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

Top JEL

/ C: Mathematical and Quantitative Methods

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

/ / /

**C12: Hypothesis Testing: General**

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

Most recent items first, undated at the end.

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

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

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

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

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

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

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

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

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

*by*Carsten Bormann & Melanie Schienle & Julia Schaumburg

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

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

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

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

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

*by*Daniele Bregantini

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

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

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

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

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

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

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

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

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

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

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

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

*by*Russell Davidson & James G. MacKinnon

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

*by*Leonard Leung

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

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

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

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

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

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

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

*by*Megersa, kelbesa

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

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

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

*by*Phiri, Andrew & Dube, Wisdom

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

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

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

**Specification Testing in Structural Nonparametric Cointegration**

*by*Chaohua Dong & Jiti Gao

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

*by*Costantini, Mauro & Lupi, Claudio

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

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

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

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

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

*by*Calhoun, Gray

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

*by*Kunst, Robert M.

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

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

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

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

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

*by*Westerlund, Joakim & Norkute, Milda

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

*by*Westerlund, Joakim & Reese, Simon

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

*by*Muriel Fadairo & Jianyu Yu

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

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

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

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

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

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

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

*by*Carsten Bormann & Melanie Schienle & Julia Schaumburg

**Fractional Cointegration Rank Estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**Specification Tests for Nonlinear Dynamic Models**

*by*Igor Kheifets

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

*by*Russel Davidson & Andrea Monticini

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

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

*by*Gianfranco Piras & Ingmar R. Prucha

**Panel Data Gravity Models of International Trade**

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

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

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

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

*by*Jose Olmo & William Pouliot

**A General Theory of Rank Testing**

*by*Majid Al-Sadoon

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

*by*Riccardo LUCCHETTI & Claudia PIGINI

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

*by*Angelovska, Julijana

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

*by*Newey, Whitney & West, Kenneth

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

*by*Martin Mandel & Vladimír Tomšík

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

*by*Uwe Hassler & Verena Werkmann

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

*by*Sinisa Slijepcevic & Branimir Blaskovic

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

*by*Mitesh Kataria

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

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

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

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

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

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

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

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

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

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

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

*by*Liu, Chunping & Minford, Patrick

**Cojumps in stock prices: Empirical evidence**

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

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

*by*Lopatta, Kerstin & Kaspereit, Thomas

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

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

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

*by*Amado, Cristina & Teräsvirta, Timo

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

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

**Nonparametric inference based on conditional moment inequalities**

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

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

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

**A new approach to Bayesian hypothesis testing**

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

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

*by*Wu, Jianhong & Li, Guodong

**Specification analysis of linear quantile models**

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

**Testing for heteroskedasticity in fixed effects models**

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

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

*by*Song, Kyungchul

**Model equivalence tests in a parametric framework**

*by*Lavergne, Pascal

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

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

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

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

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

*by*Gu, Jingping & Liang, Zhongwen

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

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

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

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

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

*by*Lucchetti, Riccardo & Pigini, Claudia

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

*by*Mehdi, Tahsin & Stengos, Thanasis

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

*by*Bao, Yong & Hua, Ying

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

*by*Mao, Guangyu

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

*by*Mao, Guangyu

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

*by*Tabri, Rami Victor

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

*by*Iglesias, Emma M.

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

*by*Götz, Thomas B. & Hecq, Alain

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

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

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

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

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

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

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

*by*Patrick Withey

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

*by*Charles S. Bos & Pawel Janus

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

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

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

*by*Thomas Kaspereit & Kerstin Lopatta

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

*by*Knüppel, Malte & Schultefrankenfeld, Guido

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

*by*Reicher, Christopher Phillip

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

*by*Czudaj, Robert & Hanck, Christoph

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

*by*Kiefer, Stephanie

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

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

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

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

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

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

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

*by*Knüppel, Malte & Schultefrankenfeld, Guido

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

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

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

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

**Testing for Autocorrelation in Quantile Regression Models**

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

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

*by*Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

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

*by*Asep saefuddin & Didin Saepudin & Dian Kusumaningrum

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

*by*Bat Batjargal

**Variance estimation for richness measures**

*by*Michał Brzeziński

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

*by*Giorgio Calzolari & Laura Magazzini

**Variance Risk Premiums in Foreign Exchange Markets**

*by*Ammann, Manuel & Buesser, Ralf

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

*by*Audrino, Francesco & Camponovo, Lorenzo

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

*by*Huber, Martin

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

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

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

*by*Zhou X. & Solberger M.

