Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General
2018
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/18, Jan.
- Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/18, Mar.
- Federico A. Bugni & Ivan A. Canay, 2018, "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/18, Mar.
- Nicky L. Grant & Richard J. Smith, 2018, "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/18, Mar.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/18, May.
- Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018, "LASSO-driven inference in time and space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/18, Jun.
- Daniel Wilhelm, 2018, "Testing for the presence of measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/18, Jul.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/18, Aug.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2018, "Inference on causal and structural parameters using many moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP60/18, Oct.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP69/18, Dec.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018, "Inference on winners," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP73/18, Dec.
- Raúl de Jesús Gutiérrez, 2018, "Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 1, pages 53-76, Enero-Mar.
- Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner, 2018, "Replication Studies in Economics: How Many and Which Papers Are Chosen for Replication, and Why?," JRC Working Papers on Digital Economy, Joint Research Centre, number 2018-01, Apr.
- ANDREOLI Francesco, 2018, "Inference for the neighborhood inequality index," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2018-19, Nov.
- Bartalotti, Otávio, 2018, "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," IZA Discussion Papers, IZA Network @ LISER, number 11560, May.
- Bachmann, Ronald & Felder, Rahel & Schaffner, Sandra & Tamm, Marcus, 2018, "Some (Maybe) Unpleasant Arithmetic in Minimum Wage Evaluations: The Role of Power, Significance and Sample Size," IZA Discussion Papers, IZA Network @ LISER, number 11867, Oct.
- D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2018, "Rationalizing Rational Expectations? Tests and Deviations," IZA Discussion Papers, IZA Network @ LISER, number 11989, Nov.
- Jim McFarlane & Boyd Blackwell & Stuart Mounter, 2018, "Good Gardening For A Perennial Economy: What’S The Optimal Growth Path For A Regional Economy?," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 29-44, January-M.
- Kuroiwa, Ikuo & Techakanont, Kriengkrai & Keola, Souknilanh, 2018, "Testing localization of Thai automobile industries," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 693, Mar.
- Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018, "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201808, Sep, revised Sep 2018.
- Zongwu Cai & Seong Yeon Chang, 2018, "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201811, Dec, revised Dec 2018.
- Tolga Omay & Mübariz Hasanov & Yongcheol Shin, 2018, "Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 1, pages 167-193, June, DOI: 10.1007/s10614-017-9667-7.
- Marco R. Barassi & Nicola Spagnolo & Yuqian Zhao, 2018, "Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 4, pages 923-968, December, DOI: 10.1007/s10640-017-0190-z.
- Gholamreza Hajargasht & William E. Griffiths, 2018, "Estimation and testing of stochastic frontier models using variational Bayes," Journal of Productivity Analysis, Springer, volume 50, issue 1, pages 1-24, October, DOI: 10.1007/s11123-018-0531-0.
- Manuel Guisado-González & Jennifer González-Blanco & José Luís Coca-Pérez & Manuel Guisado-Tato, 2018, "Assessing the relationship between R&D subsidy, R&D cooperation and absorptive capacity: an investigation on the manufacturing Spanish case," The Journal of Technology Transfer, Springer, volume 43, issue 6, pages 1647-1666, December, DOI: 10.1007/s10961-017-9579-7.
- Apostolos Serletis & Khandokar Istiak, 2018, "Broker-dealer Leverage and the Stock Market," Open Economies Review, Springer, volume 29, issue 2, pages 215-222, April, DOI: 10.1007/s11079-017-9448-x.
- Melih Madanoglu & Gary J. Castrogiovanni, 2018, "Franchising proportion and network failure," Small Business Economics, Springer, volume 50, issue 4, pages 697-715, April, DOI: 10.1007/s11187-017-9890-6.
- Kosaku Takanashi, 2018, "Nonparametric Inference in Functional Linear Quantile Regression by RKHS Approach," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2018-002, Mar.
- Galbács, Péter, 2018, "A közgazdaságtan felszabadítása. A neoklasszikus ortodoxia és az intézményi közgazdaságtan közötti ellentét néhány módszertani kérdése
[Freedom for economics. Some methodological aspects of the neoclassical v. institutional controversy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 44-65, DOI: 10.18414/KSZ.2018.1.44. - Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
- Yanchun Jin & Ryo Okui, 2018, "Testing for Overconfidence Statistically: A Moment Inequality Approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 984, Jan.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018, "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers, Kyoto University, Institute of Economic Research, number 986, Mar.
