testing for hysteresis : unemployment persistence and wage adjustment
    by Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe
  • 1999 Bartlett identities tests
    by CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier
  • 1999 Content Horizons for Forecasts of Economic Time Series
    by John Galbraith
  • 1999 Detecting Structural Breaks: Exchange Rates in Transition Economies
    by Evzen Kocenda
  • 1999 A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields
    by Soo-Bin Park
  • 1999 The Statistical Relationship between Bivariate and Multinomial Choice Models
    by Weeks, M. & Orne, C.
  • 1999 Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality
    by Knight, J. & Satchell, S.
  • 1999 Economic and Statistical Measures of Forecast Accuracy
    by Granger, C.W.J. & Pesaran, M. H.
  • 1999 Bounds Testing Approaches to the Analysis of Long-run Relationships
    by Pesaran, M. Hashem & Shin, Y. & Smith, R.J.
  • 1999 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
    by Lacroix, R.
  • 1999 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I
    by Lacroix, R.
  • 1999 Modelling the French Swap Spread
    by Avouyi-Dovi, S. & Jondeau, E.
  • 1999 Hypothesis Testing in the Presence of One-sided Nuisance Parameters
    by Anthony W. Hughes
  • 1999 articles: Welfare reform and spatial matchingbetween clients and jobs
    by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah
  • 1999 Money demand, the Cagan model, testing rational expectations vs adaptive expectations: The case of Turkey
    by Kivilcim Metin & Ilker Muslu
  • 1999 Testing for structural change in the dynamic adjustment model with autoregressive errors
    by Kien C. Tran
  • 1999 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
    by Tamim Bayoumi & Ronald MacDonald
  • 1998 Stochastic Threshold Models on Interest Rate
    by Huirong Li & Jian Yang
  • 1998 Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue
    by Horowitz, J.L. & Savin, N.E.
  • 1998 Conflicts Among Tests for Cointegration
    by Allan W. Gregory & Alfred Haug
  • 1998 Lead Time demand for Simple Exponential Smoothing
    by Snyder, R.D. & Koehler, A.B. & Ord, J.K.
  • 1998 International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results
    by Gerdtham, Ulf-G. & Löthgren, Mickael
  • 1998 Likelihood-Based Cointegration Tests in Heterogeneous Panels
    by Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael
  • 1998 Health Care System Effects on Cost Efficiency in the OECD Countries
    by Gerdtham, Ulf-G. & Löthgren, Mickael
  • 1998 On stationarity and cointegration of international health expenditure and GDP
    by Gerdtham, Ulf-G. & Löthgren, Mickael
  • 1998 Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis
    by Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas
  • 1998 Power and Bias of Likelihood Based Inference in the Cointegration Model under Fractional Cointegration
    by Andersson, Michael K. & Gredenhoff, Mikael P.
  • 1998 Testing a Regression Model when we Have Smooth Alternatives in Mind
    by Hardle, W. & Kneip, A.
  • 1998 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
    by Mouchart, M. & Scheihing, E.
  • 1998 Multiple Hypotheses Testing with Partial Prior Information
    by Zhang, J.
  • 1998 Likelihood Ratio Test in the Correlated Gamma-Frailty Model
    by Korsholm, L.
  • 1998 Efficiency and Robustness in a Geometrical Perspective
    by Davidson, R.