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

*by*Solberger M. & Zhou X.

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

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

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

*by*David Kaplan

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

*by*David Kaplan & Matt Goldman

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

*by*David Kaplan & Yixiao Sun

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

*by*David Kaplan

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

*by*Eric Ghysels & J. Isaac Miller

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

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

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

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

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

*by*Ot�vio Bartalotti

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

*by*Lavergne, Pascal & Patilea, Valentin

**Model Equivalence Tests in a Parametric Framework**

*by*Lavergne, Pascal

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

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

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

*by*Yuanyuan Wan & Haiqing Xu

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

*by*Defne Mutluer Kurul

**Reserve Options Mechanism and FX Volatility**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

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

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

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

*by*Doko Tchatoka, Firmin

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

*by*Andreas Ortman & Le Zhang

**Testing Stationarity for Unobserved Components Models**

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

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

*by*Marian Vavra

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

*by*Marian Vavra

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

*by*Marian Vavra

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

*by*Zhenlin Yang

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

*by*Yu-Chin Hsu & Xiaoxia Shi

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

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

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

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

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

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

*by*Pei Kuang & M. Schröder & Q. Wang

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

*by*Gillian van Heerden and Paul Alagidede

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

*by*Christoph Hanck & Robert Czudaj

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

*by*Valentina Corradi & Norman Swanson

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

*by*Dobrescu, Emilian

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

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Hypothesis Testing for Arbitrary Bounds**

*by*Jeffrey Penney

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

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

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

*by*Hiremath, Gourishankar S & Kumari, Jyoti

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

*by*Adeniji, Sesan

**Testing for the buffered autoregressive processes**

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

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

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

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

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

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

*by*Chen, Min & Zhu, Ke

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

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

*by*Maciejowska, Katarzyna

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

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

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Make Almost Stochastic Dominance really Almost**

