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

2014

• Deniz Ilalan, 2014, "Profitability Effects of Owning a Group Affiliated Media Institution: An Emerging Market Case," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 2, pages 17-24.
• Narmin Mammadova, 2014, "The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 2, pages 8-16.
• Miroslava Dolejšová, 2014, "Which Altman Model Do We Actually Use?," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 17, issue 2, pages 103-111, DOI: 10.32725/acta.2014.007.
• Ki-Ho Kim, 2014, "An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-12, Apr.
• A. Geraci & D. Fabbri & C. Monfardini, 2014, "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp921, Jan.
• Igor Fedotenkov, 2014, "A note on the bootstrap method for testing the existence of finite moments," Statistica, Department of Statistics, University of Bologna, volume 74, issue 4, pages 447-453.
• Bera Anil K. & Galvao Antonio F. & Wang Liang, 2014, "On Testing the Equality of Mean and Quantile Effects," Journal of Econometric Methods, De Gruyter, volume 3, issue 1, pages 47-62, January, DOI: 10.1515/jem-2012-0003.
• Bassil Charbel, 2014, "The Effect of Terrorism on Tourism Demand in the Middle East," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 4, pages 669-684, December, DOI: 10.1515/peps-2014-0032.
• Eleanor Sanderson & Frank Windmeijer, 2014, "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/644, Jun, revised 27 May 2015.
• Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014, "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1412, Jun.
• Sanja Vuković, 2014, "Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 3, issue 2, pages 85-119.
• Charles F. Manski & Aleksey Tetenov, 2014, "The Quantile Performance Of Statistical Treatment Rules Using Hypothesis Tests To Allocate A Population To Two Treatments," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 361.
• Moussa KEITA, 2014, "Pauvreté et arbitrage entre scolarisation et travail des enfants au Mali," Working Papers, CERDI, number 201418, Jul.
• Elliott, Graham & Müller, Ulrich K, 2014, "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4j733246, Jun.
• Marc Hansen & Helmut Herwartz & Malte Rengel, 2014, "State dependence of aggregated risk aversion: Evidence for the German stock market," Journal of Applied Economics, Universidad del CEMA, volume 17, pages 257-282, November.
• Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu, 2014, "Empirical Likelihood for Regression Discontinuity Design," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 573, Feb.
• Javier Hidalgo & Jungyoon Lee, 2014, "A Cusum Test of Common Trends in Large Heterogeneous Panels," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 576, Aug.
• Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2014, "Panel Data Gravity Models of International Trade," CESifo Working Paper Series, CESifo, number 4616.
• Gianfranco Piras & Ingmar R. Prucha, 2014, "On the Finite Sample Properties of Pre-Test Estimators of Spatial Models," CESifo Working Paper Series, CESifo, number 4725.
• Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014, "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series, CESifo, number 4822.
• Marc Gronwald, 2014, "The Economics of Bitcoins - Market Characteristics and Price Jumps," CESifo Working Paper Series, CESifo, number 5121.
• Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0209, Oct.
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014, "Modelling Heaped Duration Data: An Application to Neonatal Mortality," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 207.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2014, "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers, CIRANO, number 2014s-17, Feb.
• Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014, "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers, CIRANO, number 2014s-44, Dec.
• Gabriele Fiorentini & Enrique Sentana, 2014, "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers, CEMFI, number wp2014_1406, Oct.
• Dante Amengual & Luca Repetto, 2014, "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers, CEMFI, number wp2014_1410, Dec.
• Wilmer Osvaldo Mart�nez-Rivera & Manuel Dario Hern�ndez-Bejarano & Juan Manuel Julio-Rom�n, 2014, "On Forecast Evaluation," Borradores de Economia, Banco de la Republica, number 11604, Jun.
• Ignacio Javier Cruz Rodríguez, 2014, "Economías de escala publicitarias en grandes empresas en México 2008-2011," Estudios Gerenciales, Universidad Icesi.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 91-113.
