This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC12: Hypothesis Testing
This topic is covered by the following reading lists: SOEP based publications
2009 Consonance and the closure method in multiple testing by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2009 Fund-of-funds construction by statistical multiple testing methods by Michael Wolf & Dan Wunderli [Downloadable!] 2009 Hypothesis testing in econometrics by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2009 The effects of variance breaks on homogenous panel unit root tests by Herwartz , Helmut & Siedenburg, Florian [Downloadable!] 2009 A new approach to unit root testing by Herwartz , Helmut & Siedenburg, Florian [Downloadable!] 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 [Downloadable!] 2009 Testing for structural breaks in dynamic factor models by Breitung, Jörg & Eickmeier, Sandra [Downloadable!] 2009 On Statistical Inference for Inequality Measures Calculated from Complex Survey Data by Judith A. Clarke & Nilanjana Roy [Downloadable!] 2009 Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions by Christopher J. Bennett [Downloadable!] 2009 p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate by Christopher J. Bennett [Downloadable!] 2009 Understanding Portfolio Efficiency with Conditioning Information by Francisco Peñaranda [Downloadable!] 2009 The Deaton paradox in a long memory context with structural breaks by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho [Downloadable!] 2009 Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process by Dong Jin Lee [Downloadable!] 2009 Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models by Keith Finlay & Leandro M. Magnusson [Downloadable!] 2009 Efficient Semiparametric Detection of Changes in Trend by Chuan Goh [Downloadable!] 2009 Non Parametric Estimation of a Polarization Measure by Gordon Anderson & Oliver Linton & Yoon-Jae Wang [Downloadable!] 2009 Money Price Relationship under the Currency Board System: The Case of Argentina by Selahattin Togay & Nezir Kose [Downloadable!] 2009 Robust estimation of zero-inflated count models by Kevin E. Staub & Rainer Winkelmann [Downloadable!] 2009 Simple tests for exogeneity of a binary explanatory variable in count data regression models by Kevin E. Staub [Downloadable!] 2009 ADL tests for threshold cointegration by Jing Li & Junsoo Lee [Downloadable!] 2009 Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity by Arnab Bhattacharjee [Downloadable!] 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference? by Vo Phuong Mai Le & Patrick Minford & Michael Wickens [Downloadable!] 2009 Regression with Imputed Covariates:a Generalized Missing Indicator Approach by Valentino Dardanoni & Salvatore Modica & Franco Peracchi [Downloadable!] 2009 Errors-in-Variables Estimation with No Instruments by Ramazan Gencay & Nikola Gradojevic [Downloadable!] 2009 Forecast performance of implied volatility and the impact of the volatility risk premium by Ralf Becker & Adam Clements & Christopher Coleman-Fenn [Downloadable!] 2009 Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients by Alain Guay & Emmanuel Guerre & Štěpána Lazarová [Downloadable!] 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 [Downloadable!] 2009 Gibrat’s law for countries by González-Val, Rafael & Sanso-Navarro, Marcos [Downloadable!] 2009 Multiple Testing Techniques in Growth Econometrics by Deckers, Thomas & Hanck, Christoph [Downloadable!] 2009 A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated by Caner, Mehmet & Sandler Morrill, Melinda [Downloadable!] 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models by Chun, So Yeon & Alexander, Shapiro [Downloadable!] 2009 Stochastic Dominance in Stock Market Special Days by Lonjid, Iveel [Downloadable!] 2009 Macro-Prudential Monitoring Indicators for CEMAC Banking System by Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian [Downloadable!] 2009 Non-renewable Resource Prices: Structural Breaks and Long Term Trends by Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain [Downloadable!] 2009 Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC by KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian [Downloadable!] 2009 R/S analysis and DFA: finite sample properties and confidence intervals by Kristoufek, Ladislav [Downloadable!] 2009 Are stock exchanges integrated in the world? - A critical Analysis by Varadi, Vijay Kumar & Boppana, Nagarjuna [Downloadable!] 2009 Inferencia Estadística by Alfaro, Rodrigo [Downloadable!] 2009 Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand by Holt, Matthew T. & Balagtas, Joseph V. [Downloadable!] 2009 Breaks in the Breaks: A Time-Series Analysis of Divorce Rates by González-Val, Rafael & Marcén, Miriam [Downloadable!] 2009 Bartlett's formula for a general class of non linear processes by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2009 Testing Predictive Ability and Power Robustification by Kyungchul Song [Downloadable!] 2009 Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity by Yochanan Shachmurove [Downloadable!] 2009 Two-Step Extremum Estimation with Estimated Single-Indices by Kyungchul Song [Downloadable!] 2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling by Kyungchul Song [Downloadable!] 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology by Raymond Kan & Cesare Robotti & Jay Shanken [Downloadable!] 2009 Student sorting and bias in value added estimation: Selection on observables and unobservables by Jesse Rothstein [Downloadable!] 2009 A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio [Downloadable!] 2009 Covariate Augmented Dickey-Fuller Tests with R by Lupi, Claudio [Downloadable!] 2009 A robust version of the KPSS test based on ranks by Matteo Pelagatti & Pranab Sen [Downloadable!] 2009 New panel tests to assess inflation persistence by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez [Downloadable!] 2009 A Generalized Spatial Panel Data Model with Random Effects by Badi H. Baltagi & Peter Egger & Michael Pfafermayr [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients by Alain Guay & Emmanuel Guerre & Stepana Lazarova [Downloadable!] 2009 A panel Granger-causality test of endogenous vs. exogenous growth by Jochen Hartwig [Downloadable!] 2009 Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability by William Barnett & Philippe de Peretti [Downloadable!] 2009 How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality? by Bjerk, David [Downloadable!] 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 [Downloadable!] 2009 The Financial and Operating Performance of Privatized Firms in Sweden by Tatahi, Motasam & Heshmati, Almas [Downloadable!] 2009 Is East Germany Catching Up? A Time Series Perspective by Bernd Aumann & Rolf Scheufele [Downloadable!] 2009 Public Debt and Economic Growth: a Granger Causality Panel Data Approach by António Afonso & Sebastian Hauptmeier [Downloadable!] 2009 On the Identification of Fiscal Policy Behavior by Bing Li [Downloadable!] 2009 Finite Sample Correction Factors for Panel Cointegration Tests by Hlouskova, Jaroslava & Wagner, Martin [Downloadable!] 2009 A Nonparametric Test for Seasonal Unit Roots by Kunst, Robert M. [Downloadable!] 2009 Testing for a Constant Mean Function using Functional Regression by Jin Seo Cho & Meng Huang & Halbert White [Downloadable!] 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions by Chirok Han & Jin Seo Cho & Peter C. B. Phillips [Downloadable!] 2009 Generalized Runs Test for the IID Hypothesis by Jin Seo Cho & Halbert White [Downloadable!] 2009 Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models by Jin Seo Cho & Halbert White [Downloadable!] 2009 Spectral estimation of the fractional order of a Lévy process by Denis Belomestny [Downloadable!] 2009 On the Existence of the Moments of the Asymptotic Trace Statistic by Deniz Dilan Karaman Örsal & Bernd Droge [Downloadable!] 2009 Panel Cointegration Testing in the Presence of a Time Trend by Bernd Droge & Deniz Dilan Karaman Örsal [Downloadable!] 2009 Reducing the Size Distortion of the KPSS Test by Eiji Kurozumi & Shinya Tanaka [Downloadable!] 2009 Cluster sample inference using sensitivity analysis: the case with few groups by Vikström, Johan [Downloadable!] 2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks by Westerlund, Joakim [Downloadable!] 2009 Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production by Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan [Downloadable!] 2009 Testing for Long Memory Against ESTAR Nonlinearities by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2009 A New Simple Test Against Spurious Long Memory Using Temporal Aggregation by Kuswanto, Heri [Downloadable!] 2009 Testing for a break in persistence under long-range dependencies and mean shifts by Sibbertsen, Philipp & Willert, Juliane [Downloadable!] 2009 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis [Downloadable!] 2009 Marginal and Interaction Effects in Ordered Response Models by Debdulal Mallick [Downloadable!] 2009 Robust Inference with Multi-way Clustering by Miller, Douglas & Cameron, A. Colin & Gelbach, Jonah [Downloadable!] 2009 A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests by Marc Hallin & Ramon van den Akker & Bas Werker [Downloadable!] 2009 The impact of stock spams on volatility by Taoufik Bouraoui [Downloadable!] 2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models by Maurice J.G. Bun & Frank Windmeijer [Downloadable!] 2009 Tracing the Base: A Topographic Test for Collusive Basing-Point Pricing by Iwan Bos & Maarten Pieter Schinkel [Downloadable!] 2009 Generalized Methods of Trimmed Moments by Cizek, P. [Downloadable!] 2009 A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests by Hallin, M. & Akker, R. van den & Werker, B.J.M. [Downloadable!] 2009 Nutzung und Wirkung von Video-Content in Online-Jobbörsen: Erkenntnisse einer explorativen Studie by Sven Pagel & Sebastian Goldstein [Downloadable!] 2009 Nonparametric Tests of Conditional Treatment Effects by Sokbae Lee & Yoon-Jae Whang [Downloadable!] 2009 Optimal Comparison of Misspecified Moment Restriction Models by Vadim Marmer & Taisuke Otsu [Downloadable!] 2009 On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions by Yuichi Kitamura & Andres Santos & Azeem M. Shaikh [Downloadable!] 2009 Nonparametric Estimation of a Polarization Measure by Gordon Anderson & Oliver Linton & Yoon-Jae Whang [Downloadable!] 2009 An Improved Bootstrap Test of Stochastic Dominance by Oliver Linton & Kyungchul Song & Yoon-Jae Whang [Downloadable!] 2009 LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities by Jin Seo Cho & Chirok Han & Peter C.B. Phillips [Downloadable!] 2009 Infinite Density at the Median and the Typical Shape of Stock Return Distributions by Chirok Han & Jin Seo Cho & Peter C.B. Phillips [Downloadable!] 2009 Principal Components and Long Run Implications of Multivariate Diffusions by Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman [Downloadable!] 2009 Nonparametric estimation of a polarization measure by Gordon Anderson & Oliver Linton & Yoon-Jae Whang [Downloadable!] 2009 Estimation of tail thickness parameters from GJR-GARCH models by Emma M. Iglesias & Oliver Linton [Downloadable!] 2009 A nonparametric copula based test for conditional independence with applications to granger causality by Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors by Nikolay Gospodinov & Ye Tao [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model by Frédérique Bec & Mélika Ben Salem & Marine Carrasco [Downloadable!] 2009 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2009 Blunt Instruments: On Establishing the Causes of Economic Growth by Michael Clemens & Samuel Bazzi [Downloadable!] 2009 Inference in Regression Models with Many Regressors by Stanislav Anatolyev [Downloadable!] 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 [Downloadable!] 2009 Alternative estimating and testing empirical strategies for fractional regression models by Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira [Downloadable!] 2009 The Volatility Curse: Revisiting the Paradox of Plenty by Frederick Van der Ploeg & Steven Poelhekke [Downloadable!] 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 [Downloadable!] 2009 A Correction Function Approach to Solve the Incidental Parameter Problem by Li, GuangJie & Leon-Gonzalez, Roberto [Downloadable!] 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 [Downloadable!] 2009 The 'Puzzles' methodology: en route to Indirect Inference? by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael [Downloadable!] 2009 A Distributional Analysis Of Treatment Effects On Subpopulations Of A Socioeconomic Experiment by Marcel Voia & Liqun Wang & Ricardas Zitikis [Downloadable!] 2009 A Nonparametric Analysis Of Canadian Employment Patterns by Marcel Voia [Downloadable!] 2009 Structural change tests based on implied probabilitie for GEL criteria by Alain Guay & Jean-Francois Lamarche [Downloadable!] 2009 Comment on ``Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom'' by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2009 More Reliable Inference for Segregation Indices by Rebecca Allen & Simon Burgess & Frank Windmeijer [Downloadable!] 2009 Simple Regression Based Tests for Spatial Dependence by Benjamin Born & Jörg Breitung [Downloadable!] 2009 On the dynamics of inflation persistence around the world by Antonio E. Noriega & Manuel Ramos Francia [Downloadable!] 2009 Comparing forecast accuracy: A Monte Carlo investigation by Fabio Busetti & Juri Marcucci & Giovanni Veronese [Downloadable!] 2009 Testing for Financial Contagion with Applications to the Canadian Banking System by Fuchun Li [Downloadable!] 2009 Testing for Poverty Dominance: An Application to Canada by Jean-Yves Duclos & Wen-Hao Chen [Downloadable!] 2009 What do we know about real exchange rate non-linearities? by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen [Downloadable!] 2009 Robust Data-Driven Inference for Density-Weighted Average Derivatives by Matias D. Cattaneo & Richard K. Crump & Michael Jansson [Downloadable!] 2009 Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models by Dennis Kristensen [Downloadable!] 2009 Detection of additive outliers in seasonal time series by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!] 2009 Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis by Michael Jansson & Morten Ørregaard Nielsen [Downloadable!] 2009 Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak by Tom Engsted [Downloadable!] 2009 Testing Conditional Factor Models by Dennis Kristensen & Andrew Ang [Downloadable!] 2009 Jump Testing and the Speed of Market Adjustment by Torben B. Rasmussen [Downloadable!] 2009 Regional per Capita-Income - The Importance of Region-Specific Production Factors by Dirk Fornahl & Axel Johannes Schaffer & Jochen Siegele 2009 Macroeconomic efault Modeling and Stress Testing by Dietske Simons & Ferdinand Rolwes [Downloadable!] 2009 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity by Stan Hurn & Ralf Becker [Downloadable!] 2009 Half-Life Deviations from PPP in the South African Development Community (SADC) by Thabo M. Mokoena & Gupta, R. & Van Eyden, R. [Downloadable!] 2009 On the purchasing power parity for Latin-American countries by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade 2009 Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis by Chang Sik Kim [Downloadable!] 2009 Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation by Emma M. Iglesias [Downloadable!] 2009 Economic Efficiency Assessment Methods of the Information Security Systems by Joackim Kalamaris [Downloadable!] 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 [Downloadable!] 2009 Methodology to evaluate the Quality of Public Services by Cătălin Popescu & Tatiana Cucu & Luminiţa Ion-Boussier & Jean-Marie Boussier & Augustin Mitu [Downloadable!] 2008 Balanced Control of Generalized Error Rates by Joseph P. Romano & Michael Wolf [Downloadable!] 2008 Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2008 Robust Performance Hypothesis Testing with the Sharpe Ratio by Oliver Ledoit & Michael Wolf [Downloadable!] 2008 Optimal testing of multiple hypotheses with common effect direction by Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf [Downloadable!] 2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts by Knüppel, Malte & Schultefrankenfeld, Guido [Downloadable!] 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata [Downloadable!] 2008 Banking crises and nonlinear linkages between credit and output by Dobromil Serwa [Downloadable!] 2008 Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems by Nedeljkovic, Milan [Downloadable!] 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 [Downloadable!] 2008 Modelling structural change using broken sticks by Don Webber & Paul White & Angela Helvin [Downloadable!] 2008 A New Method for Constructing Exact Tests without Making any Assumptions by Karl Schlag [Downloadable!] 2008 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2008 Bringing Game Theory to Hypothesis Testing: Establishing Finite Sample Bounds on Inference by Karl Schlag [Downloadable!] 2008 Exact Tests for Correlation and for the Slope in Simple Linear Regressions without Making Assumptions by Karl Schlag [Downloadable!] 2008 An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka by Verma, Reetu & Perera, Nelson [Downloadable!] 2008 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 [Downloadable!] 2008 Parametric and Semiparametric Efficient Tests for Parameter Instability by Dong Jin Lee [Downloadable!] 2008 Optimal Comparison of Misspecified Moment Restriction Models by Marmer, Vadim & Otsu, Taisuke [Downloadable!] 2008 Tests in Censored Models when the Structural Parameters Are Not Identified by Leandro M. Magnusson [Downloadable!] 2008 Inference in Limited Dependent Variable Models Robust to Weak Identification by Leandro M. Magnusson [Downloadable!] 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 One for All and All for One:Regression Checks With Many Regressors by Pascal Lavergne & Valentin Patilea [Downloadable!] 2008 Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar by Kin-Yip Ho & Albert K Tsui [Downloadable!] 2008 Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model by Arnab Bhattacharjee [Downloadable!] 2008 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickens [Downloadable!] 2008 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickens [Downloadable!] 2008 Is Double Trouble? – How to Combine Cointegration Tests by Christian Bayer & Christoph Hanck [Downloadable!] 2008 A Nonlinear Unit Root Test in the Presence of an Unknown Break by Stephan Popp [Downloadable!] 2008 Are employers discriminating with respect to weight? European Evidence using Quantile Regression by Vincenzo Atella & Noemi Pace & Daniela Vuri [Downloadable!] 2008 Indicators and Tests of Fiscal Sustainability: An Integrated Approach by Giancarlo Marini & Alessandro Piergallini [Downloadable!] 2008 The Jump component of S&P 500 volatility and the VIX index by Ralf Becker & Adam Clements & Andrew McClelland [Downloadable!] 2008 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Wild Bootstrap Tests for IV Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Half-Life Deviations from PPP in the SADC by Thabo Mokoena & Rangan Gupta & Renee van Eyden 2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Cooperative Strategies for Improving the Tourism Industry in Remote Geographic Regions: An Addition to Trust and Commitment Theory with one Key Mediating Construct by Pesämaa, Ossi & Hair Jr, Joseph F [Downloadable!] 2008 Imposing Monotonicity Nonparametrically in First-Price Auctions by Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K. [Downloadable!] 2008 Are any growth theories linear? Why we should care about what the evidence tells us by Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F. [Downloadable!] 2008 An Alternative Sense of Asymptotic Efficiency by Mueller, Ulrich [Downloadable!] 2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s) by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy [Downloadable!] 2008 A stochastic frontier approach to measuring regional technical efficiency in China by Yu, Yihua [Downloadable!] 2008 Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 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 [Downloadable!] 2008 Normality Testing- A New Direction by Islam, Tanweer ul [Downloadable!] 