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

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

*by*Herrera Gómez, Marcos

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

*by*Kiss, Christian

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

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

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

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

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

*by*Doko Tchatoka, Firmin

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

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

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

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

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

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

**The drivers of downside equity tail risk**

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

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

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

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

*by*Hatemi-J, Abdulnasser

**Inference in non stationary asymmetric garch models**

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

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

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

**Detecting dependence between spatial processes**

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

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

*by*Hanming Fang & Xun Tang

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

*by*Liang Chen & Juan Dolado & Jesus Gonzalo

**A wavelet approach to multiple cointegration testing**

*by*Javier Fernandez-Macho

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

*by*Javier Fernandez-Macho

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

*by*Hanming Fang & Xun Tang

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

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

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

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

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

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

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

*by*Matteo Pelagatti

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

*by*Spindler, Martin

**The Peer Performance of Hedge Funds**

*by*David Ardia & Kris Boudt

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

*by*Antonia Arsova & Deniz Dilan Karaman Oersal

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

*by*John-Oliver Engler & Stefan Baumgaertner

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

*by*Stephan B. Bruns

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

*by*Mitesh Kataria

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

*by*Mitesh Kataria

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

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

**Poverty Trends in Turkey**

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

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

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

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

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

**Block Bootstrap Consistency Under Weak Assumptions**

*by*Calhoun, Gray

**Inference for Inverse Stochastic Dominance**

*by*Francesco Andreoli

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

*by*Grant Hillier & Federico Martellosio

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

*by*Tiemen Woutersen & John Ham

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

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

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

*by*Amit Gandhi & Zhentong Lu & Xiaoxia Shi

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

*by*Federico Bugni & Ivan Canay & Xiaoxia Shi

**Moment-Based Tests for Discrete Distributions**

*by*Bontemps, Christian

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

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

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

*by*Haiqiang Chen & & &

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

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

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

*by*Yohei Yamamoto

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

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

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

*by*YAMAMOTO, Yohei & TANAKA, Shinya

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

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

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

*by*Ksenia Tenisheva & Daniel Alexandrov

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

*by*Ekaterina Kuzmicheva & Kirill Kuzmichev

**Sociometric popularity in a school context**

*by*Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov

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

*by*Valeria Ivaniushina & Daniel Alexandrov

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Norkute, Milda

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

*by*Saikkonen, Pentti & Sandberg , Rickard

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

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

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

*by*Grote, Claudia & Sibbertsen, Philipp

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

*by*Xuguang Sheng & Jingyun Yang

**Determinants of Worldwide Software Piracy Losses**

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

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

*by*Anton Skrobotov

**Local Structural Trend Break in Stationarity Testing**

*by*Anton Skrobotov

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

*by*Anton Skrobotov

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

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

**Consistent Model Specification Testing**

*by*James Davidson & Andreea G. Halunga

**Quantile regression with clustered data**

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

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

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

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

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

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

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

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

*by*Chevillon, Guillaume

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

*by*Shakeeb Khan & Denis Nekipelov

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

*by*Charles S. Bos & Pawel Janus

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

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

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

*by*David Ardia & Lennart Hoogerheide

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

*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

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

**Testing the Martingale Hypothesis**

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

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

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

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

*by*HAFNER, Christian & LINTON, Oliver

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

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

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

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

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

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

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

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

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

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

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

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

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

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

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

*by*Pincheira, Pablo

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

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

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

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

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

*by*Mikusheva, Anna

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

*by*Andrey Sinyakov

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

*by*Miroslav Svoboda & Petr Bocák

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

*by*Jiří Sedláček

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

*by*Juan Carlos Aquino & Gabriel Rodríguez

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

*by*Ghita Simona & Titan Emilia & Boboc Cristina

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

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

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

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

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

*by*Otuken Senger

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

*by*Ismail Kucukaksoy & Selcen Onal

**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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

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

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

*by*Thomas Mayer

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

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

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

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

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

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

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

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

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

*by*Elsinger, Helmut

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

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

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

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

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

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

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

*by*López-Villavicencio, Antonia

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

*by*Elsinger, Helmut

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

*by*Shang, Hua

**Estimation sample selection for discretionary accruals models**

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

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

*by*Bec, Frédérique & Zeng, Songlin

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

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

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

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

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**The January effect for individual corporate bonds**

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

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

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

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

*by*Reschenhofer, Erhard & Lingler, Michaela

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

*by*Kohonen, Anssi

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

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

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

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

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

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

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

*by*Lavergne, Pascal & Patilea, Valentin

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

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

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

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

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

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

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

*by*Hidalgo, Javier & Seo, Myung Hwan

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Low-frequency robust cointegration testing**

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

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

*by*Kruiniger, Hugo

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

*by*Chen, Bin & Song, Zhaogang

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

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

**Powerful tests for structural changes in volatility**

*by*Xu, Ke-Li

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

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

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

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

**Rank tests for short memory stationarity**

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

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

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

**Bootstrapping realized multivariate volatility measures**

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

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

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

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Testing functional inequalities**