- Daniel Heymann, Gabriel Montes-Rojas, 2018, "On model-consistent expectations in macroeconomics," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 22-45, January-D.
- Fernando Delbianco & Andrés Fioriti, 2018, "External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 51-76, Enero - J, DOI: 10.17533/udea.le.n88a02.
- Julio Alonso & Daniela Estrada & Brigitte Mueces, 2018, "English level in bachelor programs in Economics in Colombia: has the goal been reached?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 89, pages 41-67, Julio - D, DOI: 10.17533/udea.le.n89a02.
- Marie-Hélène Gagnon & Gabriel Power & Dominique Toupin, 2018, "Forecasting International Index Returns using Option-implied Variables," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1807.
- Nicky L. Grant & Richard J. Smith, 2018, "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1802.
- Vahidin Jeleskovic & Anastasios Demertzidis, 2018, "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201839.
- Ebrahimi, Maryam & Hojabr Kiani, Kambiz & Memarnejad, Abbas & Ghaffari, Farhad, 2018, "Nonlinear Asymmetric Effects of Devaluation on Trade Balance: A Case Study of Iran and South Korea," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 1, pages 51-61, January.
- Bruce E. Hansen & Jeffrey S. Racine, 2018, "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers, McMaster University, number 2018-09, Apr.
- Guber, Raphael, 2018, "Instrument Validity Tests with Causal Trees: With an Application to the Same-sex Instrument," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201805, Sep.
- Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 4, issue 2, pages 111-125, DOI: 10.11118/ejobsat.v4i2.120.
- Christoph Engel, 2018, "Empirical Methods for the Law," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 174, issue 1, pages 5-23, March, DOI: 10.1628/093245617X15096094637968.
- Jenny Lye & Joe Hirschberg, 2018, "Confidence Intervals for Ratios: Econometric Examples with Stata "Abstract: Ratios of parameter estimates are often used in econometric applications. However, the test of these ratios when estimated can cause difficulties since the ratio of asym," Department of Economics - Working Papers Series, The University of Melbourne, number 2037, Feb.
- Barnabás Székely, 2018, "Bank Efficiency Differences Across Central and Eastern Europe," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/3.
- Andrew Phiri, 2018, "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers, Department of Economics, Nelson Mandela University, number 1810, Mar, revised Mar 2018.
- Izunna Anyikwa & Micheal Brookes & Pierre Le Roux, 2018, "African stock markets integration: an analysis of the relationship between major stock markets in Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1812, Mar, revised Mar 2018.
- Andrew Phiri, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers, Department of Economics, Nelson Mandela University, number 1822, May.
- Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes, 2018, "Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/18.
- Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/18.
- Hannah Krovetz & Rebecca Taylor & Sofia B. Villas-Boas, 2018, "Willingness to Pay for Low Water Footprint Foods during Drought," NBER Chapters, National Bureau of Economic Research, Inc, "Agricultural Productivity and Producer Behavior".
- Alberto Abadie, 2018, "Statistical Non-Significance in Empirical Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24403, Mar.
- Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2018, "Rationalizing Rational Expectations? Tests and Deviations," NBER Working Papers, National Bureau of Economic Research, Inc, number 25274, Nov.
- Yousef Makhlouf, 2018, "Trends in income inequality," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2018/01, Jan.
- Xiao Jiang & Chau Nguyen, 2018, "A Revisit to the Forgotten Debate after Half-Century: Balanced Versus Unbalanced Growth," Working Papers, New School for Social Research, Department of Economics, number 1817, Nov.
- Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers, NIPE - Universidade do Minho, number 07/2018.
- Takamitsu Kurita & B. Nielsen, 2018, "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2018-W03, Oct.
- Ivana Pelivan & Marijana Ćurak & Sandra Pepur, 2018, "Risk Management of SMEs in the Republic of Croatia," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 15, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
- Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2018, "Spatial Differencing: Estimation and Inference," CESifo Economic Studies, CESifo Group, volume 64, issue 2, pages 241-254.
- Jan Novotný & Giovanni Urga, 2018, "Testing for Co-jumps in Financial Markets," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 118-128.