2008 On the J-test for nonnested hypotheses and Bayesian extension by Rao, Surekha & Ghali, Moheb & Krieg, John [Downloadable!] 2008 Herd behaviour in Malaysian capital market: An empirical analysis by Duasa, Jarita & Kassim, Salina [Downloadable!] 2008 Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability by Barnett, William A. & de Peretti, Philippe [Downloadable!] 2008 Hot money and economic performance: An empirical analysis by Duasa, Jarita & Kassim, Salina [Downloadable!] 2008 Testing Performace of Random Access Memory Using Linear Models by Tošenovský, Filip [Downloadable!] 2008 Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach by Hanck, Christoph [Downloadable!] 2008 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation by Hanck, Christoph [Downloadable!] 2008 Quelques bénéfices heuristiques d’une redéfinition du profit by Kroës, Romain M. [Downloadable!] 2008 Causal Relationship Between Exports and Agricultural GDP in Pakistan by Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad [Downloadable!] 2008 A Simple Hypothesis Test for Heteroscedasticity by Venier, Guido [Downloadable!] 2008 Income convergence of divergence? Study on selected Muslim countries by Duasa, Jarita [Downloadable!] 2008 Is external debt an effective way of bringing economic reforms? by Gul, Adnan [Downloadable!] 2008 Testing for spatial autocorrelation: the regressors that make the power disappear by Martellosio, Federico [Downloadable!] 2008 Dartboard Tests for the Location Quotient by Paulo Guimarães & Octávio Figueiredo & Douglas Woodward [Downloadable!] 2008 Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni [Downloadable!] 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang [Downloadable!] 2008 Testing Distributional Inequalities and Asymptotic Bias by Kyungchul Song [Downloadable!] 2008 A Test for Dependence and Covariance Estimator of Market Microstructure Noise by Masato Ubukata & Kosuke Oya [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Cristina Amado & Timo Teräsvirta [Downloadable!] 2008 Inferences for Selected Location Quotients with Applications to Health Outcomes by Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa [Downloadable!] 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments by Ibrahim Ahamada & Philippe Jolivaldt [Downloadable!] 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics by Abdou Kâ Diongue & Dominique Guegan [Downloadable!] 2008 Testing fractional order of long memory processes : a Monte Carlo study by Laurent Ferrara & Dominique Guegan & Zhiping Lu [Downloadable!] 2008 Change in persistence tests for panels: An update and some new results by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano [Downloadable!] 2008 Confidence Intervals for Estimates of Elasticities by J. G. Hirschberg, J. N. Lye & D. J. Slottje [Downloadable!] 2008 A Refined Bootstrap For Heavy Tailed Distributions by Russell Davidson & Adriana Cornea [Downloadable!] 2008 Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model by Badi H. Baltagi & Seuck Heun Song & Jae Hyeok Kwon [Downloadable!] 2008 Testing for Random Effects and Spatial Lag Dependence in Panel Data Models by Badi H. Baltagi & Long Liu [Downloadable!] 2008 Testing for Poverty Dominance: an Application to Canada by Wen-Hao Chen & Jean-Yves Duclos [Downloadable!] 2008 The Information Content of Implied Probabilities to Detect Structural Change by Alain Guay & Jean-François Lamarche [Downloadable!] 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa by Yélé Maweki Batana & Jean-Yves Duclos [Downloadable!] 2008 STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata by Andrea Vaona [Downloadable!] 2008 Has health capital formation cured ‘Baumol’s Disease’? – Panel Granger causality evidence for OECD countries by Jochen Hartwig [Downloadable!] 2008 Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels by David Maddison & Katrin Rehdanz [Downloadable!] 2008 What do Scientists Want: Money or Fame? by Devrim Göktepe & Prashanth Mahagaonkar [Downloadable!] 2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania by Shombe, Nicolaus Herman [Downloadable!] 2008 Inconsistencies in Reported Employment Characteristics among Employed Stayers by Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo [Downloadable!] 2008 Testing for Poverty Dominance: An Application to Canada by Chen, Wen-Hao & Duclos, Jean-Yves [Downloadable!] 2008 Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions by Giuseppe Ragusa [Downloadable!] 2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto [Downloadable!] 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian? by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura [Downloadable!] 2008 Nonlinear Cointegration Analysis and the Environmental Kuznets Curve by Hong, Seung Hyun & Wagner, Martin [Downloadable!] 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary by Oliver Linton & Kyungchul Song & Yoon-Jae Whang [Downloadable!] 2008 Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance by Bonnet, CéLine & Dubois, Pierre [Downloadable!] 2008 Testing Multiplicative Error Models Using Conditional Moment Tests by Nikolaus Hautsch [Downloadable!] 2008 Testing Monotonicity of Pricing Kernels by Yuri Golubev & Wolfgang Härdle & Roman Timonfeev [Downloadable!] 2008 A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence by Kaddour Hadri & Eiji Kurozumi [Downloadable!] 2008 A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence by Hadri, Kaddour & Kurozumi, Eiji [Downloadable!] 2008 Inter-organizational commitment in tourism networks in U.S by Pesämaa, Ossi & Hair Jr, Joseph F & Haahti, Antti [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Amado, Cristina & Teräsvirta, Timo [Downloadable!] 2008 Price convergence and geographic dimension of market integration: Evidence from China by Ritola, Maria [Downloadable!] 2008 A Study on "Spurious Long Memory in Nonlinear Time Series Models" by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2008 A new unit root test against ESTAR based on a class of modified statistics by Kruse, Robinson [Downloadable!] 2008 Rational bubbles and fractional integration by Kruse, Robinson [Downloadable!] 2008 Bootstrap Tests of Stationarity¢Ó by James Morley & Tara M. Sinclair [Downloadable!] 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 [Downloadable!] 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Nick Sarantis 2008 Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples by Ben Jann [Downloadable!] 2008 The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households by Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo [Downloadable!] 2008 Federal Funds Rate Stationarity: New Evidence by Frédérique BEC, Charbel BASSIL [Downloadable!] 2008 A Nonparametric Approach to Evaluating Inflation-Targeting Regimes by Weshah Razzak & Rabie Nasser [Downloadable!] 2008 Nonlinearity and Temporal Dependence by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine [Downloadable!] 2008 A New Hausmann Type Test to Detect the Presence of Influential Outliers by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi [Downloadable!] 2008 Tests for Unbalanced Error Component Models Under Local Misspecication by Walter Sosa Escudero & Anil K. Bera [Downloadable!] 2008 Publication Selection Bias in Minimum-Wage Research? A Meta-Regression Analysis by Hristos Doucouliagos & T.D. Stanley [Downloadable!] 2008 Marginal and Interaction Effects in Ordered Response Models by Debdulal Mallick [Downloadable!] 2008 A K-sample Homogeneity Test based on the Quantification of the p-p Plot by Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk [Downloadable!] 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure by Donald W.K. Andrews & Panle Jia [Downloadable!] 2008 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang [Downloadable!] 2008 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2008 The Impact of a Hausman Pretest on the Size of Hypothesis Tests by Patrik Guggenberger [Downloadable!] 2008 Statistical analysis of EQ-5D profiles: does the use of value sets bias inference? by David Parkin & Nigel Rice & Nancy Devlin [Downloadable!] 2008 Simple Wald tests of the fractional integration parameter : an overview of new results by Juan Jose Dolado & Jesus Gonzalo & Laura Mayoral [Downloadable!] 2008 Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 Short and long run causality measures: theory and inference by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results by Dikaios Tserkezos & Konstantinos Tsagarakis [Downloadable!] 2008 Law, Corporate Governance and Financial System: Econometric Analysis of French Case by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou [Downloadable!] 2008 Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance by Bonnet, Céline & Dubois, Pierre [Downloadable!] 2008 Testing a Model of the UK by the Method of Indirect Inference by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos [Downloadable!] 2008 Testing a DSGE Model of the EU Using Indirect Inference by Meenagh, David & Minford, Patrick & Wickens, Michael R [Downloadable!] 2008 The Econometrics Of Mean-Variance Efficiency Tests: A Survey by Enrique Sentana [Downloadable!] 2008 A Comparison Of Mean-Variance Efficiency Tests by Enrique Sentana & Dante Amegual [Downloadable!] 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations by Enrique Sentana & Javier Mencía [Downloadable!] 2008 Specification Testing in Models with Many Instruments by Stanislav Anatolyev & Nikolay Gospodinov [Downloadable!] 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 & Minford, Patrick & Wickens, Michael [Downloadable!] 2008 Testing a DSGE model of the EU using indirect inference by Meenagh, David & Minford, Patrick & Wickens, Michael [Downloadable!] 2008 International Income Comparisons and Location Choice: Methodology, Analysis, and Implications by Vivek Dehejia & Marcel Voia [Downloadable!] 2008 Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence by Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos [Downloadable!] 2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices by Zhongjun Qu & Pierre Perron [Downloadable!] 2008 Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain by Million, N. [Downloadable!] 2008 A Note on the Dynamics of Persistence in US Inflation by Noriega Antonio E. & Ramos Francia Manuel [Downloadable!] 2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models by Christian Conrad & Enno Mammen [Downloadable!] 2008 Likelihood based testing for no fractional cointegration by Katarzyna Lasak [Downloadable!] 2008 Optimal inference in dynamic models with conditional moment restrictions by Bent Jesper Christensen & Michael Sørensen [Downloadable!] 2008 The limiting behavior of the estimated parameters in a misspecified random field regression model by Christian M. Dahl & Yu Qin [Downloadable!] 2008 Consumption growth and time-varying expected stock returns by Stig Vinther Møller [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models by Mark Podolskij & Daniel Ziggel [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Christina Amado & Timo Teräsvirta [Downloadable!] 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 Argentinean real exchange rate 1900-2006, test purchasing power parity theory by Marcos José Dal Bianco [Downloadable!] 2008 Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey by Stefan, Marius [Downloadable!] 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe by Hall, S.G. & Yhap, B. [Downloadable!] 2008 On Estimation Of Volatility Of Financial Time Series For Pricing Derivatives by Michal Černý [Downloadable!] 2008 Problemas econométricos de los modelos de diferencias en diferencias by VICENS OTERO, JOSÉ [Downloadable!] 2008 The Hausman Test Statistic can be Negative even Asymptotically by Sven Schreiber [Downloadable!] 2008 La estimación de precios en mercados con producto diferenciado by María josé Moral [Downloadable!] 2008 Statistical Inference for Risk-Adjusted Performance Measure by Miranda Lam [Downloadable!] 2008 Policy focus: A robust normative evaluation of India's performance in allocating risks of death by Nicolas Gravel & Abhiroop Mukhopadhyay & Benoit Tarroux [Downloadable!] 2008 An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka by PERERA, Nelson & VARMA, Reetu [Downloadable!] 2008 Does Policy Interest Rate Have Asymmetric Adjustment: Case Of Jordan by Osama D. Sweidan [Downloadable!] 2008 Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components by Juan J. Dolado & Jesus Gonzalo & Laura Mayoral [Downloadable!] 2008 Optimal Test for Markov Switching GARCH Models by Liang Hu & Yongcheol Shin [Downloadable!] 2008 On the Robustness of Symmetry Tests for Stock Returns by Yi-Ting Chen & Chang-Ching Lin [Downloadable!] 2008 Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series by Dimitris Kugiumtzis [Downloadable!] 2008 Rank-based Entropy Tests for Serial Independence by Cees Diks & Valentyn Panchenko [Downloadable!] 2007 A robust bootstrap approach to the Hausman test in stationary panel data models by Herwartz, Helmut & Neumann, Michael H. [Downloadable!] 2007 A new approach to bootstrap inference in functional coefficient models by Herwartz, Helmut & Xu, Fang [Downloadable!] 2007 Does Benford's law hold in economic research and forecasting? by Günnel, Stefan & Tödter, Karl-Heinz [Downloadable!] 2007 A note on the coefficient of determination in regression models with infinite-variance variables by Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol [Downloadable!] 2007 Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2007 Wages and Weight in Europe: Evidence using Quantile Regression Model by Vincenzo Atella & Noemi Pace & Daniela Vuri [Downloadable!] 2007 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 [Downloadable!] 2007 La persistance des ecarts de richesse au sein de leurope elargie: lapport de leconometrie des panels heterogenes non-stationnaires by Anna Tykhonenko [Downloadable!] 2007 General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic by Qian Chen & David E. Giles [Downloadable!] 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty by Judith A. Clarke [Downloadable!] 2007 A general multivariate threshold GARCH model with dynamic conditional correlations by Francesco Audrino & Fabio Trojani [Downloadable!] 2007 What Model for Entry in First-Price Auctions? A Nonparametric Approach by Marmer, Vadim & Shneyerov, Artyom & Xu, Pai [Downloadable!] 2007 Nonparametric Inferences on Conditional Quantile Processes by Chuan Goh [Downloadable!] 2007 Small sample power of tests of normality when the alternative is an alpha-stable distribution by John C. Frain [Downloadable!] 2007 On the distributional properties of household consumption expenditures. The case of Italy by Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso [Downloadable!] 2007 Sieve bootstrap unit root tests by Patrick Richard [Downloadable!] 2007 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models by Arnab Bhattacharjee [Downloadable!] 2007 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickensy [Downloadable!] 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models by Gabriele Fiorentini & Enrique Sentana [Downloadable!] 2007 We derive general distribution tests based on the method of Maximum Entropy density by Thanasis Stengos & Ximing Wu† [Downloadable!] 2007 Forecasting stock market volatility conditional on macroeconomic conditions by Ralf Becker & Adam Clements [Downloadable!] 2007 Are combination forecasts of S&P 500 volatility statistically superior? by Ralf Becker & Adam Clements [Downloadable!] 2007 Does implied volatility reflect a wider information set than econometric forecasts? by Ralf Becker & Adam Clements & James Curchin [Downloadable!] 2007 Boosting Estimation of RBF Neural Networks for Dependent Data by George Kapetanios & Andrew P. Blake [Downloadable!] 2007 Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence by George Kapetanios & Zacharias Psaradakis [Downloadable!] 2007 Bootstrap Hypothesis Testing by James G. MacKinnon [Downloadable!] 2007 Covariance-based orthogonality tests for regressors with unknown persistence by Alex Maynard & Katsumi Shimotsu [Downloadable!] 2007 The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test by Jeong, Jinook & Yoon, Byung [Downloadable!] 2007 Asymptotic and bootstrap properties of rank regressions by Subbotin, Viktor [Downloadable!] 2007 Modelling procurement effects on cooperation by Eriksson, Per-Erik & Pesämaa, Ossi [Downloadable!] 2007 Development of relationships in interorganizational networks: studies in the tourism and construction industries by Pesämaa, Ossi [Downloadable!] 2007 It’s all about Trust and Loyalty: Partner Selection Mechanisms in Tourism Networks by Pesämaa, Ossi & Örtqvist, Daniel & Hair Jr, Josph F [Downloadable!] 2007 Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2007 Comparison of time series with unequal length by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2007 Banking crises and nonlinear linkages between credit and output by Serwa, Dobromił [Downloadable!] 2007 With or Without U? - The appropriate test for a U shaped relationship by Lind, Jo Thori & Mehlum, Halvor [Downloadable!] 2007 A Multivariate Causality Analysis of Export and Growth for Turkey by Halicioglu, Ferda [Downloadable!] 2007 The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001 by Travaglini, Guido [Downloadable!] 2007 Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno by Espinosa Méndez, Christian [Downloadable!] 2007 Testing for cointegration in dependent panels via residual-based bootstrap methods by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2007 Testing for a common latent variable in a linear regression by Wittenberg, Martin [Downloadable!] 2007 Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems by Ciuiu, Daniel [Downloadable!] 2007 China's Regional Convergence in Panels with Multiple Structural Breaks by Matsuki, Takashi & Usami, Ryoichi [Downloadable!] 2007 Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan by Faheem Jehangir Khan & Yaser Javed [Downloadable!] 2007 Do Voters Vote Ideologically?, Third Version by Arianna Degan & Antonio Merlo [Downloadable!] 2007 Testing Conditional Independence via Rosenblatt Transforms by Kyungchul Song [Downloadable!] 2007 Geography and Industry Meets Venture Capital by Yochanan Shachmurove [Downloadable!] 2007 Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise by Masato Ubukata & Kosuke Oya 2007 Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise by Masato Ubukata & Kosuke Oya 2007 The Impacts of Shopbots on Online Consumer Search by Jie Jennifer Zhang & Bing Jing & [Downloadable!] 2007 Standards Competition In The Presence Of Digital Conversion Technology: An Empirical Analysis Of The Flash Memory Card Market by Charles Z. Liu & Chris F. Kemerer & Michael D. Smith [Downloadable!] 2007 Do Voters Vote Sincerely? by Arianna Degan & Antonio Merlo [Downloadable!] 2007 Bootstrap-Based Improvements for Inference with Clustered Errors by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable!] 2007 Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security by Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small [Downloadable!] 2007 Semiparametric estimation of the dependence parameter of the error terms in multivariate regression by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle [Downloadable!] 2007 Effet peso : présentation théorique et application à la politique monétaire by Nicolas Million [Downloadable!] 2007 Change in persistence tests for panels by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano [Downloadable!] 2007 A Panel-CADF Test for Unit Roots by Costantini, Mauro & Lupi, Claudio & Popp, Stephan [Downloadable!] 2007 Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews by J.G. Hirschberg & J. N. Lye [Downloadable!] 2007 Conceptual Frameworks and Experimental Design in Simultaneous Equations by C.L. Skeels [Downloadable!] 2007 A Reinterpretation of Interactions in Regressions by J. Hirschberg & J. Lye [Downloadable!] 2007 On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling by Riccardo Borgoni & Piero Quatto [Downloadable!] 2007 Testing For Restricted Stochastic Dominances: Some Further Results by Russell Davidson [Downloadable!] 2007 Wild Bootstrap Tests For Iv Regression by Russell Davidson & James G. MacKinnon [Downloadable!] 2007 Bootstrapping Econometric Models by Russell Davidson [Downloadable!] 