  • 1998 A Note on the Stochastic Properties of German Stock Returns
    by Thomas Lux
  • 1998 Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias
    by Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno
  • 1998 Response surfaces for the dickey-fuller unit root test with structural breaks
    by Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno
  • 1998 Economia sintetica
    by Luis Vildosola
  • 1998 Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions
    by Kenneth G. Stewart
  • 1998 The Underground Economy: Minimizing the Size of Government
    by David E. A. Giles
  • 1998 The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis
    by David E. A. Giles
  • 1998 Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
    by Linda F. DeBenedictis, & David E. A. Giles
  • 1998 Testing for Unit Roots With Missing Observations
    by Kevin F. Ryan & David E. A. Giles
  • 1998 Testing for Unit Roots With Missing Observations
    by Kevin F. Ryan & David E. A. Giles
  • 1998 Constant coefficient tests for random coefficient regression
    by Pedro Delicado & Juan Romo
  • 1998 Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry
    by Seref Saygili
  • 1998 Testing for Parameter Instability using the R/S Statistic
    by Michael Harrison & Glenn Treacy
  • 1998 Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment
    by Torben G. Anderson & Tim Bollerslev & Ashish Das
  • 1998 A Simple Framework for Nonparametric Specification Testing
    by Glenn Ellison & Sara Fisher Ellison
  • 1998 Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices
    by PERRON, Pierre & VODOUNOU, Cosme
  • 1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by DUFOUR, Jean-Marie & JASIAK, Joanna
  • 1998 Changing Times, Testing Times: A Bootstrap Analysis of Poverty and Inequality using the PACO Database
    by Georges Heinrich
  • 1998 Essays on Exchange Rates: Deterministic Chaos and Technical Analysis
    by Bask, Mikael
  • 1998 Testing linearity against smooth transition autoregression using a parametric bootstrap
    by Skalin, Joakim
  • 1998 The design and analysis of stochastic cost-effectiveness studies for the evaluation of health care interventions
    by Briggs, Andrew & Tambour, Magnus
  • 1998 Maximum likelihood estimation of the multivariate fractional cointegrating model
    by Lyhagen, Johan
  • 1998 A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP
    by Ermini, Luigi
  • 1998 Robust Testing for Fractional Integration Using the Bootstrap
    by Andersson, Michael K. & Gredenhoff, Mikael P.
  • 1998 Testing for the presence of a random walk in series with structural breaks
    by Fabio Busetti & Andrew Harvey
  • 1998 Diagnostic Tools for Nonlinearity in Spatial Models
    by Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani
  • 1998 Wald Revisited: The Optimal Level of Experimentation
    by Giuseppe Moscarini & Lones Smith
  • 1998 Structural Change Tests for Simulated Method of Moments
    by Eric Guysels & Alain Guay
  • 1998 Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases
    by Heinrich, Georges
  • 1998 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
    by Bayoumi, Tamim & MacDonald, Ronald
  • 1998 Assessing effective sustainability of fiscal policy within the G-7
    by Fève, Patrick & Hénin, Pierre-Yves
  • 1998 Feedback covariates unit root tests : an application to the sustainability of fiscal policy
    by Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe
  • 1998 Structural Change Tests for Simulated Method of Moments
    by Eric Ghysels & Alain Guay
  • 1998 Decision Rules for Selecting between Exponential and Logistic STAR
    by Oscar Jorda
  • 1998 A Test for Conditional Symmetry in Time Series Models
    by Jushan Bai & Serena Ng
  • 1998 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates
    by Bruneau, C. & Jondeau, E.
  • 1997 The Power of Hessian and Outer Product Based Wald and LM Tests
    by Parks, R.W. & Savin, N.E. & Wurtz, A.H.
  • 1997 GMM Bootstrapping and Testing in Dynamic Panels
    by Bergström, Pål & Dahlberg, Matz & Johansson, Eva
  • 1997 Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables
    by Biorn, E. & Klette, T.J.
  • 1997 A Multiple Output Stochastic Ray Frontier Production Model
    by Löthgren, Mickael
  • 1997 Three Lectures on the Walrasian Hypotheses for Exchange Economies
    by Brown, D.J.
  • 1997 Rational Expectations in a VAR with Markov Switching
    by Blix, M
  • 1997 Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales
    by Andreu Sanso & Ernest Pons Fanals & Manuel Artis Ortuno & Jordi Surinach Caralt
  • 1997 Detecting Unbalanced Regressions Using the Durbin-Watson Test
    by Marmol, F. & Reboredo, J.C.
  • 1997 On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions
    by Marmol, F. & Reboredo, J.C.
  • 1997 Fractional integration and the augmented dickey-fuller test
    by Krämer, Walter
  • 1997 Semi-nonparametric cointegration testing
    by Boswijk, H. Peter & Lucas, André
  • 1997 Comparing and validating hypothesis test procedures: Graphical and numerical tools
    by Pedro Delicado & Iolanda Placencia
  • 1997 Minimax lower bounds for the two-armed bandit problem
    by Sanjeev R. Kulkarni & Gábor Lugosi
  • 1997 Strong minimax lower bounds for learning
    by Andras Antos & Gábor Lugosi
  • 1997 Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation
    by Erik Biørn & Tor Jakob Klette
  • 1997 Endogeneity in a Binomial Model
    by Brännäs, Kurt & Eriksson, Maria
  • 1997 Rational Expectations in a VAR with Markov Switching
    by Blix, Mårten
  • 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models
    by Hagerud, Gustaf E.
  • 1997 Specification Tests for Asymmetric GARCH
    by Hagerud, Gustaf E.