- Wei Lan & Long Feng & Ronghua Luo, 2018, "Testing High-Dimensional Linear Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 191-210.
- Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo, 2018, "Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 211-243.
- Luca Trapin, 2018, "Can Volatility Models Explain Extreme Events?," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 297-315.
- Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018, "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 461-485.
- Ivan A Canay & Vishal Kamat, 2018, "Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1577-1608.
- León, Omar, 2018, "Relación directa y mediadora de las TIC sobre el rendimiento de la diversificación empresarial || Direct and Mediating Relationship of ICT on the Performance Diversification," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 93-110, Junio.
- Vergara Schmalbach, Juan Carlos & Quesada Ibargüen, Víctor Manuel & Maza Ávila, Francisco Javier, 2018, "Calidad del servicio y determinantes de la satisfacci—n en usuarios de los servicios hospitalarios de Cartagena de Indias, Colombia || Perceived Quality and Determining the Satisfaction in Users of Hospital Services in Cartagena, Colombia," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 203-219, Diciembre.
- Peter Warr & Lwin Lwin Aung, 2018, "Poverty and inequality impact of natural disasters: Myanmar, 2005 to 2010," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2018-15.
- Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 145, Jan.
- Vladislav Spitsin & Alexander Mikhalchuk & Natalia Chistyakova & Lubov Spitsyna & Irina Pavlova, 2018, "Development of innovative industries in Russia under unfavourable external environment," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 13, issue 3, pages 467-485, September, DOI: 10.24136/eq.2018.023.
- Ana Petrina Păun & Codruţa Dura, 2018, "The Use of Statistical Parametric Tests in Order to Analyze Economic Data," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 18, issue 2, pages 105-118.
- Khouiled, Brahim, 2018, "Tests of Homogeneity in Panel Data with EViews," MPRA Paper, University Library of Munich, Germany, number 101001, Jun.
- Kruiniger, Hugo, 2018, "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper, University Library of Munich, Germany, number 110375, Jun, revised 15 Aug 2021.
- Mashabela, Juliet & Raputsoane, Leroi, 2018, "Important factors in international competitiveness ranking," MPRA Paper, University Library of Munich, Germany, number 121913, May.
- Sokolovskyi, Dmytro, 2018, "Macroeconomic indicators of determination on tax behaviour of OECD countries," MPRA Paper, University Library of Munich, Germany, number 84002, Jan.
- Sah, Sanjay Kumar & Dadwal, Sumesh Singh, 2018, "Managing Strategic Change and ERP Implementation under Distinctive Learning Styles: Quantitative case of Burberry PLC," MPRA Paper, University Library of Munich, Germany, number 85085, Jan, revised 10 Feb 2018.
- Phiri, Andrew, 2018, "How sustainable are fiscal budgets in the Kingdom of Swaziland?," MPRA Paper, University Library of Munich, Germany, number 85149, Mar.
- Quaas, Georg, 2018, "Test der neoklassischen Produktionsfunktion
[Testing the neoclassical production function]," MPRA Paper, University Library of Munich, Germany, number 86368, Apr. - Mashabela, Juliet & Raputsoane, Leroi, 2018, "Important factors in a nations international competitiveness ranking," MPRA Paper, University Library of Munich, Germany, number 86477, May.
- Tcheta-Bampa, Tcheta-Bampa & Kodila-Tedika, Oasis, 2018, "Dynamisation de la malédiction des ressources naturelles en Afrique sur les performances économiques : institution et guerre froide
[Curse of Natural Resources and Economic Performance in Africa: Institution and Cold War]," MPRA Paper, University Library of Munich, Germany, number 86510, May. - Tcheta-Bampa, Albert & Kodila-Tedika, Oasis, 2018, "Conditions institutionnelles de la malédiction des ressources naturelles en Afrique sur les performances économiques
[Institutional conditions of the natural resource curse in Africa on economic performance]," MPRA Paper, University Library of Munich, Germany, number 86511, May. - Phiri, Andrew, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper, University Library of Munich, Germany, number 86936, May.
- Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing-Keung, 2018, "Do both demand-following and supply-leading theories hold true in developing countries?," MPRA Paper, University Library of Munich, Germany, number 87641, Jun.
- Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
- Zhu, Ying, 2018, "Concentration Based Inference in High Dimensional Generalized Regression Models (I: Statistical Guarantees)," MPRA Paper, University Library of Munich, Germany, number 88502, Aug.
- Kruiniger, Hugo, 2018, "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper, University Library of Munich, Germany, number 88623, Jun.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2018, "Multiple Testing and the Distributional Effects of Accountability Incentives in Education," MPRA Paper, University Library of Munich, Germany, number 89532, Sep.
- González-Val, Rafael, 2018, "The spatial distribution of US cities," MPRA Paper, University Library of Munich, Germany, number 89586, Sep.
- Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
- Alimi, R. Santos & Olorunfemi, Sola, 2018, "Does Inflation Uncertainty Matter for Validity of Romer’s Hypothesis? Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 90948, Apr.
- Cetinkaya, Ali Sukru & Rashid, Muhammad, 2018, "The Effect of Social Media on Employees’ Job Performance: The mediating Role of Organizational Structure," MPRA Paper, University Library of Munich, Germany, number 91354, Oct, revised 15 Oct 2018.
- González-Val, Rafael, 2018, "US city size distribution and space," MPRA Paper, University Library of Munich, Germany, number 91533, Dec.
- Ghassan, Hassan B. & Guendouz, Abdelkarim, 2018, "Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks," MPRA Paper, University Library of Munich, Germany, number 95239, Feb, revised 05 Jan 2019.
- Ghassan, Hassan B. & Guendouz, Abdelkarim, 2018, "Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks," MPRA Paper, University Library of Munich, Germany, number 95900, Feb, revised 05 Jan 2019.
- Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
- Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
- Temitope Lydia Leshoro, 2018, "Trade unions' inflation expectations and the second-round effect in South Africa," PSL Quarterly Review, Economia civile, volume 71, issue 284, pages 85-94.
- Adrian Lucian SALA, 2018, "The Retirement Risks Of Romania’S “Decree” Generation," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 17, issue 3, pages 125-132.
- Paulo M.M. Rodrigues & João Cruz, 2018, "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w201814.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2018, "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201817.
- Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019, "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1390, Aug.
- Charles Beach, 2018, "Distributional Gains Of Near Higher Earners," Working Paper, Economics Department, Queen's University, number 1398, Feb.
- James G. MacKinnon & Matthew D. Webb, 2018, "Wild Bootstrap Randomization Inference For Few Treated Clusters," Working Paper, Economics Department, Queen's University, number 1404, Jun.
- Breunig, Christoph & Hoderlein, Stefan, 2018, "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 77, Mar.
- Ales Marsal, 2018, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers, Society for Economic Dynamics, number 107.
- Natalia Nehrebecka & Aneta Dzik-Walczak, 2018, "The dynamic model of partial adjustment of the capital structure: Meta-analysis and a case of Polish enterprises," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 36, issue 1, pages 55-81.
- Sergei Aivazian & Mikhail Afanasiev & Alexander Kudrov, 2018, "Indicators of economic development in the basis of the characteristics of regional differentiation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 50, pages 4-22.
- Sima Nasibparast & Hossein Panahi & Ali Imani, 2018, "Determinants of Patient Visit Time With Obstetricians in East Azarbayjan: Approach of Hierarchical Linear Modeling," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 2, pages 127-148.
- Yong Li & Jun Yu & Tao Zeng, 2018, "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2018, Feb.
- Yong Li & Xiaobin Liu & Tao Zeng & Jun Yu, 2018, "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2018, May.
- Badi Baltagi & Alain Pirotte & Zhenlin Yang, 2018, "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 12-2018, Jul.
- Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 20-2018, Nov.
- Daniela Marella, 2018, "Pc Complex: Pc Algorithm For Complex Survey Data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0240, Jul.
- Gianluca Cubadda & Alain Hecq & Sean Telg, 2018, "Detecting Co-Movements in Noncausal Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 430, Apr, revised 23 Apr 2018.
- Chiranjit Mukhopadhyay, 2018, "New More Powerful Likelihood Ratio Tests for Short Horizon Event Studies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408700, Jun.
- Roser Bono & María J. Blanca & Rafael Alarcón & Jaume Arnau, 2018, "The Effects Of Autocorrelation And Number Of Repeated Measures On Glmm Robustness With Ordinal Data," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309082, Nov.
- Utku Altunoz, 2018, "Does Herd Behaviour Exist In Turkish Stock Markets? The Case Of Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109857, Nov.
- Halil Ibrahim Cicekdagi & Tahir Akgemci & Abdullah Y?lmaz, 2018, "Relationship Between Social Loafing Behaviours On Organizational Culture Type: An Evaluation On Search And Rescue Employees," International Journal of Social Sciences, International Institute of Social and Economic Sciences, volume 7, issue 1, pages 34-48, March.
- Bertille Antoine & Eric Renault, 2018, "Testing Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp18-07, Nov.
- Adam Müller & Dariusz Parzych, 2018, "Determinants of Entrepreneurial Intentions at Universities. Warsaw University of Technology Case (Determinanty przedsiebiorczosci na uczelniach technicznych. Studium przypadku Politechniki Warszawskiej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 77, pages 11-26.
- Utku ALTUNÖZ, 2018, "Investigating the Presence of Fisher Effect for the China Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
- Hüseyin GÜRBÜZ & Veysel YILMAZ, 2018, "Investigation of Attitudes and Behaviours of University Students on the Use of Plastic Bags by Structural Equation Modelling," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(38).
- Wei Kang & Sergio J. Rey, 2018, "Conditional and joint tests for spatial effects in discrete Markov chain models of regional income distribution dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 61, issue 1, pages 73-93, July, DOI: 10.1007/s00168-017-0859-9.
- Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018, "More powerful threshold cointegration tests," Empirical Economics, Springer, volume 54, issue 3, pages 887-911, May, DOI: 10.1007/s00181-017-1243-4.
- Sheena Yu-Hsien Kao & Anil K. Bera, 2018, "Testing spatial regression models under nonregular conditions," Empirical Economics, Springer, volume 55, issue 1, pages 85-111, August, DOI: 10.1007/s00181-018-1455-2.
- Helmut Herwartz & Malte Rengel, 2018, "Size-corrected inference in fiscal policy reaction functions: a three country assessment," Empirical Economics, Springer, volume 55, issue 2, pages 391-416, September, DOI: 10.1007/s00181-017-1282-x.
- Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018, "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, volume 55, issue 4, pages 1717-1755, December, DOI: 10.1007/s00181-017-1343-1.
- Cristian Barra & Roberto Zotti, 2018, "Investigating the non-linearity between national income and environmental pollution: international evidence of Kuznets curve," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 20, issue 1, pages 179-210, January, DOI: 10.1007/s10018-017-0189-2.
- Jochen Hartwig & Jan-Egbert Sturm, 2018, "Testing the Grossman model of medical spending determinants with macroeconomic panel data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 8, pages 1067-1086, November, DOI: 10.1007/s10198-018-0958-2.
- Patrick Röhm & Andreas Köhn & Andreas Kuckertz & Hermann S. Dehnen, 2018, "A world of difference? The impact of corporate venture capitalists’ investment motivation on startup valuation," Journal of Business Economics, Springer, volume 88, issue 3, pages 531-557, May, DOI: 10.1007/s11573-017-0857-5.
- Natalya Ketenci & Vasudeva N. R. Murthy, 2018, "Some determinants of life expectancy in the United States: results from cointegration tests under structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 508-525, July, DOI: 10.1007/s12197-017-9401-2.
- Yukitoshi Matsushita & Taisuke Otsu, 2018, "Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect," The Japanese Economic Review, Springer, volume 69, issue 2, pages 133-155, June, DOI: 10.1111/jere.12167.
- Kaveri Deb & Bodhisattva Sengupta, 2018, "Value-Added Trade and Empirical Distributions of RCA Indices," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 235-264, March, DOI: 10.1007/s40953-017-0071-x.
- Fang Duan & Dominik Wied, 2018, "A residual-based multivariate constant correlation test," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 81, issue 6, pages 653-687, August, DOI: 10.1007/s00184-018-0675-y.
- Vishal Gupta & Sandra C. Mortal & Tina Yang, 2018, "Entrepreneurial orientation and firm value: Does managerial discretion play a role?," Review of Managerial Science, Springer, volume 12, issue 1, pages 1-26, January, DOI: 10.1007/s11846-016-0210-3.