2007 A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances by Badi H. Baltagi & Peter Egger & Michael Pfaffermayr [Downloadable!] 2007 A Monte Carlo Study of Efficiency Estimates from Frontier Models by William C. Horrace & Seth O. Richards [Downloadable!] 2007 Testing for Instability in Factor Structure of Yield Curves by Dennis Philip & Chihwa Kao & Giovanni Urga [Downloadable!] 2007 Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective by BAUMONT, Catherine [Downloadable!] 2007 Can Baumol's Model of Unbalanced Growth Contribute to Explaining the Secular Rise in Health Care Expenditure? An Alternative Test by Jochen Hartwig [Downloadable!] 2007 Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations by Nadine Chlass & Jens J. Krueger [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata [Downloadable!] 2007 Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick [Downloadable!] 2007 The Effect from National Diversity on Team Production - Empirical Evidence from the Sports Industry by Leif Brandes & Egon Franck & Philipp Theiler 2007 Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit by Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre [Downloadable!] 2007 Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications by Juan Carlos Escanciano [Downloadable!] 2007 Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process by Daisuke Nagakura [Downloadable!] 2007 The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study by Wagner, Martin & Hlouskova, Jaroslava [Downloadable!] 2007 Instrumental variable estimation with heteroskedasticity and many instruments by Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson [Downloadable!] 2007 The weak instrument problem of the system GMM estimator in dynamic panel data models by Maurice Bun & Frank Windmeijer [Downloadable!] 2007 Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative by Joel Horowitz & Sokbae 'Simon' Lee [Downloadable!] 2007 Testing Distributional Assumptions: A GMM Approach by Bontemps, Christian & Meddahi, Nour [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Conditional Complexity of Compression for Authorship Attribution by Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li [Downloadable!] 2007 A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models by Kazuhiko Hayakawa [Downloadable!] 2007 The trade off between time and money: Is there a difference between real and hypothetical choices? by Isacsson, Gunnar [Downloadable!] 2007 With or Without U? The appropriate test for a U shaped relationship by Lind , Jo Thori & Mehlum , Halvor [Downloadable!] 2007 The choice between two hypothesis tests by Ruist, Erik [Downloadable!] 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model by Silvennoinen, Annastiina & Teräsvirta, Timo 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model by Nakatani, Tomoaki & Teräsvirta, Timo [Downloadable!] 2007 Testing for a break in persistence under long-range dependencies by Sibbertsen, Philipp & Kruse, Robinson [Downloadable!] 2007 Can we distinguish between common nonlinear time series models and long memory? by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2007 Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income by Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod [Downloadable!] 2007 Euro Area Inflation: Aggregation Bias and Convergence by Joseph P. Byrne & Norbert Fiess [Downloadable!] 2007 Volatility, Financial Development and the Natural Resource Curse by Frederick van der Ploeg & Steven Poelhekke [Downloadable!] 2007 How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing by Karl H. Schlag [Downloadable!] 2007 A Multivariate Causality Analysis of Export and Growth for Turkey by Ferda Halicioglu [Downloadable!] 2007 Inference in the Presence of Stochastic and Deterministic Trends by Chevillon, Guillaume [Downloadable!] 2007 Government Outlays, Economic Growth and Unemployment: A VAR Model by Burton A. Abrams & Siyan Wang [Downloadable!] 2007 The Spatial Distribution of Economic Activities in Italy by Laura de Dominicis & Giuseppe Arbia & Henri L.F. de Groot [Downloadable!] 2007 The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2007 A Method of Moments Estimator of Tail Dependence by Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J. [Downloadable!] 2007 A Note on the Use of R-squared in Model Selection by Alfredo A. Romero [Downloadable!] 2007 Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection by Donald W.K. Andrews & Gustavo Soares [Downloadable!] 2007 Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Applications of Subsampling, Hybrid, and Size-Correction Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Hybrid and Size-Corrected Subsample Methods by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 The Limit of Finite-Sample Size and a Problem with Subsampling by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 Cognition and Strategy: A Deliberation Experiment by Eric Dickson & Catherine Hafer & Dimitri Landa [Downloadable!] 2007 Volatility, Financial Development and the Natural Resource Curse by Poelhekke, Steven & van der Ploeg, Frederick [Downloadable!] 2007 Do Voters Vote Sincerely? by Degan, Arianna & Merlo, Antonio [Downloadable!] 2007 On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models by Enrique Sentana & Gabriele Fiorentini [Downloadable!] 2007 Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs by Pierre Bajgrowicz & Olivier Scaillet [Downloadable!] 2007 Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick [Downloadable!] 2007 Inference about Realized Volatility using Infill Subsampling by Ilze Kalnina & Oliver Linton [Downloadable!] 2007 Testing a model of the UK by the method of indirect inference by Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David [Downloadable!] 2007 Discriminating mean and variance shifts by Carlos Santos [Downloadable!] 2007 Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling by Carlos Santos & Maria Alberta Oliveira [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by Pesaran, M.H. & Smit, L.V. & Yamagata, T. [Downloadable!] 2007 Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models by Hsiao, C. & Pesaran, M.H. & Pick, A. [Downloadable!] 2007 Tests of time-invariance by Busettti, F. & Harvey, A. [Downloadable!] 2007 Tests of time-invariance by Busettti, F. & Harvey, A. [Downloadable!] 2007 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models by Maurice J.G. Bun & Frank Windmeijer [Downloadable!] 2007 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 [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Optimality Tests for Multi-Horizon Forecasts by Carlos Capistrán [Downloadable!] 2007 Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience by Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega [Downloadable!] 2007 Using the HEGY Procedure When Not All Roots Are Present by Tomas del Barrio Castro [Downloadable!] 2007 Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics by Luca FANELLI & Giulio PALOMBA [Downloadable!] 2007 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models by Mark Podolskij & Daniel Ziggel [Downloadable!] 2007 Risk, Jumps, and Diversification by Tim Bollerslev & Tzuo Hann Law & George Tauchen [Downloadable!] 2007 Is Health Care Expenditure Really a Luxury Good? Re-assessment and New Evidence Based on OECD Data by Vincenzo Atella & Giorgia Marini [Downloadable!] 2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects by Bourbonnais, R. & Vallin, Ph. [Downloadable!] 2007 The Statistical Analysis of finding Optium Ratio between Real Aircraft and Simulator Flights: an application to army aviation by Altinok, Taner & Lafci, Aydin & Ersoz, Filiz [Downloadable!] 2007 Bootstrapping econometric models (in Russian) by Russell Davidson [Downloadable!] 2007 Testing The Weak Form Of Efficient Market Hypothesis For The Czech Stock Market by Tran Van Quang [Downloadable!] 2007 Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones by Glynn, John & Perera, Nelson [Downloadable!] 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral by Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa [Downloadable!] 2007 Inflation Convergence and Divergence within the European Monetary Union by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti [Downloadable!] 2007 Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama by Turhan KORKMAZ & Emrah İsmail ÇELİK 2007 Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması by Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ 2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española by Helena Chuliá & Hipòlit Torró [Downloadable!] 2007 Testing for Model Selection in Predicting Aggregate Variables by Giacomo Sbrana 2007 Using All Observations when Forecasting under Structural Breaks by Stanislav Anatolyev & Victor Kitov [Downloadable!] 2007 The Impact of Macroeconomic News on Exchange Rate Volatility by Helinä Laakkonen [Downloadable!] 2007 Pruebas de comportamiento caótico en índices bursátiles americanos by Parisi, Franco & Espinosa, Christian & Parisi, Antonino 2007 La infraestructura y el crecimiento económico en México by Noriega, Antonio & Fontenla, Matías 2007 Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model by JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank [Downloadable!] 2007 Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001 by SANTOS, Carlos & OLIVEIRA, Maria Alberta [Downloadable!] 2007 A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models by Walter Enders & Barry L. Falk & Pierre Siklos [Downloadable!] 2007 A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests by Wei Liu & Alex S. Maynard [Downloadable!] 2007 Time Series Models for Forecasting: Testing or Combining? by Zhuo Chen & Yuhong Yang [Downloadable!] 2007 Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified by Jun Ma & Charles R. Nelson & Richard Startz [Downloadable!] 2007 Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2006 Human capital and successful academic spin-off by Müller, Bettina [Downloadable!] 2006 Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration by Herwartz, Helmut & Xu, Fang [Downloadable!] 2006 Forecast Encompassing Tests and Probability Forecasts by Clements, Michael P & Harvey, David I [Downloadable!] 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence by Giulietti, Monica & Otero, Jesús & Smith, Jeremy [Downloadable!] 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2006 A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models by P. Siklos, W. Enders & B. Falk [Downloadable!] 2006 Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration by Manolis Syllignakis & Georgios Kouretas [Downloadable!] 2006 The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data by David E. A. Giles [Downloadable!] 2006 Benford's Law and Psychological Barriers in Certain eBay Auctions by Ocean Fan Lu & David E. A. Giles [Downloadable!] 2006 Spurious Regressions With Time-Series data: Further Asymptotic Results by David E. A. Giles [Downloadable!] 2006 Output fluctuations persistence: Do cyclical shocks matter? by Silvestro Di Sanzo [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005 by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!] 2006 Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!] 2006 Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test by Jayanthakumaran, Kankesu & Pahlavani, Mosayeb [Downloadable!] 2006 Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test by Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman [Downloadable!] 2006 Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances by He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P. [Downloadable!] 2006 Joint Diagnostic Tests for Conditional Mean and Variance Specifications by Juan Carlos Escanciano [Downloadable!] 2006 EU Merger Remedies: A Preliminary Empirical Assessment by Tomaso Duso & Klaus Gugler & Burcin Yurtoglu [Downloadable!] 2006 Policy Impacts on Vietnam Stock Market: A Case of Anomalies and Disequilibria 2000-2006 by André Farber & Nguyen Van Nam & Quan Hoang Vuong [Downloadable!] 2006 Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities by Kyoo il Kim [Downloadable!] 2006 A Consistent Model Specification Test with Mixed Discrete and Continuous Data by Cheng Hsiao & Qi Li & Jeff Racine [Downloadable!] 2006 Inference in GARCH when some coefficients are equal to zero by Christian Francq & Jean-Michel Zakoïan [Downloadable!] 2006 Stochastic unit-root bilinear processes by Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan 2006 Monotonic Power in tests for structural change in the mean based on orthonormal series filtering by Elena Andreou 2006 Evaluating the Predictive Abilities of Semiparametric Multivariate Models by Valentyn Panchenko 2006 Breaking trend panel unit root tests by Pui Sun Tam & University of Macau [Downloadable!] 2006 Analysis of Regime Switching Behaviour of Indian Stock Markets by Arnab Kumar Laha 2006 Spurious regression and econometric trends by Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato 2006 Marginal Effects and Significance Testing with Heckman’s Sample Selection Model: A Methodological Note by Colin Vance [Downloadable!] 2006 Learning and Model Validation by In-Koo Cho & Kenneth Kasa [Downloadable!] 2006 Two-part tariffs versus linear pricing between manufacturers and retailers : empirical tests on differentiated products markets by Bonnet, C. & Dubois, P. & Simioni, M. [Downloadable!] 2006 Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions by Hugo Kruiniger [Downloadable!] 2006 Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates by Richard T. Baillie & George Kapetanios [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data by Hugo Kruiniger [Downloadable!] 2006 Simple (but effective) tests of long memory versus structural breaks by Katsumi Shimotsu [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Inference via kernel smoothing of bootstrap P values by Jeff Racine & James G. MacKinnon [Downloadable!] 2006 Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap by Russell Davidson & James G. MacKinnon [Downloadable!] 2006 Bootstrap Methods in Econometrics by James G. MacKinnon [Downloadable!] 2006 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2006 Applications of the Fast Double Bootstrap by James G. MacKinnon [Downloadable!] 2006 Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity by Jeong, Jinook & Kang, Byunguk [Downloadable!] 2006 Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models by Jeong, Jinook [Downloadable!] 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation by Pötscher, Benedikt M. [Downloadable!] 2006 Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression by Martellosio, Federico [Downloadable!] 2006 The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion by Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj [Downloadable!] 2006 The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model by Barnett, William A. & Usui, Ikuyasu [Downloadable!] 2006 Income convergence: fresh evidence from the Nordic countries by Liew, Venus Khim-Sen & Ahmad, Yusuf [Downloadable!] 2006 Does Gibrat’s law hold amongst dairy farmers in Northern Ireland? by Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus [Downloadable!] 2006 The Empirical Saddlepoint Approximation for GMM Estimators by Sowell, Fallaw [Downloadable!] 2006 Do Voters Vote Sincerely? Second Version by Arianna Degan & Antonio Merlo [Downloadable!] 2006 Do Voters Vote Sincerely? by Arianna Degan & Antonio Merlo [Downloadable!] 2006 Learning to Forgive by Thomas W.L. Norman [Downloadable!] 2006 The Persistence and Predictive Power of the Dividend-Price Ratio by Cheolbeom Park [Downloadable!] 2006 Maternal smoking during pregnancy and birthweight - A propensity score matching approach by Paula Veiga & Ronald P. Wilder [Downloadable!] 2006 Testing Portfolio Efficiency with Conditioning Information by Wayne E. Ferson & Andrew F. Siegel [Downloadable!] 2006 Robust Inference with Multi-way Clustering by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller [Downloadable!] 2006 Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression by James H. Stock & Mark W. Watson [Downloadable!] 2006 Exploring the CDS-Bond Basis by Jan De Wit [Downloadable!] 2006 Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity by Azhong Ye & Rob J Hyndman & Zinai Li [Downloadable!] 2006 Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations by Giovanni Forchini [Downloadable!] 2006 Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain by Nicolas Million [Downloadable!] 2006 Survival on the Titantic: Illustrating Wald and LM Tests for Proportions and Logits by Robert Dixon & William Griffiths [Downloadable!] 2006 The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling by Piero Quatto & Riccardo Borgoni [Downloadable!] 2006 On the Robustness of Robustness Checks of the Environmental Kuznets Curve by Marzio Galeotti & Matteo Manera & Alessandro Lanza [Downloadable!] 2006 Moments Of Iv And Jive Estimators by Russell Davidson & James MacKinnon [Downloadable!] 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables by Russell Davidson & James MacKinnon [Downloadable!] 2006 Testing For Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots by Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis [Downloadable!] 2006 Random effects and Spatial Autocorrelations with Equal Weights by Badi H. Baltagi [Downloadable!] 2006 Inter-Industry Gender Wage Gaps by Knowledge Intensity: Discrimination and Technology in Korea by William C. Horrace & Beyza P. Ural & Jin Hwa Jung [Downloadable!] 2006 Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach by Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier [Downloadable!] 2006 DAD: a Software for Poverty and Distributive Analysis by Abdelkrim Araar & Jean-Yves Duclos [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 What Drives Health Care Expenditure? Baumol’s Model of ‘Unbalanced Growth’ Revisited by Jochen Hartwig [Downloadable!] 2006 Human Capital and Successful Academic Spin-Off by Bettina Müller [Downloadable!] 2006 Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology by Laurens Cherchye & Bram De Rock & Frederic Vermeulen [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 Testing Dependence among Serially Correlated Multi-Category Variables by M. Hashem Pesaran & Allan Timmermann [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models by Alicia Pérez Alonso [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Ranking Inequality: Applications of Multivariate Subset Selection by William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding [Downloadable!] 2006 The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? by Wagner, Martin [Downloadable!] 2006 Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems by Müller-Fürstenberger, Georg & Wagner, Martin [Downloadable!] 2006 Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities by Adam Rosen [Downloadable!] 2006 GMM for panel count data models by Frank Windmeijer [Downloadable!] 2006 Simulation based selection of competing structural econometric models by Tong Li [Downloadable!] 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms by Carsten Trenkler [Downloadable!] 2006 Test for the null hypothesis of cointegration with reduced size distortion by Eiji Kurozumi & Yoichi Arai [Downloadable!] 2006 A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 Forcasting in large cointegrated processes by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 Cointegration, Integration, and Long-Term Forcasting by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks by Sugita, Katsuhiro [Downloadable!] 2006 Stock Data, Trade Durations, And Limit Order Book Information by Simonsen, Ola [Downloadable!] 2006 The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden by Simonsen, Ola [Downloadable!] 2006 Financial Distress and Idiosyncratic Volatility: An Empirical Investigation by Chen, Jing & Chollete, Lorán [Downloadable!] 2006 Finite-Sample Stability of the KPSS Test by Jönsson , Kristian [Downloadable!] 2006 Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated by Jönsson, Kristian [Downloadable!] 2006 Panel Cointegration and the Neutrality of Money by Westerlund, Joakim & Costantini, Mauro [Downloadable!] 