  • 1997 A Smooth Transition ARCH Model for Asset Returns
    by Hagerud, Gustaf E.
  • 1997 Modelling Multiple Regimes in the Business Cycle
    by van Dijk, D.J.C. & Franses, Ph.H.B.F.
  • 1997 Semi-nonparametric cointegration testing
    by Boswijk, H. Peter & Lucas, Andr‚
  • 1997 Canonical Partitions in the Restricted Linear Model
    by Genugten, B.B. van der
  • 1997 Testing the Predicitive Value of Subjective Labour Supply Data
    by Euwals, R.W. & Melenberg, B. & Soest, A.H.O. van
  • 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    by Donald W.K. Andrews
  • 1997 On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
    by Donald W.K. Andrews & Moshe Buchinsky
  • 1997 A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
    by Eric Ghysels & Serena Ng
  • 1997 Threshold Autoregressions with a Unit Root
    by Bruce E. Hansen & Mehmet Caner
  • 1997 Regression-Based Tests of Predictive Ability
    by West, K.D. & McCracken, M.W.
  • 1996 Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes
    by Corradi, V. & Swanson, N. & White, H.
  • 1996 Substitution, Risk Aversion, Taste Shocks and Equity Premia
    by Normandin, M. & St-Amour, P.
  • 1996 Log-Concave Probability Distributions : Theory and Statistical Testing
    by An, M.Y.
  • 1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles
    by Barthelemy, F. & Lubrano, M.
  • 1996 A Simple Test for Spatial Correlation in Probit Models
    by Pinkse, J. & Slade, M.
  • 1996 Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    by Mackinnon, J.G. & Haug, A.A. & Michelis, L.
  • 1996 The Size and Power of Bootstrap Tests
    by Davidson, R. & Mackinnon, J.G.
  • 1996 Properties of Unit Root Tests for Models with Trend and Cycles
    by Barthelemy, F. & Lubrano, M.
  • 1996 Substitution, Risk Aversion, Taste Shocks and Equity Premia
    by Michel Normandin & Pascal St-Amour
  • 1996 The Role of Economic Theory in Modelling the Long Run
    by Pesaran, M.H.
  • 1996 Construction of Panel Data Through Record Linkage: Application to Hungarian Budget Surveys: 1987, 89, 91
    by Jarvis, S. & Kattuman, P.A.
  • 1996 Least Square Approach to Non-Normal Disturbances
    by Im, K.S.
  • 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes
    by Juan J. Dolado & Francisco Mármol
  • 1996 El filtro de lineas aereas modificadas, integrabilidad y cointegracion
    by Tomas del Barrio Castro & Miguel Juan Clar Lopez & Ernest Pons Fanals
  • 1996 Nonparametric inference for second order stochastic dominance
    by Schmid, Friedrich & Trede, Mark
  • 1996 Log-concave Probability Distributions: Theory and Statistical Testing
    by Mark Yuying An
  • 1996 Substitution, Risk Aversion, Taste Shocks and Equity Premia
    by Michel Normandin & Pascal St-Amour
  • 1996 Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    by Charles R. Nelson & Richard Startz & Eric Zivot
  • 1996 Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments
    by Jiahui Wang & Eric Zivot
  • 1996 Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model
    by Mukhtar M. Ali
  • 1996 On the Corrections to Information Matrix Tests
    by Francisco Cribari-Neto
  • 1996 A data-dependent skeleton estimate and a scale-sensitive dimension for classification
    by Marta Horvath & Gábor Lugosi
  • 1996 Fusion of data sets in multivariate linear regression with errors-in-variables
    by Albert Satorra
  • 1996 Inflation and the Distribution of Price Changes
    by Michael F. Bryan & Stephen G. Cecchetti
  • 1996 A Practitioner's Guide to Robust Covariance Matrix Estimation
    by Wouter J. Den Haan & Andrew T. Levin
  • 1996 Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures
    by Wouter J. Den Haan & Andrew Levin
  • 1996 Specification Testing in Panel Data With Instrumental Variables
    by Gilbert E. Metcalf
  • 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey
    by Kaufmann, Sylvia & Scheicher, Martin
  • 1996 Bartlett Corrections in Cointegration Testing
    by Jacobson, Tor & Larsson, Rolf
  • 1996 Testing for ARCH in the Presence of Additive Outliers
    by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A.
  • 1996 Omnibus Tests for Multivariate Normality of Observations and Residuals
    by Urzúa, Carlos M.
