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

• Sehilat Bolarinwa & Babatunde Yusuf & Khadijah Idowu & Jamiu Tijani, 2014, "Abandonment of Capital Investments and Survival of Small and Medium Enterprises: Evidence from Nigeria," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0401626, Jul.
• Bertille Antoine & Eric Renault, 2014, "On the relevance of weaker instruments," Discussion Papers, Department of Economics, Simon Fraser University, number dp14-04, Jul, revised 10 Oct 2016.
• Mihaela Simionescu, 2014, "The Beta-Convergence Analysis And Regional Disparites In Eu-28," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 2 (June), pages 169-178.
• Patrick Richard, 2014, "Bootstrap tests in linear models with many regressors," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 14-06, Aug.
• Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014, "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A001, Feb.
• Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan, 2014, "Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A004, Mar, revised Oct 2014.
• Tsung-Hsun Lu & Yi-Chi Chen & Yu-Chin Hsu, 2014, "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A010, Sep, revised Jul 2015.
• Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Working Papers, Singapore Management University, School of Economics, number 01-2014, Jun.
• Yong Li & Xiao-Bin Liu & Jun Yu, 2014, "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers, Singapore Management University, School of Economics, number 03-2014, Jun.
• Liangjun Su & Sainan Jin & Yonghui Zhang, 2014, "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 08-2014, Aug.
• Rami Ben Haj - Kacem, 2014, "Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 4, issue 2, pages 1-4, April.
• Yuri Golubev & Wolfgang Härdle & Roman Timofeev, 2014, "Testing monotonicity of pricing kernels," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 98, issue 4, pages 305-326, October, DOI: 10.1007/s10182-014-0225-5.
• Robert Garthoff, 2014, "Sequentielle Überwachung von Finanzzeitreihen anhand von Residuenkarten," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 3, pages 91-113, September, DOI: 10.1007/s11943-014-0145-6.
• Mariano Matilla-García & Manuel Ruiz Marín & Mohammed Dore & Rina Ojeda, 2014, "Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 1, pages 181-193, April, DOI: 10.1007/s10203-013-0143-0.
• Per Hjertstrand & James Swofford, 2014, "Are the choices of people stochastically rational? A stochastic test of the number of revealed preference violations," Empirical Economics, Springer, volume 46, issue 4, pages 1495-1519, June, DOI: 10.1007/s00181-013-0724-3.
• Martin Huber & Giovanni Mellace, 2014, "Testing exclusion restrictions and additive separability in sample selection models," Empirical Economics, Springer, volume 47, issue 1, pages 75-92, August, DOI: 10.1007/s00181-013-0742-1.
• Stefan Sperlich, 2014, "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, volume 47, issue 2, pages 427-450, September, DOI: 10.1007/s00181-013-0752-z.
• Davide Provenzano, 2014, "Power laws and the market structure of tourism industry," Empirical Economics, Springer, volume 47, issue 3, pages 1055-1066, November, DOI: 10.1007/s00181-013-0769-3.
• Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014, "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, volume 47, issue 4, pages 1365-1387, December, DOI: 10.1007/s00181-013-0788-0.
• Sónia Morgado, 2014, "Does health promote economic growth? Portuguese case study: from dictatorship to full democracy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 15, issue 6, pages 591-598, July, DOI: 10.1007/s10198-013-0497-9.
• Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu & Temel Taskin, 2014, "Effects of additional monetary tightening on exchange rates," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 1, pages 71-79, June, DOI: 10.1007/s40822-014-0004-3.
• Andrés Carvajal & Rahul Deb & James Fenske & John Quah, 2014, "A nonparametric analysis of multi-product oligopolies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 57, issue 2, pages 253-277, October, DOI: 10.1007/s00199-014-0843-x.
• Harry Kelejian, 2014, "Omitted factors and spatial lags in the dependent variable," Letters in Spatial and Resource Sciences, Springer, volume 7, issue 1, pages 23-33, March, DOI: 10.1007/s12076-013-0098-3.
• Badi Baltagi & Long Liu, 2014, "Testing for spatial lag and spatial error dependence using double length artificial regressions," Statistical Papers, Springer, volume 55, issue 2, pages 477-486, May, DOI: 10.1007/s00362-012-0492-8.
• Darryl Holden & Roger Perman, 2014, "The convenient calculation of some test statistics in models of discrete choice," Working Papers, University of Strathclyde Business School, Department of Economics, number 1410, Oct.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2014, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41B, Aug.