2006 Simple Tests for Cointegration in Dependent Panels with Structural Breaks by Westerlund, Joakim & Edgerton, David 2006 New Improved Tests for Cointegration with Structural Breaks by Westerlund, Joakim & Edgerton , David 2006 Should We Trust Hypothetical Referenda? Test and Identification Problems by Carlsson, Fredrik & Johansson-Stenman, Olof [Downloadable!] 2006 The stability of electricity prices: estimation and inference of the Lyapunov exponents by Bask , Mikael & Liu , Tung & Widerberg , Anna [Downloadable!] 2006 Unit Roots and Structural Breaks: A Survey of the Literature by Joseph P. Byrne & Roger Perman [Downloadable!] 2006 Super-Consistent Tests of Lp-Functional Form by Jonathan Hill [Downloadable!] 2006 Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form by Jonathan Hill [Downloadable!] 2006 On the Robustness of Robustness Checks of the Environmental Kuznets Curve by Marzio Galeotti & Matteo Manera & Alessandro Lanza [Downloadable!] 2006 Cointegration in Panel Data with Breaks and Cross-Section Dependence by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre [Downloadable!] 2006 Designing Non-Parametric Estimates and Tests for Means by Karl H. Schlag [Downloadable!] 2006 A Stochastic Theory of Geographic Concentration and the Empirical Evidence in Germany by T. Brenner [Downloadable!] 2006 The Regional Industry-size Distribution - An Analysis of all Types of Industries in Germany by Thomas Brenner [Downloadable!] 2006 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2006 Consumer Response to Seasonal Clearance Sales: Experimental Analysis of Consumer Personality Traits in Self Service Stores by Rajagopal [Downloadable!] 2006 Bootstrap-Based Improvements for Inference with Clustered Errors by Cameron, A. Colin & Miller, Douglas & Gelbach, Jonah B. [Downloadable!] 2006 A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition by Kiefer, Nicholas M. & Larson, C. Erik [Downloadable!] 2006 Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy by Choi, Hwan-sik & Kiefer, Nicholas M. [Downloadable!] 2006 Meta-Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection by T.D. Stanley [Downloadable!] 2006 Publication Bias in Minimum-Wage Research? Card and Krueger Redux by T.D. Stanley & Chris Doucouliagous [Downloadable!] 2006 Analyzing cost efficient production behavior under economies of scope : a nonparametric methodology by Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic [Downloadable!] 2006 Tests for independence in nonparametric regression by Einmahl, John H.J. & Van Keilegom, Ingrid [Downloadable!] 2006 Goodness-of-fit tests in nonparametric regression by Einmahl, John H.J. & Van Keilegom, Ingrid [Downloadable!] 2006 Local asymptotic normality and efficient estimation for inar (P) models by Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M. [Downloadable!] 2006 An asymptotic analysis of nearly unstable inar (1) models by Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M. [Downloadable!] 2006 Rank Tests for Instrumental Variables Regression with Weak Instruments by Donald W.K. Andrews & Gustavo Soares [Downloadable!] 2006 Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2006 Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets by Bonnet, Céline & Dubois, Pierre & Simioni, Michel [Downloadable!] 2006 Challenges and Opportunities for Resource Rich Economies by van der Ploeg, Frederick [Downloadable!] 2006 Selecting Copulas for Risk Management by Koedijk, Kees & Kole, Erik & Verbeek, Marno [Downloadable!] 2006 L’économie expérimentale pour l’analyse de modifications au système centralisé de vente du quota laitier au Québec by Maurice Doyon & Lota Dabio Tamini & Virginie Simard & Kent Messer & Harry M. Kaiser [Downloadable!] 2006 Testing For Equality Between Two Copulas by Bruno Rémillard & Olivier Scaillet [Downloadable!] 2006 Robust Subsampling by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani [Downloadable!] 2006 Tests in contingency tables as regression tests by Stanislav Anatolyev & Grigory Kosenok [Downloadable!] 2006 Nonparametric retrospection and monitoring of predictability of financial returns by Stanislav Anatolyev [Downloadable!] 2006 Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? by Guglielmo Maria Caporale & Christoph Hanck [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 Testing Dependence among Serially Correlated Multi-category Variables by M. Hashem Pesaran & Allan Timmermann [Downloadable!] 2006 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError by Ilze Kalnina & Oliver Linton [Downloadable!] 2006 Macroeconomic Instability in the European Monetary System? by Amalia Morales Zumaquero & Simón Sosvilla Rivero [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by Kapetanios, G. & Pesaran, M.H. & Yamagata, T. [Downloadable!] 2006 Testing Dependence Among Serially Correlated Multi-category Variables by Pesaran, M.H. & Timmermann, A. [Downloadable!] 2006 A Bias-Adjusted LM Test of Error Cross Section Independence by Pesaran, M.H. & Ullah, A. & Yamagata. T. [Downloadable!] 2006 The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent by Mikael Bask & Tung Liu & Anna Widerberg [Downloadable!] 2006 Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy by Tung Liu & Courtenay Cliff Stone [Downloadable!] 2006 GMM for panel count data models by Frank Windmeijer [Downloadable!] 2006 Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process by Ai Deng Author-X-Name-First: Ai [Downloadable!] 2006 Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models by Alois Kneip & Léopold Simar & Paul W. Wilson [Downloadable!] 2006 Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area by De Bandt. O. & Bruneau, C. & Flageollet, B. [Downloadable!] 2006 Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks by Antonio E. Noriega & Daniel Ventosa-Santaulària [Downloadable!] 2006 Detecting Jumps in High-Frequency Financial Series Using Multipower Variation by Carla Ysusi [Downloadable!] 2006 Spurious Regression and Econometric Trends by Antonio E. Noriega & Daniel Ventosa-Santaulària [Downloadable!] 2006 Forecasting Canadian Time Series with the New Keynesian Model by Ali Dib & Mohamed Gammoudi & Kevin Moran [Downloadable!] 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!] 2006 Testing for multicointegration in panel data with common factors by Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre [Downloadable!] 2006 Bootstrapping pairs in Distance-Based Regression by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2006 On determining the importance of a regressor with small and undersized samples by Peter Sandholt Jensen & Allan H. Würtz [Downloadable!] 2006 A Note on the Vogelsang Test for Additive Outliers by Niels Haldrup & Andreu Sansó [Downloadable!] 2006 Survival on the Titanic: Illustrating Wald and Lagrange Multiplier Tests for Proportions and Logits by Robert Dixon & William Griffiths [Downloadable!] 2006 A Non-Parametric Test of the Conditional CAPM for the Mexican Economy by Jorge H. del Castillo-Spíndola [Downloadable!] 2006 Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test by Jayanthakumaran, K. & Pahlavani, M. [Downloadable!] 2006 Droit, gouvernance d’entreprise et structure du système financier:une analyse économétrique du cas français (1980-2004) by Afef Boughanmi & Bruno Deffains 2006 On the distributional effects of income in an aggregate consumption relation by Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine [Downloadable!] 2006 Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test" by Erdem Basci & Mehmet Caner & Gawon Yoon [Downloadable!] 2006 Selection Procedures for Economics by William C. Horrace 2006 Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from? by Olivier Roodenburg & Ard H.J. den Reijer 2005 Avoiding Data Snooping in Multilevel and Mixed Effects Models by David Afshartous & Michael Wolf [Downloadable!] 2005 Formalized Data Snooping Based on Generalized Error Rates by Joseph P & Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2005 Unit roots and cointegration in panels by Breitung, Jörg & Pesaran, M. Hashem [Downloadable!] 2005 EU Merger Remedies: A Preliminary Empirical Assessment by Tomaso Duso & Klaus Gugler & Burcin Yurtoglu [Downloadable!] 2005 Exploring the Carbon Kuznets Hypothesis by Georg Muller-Furstenberger & Martin Wagner & Benito Muller [Downloadable!] 2005 Trade balance and terms of trade in U.S.: a time-scale decomposition analysis by Luca De Benedictis & Marco Gallegati [Downloadable!] 2005 A Note On Income Converge Effects In Regional Integration Agreements by Fabrizio Carmignani [Downloadable!] 2005 Can the SupLR test discriminate between different switching by CHARFEDDINE Lanouar [Downloadable!] 2005 Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange by Dimitris Kenourgios & Aristeidis Samitas [Downloadable!] 2005 Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets by Tibor Neugebauer & Javier Perote [Downloadable!] 2005 Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders by Tibor Neugebauer [Downloadable!] 2005 Sound and Fury: McCloskey and Significance Testing in Economics by Kevin D. Hoover & Mark V. Siegler [Downloadable!] 2005 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe by Pierangelo De Pace [Downloadable!] 2005 Robustness or Efficiency, A Test to Solve the Dilemma by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi [Downloadable!] 2005 Parametric and semiparametric specification tests for binary choice models: a comparative simulation study by Isabel Proenca & Joao Santos Silva [Downloadable!] 2005 The Variance Ratio Statistic at large Horizons by Willa Chen & Rohit Deo [Downloadable!] 2005 Question de causalité entre développement réel et développement financier : Une notion encore embarrassée by Hamdi KHALFAOUI [Downloadable!] 2005 Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions by David E. Giles [Downloadable!] 2005 Testing for a Unit Root against Transitional Autoregressive Models by Joon Y. Park & Mototsugu Shintani [Downloadable!] 2005 On the Long-Run Variance Ratio Test for a Unit Root by Ye Cai & Mototsugu Shintani [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Panel Smooth Transition Regression Models by Andres Gonzalez & Timo Terasvirta & Dick van Dijk [Downloadable!] 2005 A general multivariate threshold GARCH model with dynamic conditional correlations by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Testing I(1) against I(d) alternatives in the presence of deteministic components by Juan J. Dolado & Jesús Gonzalo & Laura Mayoral [Downloadable!] 2005 Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks by Laura Mayoral [Downloadable!] 2005 Further evidence on the statistical properties of Real GNP by Laura Mayoral [Downloadable!] 2005 What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks by Juan J. Dolado & Jesús Gonzalo & Laura Mayoral [Downloadable!] 2005 The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis by Sanidas, Elias [Downloadable!] 2005 The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks by Pahlavani, Mosayeb [Downloadable!] 2005 Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach by Pahlavani, Mosayeb [Downloadable!] 2005 Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test by Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb [Downloadable!] 2005 Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks by Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas [Downloadable!] 2005 Asset Restructuring and the Cost of Capital by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J. [Downloadable!] 2005 A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference? by Al-Zoubi, Haitham A. & Daal, Elton [Downloadable!] 2005 International Diversification with American Depository Receipts (ADRs) by Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal C. [Downloadable!] 2005 An Analysis of the Corporate Cash Holding Decision by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J. [Downloadable!] 2005 Basel Capital Requirements and Bank Credit Risk Taking In Developing Countries by Hussain, M. Ershad & Hassan, M. Kabir [Downloadable!] 2005 A Consistent Diagnostic Test for Regression Models Using Projections by Juan Carlos Escanciano [Downloadable!] 2005 On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions by Juan Carlos Escanciano [Downloadable!] 2005 Goodness-of-fit Tests for Linear and Non-linear Time Series Models by Juan Carlos Escanciano [Downloadable!] 2005 Food Protection for Sale by Rigoberto A. Lopez & Xenia Matschke [Downloadable!] 2005 Testing for Additive Outliers in Seasonally Integrated Time Series by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!] 2005 The KPSS Test with Two Structural Breaks by Josep Lluís Carrion-i-Silvestre & Andreu Sansó [Downloadable!] 2005 Testing the Null of Cointegration with Structural Breaks by Josep Lluís Carrion-i-Silvestre & Andreu Sansó [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Olivier Scaillet & Laurent Barras & Russell R. Wermers [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Jörg Breitung & M. Hashem Pesaran [Downloadable!] 2005 Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process by Cheng Hsiao & Siyan Wang [Downloadable!] 2005 Testing Slope Homogeneity in Large Panels by M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2005 The Long and the Short of It: Long Memory Regressors and Predictive Regressions by Aaron Smallwood; Alex Maynard; Mark Wohar [Downloadable!] 2005 Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques by Bonnet, C. [Downloadable!] 2005 A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets by George Kapetanios [Downloadable!] 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by George Kapetanios & M. Hashem Pesaran [Downloadable!] 2005 Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria by George Kapetanios [Downloadable!] 2005 Choosing the Optimal Set of Instruments from Large Instrument Sets by George Kapetanios [Downloadable!] 2005 Testing for Neglected Nonlinearity in Long Memory Models by Richard T. Baillie & George Kapetanios [Downloadable!] 2005 ANOVA în cercetrările de marketing by Tomescu Dumitrescu, C. [Downloadable!] 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? by Leeb, Hannes & Pötscher, Benedikt M. [Downloadable!] 2005 A complementary test for ADF test with an application to the exchange rates returns by Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng [Downloadable!] 2005 Convergencia Regional en México: Una Prueba de Cointegración en Precios by Cabrera-Castellanos, Luis F. & Lozano-Cortés, René [Downloadable!] 2005 Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos by Espinosa Méndez, Christian [Downloadable!] 2005 East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests by Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw [Downloadable!] 2005 Sistemas de Gestão. Contabilidade e Finanças: Gestão Pública by Martins, J. Albuquerque [Downloadable!] 2005 Local and global rank tests for multivariate varying-coefficient models by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras [Downloadable!] 2005 On rank estimation in symmetric matrices: the case of indefinite matrix estimators by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras [Downloadable!] 2005 The Empirical Trap of Sign Reversals with Equality Restrictions by Stephen E. Haynes [Downloadable!] 2005 Downside Risk by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2005 Nonrenewable Resource Prices: Deterministic or Stochastic Trends? by Junsoo Lee & John A. List & Mark Strazicich [Downloadable!] 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by DUFOUR, Jean-Marie & JOUINI, Tarek [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics by DUFOUR, Jean-Marie [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D. S. Poskitt & C. L. Skeels [Downloadable!] 2005 Some Properties of Tests for Possibly Unidentified Parameters by G. Forchini [Downloadable!] 2005 Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model by Giovanni Forchini [Downloadable!] 2005 Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant by Jahar L. Bhowmik & Maxwell L. King [Downloadable!] 2005 Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function by Jahar L. Bhowmik & Maxwell L. King [Downloadable!] 2005 Interactions in Regressions by J. Hirschberg & J. Lye [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D.S. Poskitt & C.L. Skeels [Downloadable!] 2005 Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect by O.T. Henry & S. Suardi [Downloadable!] 2005 Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics by Olan T. Henry & Nilss Olekalns & Sandy Suardi [Downloadable!] 2005 A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators by E.Panopoulou [Downloadable!] 2005 Ranking Inequality: Applications of Multivariate Subset Selection by William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding [Downloadable!] 2005 Le débat sur la croissance économique en Suisse Quelles conclusions ? (text in French) by Jean-Christian Lambelet & Claudio Sfreddo [Downloadable!] 2005 The Ill-Posed Problem in Growth Empirics by Peter Sandholt Jensen & Allan H. Würtz [Downloadable!] 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach by Alicia Pérez Alon & Silvestro Di Sanzo [Downloadable!] 2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation by Kunst, Robert M. [Downloadable!] 2005 GMM with many weak moment conditions by Whitney Newey & Frank Windmeijer [Downloadable!] 2005 Local GEL methods for conditional moment restrictions by Richard Smith [Downloadable!] 2005 Efficient information theoretic inference for conditional moment restrictions by Richard Smith [Downloadable!] 2005 Unit roots: identification and testing in micro panels by Steve Bond & Céline Nauges & Frank Windmeijer [Downloadable!] 2005 Generalized empirical likelihood tests in time series models with potential identification failure by Patrik Guggenberger & Richard Smith [Downloadable!] 2005 A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) by Hiroaki Chigira [Downloadable!] 2005 Construction of Stationarity Tests with Less Size Distortions by Kurozumi, Eiji [Downloadable!] 2005 Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix by Kurozumi, Eiji & Arai, Yoichi [Downloadable!] 2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests by Welz, Peter & Österholm, Pär [Downloadable!] 2005 An Empirical Model for Durations in Stocks by Simonsen, Ola [Downloadable!] 2005 Bayesian Inference of General Linear Restrictions on the Cointegration Space by Villani, Mattias [Downloadable!] 2005 Panel Cointegration Tests with Deterministic Trends and Structural Breaks by Westerlund, Joakim & Edgerton , David [Downloadable!] 2005 Testing for Panel Cointegration with Multiple Structural Breaks by Westerlund, Joakim 2005 Testing for Error Correction in Panel Data by Westerlund, Joakim [Downloadable!] 2005 Panel Cointegration Tests of the Fisher Hypothesis by Westerlund, Joakim [Downloadable!] 2005 Pooled Unit Root Tests in Panels with a Common Factor by Westerlund, Joakim [Downloadable!] 2005 New Simple Tests for Panel Cointegration by Westerlund, Joakim 2005 Panel Smooth Transition Regression Models by González, Andrés & Teräsvirta, Timo & van Dijk, Dick [Downloadable!] 2005 Simulation-based finite-sample linearity test against smooth transition models by González, Andrés & Teräsvirta, Timo 2005 Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Dickey-Fuller Type of Tests against Nonlinear Dynamic Models by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2005 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated by Sibbertsen, Philipp & Krämer, Walter [Downloadable!] 2005 Tests of Bias in Log-Periodogram Regression by Davidson, James & Sibbertsen, Philipp [Downloadable!] 2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR framework by Rothe, Christoph & Sibbertsen, Philipp [Downloadable!] 2005 International Patent Pattern and Technology Diffusion by Kurt A. Hafner [Downloadable!] 2005 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application by Jonathan B. Hill [Downloadable!] 2005 On Tail Index Estimation Using Dependent,Heterogenous Data by Jonathan B. Hill [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS [Downloadable!] 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] 2005 Testing for Stochastic Dominance Efficiency by Olivier Scaillet & Nikolas Topaloglou [Downloadable!] 2005 Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters by Olivier Scaillet [Downloadable!] 2005 A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives by Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet [Downloadable!] 