• Terasvirta, Timo & Yang, Yukai, 2014, "Linearity and misspecification tests for vector smooth transition regression models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014061, Nov.
• Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna, 2014, "The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 125-144.
• Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014, "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10111, Aug.
• Russel Davidson & Andrea Monticini, 2014, "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def012, Mar.
• Andrews, Donald W.K. & Cheng, Xu, 2014, "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, volume 30, issue 2, pages 287-333, April.
• Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2014, "Bootstrapping Density-Weighted Average Derivatives," Econometric Theory, Cambridge University Press, volume 30, issue 6, pages 1135-1164, December.
• Hodgson, Robert & Cao, Jing, 2014, "Criteria for Accrediting Expert Wine Judges," Journal of Wine Economics, Cambridge University Press, volume 9, issue 1, pages 62-74, May.
• Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1937, Mar, revised Oct 2014.
• Timothy B. Armstrong, 2014, "Adaptive Testing on a Regression Function at a Point," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1957, Aug, revised Oct 2014.
• Timothy B. Armstrong, 2014, "Adaptive Testing on a Regression Function at a Point," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1957R, Aug, revised Feb 2015.
• Timothy B. Armstrong, 2014, "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1960, Oct.
• Ping Yu & Peter C.B. Phillips, 2014, "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1966, Dec.
• Timothy B. Armstrong, 2014, "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1975, Dec.
• Xiaohong Chen & Timothy M. Christensen, 2014, "Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1976, Dec.
• Donald W. K. Andrews & Patrik Guggenberger, 2014, "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1977, Dec.
• Nektarios A. Michail & Constantinos I. Massouras, 2014, "Back to Basics: Is Statistical Significance all that Matters?," Working Papers, Central Bank of Cyprus, number 2014-3, Sep.
• Mohamed Ali Marouani & Rim Mouelhi, 2014, "Employment Growth, Productivity and Jobs reallocations in Tunisia: A Microdata Analysis," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2014/13, Oct.
• Syoum Negassi & Jean-Francois Sattin, 2014, "Evaluation of Public R&D Policy: A Meta-Regression Analysis," Working Papers, University of Delaware, Department of Economics, number 14-09.
• Kratz, Marie & Nagel , Werner, 2014, "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1416, Nov.
• Cadena, Meitner & Kratz, Marie, 2014, "An Extension of the Class of Regularly Varying Functions," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1417, Dec.
• Jung, Alexander & Latsos, Sophia, 2014, "Do federal reserve bank presidents have a regional bias?," Working Paper Series, European Central Bank, number 1731, Sep.
• Chang, Yoosoon & Sickles, Robin C. & Song, Wonho, 2014, "Bootstrapping Unit Root Tests with Covariates," Working Papers, Rice University, Department of Economics, number 15-009, Aug.
• Patrick Withey, 2014, "Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 2, pages 178-188.
• Holden, Darryl & Perman, Roger, 2014, "The convenient calculation of some test statistics in models of discrete choice," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-07, Oct.
• Veith, Stefan & Werner, Jörg R., 2014, "Comparative Value Relevance Studies: Country Differences Versus Specification Effects," The International Journal of Accounting, Elsevier, volume 49, issue 3, pages 301-330, DOI: 10.1016/j.intacc.2014.07.002.
• Ameer, Rashid, 2014, "Financial constraints and corporate investment in Asian countries," Journal of Asian Economics, Elsevier, volume 33, issue C, pages 44-55, DOI: 10.1016/j.asieco.2014.05.004.
• Karaman Örsal, Deniz Dilan & Droge, Bernd, 2014, "Panel cointegration testing in the presence of a time trend," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 377-390, DOI: 10.1016/j.csda.2012.05.017.
• Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro, 2014, "Do firms share the same functional form of their growth rate distribution? A statistical test," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 140-164, DOI: 10.1016/j.jedc.2013.11.010.
• Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014, "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 79-94, DOI: 10.1016/j.jedc.2014.08.021.
• Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014, "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, volume 36, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.09.029.
• Saha, Sarani & Roy, Poulomi & Kar, Saibal, 2014, "Public and private sector jobs, unreported income and consumption gap in India: Evidence from micro-data," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 285-300, DOI: 10.1016/j.najef.2014.07.002.
• Harvey, David I. & Leybourne, Stephen J., 2014, "Asymptotic behaviour of tests for a unit root against an explosive alternative," Economics Letters, Elsevier, volume 122, issue 1, pages 64-68, DOI: 10.1016/j.econlet.2013.11.006.
• Götz, Thomas B. & Hecq, Alain, 2014, "Nowcasting causality in mixed frequency vector autoregressive models," Economics Letters, Elsevier, volume 122, issue 1, pages 74-78, DOI: 10.1016/j.econlet.2013.10.037.
• Iglesias, Emma M., 2014, "Testing of the mean reversion parameter in continuous time models," Economics Letters, Elsevier, volume 122, issue 2, pages 187-189, DOI: 10.1016/j.econlet.2013.11.022.
• Tabri, Rami Victor, 2014, "Testing for normality in linear regression models using regression and scale equivariant estimators," Economics Letters, Elsevier, volume 122, issue 2, pages 192-196, DOI: 10.1016/j.econlet.2013.11.017.
• Mao, Guangyu, 2014, "A note on tests of sphericity and cross-sectional dependence for fixed effects panel model," Economics Letters, Elsevier, volume 122, issue 2, pages 215-219, DOI: 10.1016/j.econlet.2013.11.035.
• Mao, Guangyu, 2014, "Testing for joint significance in nonstationary binary choice model," Economics Letters, Elsevier, volume 122, issue 2, pages 311-313, DOI: 10.1016/j.econlet.2013.12.012.
• Bao, Yong & Hua, Ying, 2014, "On the Fisher information matrix of a vector ARMA process," Economics Letters, Elsevier, volume 123, issue 1, pages 14-16, DOI: 10.1016/j.econlet.2014.01.019.
• Mehdi, Tahsin & Stengos, Thanasis, 2014, "Empirical likelihood-based inference for the generalized entropy class of inequality measures," Economics Letters, Elsevier, volume 123, issue 1, pages 54-57, DOI: 10.1016/j.econlet.2014.01.015.
• Lucchetti, Riccardo & Pigini, Claudia, 2014, "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, volume 123, issue 1, pages 75-78, DOI: 10.1016/j.econlet.2014.01.022.
• Ardia, David & Hoogerheide, Lennart F., 2014, "GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts," Economics Letters, Elsevier, volume 123, issue 2, pages 187-190, DOI: 10.1016/j.econlet.2014.02.008.
• Nawata, Kazumitsu & McAleer, Michael, 2014, "The maximum number of parameters for the Hausman test when the estimators are from different sets of equations," Economics Letters, Elsevier, volume 123, issue 3, pages 291-294, DOI: 10.1016/j.econlet.2014.03.005.
• Camarero, Mariam & Gómez, Estrella & Tamarit, Cecilio, 2014, "Is the ‘euro effect’ on trade so small after all? New evidence using gravity equations with panel cointegration techniques," Economics Letters, Elsevier, volume 124, issue 1, pages 140-142, DOI: 10.1016/j.econlet.2014.04.033.
• Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014, "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, volume 124, issue 2, pages 203-206, DOI: 10.1016/j.econlet.2014.05.015.
• Demetrescu, Matei, 2014, "Enhancing the local power of IVX-based tests in predictive regressions," Economics Letters, Elsevier, volume 124, issue 2, pages 269-273, DOI: 10.1016/j.econlet.2014.05.032.
• Psaradakis, Zacharias & Vávra, Marián, 2014, "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, volume 125, issue 1, pages 1-4, DOI: 10.1016/j.econlet.2014.07.031.
• Öztürk, Serda Selin & Stengos, Thanasis, 2014, "Testing for structural breaks with local smoothers: A simulation study," Economics Letters, Elsevier, volume 125, issue 1, pages 119-122, DOI: 10.1016/j.econlet.2014.08.009.