- Fang Han & Christopher L. Magee, 2018, "Testing the science/technology relationship by analysis of patent citations of scientific papers after decomposition of both science and technology," Scientometrics, Springer;Akadémiai Kiadó, volume 116, issue 2, pages 767-796, August, DOI: 10.1007/s11192-018-2774-y.
- Bahar Bayraktar-Sağlam Bayraktar-Sağlam, 2018, "Re-Examining Vicious Circles of Development: A Panel Var Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 137, issue 1, pages 231-256, May, DOI: 10.1007/s11205-017-1594-4.
- Vasyl Golosnoy, 2018, "Sequential monitoring of portfolio betas," Statistical Papers, Springer, volume 59, issue 2, pages 663-684, June, DOI: 10.1007/s00362-016-0783-6.
- Bahar Erdal, 2018, "Monetary Approach to Exchange Rate Determination under Flexible Exchange Rate Regime: Empirical Evidence from Turkey," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
- Bahar Erdal, 2018, "The Relationship between Sectoral Foreign Direct Investment and Macroeconomic Variables: Empirical Evidence from Turkey," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 3, pages 1-3.
- Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018, "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0418, Feb.
- Lorenzo Camponovo & Taisuke Otsu, 2018, "Relative Error Accurate Statistic Based on Nonparametric Likelihood," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0518, Feb.
- Lorenzo Camponovo, 2018, "Bootstrap Inference for Penalized GMM Estimators with Oracle Properties," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0618, Feb.
- Marian Vavra, 2018, "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2018, Mar.
- Zacharias Psaradakis & Marian Vavra, 2018, "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2018, Oct.
- Bruce E. Hansen & Seojeong Jay Lee, 2018, "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers, School of Economics, The University of New South Wales, number 2018-07, Apr.
- Tolga Omay & Furkan Emirmahmutoglu & Mubariz Hasanov, 2018, "Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition," Applied Economics, Taylor & Francis Journals, volume 50, issue 12, pages 1289-1308, March, DOI: 10.1080/00036846.2017.1361005.
- Antonia Arsova & Deniz Dilan Karaman Örsal, 2018, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 10, pages 1033-1050, November, DOI: 10.1080/07474938.2016.1183070.
- William C. Horrace & Christopher F. Parmeter, 2018, "A Laplace stochastic frontier model," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 3, pages 260-280, March, DOI: 10.1080/07474938.2015.1059715.
- Tomasz Woźniak, 2018, "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 4, pages 325-346, April, DOI: 10.1080/07474938.2015.1092839.
- Simon Reese & Joakim Westerlund, 2018, "Estimation of factor-augmented panel regressions with weakly influential factors," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 5, pages 401-465, May, DOI: 10.1080/07474938.2015.1106758.
- Seong Yeon Chang & Pierre Perron, 2018, "A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 577-601, July, DOI: 10.1080/07474938.2015.1122142.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2018, "Extremal dependence tests for contagion," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 626-649, July, DOI: 10.1080/07474938.2015.1122270.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2018, "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 7, pages 695-718, August, DOI: 10.1080/07474938.2016.1165945.
- Alain Guay & Jean-François Lamarche, 2018, "Structural change tests for GEL criteria," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 9, pages 1000-1032, October, DOI: 10.1080/00927872.2016.1178893.
- Yohei Yamamoto, 2018, "A modified confidence set for the structural break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 9, pages 974-999, October, DOI: 10.1080/00927872.2016.1178892.
- Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2018, "Inference Under Covariate-Adaptive Randomization," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 524, pages 1784-1796, October, DOI: 10.1080/01621459.2017.1375934.
- Yao Luo & Yuanyuan Wan, 2018, "Integrated-Quantile-Based Estimation for First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 173-180, January, DOI: 10.1080/07350015.2016.1166119.
- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018, "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 523-537, July, DOI: 10.1080/07350015.2016.1200983.
- Patrick Reichert, 2018, "A meta-analysis examining the nature of trade-offs in microfinance," Oxford Development Studies, Taylor & Francis Journals, volume 46, issue 3, pages 430-452, July, DOI: 10.1080/13600818.2018.1427223.
- Einmahl, John & Yang, Fan & Zhou, Chen, 2018, "Testing the Multivariate Regular Variation Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-044.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018, "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-623, Nov.