2005 A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence by Olivier Scaillet [Downloadable!] 2005 Inflação e Défice Orçamental: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2005 The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study by Jaroslava Hlouskova & Martin Wagner [Downloadable!] 2005 Nonstationary Nonlinear Heteroskedasticity in Regression by Park, Joon & Chung, Heetaik [Downloadable!] 2005 Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T by Chang, Yoosoon & Song, Wonho [Downloadable!] 2005 Break in the mean and persistence of inflation - a sectoral analysis of French CPI by Laurent Bilke [Downloadable!] 2005 Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM by Franzoni, Francesco & Adrian, Tobias [Downloadable!] 2005 Comparing Distributions: The Harmonic Mass Index by Jeroen Hinloopen & Charles van Marrewijk [Downloadable!] 2005 Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis by Reza Anglingkusumo [Downloadable!] 2005 Stability of the Demand for Real Narrow Money in lndonesia by Reza Anglingkusumo [Downloadable!] 2005 Correcting for Primary Study Misspecifications in Meta-Analysis by Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot [Downloadable!] 2005 Why Frequency Matters for Unit Root Testing by H. Peter Boswijk & Franc Klaassen [Downloadable!] 2005 International Patent Pattern and Technology Diffusion by Kurt A. Hafner [Downloadable!] 2005 Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity by Seung Hyun Hong & Peter C. B. Phillips [Downloadable!] 2005 A New Approach to Robust Inference in Cointegration by Sainan Jin & Peter C.B. Phillips & Yixiao Sun [Downloadable!] 2005 Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood by Taisuke Otsu & Yoon-Jae Whang [Downloadable!] 2005 Inference with Weak Instruments by Donald W.K. Andrews & James H. Stock [Downloadable!] 2005 Randomized Sign Test for Dependent Observations on Discrete Choice under Risk by Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown [Downloadable!] 2005 Sign Tests for Dependent Observations and Bounds for Path-Dependent Options by Donald J. Brown & Rustam Ibragimov [Downloadable!] 2005 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability by Lettau, Martin & van Nieuwerburgh, Stijn [Downloadable!] 2005 Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics by Jean-Marie Dufour [Downloadable!] 2005 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas by Laurent BARRAS & Olivier SCAILLET & Russ WERMERS [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Joerg Breitung & M. Hashem Pesaran [Downloadable!] 2005 Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors by Peter Egger & Mario Larch & Michael Pfaffermayr & Janette Walde [Downloadable!] 2005 Testing Slope Homogeneity in Large Panels by M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by George Kapetanios & M. Hashem Pesaran [Downloadable!] 2005 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Breitung, J. & Pesaran, M.H. [Downloadable!] 2005 On Testing Sample Selection Bias under the Multicollinearity Problem by Yamagata. T. [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by Kapetanios, G. & Pesaran, M.H. [Downloadable!] 2005 Testing Slope Homogeneity in Large Panels by Pesaran, M.H. & Yamagata. T. [Downloadable!] 2005 The Information Content of Implied Probabilities to Detect Structural Change by Alain Guay & Jean-Francois Lamarche [Downloadable!] 2005 A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000 by Feng Zhu [Downloadable!] 2005 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI by Bilke, L. [Downloadable!] 2005 Testing the Parametric Specification of the Diffusion Function in a Diffusion Process by Fuchun Li [Downloadable!] 2005 Higher Education and Convergence in France: 1964-2000 by Valérie Canals & Claude Diebolt & Magali Jaoul [Downloadable!] 2005 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data by Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó [Downloadable!] 2005 Improving Size and Power in Unit Root Testing by Niels Haldrup & Michael Jansson [Downloadable!] 2005 Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis by MATILLA-GARCÍA, M. & RODRÍGUEZ RUIZ, J. [Downloadable!] 2005 Information Efficiency of Central Europe Stock Exchanges (in Czech) by Karel Diviš & Petr Teplý [Downloadable!] 2005 Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test by VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M. [Downloadable!] 2005 Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches by Melvin J. Hinich & Eduardo M. Mendes & Lewi Stone [Downloadable!] 2005 Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test by Erdem Basci & Mehmet Caner [Downloadable!] 2005 A Note on the Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko [Downloadable!] 2005 Sales Forecasting Using Artificial Neural Networks by Marusia Ivanova [Downloadable!] 2005 Random Walks in the Economic Dynamic Series by Asmaa Ahmed [Downloadable!] 2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept by Knüppel, Malte [Downloadable!] 2004 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2004 End-of-Sample Cointegration Breakdown Tests by Donald W.K. Andrews & Jae-Young Kim [Downloadable!] 2004 Tests of Independence in Separable Econometric Models by Donald J. Brown [Downloadable!] 2004 Testing for Seasonal Unit Roots in Heterogeneous Panels by Otero, Jesus & Smith, Jeremy & Giulietti, Monica [Downloadable!] 2004 Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case by Christophe Godlewski [Downloadable!] 2004 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application by Jonathan B. Hill [Downloadable!] 2004 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure by Elena Pesavento & Barbara Rossi [Downloadable!] 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates by Paulo M. M. Rodrigues & Antonio Rubia [Downloadable!] 2004 Classifying the Markets Volatility with ARMA Distance Measures by Edoardo Otranto [Downloadable!] 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach by Lauren Bin Dong [Downloadable!] 2004 The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach by Lauren Bin Dong [Downloadable!] 2004 No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles) by David E. A. Giles [Downloadable!] 2004 An Empirical Likelihood Ratio Test for Normality in Linear Regression by Lauren Bin Dong & David E. A. Giles [Downloadable!] 2004 An Empirical Likelihood Ratio Test for Normality by Lauren Bin Dong & David E. A. Giles [Downloadable!] 2004 Model Checks Using Residual Marked Empirical Processes by Juan Carlos Escanciano [Downloadable!] 2004 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? by Martin Wagner & Georg Müller-Fürstenberger [Downloadable!] 2004 Analyses on Gold and US Dollar in Vietnam's Transitional Economy by Quan-Hoang Vuong [Downloadable!] 2004 The Vietnam's Transition Economy and Its Fledgling Financial Markets: 1986-2003 by Quan-Hoang Vuong [Downloadable!] 2004 Random Coefficient Panel Data Models by Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2004 International evidence on monetary neutrality under broken trend stationary models by R. Velazquez & Noriega & A. 2004 Testing multivariate hypotheses with positive definite bilinear forms by Valentyn Panchenko & Cees Diks 2004 The Econometric Analysis of Microscopic Simulation Models by Youwei Li & Bas Donkers [Downloadable!] 2004 Modified Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko 2004 Test for long memory processes. A bootstrap approach by Pilar Grau-Carles [Downloadable!] 2004 National Specifities And Monetarypolicy Transmission In Europe by Francesco Carlucci & Alessandro Girardi [Downloadable!] 2004 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model by Frederique Bec & Melika Ben Salem & Marine Carrasco [Downloadable!] 2004 Chi-square Tests for Parameter Stability by Marine Carrasco [Downloadable!] 2004 On Testing for Diagonality of Large Dimensional Covariance Matrices by George Kapetanios [Downloadable!] 2004 A New Method for Determining the Number of Factors in Factor Models with Large Datasets by George Kapetanios [Downloadable!] 2004 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP by Georgios Chortareas & George Kapetanios [Downloadable!] 2004 Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels by Georgios Chortareas & George Kapetanios [Downloadable!] 2004 Testing for Exogeneity in Nonlinear Threshold Models by George Kapetanios [Downloadable!] 2004 The Power of Bootstrap and Asymptotic Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 2004 The Case Against JIVE by Russell Davidson & James G. MacKinnon [Downloadable!] 2004 Simulation-based Tests that Can Use Any Number of Simulations by Jeff Racine & James G. MacKinnon [Downloadable!] 2004 Nonlinearly testing for a unit root in the presence of a break in the mean by Gluschenko, Konstantin [Downloadable!] 2004 A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models by Bhattacharjee, Arnab [Downloadable!] 2004 Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002 by Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos [Downloadable!] 2004 A new distribution-based test of self-similarity by Bianchi, Sergio [Downloadable!] 2004 Une modalité d'éviter les tables des centiles dans la cas des régions de confiance et des tests statistiques by Ciuiu, Daniel [Downloadable!] 2004 Local rank tests in a multivariate nonparametric relationship by Natércia Fortuna [Downloadable!] 2004 Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each? by Amir Shachmurove & Yochanan Shachmurove [Downloadable!] 2004 What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry by Emanuel Shachmurove & Yochanan Shachmurove [Downloadable!] 2004 The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies by Yochanan Shachmurove [Downloadable!] 2004 Rational Addiction with Optimal Inventories: Theory and Evidence from Cigarette Purchases in Japan by Junmin Wan 2004 Optimal Inference in Regression Models with Nearly Integrated Regressors by Michael Jansson & Marcelo J. Moreira [Downloadable!] 2004 Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak by Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez [Downloadable!] 2004 Optimal Invariant Similar Tests for Instrumental Variables Regression by Donald W.K. Andrews & Marcelo Moreira & James H. Stock [Downloadable!] 2004 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics by Nelson C. Mark & Donggyu Sul [Downloadable!] 2004 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model by D. S. Poskitt & C. L. Skeels [Downloadable!] 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors by Xibin Zhang & Maxwell L. King [Downloadable!] 2004 Testing for Dependence in Non-Gaussian Time Series Data by B.P.M. McCabe & G.M. Martin & R.K. Freeland [Downloadable!] 2004 Testing for a Level Effect in Short-Term Interest Rates by Olan T. Henry & Sandy Suardi [Downloadable!] 2004 The evolution of the spatial and sectoral patterns in Ile-De-France over 1978-1997 by GUILLAIN, Rachel & LE GALLO, Julie & BOITEUX-ORAIN, Céline [Downloadable!] 2004 On the Distributional Effects of Income in an Aggregate Consumption Relation by Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine [Downloadable!] 2004 General Diagnostic Tests for Cross Section Dependence in Panels by Pesaran, M. Hashem [Downloadable!] 2004 Random Coefficient Panel Data Models by Hsiao, Cheng & Pesaran, M. Hashem [Downloadable!] 2004 On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates by Paulo M.M. Rodrigues & Antonio Rubia [Downloadable!] 2004 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 [Downloadable!] 2004 Two-Part Tariffs versus Linear Pricing between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets by Bonnet, CéLine & Dubois, Pierre & Simioni, Michel [Downloadable!] 2004 Far Out on the Yield Curve by Alexius, Annika [Downloadable!] 2004 Misspecifications due to aggregation of data in models for journeys-to-work by Gitlesen, Jens Petter & Thorsen, Inge & Ubøe, Jan [Downloadable!] 2004 Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study by Eriksson , Åsa [Downloadable!] 2004 A smooth permanent surge process by González Gómez, Andrés [Downloadable!] 2004 The impact of macroeconomic news on exchange rate volatility by Laakkonen , Helinä [Downloadable!] 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship by Jonathan B. Hill [Downloadable!] 2004 Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Economic Research in the Czech Republic: Entering International Academic Market by František Turnovec [Downloadable!] 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications by Jean-David FERMANIAN & Olivier SCAILLET [Downloadable!] 2004 Uma Estimação da Curva de Phillips para Portugal by Agostinho S. Rosa [Downloadable!] 2004 Properties of Recursive Trend-Adjusted Unit Root Tests by Paulo M. M. Rodrigues [Downloadable!] 2004 A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models by Laura Serlenga & Yongcheol Shin & Andy Snell [Downloadable!] 2004 Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors by Yongcheol Shin & Andy Snell 2004 Testing for a Unit Root against Nonlinear STAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Bounds Testing Approaches to the Analysis of Long Run Relationships by M Pesaran & Yongcheol Shin & Richard J Smith [Downloadable!] 2004 Structural analysis of vector error correction models exogenous i(1) variables by M Pesaran & R Smith & Yongcheol Shin [Downloadable!] 2004 GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Mean Group Tests for Stationarity in Heterogenous Panels by Yongcheol Shin & Andy Snell [Downloadable!] 2004 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Higher Order Expansions in the Weak Instrument Case by Gustavo Suarez & Marcelo J. Moreira & Jack R. Porter 2004 Testing Asset Pricing Model with Coskweness by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini 2004 Testing Distributional Assumptions: A GMM Approach by N. MEDDAHI & C. BONTEMPS 2004 A Specification Test for Time Series Models by a Normality by Jin-Chuan Duan 2004 Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity by Byeongseon Seo 2004 On the inadmissibility of classical tests in unit-root-type situations by Werner Ploberger 2004 Small sample confidence intervals for multivariate impulse response functions at long horizons by Barbara Rossi (Duke) & Elena Pesavento (Emory) [Downloadable!] 2004 Martingale Tests of Value-at-Risk by Peter Christoffersen & Jeremy Berkowitz 2004 Which Extreme Values are Really Extremes? by Jose Olmo & Jesus Gonzalo [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? by Barbara Rossi & Elena Pesavento [Downloadable!] 2004 Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity by Ruxandra Prodan [Downloadable!] 2004 Admissible and Nonadmissible Test in Unit-Root-like Situations by Werner Ploberger 2004 Panel Unit Root Tests under Cross- sectional Dependence by Samarjit Das & Joerg Breitung 2004 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average by Basel Awartani & Valentina Corradi [Downloadable!] 2004 Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Structural changes, common stochastic trends and unit roots in panel data by Jushan Bai; Josep LluÃs Carrion-i-Silvestre [Downloadable!] 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Equilibrium or Simple Rule at Wimbledon? An Empirical Study by Cheng-Tao Tang & Shih-Hsun Hsu & Chen-Ying Huang [Downloadable!] 2004 Cointegration versus Spurious Regression in Heterogeneous Panels by Giovanni Urga & Lorenzo Trapani [Downloadable!] 2004 Bootstrap correcting the score test by Dirk Hoorelbeke [Downloadable!] 2004 Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand by Helle Bunzel [Downloadable!] 2004 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors by Emma Iglesias & Jean Marie Dufour [Downloadable!] 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) [Downloadable!] 2004 Bootstrapping the HEGY Seasonal Unit Root Tests by Robert Taylor & Peter Burridge [Downloadable!] 2004 Testing Unit Root Based on Partially Adaptive Estimation by Luiz Renato Lima & Zhijie Xiao 2004 Stopping Tests in the Sequential Estimation for Multiple Structural Breaks by Giovanni Urga & Christian de Peretti [Downloadable!] 2004 Testing for seasonal unit roots in heterogeneous panels by Jesus Otero & Jeremy Smith [Downloadable!] 2004 Comparing Nonparametric Regression Quantiles by Cristian Huse [Downloadable!] 2004 A simple and general test for white noise by Carlos Velasco & Ignacio N. Lobato [Downloadable!] 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests by Yoosoon Chang 2004 End-of-Sample Conintegratio Breakdown Tests by Donald Andrews & Jae-Young Kim 2004 Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data by Ryuichi Nakagawa & Hirofumi Uchida [Downloadable!] 2004 Smooth Test For Testing Equality Of Two Densities by Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh 2004 Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments by Norman R. Swanson & John C. Chao 2004 The Cusum Test for Parameter Change in Regression with ARCH Errors by Koichi Maekawa & Sangyeol & Lee [Downloadable!] 2004 Testing Weak Exogeneity in Cointegrated System by Hsiao Chiying & Chen Pu [Downloadable!] 2004 Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics by Peter Schmidt & Antonio Alvarez & Christine Amsler 2004 Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power by Robert Taylor & Fabio Busetti [Downloadable!] 2004 Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression by jean-marie Dufour et Malika Neifar 2004 Testing for a unit-root with a nonlinear Fourier function by Junsoo Lee & Walter Enders [Downloadable!] 2004 Testing for Serial Correlation, Spatial Autocorrelation and Random Effects by Won Koh & Badi H. Baltagi & Seuck Heun Song [Downloadable!] 2004 Modified Tests for a Change in Persistence by Robert Taylor & Stephen Leybourne & David Harvey [Downloadable!] 2004 Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series by Rodney C Wolff & Adrian G Barnett 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity by Stan Hurn [Downloadable!] 2004 Testing for Serial Correlation, Spatial Autocorrelation and Random Effects by Won Koh & Byoung Cheol Jung & Badi H. Baltagi & Seuck Heun Song [Downloadable!] 2004 Consistent Nonparametric Tests for Lorenz Dominance by Stephen G. Donald & Garry F. Barrett [Downloadable!] 2004 Testing for Dependence in Non-Gaussian Time Series Data by Keith Freeland & Brendan McCabe & Gael Martin [Downloadable!] 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average by Walter Distaso & Basel Awartani & Valentina Corradi [Downloadable!] 2004 Maximal Invariant Likelihood Based Testing of Semi-Linear Models by Maxwell L. King & Jahar L. Bhowmik [Downloadable!] 2004 Confidence bounds for the extremum determined by a quadratic regression by Jenny Lye & Joe Hirschberg [Downloadable!] 2004 Using turning point information to study economic dynamics by Don Harding [Downloadable!] 2004 Generalized Reduced Rank Tests using the Singular Value Decomposition by Richard Paap & Frank Kleibergen [Downloadable!] 2004 LM-Type tests for a Unit Root Allowing for a Break in Trend by Luis C. Nunes [Downloadable!] 2004 A Smooth Test for Density Forecast Evaluation by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data by Ryuichi Nakagawa & Hirofumi Uchida [Downloadable!] 2004 Unit Root Tests with Markov-Switching by Randolph & Xiao Qin & Tan Gee Kwang [Downloadable!] 2004 Taking a New Contour: A Novel View on Unit Root Test by Chang, Yoosoon & Park, Joon Y. [Downloadable!] 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests by Chang, Yoosoon [Downloadable!] 2004 Inflation persistence in the European Union, the euro area, and the United States by Gregory Gadzinski & Fabrice Orlandi [Downloadable!] 2004 Forecasting inflation with thick models and neural networks by Paul McNelis & Peter McAdam [Downloadable!] 2004 Estimating the rank of the spectral density matrix by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets by Rob van den Goorbergh [Downloadable!] 2004 The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis by H. Doucouliagos & P. Laroche [Downloadable!] 2004 Generalized probability-probability plots by Mushkudiani, N.A. & Einmahl, J.H.J. [Downloadable!] 2004 Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition by Einmahl, J.H.J. & Haan, L. de & Li, D. [Downloadable!] 2004 A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions by Kalwij, A.S. [Downloadable!] 