• Lahaye, Jerome & Shaw, Philip, 2014, "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, volume 125, issue 1, pages 43-46, DOI: 10.1016/j.econlet.2014.07.003.
• Le, Vu & Wang, Qing, 2014, "Robust thresholding for Diffusion Index forecast," Economics Letters, Elsevier, volume 125, issue 1, pages 52-56, DOI: 10.1016/j.econlet.2014.08.010.
• Neto, David, 2014, "The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break," Economics Letters, Elsevier, volume 125, issue 2, pages 208-211, DOI: 10.1016/j.econlet.2014.09.009.
• Dorn, Sabrina & Egger, Peter H., 2014, "Small-sample inference with spatial HAC estimators," Economics Letters, Elsevier, volume 125, issue 2, pages 236-239, DOI: 10.1016/j.econlet.2014.09.004.
• Wu, Jianhong & Li, Jinchang, 2014, "Testing for individual and time effects in panel data models with interactive effects," Economics Letters, Elsevier, volume 125, issue 2, pages 306-310, DOI: 10.1016/j.econlet.2014.09.029.
• Vogelsang, Timothy J. & Wagner, Martin, 2014, "Integrated modified OLS estimation and fixed-b inference for cointegrating regressions," Journal of Econometrics, Elsevier, volume 178, issue 2, pages 741-760, DOI: 10.1016/j.jeconom.2013.10.015.
• Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014, "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 167-179, DOI: 10.1016/j.jeconom.2013.08.014.
• Gu, Jingping & Liang, Zhongwen, 2014, "Testing cointegration relationship in a semiparametric varying coefficient model," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 57-70, DOI: 10.1016/j.jeconom.2013.08.006.
• Hsu, Shih-Hsun & Kuan, Chung-Ming, 2014, "Constructing smooth tests without estimating the eigenpairs of the limiting process," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 71-79, DOI: 10.1016/j.jeconom.2013.08.007.
• Donald, Stephen G. & Hsu, Yu-Chin, 2014, "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 383-397, DOI: 10.1016/j.jeconom.2013.03.010.
• Lavergne, Pascal, 2014, "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 414-425, DOI: 10.1016/j.jeconom.2013.05.007.
• Song, Kyungchul, 2014, "Semiparametric models with single-index nuisance parameters," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 471-483, DOI: 10.1016/j.jeconom.2013.07.004.
• Juhl, Ted & Sosa-Escudero, Walter, 2014, "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 484-494, DOI: 10.1016/j.jeconom.2013.07.005.
• Escanciano, J.C. & Goh, S.C., 2014, "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 495-507, DOI: 10.1016/j.jeconom.2013.07.006.
• Wu, Jianhong & Li, Guodong, 2014, "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 569-581, DOI: 10.1016/j.jeconom.2013.08.020.
• Li, Yong & Zeng, Tao & Yu, Jun, 2014, "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 602-612, DOI: 10.1016/j.jeconom.2013.08.035.
• Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014, "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 639-658, DOI: 10.1016/j.jeconom.2013.10.002.
• Andrews, Donald W.K. & Shi, Xiaoxia, 2014, "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, volume 179, issue 1, pages 31-45, DOI: 10.1016/j.jeconom.2013.10.005.
• Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014, "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 128-133, DOI: 10.1016/j.jeconom.2014.01.001.
• Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús, 2014, "Detecting big structural breaks in large factor models," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 30-48, DOI: 10.1016/j.jeconom.2014.01.006.
• Berghaus, Betina & Bücher, Axel, 2014, "Nonparametric tests for tail monotonicity," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 117-126, DOI: 10.1016/j.jeconom.2014.03.005.
• Elliott, Graham & Müller, Ulrich K., 2014, "Pre and post break parameter inference," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 141-157, DOI: 10.1016/j.jeconom.2014.03.007.
• Fang, Hanming & Tang, Xun, 2014, "Inference of bidders’ risk attitudes in ascending auctions with endogenous entry," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 198-216, DOI: 10.1016/j.jeconom.2014.02.010.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 251-264, DOI: 10.1016/j.jeconom.2014.03.001.
• Kurz-Kim, Jeong-Ryeol & Loretan, Mico, 2014, "On the properties of the coefficient of determination in regression models with infinite variance variables," Journal of Econometrics, Elsevier, volume 181, issue 1, pages 15-24, DOI: 10.1016/j.jeconom.2014.02.004.
• Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin, 2014, "Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix," Journal of Econometrics, Elsevier, volume 181, issue 2, pages 181-193, DOI: 10.1016/j.jeconom.2014.04.002.
• Corradi, Valentina & Swanson, Norman R., 2014, "Testing for structural stability of factor augmented forecasting models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 100-118, DOI: 10.1016/j.jeconom.2014.04.011.
• Lu, Xun & White, Halbert, 2014, "Testing for separability in structural equations," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 14-26, DOI: 10.1016/j.jeconom.2014.04.005.
• Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014, "A predictability test for a small number of nested models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 174-185, DOI: 10.1016/j.jeconom.2014.04.016.
• Su, Liangjun & White, Halbert, 2014, "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 27-44, DOI: 10.1016/j.jeconom.2014.04.006.
• Kaido, Hiroaki & White, Halbert, 2014, "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 5-13, DOI: 10.1016/j.jeconom.2014.04.004.
• Antoine, Bertille & Lavergne, Pascal, 2014, "Conditional moment models under semi-strong identification," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 59-69, DOI: 10.1016/j.jeconom.2014.04.008.
• Chen, Xiaohong & Liao, Zhipeng, 2014, "Sieve M inference on irregular parameters," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 70-86, DOI: 10.1016/j.jeconom.2014.04.009.
• Menzel, Konrad, 2014, "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 329-350, DOI: 10.1016/j.jeconom.2014.05.016.
• Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014, "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 351-363, DOI: 10.1016/j.jeconom.2014.03.012.
• Khalaf, Lynda & Urga, Giovanni, 2014, "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 385-396, DOI: 10.1016/j.jeconom.2014.06.001.
• Amado, Cristina & Teräsvirta, Timo, 2014, "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 15-35, DOI: 10.1016/j.jempfin.2013.09.003.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Sun, Pengfei & Zhou, Chen, 2014, "Diagnosing the distribution of GARCH innovations," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 287-303, DOI: 10.1016/j.jempfin.2014.08.005.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
• Lopatta, Kerstin & Kaspereit, Thomas, 2014, "The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi," Energy Economics, Elsevier, volume 41, issue C, pages 125-136, DOI: 10.1016/j.eneco.2013.10.006.
• Olson, Eric & J. Vivian, Andrew & Wohar, Mark E., 2014, "The relationship between energy and equity markets: Evidence from volatility impulse response functions," Energy Economics, Elsevier, volume 43, issue C, pages 297-305, DOI: 10.1016/j.eneco.2014.01.009.
• Stanescu, Silvia & Tunaru, Radu & Candradewi, Made Reina, 2014, "Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 177-188, DOI: 10.1016/j.irfa.2014.05.012.
• Narayan, Paresh Kumar & Westerlund, Joakim, 2014, "Does cash flow predict returns?," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 230-236, DOI: 10.1016/j.irfa.2014.10.001.
• Cummins, Mark & Garry, Oonagh & Kearney, Claire, 2014, "Price discovery analysis of green equity indices using robust asymmetric vector autoregression," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 261-267, DOI: 10.1016/j.irfa.2014.10.006.
• Duarte-Silva, Tiago & Tripolski Kimel, Maria, 2014, "Testing excess returns on event days: Log returns vs. dollar returns," Finance Research Letters, Elsevier, volume 11, issue 2, pages 173-182, DOI: 10.1016/j.frl.2014.03.001.
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