  • 1996 Conditional Independence Restrictions: Testing and Estimation
    by Oliver Linton & Pedro Gozalo
  • 1996 A Conditional Kolmogorov Test
    by Donald W.K. Andrews
  • 1996 A Note on the Power of Revealed Preference Tests with Afriat Inefficiency
    by Reinhard Sippel
  • 1996 A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions
    by David A. Belsley
  • 1996 Integración espacial y cointegración: una aplicación al mercado de cereales en España
    by José María Gil & J. Clemente & A, Montañés & M. Reyes
  • 1995 Tests of Alternative International Asset Pricing Models
    by Vassalou, M.
  • 1995 Detecting Nonlinearity by Modelling the Differenced Series
    by Aprahamian, F. & Peguin-Feissolle, A.
  • 1995 Regression-Based Tests for Persistence in Conditional Variances
    by Psaradakis, Z. & Tzavalis, E.
  • 1995 Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    by Franses, Ph.H.B.F. & Hoek, H. & Paap, R.
  • 1995 Logconcavity versus Logconvexity: A Complete Characterization
    by An, Mark Yuying
  • 1995 Estimation and Inference in Cointegrated Systems Under Near-Integration
    by Sheldon, M.
  • 1995 Intermediate Statistics and Econometrics: A Comparative Approach
    by Dale J. Poirier
  • 1995 "Excess Volatility" and the German Stock Market, 1870-1990
    by J. Bradford De Long & Marco Becht
  • 1995 Asymptotic robustness in multi-sample analysis of multivariate linear relations
    by Albert Satorra
  • 1995 Noisy signals in target zone regimes Theory and Monte Carlo experiments
    by Steinar Holden & Dag Kolsrud & Birger Vikøren
  • 1995 Multivariate unit root tests
    by Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz
  • 1995 On the inconsistency of the Breusch-Pagan test
    by Zaman, Asad
  • 1995 Small Sample Properties of GMM for Business Cycle Analysis
    by Lawrence J. Christiano & Wouter J. Den Haan
  • 1995 OLS-Estimation of conditional and unconditional sigma- and beta-convergence of per capita income: Implications of Solow-Swan and Ramsey-Cass models
    by Maurer, Rainer
  • 1995 Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle
    by Madlener, Reinhard
  • 1995 Financial integration in Europe: Evidence from Euler equation tests
    by Lemmen, J.J.G. & Eijffinger, S.C.W.
  • 1995 Nonparametric cointegration analysis
    by Bierens, H.J.
  • 1995 Testing Additivity in Generalized Nonparametric Regression Models
    by Oliver Linton & Pedro Gozalo
  • 1995 Adaptive Testing in ARCH Models
    by Oliver Linton & Douglas G. Steigerwald
  • 1995 Market Time and Asset Price Movements Theory and Estimation
    by Eric Ghysels & Christian Gouriéroux & Joanna Jasiak
  • 1995 Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects
    by Eric Ghysels & Joanna Jasiak
  • 1995 Predictive Tests for Structural Change with Unknown Breakpoint
    by Eric Ghysels & Alain Guay & Alastair Hall
  • 1995 On Stable Factor Structures in the Pricing of Risk
    by Eric Ghysels
  • 1995 Approximate Asymptotic P-Values for Structural Change Tests
    by Bruce E. Hansen
  • 1995 Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP
    by Bruce E. Hansen
  • 1994 The Joint Density of Two Functionals of a Brownian Motion
    by Abadir, Karim
  • 1994 A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
    by Silva Lopes, Artur
  • 1994 Small Sample Properties of Generalized Method of Moments Based Wald Tests
    by Craig Burnside & Martin Eichenbaum
  • 1993 Split Sample Instrumental Variables
    by Joshua Angrist & Alan Krueger
  • 1992 Testing aregression model when we have smooth alternatives in mind
    by Haerdle,Wolfgang & Kneip,Alois
  • 1992 residual-Based Tests for Cointegration in Models with Regime Shifts
    by Allan w. Gregory & Bruce E. Hansen
  • 1992 An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables
    by Donald W.K. Andrews
  • 1992 Optimal Changepoint Tests for Normal Linear Regression
    by Donald W.K. Andrews & Inpyo Lee & Werner Ploberger
  • 1992 Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
    by Donald W.K. Andrews & Werner Ploberger
  • 1992 Other Things Equal
    by Donald N. McCloskey
  • 1991 The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model
    by Soo-Bin Park
  • 1991 Testing for Structural Breaks
    by Allan W. Gregory & James M. Nason
  • 1991 Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
    by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt
  • 1991 Vector Autoregression and Causality
    by Hiro Y. Toda & Peter C.B. Phillips
  • 1991 Vector Autoregression and Causality: A Theoretical Overview and Simulation Study
    by Hiro Y. Toda & Peter C.B. Phillips