2004 Local sensitivity and diagnostic tests by Magnus, J.R. & Vasnev, A.L. [Downloadable!] 2004 Optimal Invariant Similar Tests for Instrumental Variables Regression by Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock [Downloadable!] 2004 A Quantilogram Approach to Evaluating Directional Predictability by Oliver Linton & Yoon-Jae Whang [Downloadable!] 2004 Smoothed Empirical Likelihood Methods for Quantile Regression Models by Yoon-Jae Whang [Downloadable!] 2004 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series by Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor [Downloadable!] 2004 A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation by Hirukawa Masayuki [Downloadable!] 2004 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons by Pesavento, Elena & Rossi, Barbara [Downloadable!] 2004 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach by Peñaranda, Francisco & Sentana, Enrique [Downloadable!] 2004 Market Stress and Herding by Hwang, Soosung & Salmon, Mark [Downloadable!] 2004 Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2004 Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure by M. Hashem Pesaran [Downloadable!] 2004 Random Coefficient Panel Data Models by Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2004 General Diagnostic Tests for Cross Section Dependence in Panels by M. Hashem Pesaran [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by M. Hashem Pesaran & Andreas Pick [Downloadable!] 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 [Downloadable!] 2004 ‘General Diagnostic Tests for Cross Section Dependence in Panels’ by Pesaran, M.H. [Downloadable!] 2004 ‘Random Coefficient Panel Data Models’ by Hsiao, C. & Pesaran, M.H. [Downloadable!] 2004 A Simple Test for the Absence of Covariate Dependence in Duration Models by Bhattacharjee, A. [Downloadable!] 2004 The Breaks in per Capita Productivity Trends in a Number of Industrial Countries by Maury, P-M. & Pluyaud, B. [Downloadable!] 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates by Richard Luger [Downloadable!] 2004 Testing for Additive Outliers in Seasonally Integrated Time Series by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!] 2004 Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market by Aristeidis G. Samitas [Downloadable!] 2004 Precios de productos almacenables: implicaciones del modelo de inventarios by Eugenio S.A.Bodenrieth H. [Downloadable!] 2004 Does Paradox Of New Members Come Into Being During The Eu Enlargement? by Marek Loužek [Downloadable!] 2004 Voting Power Indicators In The European Union by Marek Loužek [Downloadable!] 2004 Voting Power Indicators In The European Union by Marek Loužek [Downloadable!] 2004 Is the Consumer Confidence Index a Sound Predictor of the Private Demand in the United States? by LORÍA, EDUARDO & BRITO, L. [Downloadable!] 2004 Real Options, Uncertainty and Firm Value by Gema Pastor Agustin, Manuel Espitia Escuer [Downloadable!] 2004 Rate of Economic Growth, Level of Development, and Income Inequality: Rejoinder to the Reply by Edwards and McGuirk by Jih Y Chang & Rati Ram [Downloadable!] 2004 Size Matters: The Standard Error of Regressions in the American Economic Review by Stephen T Ziliak & Deirdre N McCloskey [Downloadable!] 2004 Reply to Chang and Ram: Statistical Adequacy and the Reliability of Inference by Jeff Edwards & Anya McGuirk [Downloadable!] 2004 Response to Edwards and McGuirk: Income Level, Economic Growth, and Inequality: Flawed Methodology and Inaccurate Inference by Jih Y Chang & Rati Ram [Downloadable!] 2004 Kuznets Curveball: Missing the Regional Strike Zone by Jeff Edwards & Anya McGuirk [Downloadable!] 2004 Unit-Root, Cointegration and Granger Causality Test Results for Export and Growth in OECD Countries by Konya, Laszlo [Downloadable!] 2004 On the Detection of Business Cycles Asymmetry in 22 Countries, 1870-1994 by Cook, S. [Downloadable!] 2004 A New Test of the Martingale Difference Hypothesis by Chung-Ming Kuan & Wei-Ming Lee [Downloadable!] 2004 Neural Tests for Conditional Heteroskedasticity in ARCH-M Models by Christian de Peretti & Carole Siani [Downloadable!] 2004 Statistical Tests for Lyapunov Exponents of Deterministic Systems by Rodney Wolff & Qiwei Yao & Howell Tong [Downloadable!] 2004 Interrelationships of Secondary Equity Markets at Domestic and International Level by Aristeidis G. Samitas [Downloadable!] 2003 The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity by Kim, Jeong-Ryeol [Downloadable!] 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda [Downloadable!] 2003 On the Evidence of Non-Linear Structure in Canadian Unemployment by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa [Downloadable!] 2003 A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange by Cumhur Ekinci [Downloadable!] 2003 Smoothed Empirical Likelihood Methods for Quantile Regression Models by Yoon-Jae Whang [Downloadable!] 2003 Tests of Conditional Predictive Ability by Raffaella Giacomini & Halbert White [Downloadable!] 2003 Strongly Consistent Determination of the Rank of Matrix by Zaka Ratsimalahelo [Downloadable!] 2003 On Ranking and Selection from Independent Truncated Normal Distributions by William C. Horrace [Downloadable!] 2003 Rank Test Based On Matrix Perturbation Theory by Zaka Ratsimalahelo [Downloadable!] 2003 Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data by Jyh-Yaw Joseph Chen & David E.A. Giles [Downloadable!] 2003 Endogenous growth and Stock Market Development by Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman, [Downloadable!] 2003 The Persistence of Abnormal Returns at Industry and Firm Levels by Juan Carlos Bou & Albert Satorra [Downloadable!] 2003 Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing by Joseph Romano & Michael Wolf [Downloadable!] 2003 Stepwise Multiple Testing as Formalized Data Snooping by Joseph P. Romano & Michael Wolf [Downloadable!] 2003 Logistics-production, Logistics-marketing and External Integration: Their Impact on Performance by Cristina Giménez & Eva Ventura [Downloadable!] 2003 Testing for Changes in the Unconditional Variance of Financial Time Series by Andreu Sansó & Vicent Aragó & Josep Lluís Carrion [Downloadable!] 2003 Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium by Quan-Hoang Vuong [Downloadable!] 2003 The Error Correction Model as a Test for Cointegration by Athina Kanioura & Paul Turner [Downloadable!] 2003 Testing stationarity of AR(1) process with symmetric stable disturbance by Michal Greszta 2003 The Evolution of Expectations Towards Expiration by Roy van der Weide & Remco Peters 2003 The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test by Valentina Corradi & Norman R. Swanson [Downloadable!] 2003 Bootstrap Specification Tests for Diffusion Processes by Valentina Corradi & Norman R. Swanson [Downloadable!] 2003 Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data by Valentina Corradi & Norman R. Swanson [Downloadable!] 2003 Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification by Valentina Corradi & Norman R. Swanson [Downloadable!] 2003 Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands by M. DUMONT & G. RAYP & P. WILLEMÉ & O. THAS [Downloadable!] 2003 Statistical Properties of Forward Libor Rates by Carol Alexander & Dimitri Lvov [Downloadable!] 2003 Weak-form market efficiency in European emerging and developed stock markets by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Tests of random walks and market efficiency in Latin American stock markets: An empirical note by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 Testing for Nonstationary Long Memory against Nonlinear Ergodic Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2003 Determining the Poolability of Individual Series in Panel Datasets by George Kapetanios [Downloadable!] 2003 Testing for Cointegration in Nonlinear STAR Error Correction Models by George Kapetanios & Yongcheol Shin & Andy Snell [Downloadable!] 2003 Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean by Andrew P. Blake & George Kapetanios [Downloadable!] 2003 Determining the Stationarity Properties of Individual Series in Panel Datasets by George Kapetanios [Downloadable!] 2003 Identification, Weak Instruments and Statistical Inference in Econometrics by DUFOUR, Jean-Marie [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Identification, Weak Instruments and Statistical Inference in Econometrics by DUFOUR, Jean-Marie [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 A Monte Carlo Investigation of Some Tests for Stochastic Dominance by Y.K. Tse & Xibin Zhang [Downloadable!] 2003 Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves by Peter G. Hall & Rob J. Hyndman & Yanan Fan [Downloadable!] 2003 Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests by Edith Madsen [Downloadable!] 2003 Using GMM when testing for a unit root in panels where the time-series dimension is fixed by Edith Madsen [Downloadable!] 2003 Testing for Relative Predictive Accuracy: A Critical Viewpoint by Kunst, Robert M. [Downloadable!] 2003 Generalized empirical likelihood estimators and tests under partial, weak and strong identification by Patrik Buggenberger & Richard Smith [Downloadable!] 2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems by Taku Yamamoto & Eiji Kurozumi [Downloadable!] 2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions by Chigira, Hiroaki & Yamamoto, Taku [Downloadable!] 2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems by Yamamoto, Taku & Kurozumi, Eiji [Downloadable!] 2003 Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions by Österholm, Pär [Downloadable!] 2003 Discretized Time and Conditional Duration Modelling for Stock Transaction Data by Brännäs, Kurt & Simonsen, Ola 2003 A Panel CUSUM Test of the Null of Cointegration by Westerlund, Joakim 2003 Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression by Petzold, Max & Jonsson, Robert [Downloadable!] 2003 Inflação Portuguesa: pelos custos ou monetária? by Agostinho S. Rosa [Downloadable!] 2003 Propensity Score Estimates of the Effects of Fertility on Marital Dissolution by Daniela VURI [Downloadable!] 2003 A Fundamental Contradiction in Keynes' Conception of Income by Kepa M. Ormazabal [Downloadable!] 2003 Quesnay and Leontief on Capital and Income by Kepa M. Ormazabal [Downloadable!] 2003 Strongly Consistent Determination of the Rank of Matrix by Zaka Ratsimalahelo [Downloadable!] 2003 Nonlinear IV Panel Unit Root Tests by Chang, Yoosoon [Downloadable!] 2003 The Representative Agent Hypothesis: An Empirical Test by Schmalenbach, Anke & Manisha Chakrabarty [Downloadable!] 2003 Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure by Rossi, Barbara & Pesavento, Elena [Downloadable!] 2003 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons by Rossi, Barbara & Pesavento, Elena [Downloadable!] 2003 Eurozone money demand: time series and dynamic panel results by E.M. Bosker [Downloadable!] 2003 Multicointegration in US Consumption Data by Boriss Siliverstovs [Downloadable!] 2003 Misspecification in Linear Spatial Regression Models by Raymond J.G.M. Florax & Peter Nijkamp [Downloadable!] 2003 Testing expected shortfall models for derivative positions by Kerkhof, J. & Melenberg, B. & Schumacher, H. [Downloadable!] 2003 Generalized reduced rank tests using the singular value decomposition by F. Kleibergen & R. Paap [Downloadable!] 2003 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2003 End-of-Sample Cointegration Breakdown Tests by Donald W.K. Andrews & Jae-Young Kim [Downloadable!] 2003 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2003 Tests of Independence in Separable Econometric Models by Donald J. Brown & Marten H. Wegkamp [Downloadable!] 2003 Short Run and Long Run Causality in Time Series: Inference by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!] 2003 Identification, Weak Instruments and Statistical Inference in Econometrics by Jean-Marie Dufour [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence by M. Hashem Pesaran [Downloadable!] 2003 On The Panel Unit Root Tests Using Nonlinear Instrumental Variables by Im, K.S. & Pesaran, M.H. [Downloadable!] 2003 A Simple Panel Unit Root Test in the Presence of Cross Section Dependence by Pesaran, M.H. [Downloadable!] 2003 Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence by Pesaran, H.M. [Downloadable!] 2003 Evaluation and Combination of Conditional Quantile Forecasts by Raffaella Giacomini & Ivana Komunjer [Downloadable!] 2003 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2003 Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots by Fabio Busetti & A. M. Robert Taylor [Downloadable!] 2003 Breaking the panels. An application to the GDP per capita by Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo [Downloadable!] 2003 Purchasing power parity in an emerging market economy: a long- span study for Chile by César Calderón & Roberto Duncan [Downloadable!] 2003 Contrastes sobre elasticidades en el modelo de producción frontera. Un enfoque metodológico / Testing elasticity in the Production Frontier Model. A methodological approach Testing elasticity in the Production Frontier Model. A methodological approach by DIOS PALOMARES, R. [Downloadable!] 2003 Identification, weak instruments, and statistical inference in econometrics by Jean-Marie Dufour [Downloadable!] 2003 A Note on Business Cycle Non-Linearity in U. S. Consumption by Steven Cook [Downloadable!] 2003 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan by Hsiao-chuan Chang [Downloadable!] 2003 Determinism in Financial Time Series by Michael Small & Chi K. Tse [Downloadable!] 2003 Testing Serial Independence against Time Irreversibility by Yi-Ting Chen [Downloadable!] 2003 Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses by George Kapetanios [Downloadable!] 2003 Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle by Christian M. Dahl & Gloria Gonzalez-Rivera [Downloadable!] 2002 Simulated Classical Tests in the Multiperiod Multinomial Probit Model by Ziegler, Andreas [Downloadable!] 2002 Testing For Cointegration Rank Using Bayes Factors by Sugita, Katsuhiro [Downloadable!] 2002 The Properties Of Some Goodness-Of-Fit Tests by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F [Downloadable!] 2002 Profit Efficiency Analysis Under Limited Information. With an Application to German Farm Types by Laurens Cherchye & Tom Van Puyenbroeck [Downloadable!] 2002 An Investigation of Industry Associations, Association Loops, and Economic Complexity: Application to Canada and the United States by Chokri Dridi & Geoffrey J.D. Hewings [Downloadable!] 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey [Downloadable!] 2002 Industry Wage Differentials: How Many, Big and Significant Are They? by Kevin Reilly & Luisa Zanchi [Downloadable!] 2002 Trading system evaluation based on past performance: Random Signals Test by Alex Strashny [Downloadable!] 2002 Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k by William C. Horrace [Downloadable!] 2002 Selection Procedures for Order Statistics in Empirical Economic Studies by William C. Horrace [Downloadable!] 2002 On the Ranking Uncertainty of Labor Market Wage Gaps by William C. Horrace [Downloadable!] 2002 On the Futility of Testing the Error Term Assumptions in a Spurious Regression by David E. A. Giles [Downloadable!] 2002 Type I Spurious Regression in Econometrics by Carl Chiarella & S. Gao [Downloadable!] 2002 Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series by Ulrich K. Müller [Downloadable!] 2002 Supply Chain Management as A Competitive Advantage in the Spanish Grocery Sector by Eva Ventura & Cristina Giménez [Downloadable!] 2002 Seasonal Unit Root Tests under Structural Breaks by Uwe Hassler & Paulo M. M. Rodrigues [Downloadable!] 2002 Empirical Evidence of Conditional Heteroskedasticity in Vietnam’s Stock Returns Time Series by Quan-Hoang Vuong [Downloadable!] 2002 Detecting shift-contagion in currency and bond markets by Toni Gravelle & Maral Kichian & James Morley 2002 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence by Noriega, A., & L.M. Soria 2002 Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions by Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran 2002 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results by Charemza W.W. & M. Lifshits & S. Makarova [Downloadable!] 2002 Comparing the Accuracy of Density Forecasts from Competing Models by Sarno, Lucio & Valente, Giorgio 2002 A Spline LR Test for Goodness-of-Fit by J. Huston McCulloch & E. Richard Percy, Jr. [Downloadable!] 2002 Testing for Neglected Nonlinearity in Long Memory Models by George Kapetanios [Downloadable!] 2002 GLS Detrending for Nonlinear Unit Root Tests by George Kapetanios & Yongcheol Shin [Downloadable!] 2002 Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations by George Kapetanios [Downloadable!] 2002 Bootstrap Statistical Tests of Rank Determination for System Identification by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2002 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects by Hugo Kruiniger [Downloadable!] 2002 A smooth-transition model of the Australian unemployment rate by Gunnar Bårdsen & Stan Hurn & Zoë McHugh [Downloadable!] 2002 Residual-based tests for cointegration and multiple regime shifts by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda. [Downloadable!] 2002 An Improved Method for Bandwidth Selection when Estimating ROC Curves by Peter Hall & Rob J. Hyndman [Downloadable!] 2002 Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory by D.S. Poskitt & C.L. Skeels [Downloadable!] 2002 Tests of Inference for Dummy Variables in Regressions with Logarithmic Transformed Dependent Variables by Jenny N. Lye & Joseph G. Hirschberg [Downloadable!] 2002 The Day-of-the-Week Effect Revisited: An Alternative Testing Approach by Alt, Raimund & Fortin, Ines & Weinberger, Simon [Downloadable!] 2002 Tail-Dependence in Stock-Return Pairs by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 2002 Testing for Stationarity in a Cointegrated System by Kunst, Robert M. [Downloadable!] 2002 Finite sample inference for GMM estimators in linear panel data models by Steve Bond & Frank Windmeijer [Downloadable!] 2002 Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels by Dahlberg, Matz & Johansson, Eva & Tovmo, Per [Downloadable!] 2002 Count Data Modelling and Tourism Demand by Hellström, Jörgen [Downloadable!] 2002 Financial Instability and Monetary Policy: The Swedish Evidence by Bergman, U. Michael & Hansen, Jan [Downloadable!] 2002 Nonparametric Tests Dependence For Positive Quadrant by Michel DENUIT & Olivier SCAILLET [Downloadable!] 2002 Testing for Concordance Ordering by Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET [Downloadable!] 2002 Multivariate Data Imputation using Trees by Maria Jesus Barcena Ruiz & Fernando Tusell Palmer [Downloadable!] 2002 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency by Chang, Yoosoon [Downloadable!] 2002 Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources by Florax, R.J.G.M. [Downloadable!] 2002 Detecting Serial Dependence in Tail Events by Cees Diks [Downloadable!] 2002 Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic by Frank Kleibergen [Downloadable!] 2002 Trust and Economic Growth by Sjoerd Beugelsdijk & Henri L.F. de Groot & Anton B.T.M. van Schaik [Downloadable!] 2002 Multivariate regression with monotone missing observation of the dependent variables by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A. [Downloadable!] 2002 Backtesting for risk-based regulatory capital by Kerkhof, J. & Melenberg, B. [Downloadable!] 2002 Bayes estimates of Markov trends in possibly cointegrated series by R. Paap & H.K. van Dijk [Downloadable!] 2002 Testing for vector autoregressive dynamics under heteroskedasticity by C.M. Hafner & H. Herwartz [Downloadable!] 2002 A simple test for PPP among traded goods by P.H. Franses & D.J. van Dijk [Downloadable!] 2002 Testing predictive performance of binary choice models by B. Donkers & B. Melenberg [Downloadable!] 2002 Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes by Donald W.K. Andrews & Offer Lieberman [Downloadable!] 2002 The Block-block Bootstrap: Improved Asymptotic Refinements by Donald W.K. Andrews [Downloadable!] 2002 End-of-Sample Instability Tests by Donald W.K. Andrews [Downloadable!] 2002 Partially Linear Models with Unit Roots by Ted Juhl & Zhijie Xiao [Downloadable!] 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae [Downloadable!] 