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

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

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

**Hypothesis testing for arbitrary bounds**

*by*Penney, Jeffrey

**A specification test for discrete choice models**

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

**Power monotonicity in detecting volatility levels change**

*by*Xu, Ke-Li

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

*by*Seong, Byeongchan

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

*by*Zhang, Xianyang & Shao, Xiaofeng

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

*by*Huber, Martin

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

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

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

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

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

*by*Massacci, Daniele

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

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

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

*by*Sheng, Xuguang & Yang, Jingyun

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

*by*Ulu, Yasemin

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

*by*Lee, Taewook

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

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

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

*by*Trezzi, Riccardo

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

*by*Zhang, Lingxiang

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

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

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

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

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

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

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

*by*Pan, Qi & Li, Yong

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

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

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

*by*Matsuki, Takashi & Sugimoto, Kimiko

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

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

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

*by*Di Iorio, Francesca & Triacca, Umberto

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

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

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

*by*Serranito, Francisco

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

*by*Zhou, Jian

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

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

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

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

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

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

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

*by*Westerlund, Joakim

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

*by*Schiemann, Frank & Guenther, Thomas

**Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies**

*by*Samih Antoine Azar

**Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters**

*by*Ibrahim Arisoy

**Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy**

*by*Gabriela OPAIT

**The Architecture of the Territorial Indexes through the Standardisation Method**

*by*Gabriela OPAIT

**Money-price relationships under a currency board system: The case of Argentina**

*by*Selahattin Togay & Nezir Kose

**Is Discretionary Fiscal Policy Effective? Evidences for Tunisia and Egypt**

*by*Sarra BEN SLIMANE & Moez BEN TAHAR

**Dynamic strategy for sustainable business development: mania or hazard?**

*by*Jarmila Šebestová & Kateřina Nowáková

**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

**No Contagion, only Globalization and Flight to Quality**

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

**Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)**

*by*Noriega, Antonio E. & Rodríguez, Cid Alonso

**A simple two-step method for testing moment inequalities with an application to inference in partially identified models**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Controlling the danger of false discoveries in estimating multiple treatment effects**

*by*Dan Wunderli

**Statistical test for the mathematical theory of democracy**

*by*Tangian, Andranik

**IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance**

*by*Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina

**Untersuchung von Indikatoren zur Qualitätsmessung von Reitschulen in Deutschland**

*by*Kiefer, Stephanie

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**Content analysis of XBRL filings as an efficient supplement of bankruptcy prediction? Empirical evidence based on US GAAP annual reports**

*by*Henselmann, Klaus & Scherr, Elisabeth

**Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior**

*by*Jang, Tae-Seok

**Efficient bootstrap with weakly dependent processes**

*by*Francesco Bravo & Federico Crudu

**Testing CAPM with a Large Number of Assets**

*by*M Hashem Pesaran & Takashi Yamagata

**Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications**

*by*David E. Giles

**Extreme Downside Liquidity Risk**

*by*Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian

**In Search of Cushion? Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide**

*by*Weigert, Florian

**Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument**

*by*Huber, Martin

**Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures**

*by*J. Isaac Miller

**Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China**

*by*Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

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

*by*Doko Tchatoka, Firmin & Dufour, Jean-Marie

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

**On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments**

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**No contagion, only globalization and flight to quality**

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky**

*by*Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

**Robust Deviance Information Criterion for Latent Variable Models**

*by*Yong Li & Tao Zeng & Jun Yu

**Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes**

*by*Qiankun Zhou & Jun Yu

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models**

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

**Improving the Power of Tests of Stochastic Dominance**

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

**Smooth Transitions, Asymmetric Adjustment and Unit Roots**

*by*Juan Carlos Cuestas & Javier Ordóñez

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Model Validation and Learning**

*by*In-Koo Cho & Ken Kasa

**Efficient Inference with Poor Instruments: a General Framework**

*by*Bertille Antoine & Eric Renault

**Efficient Minimum Distance Estimation with Multiple Rates of Convergence**

*by*Bertille Antoine & Eric Renault

**Estimating the inflation threshold for South Africa**

*by*Temitope L.A. Leshoro

**Asymptotic F Test in a GMM Framework with Cross Sectional Dependence**

*by*Min Seong Kim & Yixiao Sun

**Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability**

*by*Jan Heufer

**Measuring Human Development: A Stochastic Dominance Approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

**Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**How Targeted is Targeted Tax Relief? Evidence from the Unemployment Insurance Youth Hires Program**

*by*Matthew Webb & Arthur Sweetman & Casey Warman

**Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model**

*by*H. Peter Boswijk & Michael Jansson & Morten Orregaard Nielsen

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

**Numerical distribution functions of fractional unit root and cointegration tests**

*by*James G. MacKinnon & Morten Ørregaard Nielsen

**Quantile regression for long memory testing: A case of realized volatility**

*by*Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia

**Industrial production and Confidence after the crisis: what's going on?**

*by*Malgarini, Marco

**The Role of Foreign Trade in Economic Growth and Individual Heterogeneity Problem in Panel Data: The Case of African Countries**

*by*CHRISTIAN L., NGUENA

**On a Class of Estimation and Test for Long Memory**

*by*Fu, Hui

**Consequential Effects of Defence Expenditure on Economic Growth of Saudi Arabia: 1970-2012**

*by*Ageli, Mohammed Moosa & Zaidan, Shatha Mousa

**Testing Independence for a Large Number of High–Dimensional Random Vectors**

*by*Gao, Jiti & Pan, Guangming & Yang, Yanrong

**Exchange rate modelling for Lithuania and Switzerland**

*by*Rimgailaite, Ramune

**Portfolio optimization based on divergence measures**

*by*Chalabi, Yohan & Wuertz, Diethelm

**A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective**

*by*Makan, Chandni & Ahuja, Avneet Kaur & Chauhan, Saakshi

**The influence of eco-innovation supply chain practices on business eco-efficiency**

*by*Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V.

**Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth**

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**Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns**

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**Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia**

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**Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector**

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**The case for higher frequency inflation expectations**

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**A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?**

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**Effect of employment guarantee on access to credit: Evidence from rural India**

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**Financial Inclusion in India: A case-study of West Bengal**

*by*Chattopadhyay, Sadhan Kumar

**Interpreting interaction terms in linear and non-linear models: A cautionary tale**

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**Goodness-of-fit testing for the marginal distribution of regime-switching models**

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**A nonparametric hypothesis test via the Bootstrap resampling**

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

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**Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector**

*by*Sinha, Pankaj & Gupta, Sushant

**Patterns in U.S. urban growth (1790–2000)**

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**Why inferential statistics are inappropriate for development studies and how the same data can be better used**

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**Testing for non-causality by using the Autoregressive Metric**

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**Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia**

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**Black swans or dragon kings? A simple test for deviations from the power law**

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**Technical efficiency of hospital psychiatric care in Bulgaria – assessment using Data Envelopment Analysis**

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**How Rational are the Expected Inflation Rate in Australia?**

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**Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange**

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**Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version**

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

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**Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima**

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**Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change**

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**Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations**

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**Modelling Volatility by Variance Decomposition**

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**Heteroskedasticity-Robust Inference in Finite Samples**

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**Empirical Implementation of Nonparametric First-Price Auction Models**

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**Higher Order Properties of the Wild Bootstrap Under Misspecification**

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**Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices**

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**Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework**

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**Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes**

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**A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors**

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**A test for a new modelling: The Univariate MT-STAR Model**

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**Panel-CADF Testing with R: Panel Unit Root Tests Made Easy**

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**FDR Control in the Presence of an Unknown Correlation Structure**

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**Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary**

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**Corporate Governance and Financial Development: A Study of the French Case**

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**Corporate Governance and Financial Development: A Study of the French Case**

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**Testing for IIA with the Hausman-McFadden Test**

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**Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters**

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**Informal Sector and Corruption: An Empirical Investigation for India**

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**Informal Sector and Corruption: An Empirical Investigation for India**

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**A Fixed-b Perspective on the Phillips-Perron Unit Root Tests**

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**Nonparametric Rank Tests for Non-stationary Panels**

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**Customer Reactions in Out-of-Stock Situations – Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?**

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**The dynamics of real exchange rates - A reconsideration**

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**Why royalties ? Evidence from French distribution networks**

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**A Trend Deduction Model of Fluctuating Oil Prices**

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**Extending the Hausman Test to Check for the presence of Outliers**

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**Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing**

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**Asymptotically Informative Prior for Bayesian Analysis**

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**A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)**

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**Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy**

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**A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices**

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**Nonparametric Inference Based on Conditional Moment Inequalities**

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**Nonparametric Inference Based on Conditional Moment Inequalities**

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**Nonparametric Inference Based on Conditional Moment Inequalities**

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**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**

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**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**

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**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**

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**Local Identification of Nonparametric and Semiparametric Models**

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**Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors**

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**Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments**

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**One For All or All For One? Using Multiple-listing Information in Event Studies**

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**Structural Breaks - An Instrumental Variable Approach**

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**Cointegration in Panel Data with Breaks and Cross-section Dependence**

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**Testing for Panel Cointegration Using Common Correlated Effects**

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**A Simple Test for Spurious Regressions**

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**Bootstrap LR tests of stationarity, common trends and cointegration**

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**Testing for East-West contagion in the European banking sector during the financial crisis**

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**Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study**

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**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**

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**Tests of time-invariance**

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**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

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**Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones**

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**Inflation Convergence and Divergence within the European Monetary Union**

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**Seasonally and Fractionally Differenced Time Series**

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

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**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**

*by*Silvestro DI SANZO & Alicia PEREZ-ALONSO

**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

**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

**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

**Local Power Functions of Tests for Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt

**On the Robustness of Unit Root Tests in the Presence of Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt