Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2016

• Jitendra Kuma & Anoop Chaturvedi & Umme Afifa, 2016, "Bayesian Unit Root Test for Panel Data," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/14, Jan.
• Ana Paula Martins, 2016, "Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/21, Nov.
• Shuping Shi, 2016, "Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-46, Jul.
• Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2016, "Pooling data across markets in dynamic Markov games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66182, Jul.
• Rubi Tonantzin Gutiérrez Villanueva, 2016, "Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015," Graduate theses (Spanish), CIDE, División de Economía, number TESG 008, Jun.
• Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016, "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036001.
• H. Baltagi Badi & Liu Long, 2016, "Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of man Ullah", DOI: 10.1108/S0731-905320160000036012.
• Yong Bao, 2016, "Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036015.
• Eric Renault & Daniela Scidá, 2016, "Causality and Markovianity: Information Theoretic Measures," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036019.
• Yangin Fan & Emmanuel Guerre, 2016, "Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036023.
• Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.

2015

• Carlos Monge & Jesús Cruz, 2015, "Manufacturing And Continuous Improvement Performance Level In Plants Of Mexico; A Comparative Analysis Among Large And Medium Size Plants," European Journal of Business and Economics, Central Bohemia University, volume 10, issue 2, pages 6961:10-696, January, DOI: 10.12955/ejbe.v10i2.696.
• Marek Ďurica & Lucia Švábová, 2015, "Improvement Of Company Marketing Strategy Based On Analysis Of Google Search Results," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 115-122, September, DOI: 10.12955/cbup.v3.592.
• Bent Jesper Christensen & Rasmus T. Varneskov, 2015, "Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-25, May.
• Ulrich Hounyo & Rasmus T. Varneskov, 2015, "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-26, May.
• Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Treatment Effects with Many Covariates and Heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-31, Jul.
• Firmin Doko Tchatoka & Wenjie Wang, 2015, "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2015-01, Jan.
• Stelios Arvanitis & Nikolas Topaloglou, 2015, "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201511, Nov.
• Dorfman, Jeffrey H., , "Is Money Neutral for Agriculture?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 204880, DOI: 10.22004/ag.econ.204880.
• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015, "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207264, Jun, DOI: 10.22004/ag.econ.207264.
• Moss, Charles & Oehmke, James & Mbaye, Samba, 2015, "Marketing Channels, Wages and Employment: Wula Nafaa in Senegal," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212476, DOI: 10.22004/ag.econ.212476.
• Kundu, Soumitra, 2015, "Agricultural Growth in West Bengal (1949-50 to 2009-10): Evidence from Multiple Trend Break Unit Root Test," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, volume 70, issue 01, pages 1-15, DOI: 10.22004/ag.econ.229974.
• Hafner, Christian & Preminger, Arie, 2015, "The effect of additive outliers on a fractional unit root test," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015027, Jan.
• Subrato Banerjee, 2015, "Power analysis and sample sizes: A Binding frontier approach," Discussion Papers, Indian Statistical Institute, Delhi, number 15-04, Nov.
• Jan F. Kiviet, 2015, "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 15-04, Nov.
• Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI, 2015, "A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 410, Jul.
• Ivan A. Canay & Vishal Kamat, 2015, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 27/15, Jun, DOI: 10.1920/wp.cem.2015.2715.
• Eleanor Sanderson & Frank Windmeijer, 2015, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Institute for Fiscal Studies, number 31/15, Jun, DOI: 10.1920/wp.cem.2015.3115.
• Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Treatment effects with many covariates and heteroskedasticity," CeMMAP working papers, Institute for Fiscal Studies, number 37/15, Jul, DOI: 10.1920/wp.cem.2015.3715.
• Russell Davidson, 2015, "A discrete model for bootstrap iteration," CeMMAP working papers, Institute for Fiscal Studies, number 38/15, Jul, DOI: 10.1920/wp.cem.2015.3815.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2015, "Inference under covariate-adaptive randomization," CeMMAP working papers, Institute for Fiscal Studies, number 45/15, Aug, DOI: 10.1920/wp.cem.2015.4515.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 54/15, Sep, DOI: 10.1920/wp.cem.2015.5415.
• Zacharias Psaradakis & Marián Vávra, 2015, "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1513, Sep.
• Zacharias Psaradakis & Marián Vávra, 2015, "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1514, Sep.
• Fuchun Li, 2015, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 15-17, DOI: 10.34989/swp-2015-17.
• Riccardo Cristadoro & Leandro D�Aurizio, 2015, "The Italian Firms� International Activity," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 261, Mar.
• Majid M. Al-Sadoon, 2015, "A General Theory of Rank Testing," Working Papers, Barcelona School of Economics, number 750, Sep.
• Jeremy Greenwood & Georgi Kocharkov & Cezar Santos & Nezih Guner, 2015, "Technology and the Changing Family: a Unified Model of Marriage, Divorce Educational Attainment and Married Female Labor-Force Participation," Working Papers, Barcelona School of Economics, number 808, Sep.
• Zacharias Psaradakis & Marián Vávra, 2015, "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 4, pages 587-598, July.
• Eric Ghysels & J. Isaac Miller, 2015, "Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 6, pages 797-816, November.
• Joakim Westerlund, 2015, "On the Importance of the First Observation in GLS Detrending in Unit Root Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 1, pages 152-161, February.
• Anton Skrobotov, 2015, "Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 2, pages 254-273, April.
• Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015, "On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 4, pages 495-511, August.
• Myeong-Su Yun & Eric S. Lin, 2015, "Alternative Estimator for Industrial Gender Wage Gaps: A Normalized Regression Approach," Pacific Economic Review, Wiley Blackwell, volume 20, issue 4, pages 569-587, October.
• Banu Kurtaran, 2015, "Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 2, issue 1, pages 1-21.
• Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang, 2015, "Testing for Monotonicity in Unobservables under Unconfoundedness," Boston College Working Papers in Economics, Boston College Department of Economics, number 899, Oct.
• Arnold Polanski & Evarist Stoja, 2015, "Extreme risk interdependence," Bank of England working papers, Bank of England, number 563, Nov.
• Marcela Mucalová, 2015, "Causes of conflicts of Czech accountants with their superiors and job satisfaction," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 18, issue 1, pages 19-31, DOI: 10.1515/acta-2016-0002.
• Kim, Sei-Wan & Park, Jee-Won, 2015, "Is There Diversification Incentive in Foreign Equity Fund Investment?: Evidence from Korean Equity Fund Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 1, pages 37-64, March.
• M. E. Bontempi & L. Bottazzi & R. Golinelli, 2015, "Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp988, Jan.
• Zhongjun Qu & Fan Zhuo, 2015, "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-003, Oct.
• Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2015, "Explaining adoption and use of payment instruments by U.S. consumers," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-004, May.
• Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015, "Testing Competing Models for Non-negative Data with Many Zeros," Journal of Econometric Methods, De Gruyter, volume 4, issue 1, pages 29-46, January, DOI: 10.1515/jem-2013-0005.
• Hahn Jinyong & Ridder Geert, 2015, "Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters," Journal of Econometric Methods, De Gruyter, volume 4, issue 1, pages 1-28, January, DOI: 10.1515/jem-2014-0006.
• Elias Christopher J., 2015, "Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison," Journal of Econometric Methods, De Gruyter, volume 4, issue 1, pages 153-161, January, DOI: 10.1515/jem-2013-0015.
• Kurozumi Eiji, 2015, "Testing for Multiple Structural Changes with Non-Homogeneous Regressors," Journal of Time Series Econometrics, De Gruyter, volume 7, issue 1, pages 1-35, January, DOI: 10.1515/jtse-2012-0019.
• Davidson James & Rambaccussing Dooruj, 2015, "A Test of the Long Memory Hypothesis Based on Self-Similarity," Journal of Time Series Econometrics, De Gruyter, volume 7, issue 2, pages 115-141, July, DOI: 10.1515/jtse-2013-0036.
• Chen Jau-er, 2015, "Factor instrumental variable quantile regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 71-92, February, DOI: 10.1515/snde-2013-0014.
• Iori Giulia & Kapar Burcu & Olmo Jose, 2015, "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 249-283, June, DOI: 10.1515/snde-2014-0030.
• Lee Hyejin & Lee Junsoo & Im Kyungso, 2015, "More powerful cointegration tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 4, pages 397-413, September, DOI: 10.1515/snde-2013-0060.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Fabiana Gomez & David Pacini, 2015, "Counting Biased Forecasters: An Application of Multiple Testing Techniques," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/661, May.
• Ben Jann, 2015, "Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 10, Mar.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015, "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/2, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/8, Jul.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/9, Jul.
• Hwang, Jungbin & Sun, Yixiao, 2015, "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1c62d8xf, Aug.
• Hwang, Jungbin & Sun, Yixiao, 2015, "Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt58r2z98m, Aug.
• Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi, 2015, "Pooling data across markets in dynamic Markov games," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/582, Mar.
• Javier Hidalgo & Marcia M Schafgans, 2015, "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/583, Apr.
• Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series, CESifo, number 5189.
• Bart Cockx & Corinna Ghirelli, 2015, "Scars of Recessions in a Rigid Labor Market," CESifo Working Paper Series, CESifo, number 5240.
• Kajal Lahiri & Liu Yang, 2015, "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series, CESifo, number 5290.
• Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series, CESifo, number 5468.
• Spencer WHEATLEY & Didier SORNETTE, 2015, "Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-28, Jul.
• Marco LISSANDRIN & Donnacha DALY & Didier SORNETTE, 2015, "Statistical Testing of DeMark Technical Indicators on Commodity Futures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-56, Nov.
• David Neto, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy," International Economics, CEPII research center, issue 144, pages 83-94.
• Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2015, "Invariant tests based on M-estimators, estimating functions, and the generalized method of moments," CIRANO Working Papers, CIRANO, number 2015s-27, Jun.
• Dante Amengual & Enrique Sentana, 2015, "Is a Normal Copula the Right Copula?," Working Papers, CEMFI, number wp2015_1504, Aug.
• Andreea Maria PECE, 2015, "The Connection Between Economic Growth And Stock Markets," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 445-450, April.
• Sebastián Montenegro & Julio C�sar Alonso, 2015, "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, volume 31, issue 136, pages 253-265.
• Sebastián Montenegro & Julio Ce?sar Alonso, 2015, "Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden," Estudios Gerenciales, Universidad Icesi, volume 31, issue 136, pages 253-265.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Óscar Penagos Gómez & H�ctor Rojas Serrano & Jacobo Campo Robledo, 2015, "La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 4-24.
• Elzbieta Szulc & Dagna Wleklinska, 2015, "Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 5-26.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015, "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10382, Feb.
• Dubois, Pierre & Bonnet, Céline, 2015, "Identifying Two Part Tariff Contracts with Buyer Power: Empirical Estimation on Food Retailing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10623, May.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10765, Aug.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10766, Aug.
• Sentana, Enrique & Amengual, Dante, 2015, "Is a normal copula the right copula?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10809, Sep.
• Bart Cockx & Corinna Ghirelli, 2015, "Scars of Recessions in a Rigid Labor Market," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015005, Feb.
• Zu, Y., 2015, "Consistent nonparametric specification tests for stochastic volatility models based on the return distribution," Working Papers, Department of Economics, City St George's, University of London, number 15/02.
• Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2015, "Estimation And Inference For Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 753-777, August.
• Chen, Haiqiang, 2015, "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 778-810, August.
• Tchatoka, Firmin Doko, 2015, "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1192-1228, December.
• Bodington, Jeffrey C., 2015, "Evaluating Wine-Tasting Results and Randomness with a Mixture of Rank Preference Models," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 31-46, May.
• Olkin, Ingram & Lou, Ying & Stokes, Lynne & Cao, Jing, 2015, "Analyses of Wine-Tasting Data: A Tutorial," Journal of Wine Economics, Cambridge University Press, volume 10, issue 1, pages 4-30, May.
• Bodington, Jeffrey C., 2015, "Testing a Mixture of Rank Preference Models on Judges' Scores in Paris and Princeton," Journal of Wine Economics, Cambridge University Press, volume 10, issue 2, pages 173-189, November.
• Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2015, "Formal professional relationships between general practitioners and specialists: possible associations with patient health and pharmacy costs," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/04, Mar.
• Purva Hegde DESAI & M. Fatima DeSOUZA, 2015, "Severity and Controllability of Service Failures as Perceived by Passengers in Airline Industry," Turkish Economic Review, EconSciences Journals, volume 2, issue 3, pages 186-195, September.
• Vida VARAHRAMI, 2015, "Survey Effects of Oil Income on Nonoil Export Case Study: Iran," Journal of Economics Library, EconSciences Journals, volume 2, issue 1, pages 15-17, March.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978, Jan.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978R, Jan, revised Oct 2018.
• Donald W. K. Andrews & Patrik Guggenberger, 2015, "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1978R2, Jan, revised Jan 2019.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
• Xiaohong Chen & Zhipeng Liao, 2015, "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2012, Jul.
• James Davidson & Dooruj Rambaccussing, 2015, "A test of the long memory hypothesis based on self-similarity," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 286, Feb.
• Mao, Huina & Counts, Scott & Bollen, Johan, 2015, "Quantifying the effects of online bullishness on international financial markets," Statistics Paper Series, European Central Bank, number 9, Jul.
• McAdam, Peter & Christopoulos, Dimitris, 2015, "Do financial reforms help stabilize inequality?," Working Paper Series, European Central Bank, number 1780, Apr.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
• Muhammad Kamran Ayub & Khalid Zaman, 2015, "Proactive Corporate Environmental Management Practices in Industrial Estate Multan, Pakistan," International Review of Management and Marketing, Econjournals, volume 5, issue 3, pages 154-164.
• Rambaccussing, Dooruj & Davidson, James, 2015, "A test of long memory hypothesis based on self-similarity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-81, Jan.
• Wu, Jilin, 2015, "Restoring monotonic power in Wald/LM-type tests," Economics Letters, Elsevier, volume 126, issue C, pages 13-17, DOI: 10.1016/j.econlet.2014.10.020.
• Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou, 2015, "Variance change-point detection in panel data models," Economics Letters, Elsevier, volume 126, issue C, pages 140-143, DOI: 10.1016/j.econlet.2014.12.005.
• Wang, Xiaohu & Yu, Jun, 2015, "Limit theory for an explosive autoregressive process," Economics Letters, Elsevier, volume 126, issue C, pages 176-180, DOI: 10.1016/j.econlet.2014.12.004.
• Wang, Bin & Wang, Man & Chan, Ngai Hang, 2015, "Residual-based test for fractional cointegration," Economics Letters, Elsevier, volume 126, issue C, pages 43-46, DOI: 10.1016/j.econlet.2014.11.009.
• Islam, Md. Rabiul & Madsen, Jakob B., 2015, "Is income inequality persistent? Evidence using panel stationarity tests, 1870–2011," Economics Letters, Elsevier, volume 127, issue C, pages 17-19, DOI: 10.1016/j.econlet.2014.12.024.
• Zhou, Qiankun & Yu, Jun, 2015, "Asymptotic theory for linear diffusions under alternative sampling schemes," Economics Letters, Elsevier, volume 128, issue C, pages 1-5, DOI: 10.1016/j.econlet.2014.12.015.
• Diez de los Rios, Antonio, 2015, "Optimal asymptotic least squares estimation in a singular set-up," Economics Letters, Elsevier, volume 128, issue C, pages 83-86, DOI: 10.1016/j.econlet.2015.01.006.
• Ghoshray, Atanu & Stamatogiannis, Michalis P., 2015, "Centurial evidence of breaks in the persistence of unemployment," Economics Letters, Elsevier, volume 129, issue C, pages 74-76, DOI: 10.1016/j.econlet.2015.02.012.
• Pan, Zhiyuan & Zheng, Xu & Gong, Yuting, 2015, "A model-free test for contagion between crude oil and stock markets," Economics Letters, Elsevier, volume 130, issue C, pages 1-4, DOI: 10.1016/j.econlet.2015.02.023.
• Xu, Peng, 2015, "Testing for joint significance in nonstationary ordered choice model," Economics Letters, Elsevier, volume 130, issue C, pages 5-8, DOI: 10.1016/j.econlet.2015.02.020.
• Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015, "Testing for no factor structures: On the use of Hausman-type statistics," Economics Letters, Elsevier, volume 130, issue C, pages 66-68, DOI: 10.1016/j.econlet.2015.02.030.
• Spindler, Martin, 2015, "Asymmetric information in (private) accident insurance," Economics Letters, Elsevier, volume 130, issue C, pages 85-88, DOI: 10.1016/j.econlet.2015.03.012.
• Kabaila, Paul & Mainzer, Rheanna & Farchione, Davide, 2015, "The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals," Economics Letters, Elsevier, volume 131, issue C, pages 12-15, DOI: 10.1016/j.econlet.2015.03.031.
• Henderson, Daniel J. & Parmeter, Christopher F., 2015, "A consistent bootstrap procedure for nonparametric symmetry tests," Economics Letters, Elsevier, volume 131, issue C, pages 78-82, DOI: 10.1016/j.econlet.2015.03.038.
• Omay, Tolga, 2015, "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing," Economics Letters, Elsevier, volume 134, issue C, pages 123-126, DOI: 10.1016/j.econlet.2015.07.010.
• Egger, Peter H. & Tarlea, Filip, 2015, "Multi-way clustering estimation of standard errors in gravity models," Economics Letters, Elsevier, volume 134, issue C, pages 144-147, DOI: 10.1016/j.econlet.2015.06.023.
• Kruse, Robinson, 2015, "A modified test against spurious long memory," Economics Letters, Elsevier, volume 135, issue C, pages 34-38, DOI: 10.1016/j.econlet.2015.07.019.
• He, Ming & Lin, Kuan-Pin, 2015, "Testing spatial effects and random effects in a nested panel data model," Economics Letters, Elsevier, volume 135, issue C, pages 85-91, DOI: 10.1016/j.econlet.2015.07.028.
• Ando, Tomohiro & Bai, Jushan, 2015, "A simple new test for slope homogeneity in panel data models with interactive effects," Economics Letters, Elsevier, volume 136, issue C, pages 112-117, DOI: 10.1016/j.econlet.2015.09.019.
• Odaki, Mitsuhiro, 2015, "Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses," Economics Letters, Elsevier, volume 136, issue C, pages 187-189, DOI: 10.1016/j.econlet.2015.09.028.
• Guerrero, Omar A. & López, Eduardo, 2015, "Firm-to-firm labor flows and the aggregate matching function: A network-based test using employer–employee matched records," Economics Letters, Elsevier, volume 136, issue C, pages 9-12, DOI: 10.1016/j.econlet.2015.08.009.
• Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco, 2015, "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 111-123, DOI: 10.1016/j.jeconom.2014.09.002.
• Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015, "Inference on factor structures in heterogeneous panels," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 145-157, DOI: 10.1016/j.jeconom.2014.08.004.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015, "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 81-96, DOI: 10.1016/j.jeconom.2014.09.008.
• Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015, "Improved likelihood ratio tests for cointegration rank in the VAR model," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 97-110, DOI: 10.1016/j.jeconom.2014.08.007.
• Gomez-Biscarri, Javier & Hualde, Javier, 2015, "A residual-based ADF test for stationary cointegration in I(2) settings," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 280-294, DOI: 10.1016/j.jeconom.2014.08.009.
• Jin, Fei & Lee, Lung-fei, 2015, "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 295-314, DOI: 10.1016/j.jeconom.2014.09.005.
• Breunig, Christoph, 2015, "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 328-346, DOI: 10.1016/j.jeconom.2014.09.006.
• Wan, Yuanyuan & Xu, Haiqing, 2015, "Inference in semiparametric binary response models with interval data," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 347-360, DOI: 10.1016/j.jeconom.2014.09.009.
• Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia, 2015, "Specification tests for partially identified models defined by moment inequalities," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 259-282, DOI: 10.1016/j.jeconom.2014.10.013.
• Yang, Zhenlin, 2015, "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 33-59, DOI: 10.1016/j.jeconom.2014.10.005.
• Bekker, Paul A. & Crudu, Federico, 2015, "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 332-342, DOI: 10.1016/j.jeconom.2014.08.012.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2015, "Cross-sectional averages versus principal components," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 372-377, DOI: 10.1016/j.jeconom.2014.09.014.
• Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015, "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 378-391, DOI: 10.1016/j.jeconom.2014.08.013.
• Robinson, Peter M. & Velasco, Carlos, 2015, "Efficient inference on fractionally integrated panel data models with fixed effects," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 435-452, DOI: 10.1016/j.jeconom.2014.12.003.
• Westerlund, Joakim, 2015, "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 453-467, DOI: 10.1016/j.jeconom.2014.06.015.
• Westerlund, Joakim, 2015, "The power of PANIC," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 495-509, DOI: 10.1016/j.jeconom.2014.03.013.
• Clark, Todd E. & McCracken, Michael W., 2015, "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 160-177, DOI: 10.1016/j.jeconom.2014.06.016.
• Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015, "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 222-244, DOI: 10.1016/j.jeconom.2014.06.018.
• Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015, "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 94-112, DOI: 10.1016/j.jeconom.2014.04.023.
• Cheng, Xu & Liao, Zhipeng, 2015, "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 443-464, DOI: 10.1016/j.jeconom.2015.02.019.
• Shi, Xiaoxia, 2015, "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2015.01.004.