- Markus Alttoa, 2018, "Price and Income Elasticities of Aggregate Import Demand in Estonia," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, volume 10, issue 2.
- Marmer, Vadim, 2018, "Econometrics with Weak Instruments," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2018-9, Sep, revised 09 Sep 2018.
- Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018, "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 86.
- David E. Allen & Michael McAleer, 2018, "“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-23, Sep.
- José Carrión Pesantez & Diego Ochoa-Jiménez, 2018, "Endogeneity of the natural rate of economic growth in Ecuador: 1970-2014," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 43, issue 45, pages 49-71, January-J.
- J. Isaac Miller, 2018, "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers, Department of Economics, University of Missouri, number 1809, Jun.
- Natalya B. IZAKOVA, 2018, "Measuring Relationship Marketing Productivity in the Industrial Market," Upravlenets, Ural State University of Economics, volume 9, issue 5, pages 74-84, October, DOI: 10.29141/2073-1019-2018-9-5-8.
- Alexander Mayer, 2018, "Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-03, Jul.
- Norman R. Swanson & Weiqi Xiong, 2018, "Big data analytics in economics: What have we learned so far, and where should we go from here?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 3, pages 695-746, August, DOI: 10.1111/caje.12336.
- Timothy B. Armstrong & Michal Kolesár, 2018, "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, volume 86, issue 2, pages 655-683, March, DOI: 10.3982/ECTA14434.
- Jin Seo Cho & Peter C. B. Phillips, 2018, "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
- David C. Wheelock & Paul W. Wilson, 2018, "The evolution of scale economies in US banking," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 16-28, January, DOI: 10.1002/jae.2579.
- Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018, "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 780-796, September, DOI: 10.1002/jae.2629.
- Christoph Breunig & Stefan Hoderlein, 2018, "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1371-1417, November, DOI: 10.3982/QE757.
- Xuexin Wang, 2018, "Consistent Estimation Of Models Defined By Conditional Moment Restrictions Under Minimal Identifying Conditions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2018-10-29, Oct.
- Jin Seo Cho & Jin Seok Park & Sang Woo Park, 2018, "Testing for the Conditional Geometric Mixture Distribution," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-123, Jun.
- Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
- Schweikert, Karsten, 2018, "Testing for cointegration with threshold adjustment in the presence of structural breaks," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 07-2018.
- Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-34.
- Belaire-Franch, Jorge, 2018, "Exchange rates expectations and chaotic dynamics: A replication study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-9, DOI: 10.5018/economics-ejournal.ja.2018-.
- Chernozhukov, Victor & Härdle, Wolfgang Karl & Huang, Chen & Wang, Weining, 2018, "LASSO-Driven Inference in Time and Space," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-021.
- Zbonakova, Lenka & Li, Xinjue & Härdle, Wolfgang Karl, 2018, "Penalized Adaptive Forecasting with Large Information Sets and Structural Changes," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-039.
- Bachmann, Ronald & Felder, Rahel & Schaffner, Sandra & Tamm, Marcus, 2018, "Some (maybe) unpleasant arithmetic in minimum wage evaluations: The role of power, significance and sample size," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 772, DOI: 10.4419/86788900.
- Stefan Bruder, 2018, "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers, Department of Economics - University of Zurich, number 281, Apr.
- Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.
2017
- Yoosoon Chang & Robin C. Sickles & Wonho Song, 2017, "Bootstrapping unit root tests with covariates," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 136-155, March, DOI: 10.1080/07474938.2015.1114279.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017, "Invariant tests based on M -estimators, estimating functions, and the generalized method of moments," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 182-204, March, DOI: 10.1080/07474938.2015.1114285.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2017, "Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 85-102, March, DOI: 10.1080/07474938.2015.1114262.
- Guillaume Chevillon, 2017, "Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 5, pages 514-545, May, DOI: 10.1080/07474938.2014.977080.
- Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
- Badi H. Baltagi & Chihwa Kao & Fa Wang, 2017, "Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 853-882, October, DOI: 10.1080/07474938.2017.1307580.
- Bertille Antoine & Eric Renault, 2017, "On the relevance of weaker instruments," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 928-945, October, DOI: 10.1080/07474938.2017.1307598.
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