• Juan Carlos Cuestas & Javier Ord��ez, 2014, "Smooth transitions, asymmetric adjustment and unit roots," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 14, pages 969-972, September, DOI: 10.1080/13504851.2014.902016.
• Satoshi Yamazaki & Jing Tian & Firmin Doko Tchatoka, 2014, "Are per capita CO 2 emissions increasing among OECD countries? A test of trends and breaks," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 8, pages 569-572, May, DOI: 10.1080/13504851.2013.875103.
• G. Lam頍 & M. Lequien & P.-A. Pionnier, 2014, "Interpretation and limits of sustainability tests in public finance," Applied Economics, Taylor & Francis Journals, volume 46, issue 6, pages 616-628, February, DOI: 10.1080/00036846.2013.861587.
• Taoufik Bouezmarni & Abderrahim Taamouti, 2014, "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 26, issue 4, pages 697-719, December, DOI: 10.1080/10485252.2014.945447.
• Sebastian Levine & James Muwonge & Y�l� Maweki Batana, 2014, "A Robust Multi-dimensional Poverty Profile for Uganda," Journal of Human Development and Capabilities, Taylor & Francis Journals, volume 15, issue 4, pages 369-390, November, DOI: 10.1080/19452829.2014.897310.
• Garry F. Barrett & Stephen G. Donald & Debopam Bhattacharya, 2014, "Consistent Nonparametric Tests for Lorenz Dominance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 1-13, January, DOI: 10.1080/07350015.2013.834262.
• Cristina Amado & Timo Teräsvirta, 2014, "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 69-87, January, DOI: 10.1080/07350015.2013.847376.
• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014, "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 3, pages 395-415, July, DOI: 10.1080/07350015.2014.888290.
• Peter C. B. Phillips & Sainan Jin, 2014, "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 537-554, October, DOI: 10.1080/07350015.2014.908780.
• Ao Yuan & Jan G. De Gooijer, 2014, "Asymptotically Informative Prior for Bayesian Analysis," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 43, issue 14, pages 3080-3094, July, DOI: 10.1080/03610926.2012.694549.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014, "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-010/IV/DSF71, Jan.
• Katarzyna Lasak & Carlos Velasco, 2014, "Fractional Cointegration Rank Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-021/III, Feb.
• Carsten Bormann & Melanie Schienle & Julia Schaumburg, 2014, "A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-024/III, Feb, revised 23 Jun 2014.
• David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-028/III, Feb.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014, "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-029/III, Mar, revised 23 Oct 2017.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-046/III, Apr.
• Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-074/III, Jun.
• Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A., 2014, "Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-041.
• Ismael Mourifie & Yuanyuan Wan, 2014, "Testing Local Average Treatment Effect Assumptions," Working Papers, University of Toronto, Department of Economics, number tecipa-514, Jul.
• Nianqing Liu & Yao Luo, 2014, "A Nonparametric Test of Exogenous Participation in First-Price Auctions," Working Papers, University of Toronto, Department of Economics, number tecipa-519, Oct.
• Stefan Hoderlein & Jörg Stoye, 2014, "Revealed Preferences in a Heterogeneous Population," The Review of Economics and Statistics, MIT Press, volume 96, issue 2, pages 197-213, May.
• Donald W. K. Andrews & Patrik Guggenberger, 2014, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, volume 96, issue 2, pages 376-381, May.
• Bontemps, Christian, 2014, "Simple moment-based tests for value-at-risk models and discrete distribution," TSE Working Papers, Toulouse School of Economics (TSE), number 14-535, Oct.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-22.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-24.
• Eric Ghysels & J. Isaac Miller, 2014, "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Working Papers, Department of Economics, University of Missouri, number 1403, Jan.
• J. Isaac Miller, 2014, "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers, Department of Economics, University of Missouri, number 1412, Jul.
• Karabiyik, H. & Urbain, J.R.Y.J. & Westerlund, J., 2014, "CCE estimation of factor-augmented regression models with more factors than observables," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 007, Jan, DOI: 10.26481/umagsb.2014007.
• Duplinskiy, A., 2014, "Is regularization necessary? A Wald-type test under non-regular conditions," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 025, Jan, DOI: 10.26481/umagsb.2014025.
• Götz, T.B. & Hecq, A.W., 2014, "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 028, Jan, DOI: 10.26481/umagsb.2014028.