• Zhu, Ke & Li, Wai Keung, 2015, "A bootstrapped spectral test for adequacy in weak ARMA models," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 113-130, DOI: 10.1016/j.jeconom.2015.02.005.
• Lee, Donghoon & Song, Kyungchul, 2015, "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 131-153, DOI: 10.1016/j.jeconom.2014.12.009.
• Bücher, Axel & Jäschke, Stefan & Wied, Dominik, 2015, "Nonparametric tests for constant tail dependence with an application to energy and finance," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 154-168, DOI: 10.1016/j.jeconom.2015.02.002.
• Hsiao, Cheng & Zhang, Junwei, 2015, "IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 312-322, DOI: 10.1016/j.jeconom.2015.01.008.
• Zu, Yang, 2015, "Nonparametric specification tests for stochastic volatility models based on volatility density," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 323-344, DOI: 10.1016/j.jeconom.2015.02.045.
• Breitung, Jörg & Demetrescu, Matei, 2015, "Instrumental variable and variable addition based inference in predictive regressions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 358-375, DOI: 10.1016/j.jeconom.2013.10.018.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
• Delgado, Miguel A. & Robinson, Peter M., 2015, "Non-nested testing of spatial correlation," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 385-401, DOI: 10.1016/j.jeconom.2015.02.044.
• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015, "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 458-471, DOI: 10.1016/j.jeconom.2015.02.031.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015, "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 557-579, DOI: 10.1016/j.jeconom.2015.02.039.
• Debarsy, Nicolas & Jin, Fei & Lee, Lung-fei, 2015, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 1-21, DOI: 10.1016/j.jeconom.2015.02.046.
• Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015, "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 111-134, DOI: 10.1016/j.jeconom.2015.03.042.
• Chen, Xiaohong & Christensen, Timothy M., 2015, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 447-465, DOI: 10.1016/j.jeconom.2015.03.010.
• Green, Carl & Long, Wei & Hsiao, Cheng, 2015, "Testing error serial correlation in fixed effects nonparametric panel data models," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 466-473, DOI: 10.1016/j.jeconom.2015.03.011.
• Porter, Jack & Yu, Ping, 2015, "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 132-147, DOI: 10.1016/j.jeconom.2015.06.002.
• Chen, Xiaohong & Liao, Zhipeng, 2015, "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 163-186, DOI: 10.1016/j.jeconom.2015.07.001.
• Yamamoto, Yohei & Tanaka, Shinya, 2015, "Testing for factor loading structural change under common breaks," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 187-206, DOI: 10.1016/j.jeconom.2015.06.018.
• Cheng, Xu, 2015, "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 207-228, DOI: 10.1016/j.jeconom.2015.07.003.
• Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015, "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 54-69, DOI: 10.1016/j.jeconom.2015.06.021.
• Chen, Min & Zhu, Ke, 2015, "Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 313-320, DOI: 10.1016/j.jeconom.2015.03.025.
• Ho, Hwai-Chung, 2015, "Sample quantile analysis for long-memory stochastic volatility models," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 360-370, DOI: 10.1016/j.jeconom.2015.03.029.
• Horváth, Lajos & Rice, Gregory, 2015, "Testing for independence between functional time series," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 371-382, DOI: 10.1016/j.jeconom.2015.03.030.
• Robinson, Peter M. & Rossi, Francesca, 2015, "Refinements in maximum likelihood inference on spatial autocorrelation in panel data," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 447-456, DOI: 10.1016/j.jeconom.2015.03.036.
• Doyle, Orla & Fitzpatrick, Nick & Lovett, Judy & Rawdon, Caroline, 2015, "Early intervention and child physical health: Evidence from a Dublin-based randomized controlled trial," Economics & Human Biology, Elsevier, volume 19, issue C, pages 224-245, DOI: 10.1016/j.ehb.2015.09.004.
• Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
• Kim, Jae H. & Ji, Philip Inyeob, 2015, "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2015.08.006.
• Baillie, Richard T. & Kim, Kun Ho, 2015, "Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 99-111, DOI: 10.1016/j.jempfin.2015.08.007.
• Uritskaya, Olga Y. & Uritsky, Vadim M., 2015, "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, volume 49, issue C, pages 72-81, DOI: 10.1016/j.eneco.2015.01.012.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
• Du, Limin & He, Yanan, 2015, "Extreme risk spillovers between crude oil and stock markets," Energy Economics, Elsevier, volume 51, issue C, pages 455-465, DOI: 10.1016/j.eneco.2015.08.007.