  • 1991 Interest Rates in Mexico: The Role of Exchange Rate Expectations and International Creditworthiness
    by Hoe E. Khor & Liliana Rojas-Suarez
  • 1990 A New Method for Detecting Neural Interconnectivity
    by Klaus J. Utikal
  • 1990 Critical Values for Cointegration Tests
    by James G. MacKinnon
  • 1986 Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
    by Hillier, Grant
  • 1986 Generalized autoregressive conditional heteroskedasticity
    by Tim Bollerslev
  • 1983 Model Specification Tests Against Non-Nested Alternatives
    by James G. MacKinnon
  • 1983 Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
    by James G. MacKinnon & Halbert White
  • 1982 Convenient Specification Tests for Logit and Probit Models
    by Russell Davidson & James G. MacKinnon
  • Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen
  • Predictive behavior: An experimental study
    by Brennscheidt,Gunnar
  • An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK
    by Peter Spencer & Zhuoshi Liu
  • On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics
    by Francesco Bravo
  • Empirical likelihood specification testing in linear regression models
    by Francesco Bravo
  • The Use Of Spreads In Forecasting Medium Term U.K Interest Rates
    by B. Pesaran & G. Wright
  • Possibilities and Limits: Testing in the Fiscal Military State in the Anglo-Spanish War of 1779-1783
    by Rafael Torres
  • Distribution-free Tests of Fractional Cointegration
    by Javier Hualde & Carlos Velasco
  • Testing the Martingale Difference Hypothesis Using Integrated Regression Functions
    by Juan Carlos Escanciano & Carlos Velasco
  • Technology Shocks and Hours Worked: A Fractional Integration Perspective
    by Luis Alberiko Gil-Alana & Antonio Moreno
  • Tests regarding parameters of several independent gamma populations
    by Ram Tripathi
  • Robust Deviance Information Criterion for Latent Variable Models
    by Yong Li & Zeng Tao & Jun Yu
  • Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach
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  • Maximising Seigniorage and Inflation Tax: The Case of Belarus
    by D r. (elect.) Julia Korosteleva
  • The Belarusian Case of Transition: Whither Financial Repression?
    by Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson
  • A Note on Wavelet Correlation and Cointegration
    by Fernández Macho, Francisco Javier
  • A Practical Note on the Determination of the Number of Factors Using Information Criteria with Data-Driven Penalty
    by Joakim Westerlund & Sagarika Mishra
  • A Factor Analytical Approach to the Efficient Futures Market Hypothesis
    by Joakim Westerlund & Milda Norkute & Paresh K Narayan
  • On the Importance of the First Observation in GLS Detrending in Unit Root Testing
    by Joakim Westerlund
  • The Local Power of the CADF and CIPS Panel Unit Root Tests
    by Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger
  • On the Asymptotic Distribution of the DF–GLS Test Statistic
    by Joakim Westerlund
  • Testing for Predictability in Conditionally Heteroskedastic Stock Returns
    by Joakim Westerlund & Paresh Kumar Narayan
  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET
  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET
  • Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels
    by Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET
  • Robust Resampling Methods for Time Series
    by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI
  • Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER
  • Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
    by Amine LAHIANI & Olivier SCAILLET
  • Pauvreté et arbitrage entre scolarisation et travail des enfants au Mali
    by Moussa KEITA
  • On the Stationarity of Exhaustible Natural Resource Prices
    by Nikolaos Kourogenis & Phoebe Koundouri
  • A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate
    by Daniel Ventosa
  • Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics
    by Morten Oerregaard Nielsen
  • Efficient Inference in Multivariate Fractionally Integrated Time Series Models
    by Morten Oerregaard Nielsen
  • Efficient Likelihold Inference in Nonstationary Univariate Models
    by Morten Oe. Nielsen
  • Multicointegration in US consumption data
    by Boriss Siliverstovs
  • Measurement Errors and Outliers in Seasonal Unit Root Testing
    by Niels Haldrup & Antonio Montanés & Andreu Sanso
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    by Niels Haldrup & Peter Lildholdt
  • On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
    by Niels Haldrup & Peter Lildholdt