2002 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2002 Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests by Stephen Bond & Céline Nauges & Frank Windmeijer [Downloadable!] 2002 An International Comparison of Health Care Expenditure Determinants by Catherine Bac & Yannick le Pen [Downloadable!] 2002 Testing Panel Data Regression Models with Spatial Error Correlation by Badi H. Baltagi & Seuck Heun Song & Won Koh [Downloadable!] 2002 Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity by Yoosoon Chang & Wonho Song [Downloadable!] 2002 Asymptotics for random effects models with serial correlation by Jimmy Skoglund & Sune Karlsson [Downloadable!] 2002 The properties of some goodness-of-fit tests by Gianna Boero & J. Smith & KF. Wallis [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2002 Testing Normality: A GMM Approach by Christian Bontemps & Nour Meddahi [Downloadable!] 2002 Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets by Tibor Neugebauer & Reinhard Selten [Downloadable!] 2002 The Representative Agent Hypothesis: An Empirical Test by Manisha Chakrabarty & Anke Schmalenbach [Downloadable!] 2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods by Raffaella Giacomini [Downloadable!] 2002 Instrumental variables and GMM: Estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2002 Herramientas estadisticas para el estudio de perfiles de riesgo by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2002 Level shifts in a panel data based unit root test. An application to the rate of unemployment by Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo [Downloadable!] 2002 Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised) by Michael Creel [Downloadable!] 2002 Nota técnica 2: An equal Variance Test by George G.Djolov [Downloadable!] 2002 Weak exogeneity in partially nonstationary models by Antonio Aznar & Manuel Salvador [Downloadable!] 2002 Ajuste Estacional e Integración en Variables Macroeconómicas by Raimundo Soto [Downloadable!] 2002 Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies by Cook, Steven [Downloadable!] 2002 La valoración de empresas asociativas agrarias: una aplicación de la metodología analógico-bursátil by José Miguel Sales Civera [Downloadable!] 2001 Bayesian Cointegration Analysis by Sugita, K. 2001 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences by Y. Malevergne & D. Sornette [Downloadable!] 2001 Rate-optimal data-driven specification testing in regression models by Emmanuel Guerre & Pascal Lavergne [Downloadable!] 2001 Detecting Structural Breaks: Exchange Rates in Transition Economies by Evzen Kocenda [Downloadable!] 2001 Bootstrapping GMM Estimators for Time Series by Atsushi Inoue & Mototsugu Shintani [Downloadable!] 2001 Tests for Unit Roots and the Initial Observation by Ulrich K. Müller & Graham Elliott [Downloadable!] 2001 Some Hypothesis Tests for the Covariance Matrix when the Dimension is Large Compared to the Sample Size by Olivier Ledoit & Michael Wolf [Downloadable!] 2001 Subsampling Inference in Threshold Autoregressive Models by Jesús Gonzalo & Michael Wolf [Downloadable!] 2001 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran [Downloadable!] 2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching by Katsuhiro Sugita 2001 Testing For Unit Roots Using Economics by ROMULO CHUMACERO [Downloadable!] 2001 Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments by Nikolay Gospodinov 2001 Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity by Nikolay Gospodinov 2001 Artificial Regressions by Russell Davidson & James G. MacKinnon [Downloadable!] 2001 Computing Numerical Distribution Functions in Econometrics by James G. MacKinnon [Downloadable!] 2001 Bootstrap Tests: How Many Bootstraps? by Russell Davidson & James G. MacKinnon [Downloadable!] 2001 The strengths and weaknesses of L2 approximable regressors by Mynbaev, Kairat [Downloadable!] 2001 Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison by Vasco J. Gabriel [Downloadable!] 2001 A simple method for testing cointegration subject to regime changes by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis [Downloadable!] 2001 Cointegration and the joint confirmation hypothesis by Vasco J. Gabriel [Downloadable!] 2001 Downside Risk and the Momentum Effect by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2001 Stock Return Predictability: Is it There? by Andrew Ang & Geert Bekaert [Downloadable!] 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie by Dufour, J.M. 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I. 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie by DUFOUR, Jean-Marie [Downloadable!] 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas [Downloadable!] 2001 On the Nature and Role of Hypothesis Tests by McLean, A. [Downloadable!] 2001 International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan by Chang, H.-C. [Downloadable!] 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions by Dufour, Jean-Marie & Khalaf, Lynda [Downloadable!] 2001 Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions by Dufour, Jean-Marie & Khalaf, Lynda [Downloadable!] 2001 Calidad de la educación y rendimiento académico en Bogotá by Jorge Hugo Barrientos Marín [Downloadable!] 2001 Características del plantel y calidad de la educación en Bogotá by Jorge Hugo Barrientos Marín [Downloadable!] 2001 Markov or Not Markov — This Should Be a Question by Frank Bickenbach & Eckhardt Bode [Downloadable!] 2001 Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-Ansatz by Björn Christensen [Downloadable!] 2001 Testing For Weekly Seasonal Unit Roots In Daily Electricity Demand: Evidence From Deregulated Markets by Antonio Rubia [Downloadable!] 2001 Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español by Ángel León & Antonio Rubia [Downloadable!] 2001 Testing Restrictions In Normal Data Models Using Gibbs Sampling by Matteo Ciccarelli [Downloadable!] 2001 Criterion-based inference for GMM in autoregressive panel-data models by Steve Bond & Clive Bowsher & Frank Windmeijer [Downloadable!] 2001 Testing exogeneity under distributional misspecification by de Luna, Xavier & Johansson, Per [Downloadable!] 2001 Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study by Löf, Mårten 2001 A simple efficient GMM estimator of GARCH models by Skoglund, Jimmy [Downloadable!] 2001 Specification and estimation of random effects models with serial correlation of general form by Skoglund, Jimmy & Karlsson, Sune [Downloadable!] 2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation by Skoglund, Jimmy & Karlsson, Sune [Downloadable!] 2001 A Fast Subsampling Method for Nonlinear Dynamic Models by Hong, H. & Scaillet, O. & Tamer, E. 2001 Estimation in Discrete Parameter Models by Choirat, C. & Seri, R. 2001 A fast Subsampling Method for Nonlinear Dynamic Models by Hong, H. & Scaillet, O. & Tamer, E. 2001 Rank Test Based On Matrix Perturbation Theory by Zaka Ratsimalahelo [Downloadable!] 2001 Bootstrapping Unit Root Tests with Covariates by Chang, Yoosoon & Sickles, Robin & Song, Wonho [Downloadable!] 2001 (EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel by J.J.J. Groen [Downloadable!] 2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models by J.J.J. Groen & F. Kleibergen [Downloadable!] 2001 How to Implement the Bootstrap in Static or Stable Dynamic Regression Models by Noud P.A. van Giersbergen & Jan F. Kiviet [Downloadable!] 2001 Higher-order Improvements of the Parametric Bootstrap for Markov Processes by Donald W.K. Andrews [Downloadable!] 2001 Nonparametric Tests for Positive Quadrant Dependence by DENUIT, Michel & SAILLET, Olivier [Downloadable!] 2001 Testing for unit roots on heterogeneous panels: A sequential approach by Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe [Downloadable!] 2001 Testing for Structural Change in the Presence of Auxiliary Models by Eric Ghysels & Alain Guay [Downloadable!] 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf [Downloadable!] 2001 Autoregression-Based Estimators for ARFIMA Models by John Galbraith & Victoria Zinde-Walsh [Downloadable!] 2001 Size Corrected Power for Bootstrap Tests by Manuel A. Dominguez & Ignacio N. Lobato [Downloadable!] 2001 A Consistent Test for the Martingale Difference Hypothesis by Manuel A. Dominguez & Ignacio N. Lobato [Downloadable!] 2001 The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure by Manisha Chakrabarty [Downloadable!] 2001 Tests for Skewness, Kurtosis, and Normality for Time Series Data by Jushan Bai & Serena Ng [Downloadable!] 2001 Testing for a Structural Break in the Volatility of Real GDP Growth in Canada by Alexandre Debs [Downloadable!] 2001 A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data by Fuchun Li & Greg Tkacz [Downloadable!] 2001 Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity by Luger, Richard [Downloadable!] 2001 Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models by Álvaro Escribano & Oscar Jordá [Downloadable!] 2001 Testing for nonlinearities in German bank stock returns by Sophie Robé & Reinhold Kosfeld [Downloadable!] 2001 Integrated Conditional Moment testing of quantile regression models by Herman J. Bierens & Donna K. Ginther [Downloadable!] 2001 Observaciones anómalas y contrastes de raíz unitaria en datos semanales by CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J. [Downloadable!] 2001 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung by Carsten-Patrick Meier [Downloadable!] 2001 Are the New U.S. Composite Leading Economic Indicators More Informative? by Mehdi Mosthaghimi 2000 A Multivariate GARCH Model with Time-Varying correlations by Y. K. Tse & Albert K. C. Tsui [Downloadable!] 2000 Testing for Two-Step Granger Noncausality in Trivariate VAR Models by Judith A. Giles [Downloadable!] 2000 A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic by David E. A. Giles [Downloadable!] 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss by David E. A. Giles [Downloadable!] 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 and Anders Rygh Swensen [Downloadable!] 2000 Improving the Reliability of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 2000 New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor by Bell, L. & Jenkinson, T. 2000 New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor by Tim Jenkinson & Leonie Bell [Downloadable!] 2000 The Forecast Performance of Long Memory and Markov Switching Models by Vasco J. Gabriel & Luis F. Martins [Downloadable!] 2000 The Properties of Cointegration Tests in Models with Structural Change by Vasco J. Gabriel & Luis F. Martins [Downloadable!] 2000 Long Memory and Regime Switching by Francis X. Diebold & Atsushi Inoue [Downloadable!] 2000 Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order by Wouter J. den Haan & Andrew T. Levin [Downloadable!] 2000 Econometrie, theorie des tests et philosophie des sciences by Dufour, J.M. 2000 Économétrie, théorie des tests et philosophie des sciences by DUFOUR, Jean-Marie [Downloadable!] 2000 Means-Tested Benefits, Incentives and Earnings Distributions by Creedy, J. & Scutella, R. [Downloadable!] 2000 A finite sample correction for the variance of linear two-step GMM estimators by Frank Windmeijer [Downloadable!] 2000 A Positive Lyapunov Exponent in Swedish Exchange Rates? by Bask, Mikael 2000 Improving Fractional Integration Tests With Bootstrap Distributions by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 2000 Testing exogeneity in cross-section regression by sorting data by de Luna, Xavier & Johansson, Per [Downloadable!] 2000 Why not use standard panel unit root test for testing PPP by Lyhagen, Johan [Downloadable!] 2000 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects by Karlsson, Sune & Skoglund, Jimmy [Downloadable!] 2000 Testing for common cointegrating rank in dynamic panels by Larsson, Rolf & Lyhagen, Johan [Downloadable!] 2000 The seasonal KPSS statistic by Lyhagen, Johan [Downloadable!] 2000 Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models by Fairise, X. & Feve, P. 2000 Testing Hypotheses in the Functional Linear Model by Cardot, H. & Ferraty, F. & Mas, A. & Sarda, P. 2000 Chi-square Tests when a Nuisance Parameter is Present only under the Alternative by Carrasco, M. 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 New multi-country evidence on purchasing power parity by J.J.J. Groen [Downloadable!] 2000 Optimal Inventory Policies When Sales Are Discretionary by Herbert E. Scarf [Downloadable!] 2000 Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics by Donald W.K. Andrews [Downloadable!] 2000 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency by Yoosoon Chang [Downloadable!] 2000 Desperately Seeking Environmental Kuznets by Marzio Galeotti & Alessandro Lanza [Downloadable!] 2000 A Multivariate I(2) Cointegration Analysis Of German Hyperinflation by Dimitris Georgoutsos & George Kouretas [Downloadable!] 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes by Jean-Marie Dufour & Olivier Torrès [Downloadable!] 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions by Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2000 Simulation Based Finite and Large Sample Tests in Multivariate Regressions by Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors by Jean-Marie Dufour & Joanna Jasiak [Downloadable!] 2000 Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration by Michael Binder & Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2000 Decisions on Seasonal Unit Roots by Kunst, Robert M. & Reutter, Michael [Downloadable!] 2000 Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models by Aman Ullah & Tae-Hwy Lee 2000 A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields by Soo-Bin Park [Downloadable!] 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by Binder, M. & Hsaio, C. & Pesaran, M.H. [Downloadable!] 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 Testing for Stochastic Trends in Series with Structural Breaks by Fabio Busetti [Downloadable!] 2000 Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry by Khalaf, Lynda & Kichian, Maral [Downloadable!] 2000 Se busca una raíz unitaria: evidencia para Chile by Rómulo Chumacero Escudero [Downloadable!] 2000 On moment condition failure in German stock returns: an application of recent advances in extreme value statistics by Thomas Lux [Downloadable!] 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. [Downloadable!] 2000 Linear Estimation Under Superpopulation Models: Somo Results On Robustness by CASAS SÁNCHEZ, J.M. & GUIJARRO GARVI, M [Downloadable!] 1999 Measuring Knowledge Spillovers in Manufacturing and Services: An Empirical Assessment of Alternative Approaches by Kaiser, Ulrich [Downloadable!] 1999 Improved Inference for the Instrumental Variable Estimator by Richard Startz & Charles Nelson & Eric Zivot [Downloadable!] 1999 Testing for Unit Roots in Semi-Annual Data by Sandra G. Feltham & David E.A. Giles [Downloadable!] 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 A Scaled Difference Chi-Square Test Statistic for Moment Structure Analysis by Albert Satorra & Peter M. Bentler [Downloadable!] 1999 Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures by Albert Satorra [Downloadable!] 1999 On the Asymptotic Distribution of the Moran I Test Statistic with Applications by Harry H. Kelejian & Ingmar R. Prucha [Downloadable!] 1999 Samling Errors and Cross-Country Comparisons of Income Inequality by Rolf Aaberge [Downloadable!] 1999 Artificial Regressions by Russell Davidson & James G. MacKinnon [Downloadable!] 1999 International Asset Allocation with Time-Varying Correlations by Andrew Ang & Geert Bekaert [Downloadable!] 1999 A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap by Maharaj, E.A. [Downloadable!] 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 Score Test for Individual Heteroscedasticity in a One-way Error Components Model by Alberto HOLLY & Lucien GARDIOL [Downloadable!] 1999 Two-part multiple spell models for health care demand by Joao M.C. Santos Silva & Frank Windmeijer [Downloadable!] 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 [Downloadable!] 1999 Likelihood-Based Inference in Multivariate Panel Cointegration Models by Larsson, Rolf & Lyhagen, Johan [Downloadable!] 1999 An ARCH Robust STAR Test by Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan [Downloadable!] 1999 A Normality Test for the Mean Estimator by Andersson, Michael K. [Downloadable!] 1999 Bootstrapping Error Component Models by Andersson, Michael K. & Karlsson, Sune 1999 A long memory panel unit root test: PPP revisited by Andersson, Jonas & Lyhagen, Johan [Downloadable!] 1999 Testing for Independence in Multivariate Duration Models by Söderberg, Hans & Lyhagen, Johan [Downloadable!] 1999 A Simple Linear Time Series Model with Misleading Nonlinear Properties by Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan 1999 On the power and interpretation of panel unit root tests by Karlsson, Sune & Löthgren, Mickael [Downloadable!] 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 Bartlett Identities Tests by Chesher, A. & Dhaene, G. & Gourieroux, C. & Scaillet, O. 1999 Bartlett Identities Tests by Chesher, A. & Dhaene, G. & Gourieroux, C. & Scaillet, O. 1999 Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation by Tan, B. & Yilmaz, K. 1999 Bartlett Identities Tests by Chesner, A. & Dhaene, G. & Gourieroux, C. & Scaillet, O. 1999 An &-Level Adaptive Test for Regression models via Regressogram Selection by Guerre, E. & Lieberman, O. 1999 Distributions implicites anormales des taux de change by Frachot, A. & Laurent, J.P. & Pichot, O. 1999 Testing Serial Correlation in Semiparametric Time Series Model by Li, D. & Stengos, T. 1999 Testing Serial Correlation in Semiparametric Time Series Model by Li, D. & Stengos, T. 1999 Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis by Fountas, S. & Segredakis, K.N. 1999 Testing Common Deterministic Seasonality, with an Application to Industrial Production by Franses, Ph.H.B.F. & Kunst, R.M. 1999 A Stochastic Programming Approach to Manufacturing Flow Control by Haurie, A. & Moresino, F. 1999 Detecting Structural Breaks: Exchange Rates in Transition Economies by Kocenda, E. 1999 Testing for Sheepskin Effects in Earnings Equations: Evidence for Five Countries by Denny, K.J. & Harmon, C.P. 1999 Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift by Lanne, M. 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 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 Hypothesis Testing in the Presence of One-Sided Nuisance Parameters by Hughes, A.W. 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 Finite sample behavior of two step estimators in selection models by Ana Fernandez-Sainz & Juan M. Rodriguez-Poo & Inmaculada Villanua Martin [Downloadable!] 1999 Two-Stage Nonparametric Regression for Longitudinal Data by Eva Ferreira & Vicente Nunez-Anton & Juan M. Rodriguez-Poo [Downloadable!] 1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach by Niels Haldrup & Michael Jansson [Downloadable!] 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models by Donald W.K. Andrews & Biao Lu [Downloadable!] 1999 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators by Donald W.K. Andrews [Downloadable!] 1999 Bartlett Identities Tests by Chesher, Andrew & Dhaene, Geert & GouriŽroux, Christian & Scaillet, Olivier [Downloadable!] 1999 Testing for hysteresis : unemployment persistence and wage adjustment by Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe [Downloadable!] 1999 Content Horizons for Forecasts of Economic Time Series by John Galbraith [Downloadable!] 1999 Detecting Structural Breaks: Exchange Rates in Transition Economies by Evzen Kocenda [Downloadable!] 1999 The Statistical Relationship between Bivariate and Multinomial Choice Models by Weeks, M. & Orne, C. [Downloadable!] 1999 Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality by Knight, J. & Satchell, S. [Downloadable!] 1999 Economic and Statistical Measures of Forecast Accuracy by Granger, C.W.J. & Pesaran, M. H. [Downloadable!] 1999 Bounds Testing Approaches to the Analysis of Long-run Relationships by Pesaran, M. Hashem & Shin, Y. & Smith, R.J. [Downloadable!] 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 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II by Lacroix, R. [Downloadable!] 1999 Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I by Lacroix, R. [Downloadable!] 1999 Modelling the French Swap Spread by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!] 1999 articles: Welfare reform and spatial matchingbetween clients and jobs by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah [Downloadable!] 1999 Money demand, the Cagan model, testing rational expectations vs adaptive expectations: The case of Turkey by Kivilcim Metin & Ilker Muslu [Downloadable!] 1999 Testing for structural change in the dynamic adjustment model with autoregressive errors by Kien C. Tran [Downloadable!] 1999 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions by Tamim Bayoumi & Ronald MacDonald [Downloadable!] 1999 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions by Tamim Bayoumi & Ronald MacDonald [Downloadable!] 1998 Economia sintetica by Luis Vildosola [Downloadable!] 1998 Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions by Kenneth G. Stewart [Downloadable!] 1998 The Underground Economy: Minimizing the Size of Government by David E. A. Giles [Downloadable!] 1998 The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis by David E. A. Giles [Downloadable!] 1998 Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances by Linda F. DeBenedictis, & David E. A. Giles [Downloadable!] 1998 Testing for Unit Roots With Missing Observations by Kevin F. Ryan & David E. A. Giles [Downloadable!] 1998 Testing for Unit Roots With Missing Observations by Kevin F. Ryan & David E. A. Giles [Downloadable!] 1998 Stochastic Threshold Models on Interest Rate by Huirong Li & Jian Yang 1998 Constant Coefficient Tests for Random Coefficient Regression by Pedro Delicado & Juan Romo [Downloadable!] 1998 Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry by Seref Saygili [Downloadable!] 1998 Testing for Parameter Instability using the R/S Statistic by Michael Harrison & Glenn Treacy [Downloadable!] 1998 Conflicts Among Tests for Cointegration by Allan W. Gregory & Alfred Haug 1998 Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment by Torben G. Anderson & Tim Bollerslev & Ashish Das [Downloadable!] 1998 A Simple Framework for Nonparametric Specification Testing by Glenn Ellison & Sara Fisher Ellison [Downloadable!] 1998 Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices by PERRON, Pierre & VODOUNOU, Cosme [Downloadable!] 1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors by DUFOUR, Jean-Marie & JASIAK, Joanna [Downloadable!] 1998 Lead Time demand for Simple Exponential Smoothing by Snyder, R.D. & Koehler, A.B. & Ord, J.K. 1998 Changing Times, Testing Times: A Bootstrap Analysis of Poverty and Inequality using the PACO Database by Georges Heinrich [Downloadable!] 1998 Essays on Exchange Rates: Deterministic Chaos and Technical Analysis by Bask, Mikael [Downloadable!] 1998 Testing linearity against smooth transition autoregression using a parametric bootstrap by Skalin, Joakim [Downloadable!] 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 The design and analysis of stochastic cost-effectiveness studies for the evaluation of health care interventions by Briggs, Andrew & Tambour, Magnus [Downloadable!] 1998 Maximum likelihood estimation of the multivariate fractional cointegrating model by Lyhagen, Johan [Downloadable!] 1998 On stationarity and cointegration of international health expenditure and GDP by Gerdtham, Ulf-G. & Löthgren, Mickael 1998 A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP by Ermini, Luigi [Downloadable!] 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 Robust Testing for Fractional Integration Using the Bootstrap by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 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 Robust Terms Against Smooth Transition Autoregressive (STAR) Models by Beg, AB.M.R. & Silvapulle, M.J. & Silvapulle, P. 1998 Finite Sample properties of Seasonal Integration Tests by Banik, S. & Silvapulle, P. 1998 Structural Change Tests for Simulated Method of Moments by Ghysels, E. & Guay, A. 1998 MCMC Control Spreadsheets for Exponentiel Mixture Estimation by Gruet, M.-A. & Philippe, A. & Robert, C.P. 1998 Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains by Robert, C.P. & Ryden, T. & Titterington, D.M. 1998 Likelihood Ratio Test in the Correlated Gamma-Frailty Model by Korsholm, L. 1998 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates by Bruneau, C. & Jondeau, E. 1998 Efficiency and Robustness in a Geometrical Perspective by Davidson, R. 1998 Decision Rules for Selecting between Exponential and Logistic STAR by Escribano, Alvaro & Jorda, Oscar [Downloadable!] 1998 Diagnostic Tools for Nonlinearity in Spatial Models by Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani [Downloadable!] 1998 Wald Revisited: The Optimal Level of Experimentation by Giuseppe Moscarini & Lones Smith [Downloadable!] 1998 Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases by Heinrich, Georges [Downloadable!] 1998 Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions by Bayoumi, Tamim & MacDonald, Ronald [Downloadable!] 1998 Assessing effective sustainability of fiscal policy within the G-7 by Fève, Patrick & Hénin, Pierre-Yves [Downloadable!] 1998 Feedback covariates unit root tests : an application to the sustainability of fiscal policy by Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe [Downloadable!] 1998 Structural Change Tests for Simulated Method of Moments by Eric Ghysels & Alain Guay [Downloadable!] 1998 A Note on the Stochastic Properties of German Stock Returns by Thomas Lux 1998 A Test for Conditional Symmetry in Time Series Models by Jushan Bai & Serena Ng [Downloadable!] 1998 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates by Bruneau, C. & Jondeau, E. [Downloadable!] 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 1997 Comparing and Validating Hypothesis Test Procedures: Graphical and Numerical Tools by Pedro Delicado & Iolanda Placencia [Downloadable!] 1997 Minimax Lower Bounds for the Two-Armed Bandit Problem by Sanjeev R. Kulkarni & Gábor Lugosi [Downloadable!] 1997 Strong Minimax Lower Bounds for Learning by Andras Antos & Gábor Lugosi [Downloadable!] 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 Bootstrap Tests of Nonnested Linear Regression Models by Russell Davidson & James G. MacKinnon [Downloadable!] 1997 Bootstrap Tests: How Many Bootstraps? by Russell Davidson & James G. MacKinnon [Downloadable!] 1997 GMM Bootstrapping and Testing in Dynamic Panels by Bergström, Pål & Dahlberg, Matz & Johansson, Eva 1997 Endogeneity in a Binomial Model by Brännäs, Kurt & Eriksson, Maria [Downloadable!] 1997 Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables by Biorn, E. & Klette, T.J. 1997 Rational Expectations in a VAR with Markov Switching by Blix, Mårten [Downloadable!] 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models by Hagerud, Gustaf E. [Downloadable!] 1997 Specification Tests for Asymmetric GARCH by Hagerud, Gustaf E. [Downloadable!] 1997 A Smooth Transition ARCH Model for Asset Returns by Hagerud, Gustaf E. [Downloadable!] 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 Business Cycle Asymmetry and the Stock Market by Silvapulle, P. & Silvapulle, M.J. 1997 Testing For Seasonal Stability in Unemployment Series: International Evidence by Banik, S. & Silvapulle, P. 1997 Modelling Multiple Regimes in the Business Cycle by Van Dijk, D. & Franses, P.H. 1997 Reduced Rank Regression Using Generalized Method of Moments Estimators, with Extensions to Structural Breaks in Cointegration Models by Kleibergen, F. 1997 Are Many Current Seasonally Adjusted Data Downward Biased? by Franses, P.H. & Arno, M.A. & Hobijn, R. 1997 Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures by Kleibergen, F. & Van Dijk, H.K. 1997 Determining the order of Differencing in Seasonal Time Series Processes by Franses, P.H. & Taylor, A.M.R. 1997 Identification of System Behaviours by Approximation of Time Series Data by Scherrer, W. & Heij, C. 1997 Do We Often Find ARCH Because of Neglected Outliers? by Van Dijk, D. & Franses, P.H. 1997 Nonlinear Error-Correction Models for Interest rates in the Netherlands by Van Dijk, D. & Franses, P.H. 1997 Semi-nonparametric cointegration testing by Boswijk, H. Peter & Lucas, Andr‚ [Downloadable!] 1997 Canonical partitions in the restricted linear model by Genugten, B. van der [Downloadable!] 1997 Testing the predictive value of subjective labour supply data by Euvals, R. & Melenberg, B. & Soest, A. van [Downloadable!] 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation by Donald W.K. Andrews [Downloadable!] 1997 On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests by Donald W.K. Andrews & Moshe Buchinsky [Downloadable!] 1997 A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure by Eric Ghysels & Serena Ng [Downloadable!] 1997 Threshold Autoregressions with a Unit Root by Bruce E. Hansen & Mehmet Caner [Downloadable!] 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. 1996 Log-concave Probability Distributions: Theory and Statistical Testing by Mark Yuying An [Downloadable!] 1996 Substitution, Risk Aversion, Taste Shocks and Equity Premia by Michel Normandin & Pascal St-Amour [Downloadable!] 1996 Valid Confidence Intervals and Inference in the Presence of Weak Instruments by Charles R. Nelson & Richard Startz & Eric Zivot [Downloadable!] 1996 Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments by Jiahui Wang & Eric Zivot [Downloadable!] 1996 Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model by Mukhtar M. Ali [Downloadable!] 1996 On the Corrections to Information Matrix Tests by Francisco Cribari-Neto [Downloadable!] 1996 A Data-Dependent Skeleton Estimate and a Scale-Sensitive Dimension for Classification by Marta Horvath & Gábor Lugosi [Downloadable!] 1996 Fusion of Data Sets in Multivariate Linear Regression with Errors-in-Variables by Albert Satorra [Downloadable!] 1996 The Power of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 1996 The Size Distortion of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 1996 Inflation and the Distribution of Price Changes by Michael F. Bryan & Stephen G. Cecchetti [Downloadable!] 1996 A Practitioner's Guide to Robust Covariance Matrix Estimation by Wouter J. Den Haan & Andrew T. Levin [Downloadable!] 1996 Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures by Wouter J. Den Haan & Andrew Levin [Downloadable!] 1996 Specification Testing in Panel Data With Instrumental Variables by Gilbert E. Metcalf [Downloadable!] 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey by Kaufmann, Sylvia & Scheicher, Martin [Downloadable!] 1996 Bartlett Corrections in Cointegration Testing by Jacobson, Tor & Larsson, Rolf [Downloadable!] 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 Testing for Nonlinearity in Time Series Models by Beg, R.A. & Silvapulle, P. 1996 A Score Test for Seasonal Fraction Integration and Cointegration by Silvapulle, P. 1996 Estimation of a Dynamic Hedge by Gourieroux, C. & Laurent, J-P. 1996 Testing for the Existence of a Long-Run Relationship by Pesaran, M.H. & Shin, Y. & Smith, R.J. 1996 Minimax Hypothesis Testing by Gayraud, G. 1996 Testing for ARCH in the Presence of Additive Outliners by Van Dijk, D. & Franses, P.H. & Lucas, A. 1996 Log-Concave Probability Distributions : Theory and Statistical Testing by An, M.Y. 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes by Dolado, J.J. & Marmol, F. 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 Omnibus Tests for Multivariate Normality of Observations and Residuals by Urzúa, Carlos M. [Downloadable!] 1996 Conditional Independence Restrictions: Testing and Estimation by Oliver Linton & Pedro Gozalo [Downloadable!] 1996 A Conditional Kolmogorov Test by Donald W.K. Andrews [Downloadable!] 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 A Note on the Power of Revealed Preference Tests with Afriat Inefficiency by Reinhard Sippel [Downloadable!] 1996 A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions by David A. Belsley [Downloadable!] 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 Multiple Unit Roots in Periodic Autoregression by Boswijk,P. & Franses,P.H. & Haldrup,N. 1996 Seasonal Integration and the Evolving Seasonals Models by Hylleberg, S. & Pagan, A.R. 1996 Estimating the LQAC model with I(2) Variables by Engsted,T. & Haldrup,N. 1996 Integración espacial y cointegración: una aplicación al mercado de cereales en España by José María Gil & J. Clemente & A, Montañés & M. Reyes [Downloadable!] 1995 "Excess Volatility" and the German Stock Market, 1870-1990 by J. Bradford De Long & Marco Becht [Downloadable!] 1995 Asymptotic Robustness in Multi-Sample Analysis of Multivariate Linear Relations by Albert Satorra [Downloadable!] 1995 Noisy signals in target zone regimes Theory and Monte Carlo experiments by Steinar Holden, Dag Kolsrud and Birger Vikøren 1995 Multivariate Unit Root Tests by Renato G. Flores & Pierre-Yves Preumont & Ariane Szafarz [Downloadable!] 1995 On the inconsistency of the Breusch-Pagan test by Zaman, Asad [Downloadable!] 1995 Small Sample Properties of GMM for Business Cycle Analysis by Lawrence J. Christiano & Wouter J. Den Haan [Downloadable!] 1995 Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle by Madlener, Reinhard [Downloadable!] 1995 testing Stationary Nonnested Short Memory Against Long Memory Processes by Silvapulle, P. 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 Logconcavity versus Logconvexity: A Complete Characterization by An, Mark Yuying 1995 Financial Integration in Europe : Evidence from Euler Equation Tests by Lemmen, J.J.G. & Eijffinger, S.C.W. [Downloadable!] 1995 Nonparametric cointegration analysis by Bierens, H. [Downloadable!] 1995 Testing Additivity in Generalized Nonparametric Regression Models by Oliver Linton & Pedro Gozalo [Downloadable!] 1995 Adaptive Testing in ARCH Models by Oliver Linton & Douglas G. Steigerwald [Downloadable!] 1995 Market Time and Asset Price Movements Theory and Estimation by Eric Ghysels & Christian Gouriéroux & Joanna Jasiak [Downloadable!] 1995 Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects by Eric Ghysels & Joanna Jasiak [Downloadable!] 1995 Predictive Tests for Structural Change with Unknown Breakpoint by Eric Ghysels & Alain Guay & Alastair Hall [Downloadable!] 1995 On Stable Factor Structures in the Pricing of Risk by Eric Ghysels [Downloadable!] 1995 Approximate Asymptotic P-Values for Structural Change Tests by Bruce E. Hansen [Downloadable!] 1995 Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP by Bruce E. Hansen [Downloadable!] 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 1994 A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) by Silva Lopes, Artur [Downloadable!] 1994 Small Sample Properties of Generalized Method of Moments Based Wald Tests by Craig Burnside & Martin Eichenbaum [Downloadable!] 1993 Split Sample Instrumental Variables by Joshua Angrist & Alan Krueger [Downloadable!] 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 [Downloadable!] 1992 Optimal Changepoint Tests for Normal Linear Regression by Donald W.K. Andrews & Inpyo Lee & Werner Ploberger [Downloadable!] 1992 Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative by Donald W.K. Andrews & Werner Ploberger [Downloadable!] 1992 Testing aregression model when we have smooth alternatives in mind by Haerdle,Wolfgang & Kneip,Alois 1992 Other Things Equal by Donald N. McCloskey [Downloadable!] 1991 Testing for Structural Breaks in Cointegrated Relationship by Allan W. Gregory & Jason 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 [Downloadable!] 1991 Vector Autoregression and Causality by Hiro Y. Toda & Peter C.B. Phillips [Downloadable!] 1991 Vector Autoregression and Causality: A Theoretical Overview and Simulation Study by Hiro Y. Toda & Peter C.B. Phillips [Downloadable!] 1991 The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model by Soo-Bin Park 1990 A New Method for Detecting Neural Interconnectivity by Klaus J. Utikal 1986 Joint Tests for Zero Restrictions on Non-negative Regression Coefficients by Hillier, Grant [Downloadable!] 1983 Model Specification Tests Against Non-Nested Alternatives by James G. MacKinnon [Downloadable!] 1983 Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties by James G. MacKinnon & Halbert White [Downloadable!] 1982 Convenient Specification Tests for Logit and Probit Models by Russell Davidson & James G. MacKinnon [Downloadable!] An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK by Peter Spencer & Zhuoshi Liu [Downloadable!] On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics by Francesco Bravo [Downloadable!] Empirical likelihood specification testing in linear regression models by Francesco Bravo [Downloadable!] The Use Of Spreads In Forecasting Medium Term U.K Interest Rates by B. Pesaran & G. Wright [Downloadable!] Possibilities and Limits: Testing in the Fiscal Military State in the Anglo-Spanish War of 1779-1783 by Rafael Torres [Downloadable!] Distribution-free Tests of Fractional Cointegration by Javier Hualde & Carlos Velasco [Downloadable!] Testing the Martingale Difference Hypothesis Using Integrated Regression Functions by Juan Carlos Escanciano & Carlos Velasco [Downloadable!] Technology Shocks and Hours Worked: A Fractional Integration Perspective by Luis Alberiko Gil-Alana & Antonio Moreno [Downloadable!] Tests regarding parameters of several independent gamma populations by Ram Tripathi [Downloadable!] Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment by Carlos A. Flores [Downloadable!] Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment by Carlos A. Flores & Alfonso Flores-Lagunes [Downloadable!] Testing for a Deterministic Trend when there is Evidence of Unit-Root by Manuel Gomez & Daniel Ventosa-Santaularia [Downloadable!] Spurious Instrumental Variables by Daniel Ventosa-Santaularia [Downloadable!] Spurious Regression and Trending Variables by Antonio E. Noriega & Daniel Ventosa-Santaularia [Downloadable!] Inflation and breaks: the validity of the Dickey-Fuller test by Manuel Gomez & Daniel Ventosa-Santaularia [Downloadable!] Non Linear Moving-Average Conditional Heteroskedasticity by Daniel Ventosa-Santaularia & Alfonso Mendoza [Downloadable!] Maximising Seigniorage and Inflation Tax: The Case of Belarus by D r. (elect.) Julia Korosteleva [Downloadable!] The Belarusian Case of Transition: Whither Financial Repression? by Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson [Downloadable!] Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis by Gauri Khanna [Downloadable!] Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis by Gauri Khanna [Downloadable!] Desperately Seeking (Environmental) Kuznets by Marzio Galeotti & Alessandro Lanza [Downloadable!] Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] Robust Resampling Methods for Time Series by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI [Downloadable!] Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] Testing for threshold effect in ARFIMA models: Application to US unemployment rate data by Amine LAHIANI & Olivier SCAILLET [Downloadable!] Predictive behavior: An experimental study by Brennscheidt,Gunnar 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 [Downloadable!] Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics by Morten Oerregaard Nielsen [Downloadable!] Efficient Inference in Multivariate Fractionally Integrated Time Series Models by Morten Oerregaard Nielsen [Downloadable!] Efficient Likelihold Inference in Nonstationary Univariate Models by Morten Oe. Nielsen [Downloadable!] Multicointegration in US consumption data by Boriss Siliverstovs [Downloadable!] Measurement Errors and Outliers in Seasonal Unit Root Testing by Niels Haldrup & Antonio Montanés & Andreu Sanso [Downloadable!] Local Power Functions of Tests for Double Unit Roots by Niels Haldrup & Peter Lildholdt [Downloadable!] On the Robustness of Unit Root Tests in the Presence of Double Unit Roots by Niels Haldrup & Peter Lildholdt [Downloadable!] Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach by Niels Haldrup & Michael Jansson [Downloadable!] Empirically Relevant Power Comparisons for Limited Dependent Variable Models by N.E. Savin & Allan H. Würtz [Downloadable!] Multicointegration in Stock-Flow Models by Tom Engsted & Niels Haldrup [Downloadable!] The Effect of Nuisance Parameters on Size and Power; LM Tests in Logit Models by N.E. Savin & Allan H. Wuertz [Downloadable!] Testing for Multicointegration by Tom Engsted & Jesus Gonzalo & Niels Haldrup [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