• Majid M. Al-Sadoon, 2014, "A general theory of rank testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1411, Feb, revised Feb 2015.
• Javier Gómez Biscarri & Javier Hualde, 2014, "A residual-based ADF test for stationary cointegration in I (2) settings," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1439, Sep.
• Purczyńskiz Jan & Bednarz-Okrzyńska Kamila, 2014, "Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 37-48, July, DOI: 10.2478/foli-2013-0022.
• Simionescu Mihaela, 2014, "A Profile of Romanian Highly Educated Eco-Consumers Interested in Product Recycling A Statistical Approach," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 158-170, July, DOI: 10.2478/foli-2013-0013.
• Barbara Weilenmann & Tobias Schulz, 2014, "Socio-economic explanation of urban sprawl: Evidence from Switzerland, 1970-2010," ERSA conference papers, European Regional Science Association, number ersa14p1188, Nov.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, volume 124, issue 579, pages 954-976, September.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014, "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, volume 82, issue 2, pages 785-809, March.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014, "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, volume 82, issue 5, pages 1979-2002, September, DOI: 10.3982/ECTA11011.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014, "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, volume 82, issue , pages 1979-2002, September.
• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014, "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, volume 17, issue 1, pages 165-187, February.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2014, "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 161-171, January, DOI: 10.1002/jae.2295.
• Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen, 2014, "The Dynamics Of Real Exchange Rates: A Reconsideration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 758-773, August.
• Chor-Yiu Sin, 2014, "Qmle Of A Standard Exponential Acd Model: Asymptotic Distribution And Residual Correlation," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-10, DOI: 10.1142/S2010495214400090.
• Sheue Li Ong & Chong Mun Ho, 2014, "Testing For Linear And Non-Linear Granger Non-Causality Hypothesis Between Stock And Bond: The Cases Of Malaysia And Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 05, pages 1-18, DOI: 10.1142/S0217590814500453.
• Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-67, Jul.
• Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2014, "Unit Root Tests In The Presence Of Multiple Breaks In Variance," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-70, Nov.
• Joocheol Kim & Jungwoo kim, 2014, "Dynamic mixture distribution: A new approach to minimize mean squared error," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-75, Dec.
• Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee, 2014, "Testing for Autocorrelation in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-76, Dec.
• Geraci, A. & Fabbri, D. & Monfardini, C., 2014, "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/03, Jan.
• Spindler, M., 2014, "“They do know what they are doing ... at least most of them.†Asymmetric Information in the (private) Disability Insurance," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/16, Aug.
• Daniele Bregantini & Jacco J.J. Thijssen, 2014, "On a simple quickest detection rule for health-care technology assessment," Discussion Papers, Department of Economics, University of York, number 14/01, Jan.
• Daniele Bregantini, 2014, "Don’t Stop ’Til You Get Enough: a quickest detection approach to HTA," Discussion Papers, Department of Economics, University of York, number 14/04, Mar.
• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014, "Specification Testing in Nonstationary Time Series Models," Discussion Papers, Department of Economics, University of York, number 14/19, Sep.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 39, issue A, pages 85-96.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014, "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-028.
• Sarnetzki, Florian & Dzemski, Andreas, 2014, "Overidentification test in a nonparametric treatment model with unobserved heterogeneity," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100620.
• Joseph P. Romano & Michael Wolf, 2014, "Resurrecting weighted least squares," ECON - Working Papers, Department of Economics - University of Zurich, number 172, Sep, revised Oct 2016.
• Urmatbek Tynaliev, 2014, "Is Individual Entrepreneurship Necessity Or An Opportunity In The Kyrgyz Republic? A Panel Study," European Journal of Business and Economics, Central Bohemia University, volume 9, issue 2, pages 5261:9-5261, November, DOI: 10.12955/ejbe.v9i2.526.
• Carlos Monge Perry & Jesús Cruz Álvarez & Jesús Fabián López, 2014, "Manufacturing And Continuous Improvement Areas Using Partial Least Square Path Modeling With Multiple Regression Comparison," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 15-26, July, DOI: 10.12955/cbup.v2.442.
• Timo Teräsvirta & Yukai Yang, 2014, "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-04, Feb.
• Niels Haldrup & Robinson Kruse, 2014, "Discriminating between fractional integration and spurious long memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-19, Jun.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-22, Aug.
• Mehmet Caner & Anders Bredahl Kock, 2014, "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-36, Oct.
• Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Working Papers, New Economic School (NES), number w0209, Oct.
• Firmin Doko Tchatoka, 2014, "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2014-05, Jun.
• Firmin Doko Tchatoka, 2014, "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2014-06, Jun.
• Doan, Dung, 2014, "Does income growth improve diet diversity in China?," 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia, Australian Agricultural and Resource Economics Society, number 165836, DOI: 10.22004/ag.econ.165836.
• Rizov, Marian & Cupak, Andrej & Pokrivcak, Jan, 2014, "Demand for the Food Diversity in Central and Eastern European Countries: an Evidence from Slovakia," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 172978, DOI: 10.22004/ag.econ.172978.
• Cupak, Andrej & Pokrivcak, Jan & Rizov, Marian, , "Demand for the Food Diversity in Central and Eastern European Countries: an Evidence from Slovakia," 142nd Seminar, May 29-30, 2014, Budapest, Hungary, European Association of Agricultural Economists, number 169082, DOI: 10.22004/ag.econ.169082.
• Tankari, Mahamadou R., 2014, "L’élasticité calorie-revenu est-elle faible au Niger ?," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), volume 95, issue 4, DOI: 10.22004/ag.econ.241983.
• Webb, Matthew & Sweetman, Arthur & Warman, Casey, 2014, "How Targeted is Targeted Tax Relief? Evidence from the Unemployment Insurance Youth Hires Program," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274618, Sep, DOI: 10.22004/ag.econ.274618.
• Davidson, Russell & MacKinnon, James G., 2014, "Bootstrap tests for overidentification in linear regression models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274643, Apr, DOI: 10.22004/ag.econ.274643.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014025, Jan.
• Zoltán Krajcsák & Tamás Jónás, 2014, "Commitment profiles in special groups of employees in Hungary: The role of deliberate commitment," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue 3, pages 357-379, September.
• Ivona Stoica & OlguÅ£a Anca Orzan & Andra Dobrescu & Daniela Constantin, 2014, "User Satisfaction Of Medical Educational Services," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 16, pages 1-21.
• Ivona Stoica & Anamaria-Cătălina Radu & Andra Dobrescu & OlguÅ£a Anca Orzan, 2014, "Modeling User Satisfaction Of Medical Educational Services," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 16, pages 1-22.
• Ivona Stoica & Gheorghe Orzan & Andra Dobrescu & Anamaria Cătălina Radu & Manoela Popescu, 2014, "Websites Comparison Analysis Of Projects Funded From Regional Operational Program Destinated To The Regions Of Development In Romania West Central," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-30.
• Riccardo LUCCHETTI & Claudia PIGINI, 2014, "A simple and effective misspecification test for the double-hurdle model," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 397, Jan.
• Teresa Briz & Andreas C. Drichoutis & Rodolfo M. Nayga, Jr, 2014, "Detecting false positives in experimental auctions: A case study of projection bias in food consumption," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2014-4.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 05/14, Jan, DOI: 10.1920/wp.cem.2014.0514.
• Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014, "Testing for a general class of functional inequalities," CeMMAP working papers, Institute for Fiscal Studies, number 09/14, Mar, DOI: 10.1920/wp.cem.2014.0914.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Institute for Fiscal Studies, number 22/14, May, DOI: 10.1920/wp.cem.2014.2214.
• Charles F. Manski & Aleksey Tetenov, 2014, "The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments," CeMMAP working papers, Institute for Fiscal Studies, number 44/14, Nov, DOI: 10.1920/wp.cem.2014.4414.
• Sermin Gungor & Richard Luger, 2014, "Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings," Staff Working Papers, Bank of Canada, number 14-51, DOI: 10.34989/swp-2014-51.
• Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014, "On Forecast Evaluation," Borradores de Economia, Banco de la Republica de Colombia, number 825, Jun, DOI: 10.32468/be.825.
• Javier Hualde & Javier Gómez Biscarri, 2015, "A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings," Working Papers, Barcelona School of Economics, number 779, Sep.
• Jose Olmo & William Pouliot, 2014, "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers, Department of Economics, University of Birmingham, number 14-02, Mar.
• Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2014, "Testing for Panel Cointegration using Common Correlated Effects Estimators," Discussion Papers, Department of Economics, University of Birmingham, number 15-02, Dec.
• Martin Spindler & Joachim Winter & Steffen Hagmayer, 2014, "Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 81, issue 4, pages 781-801, December.
• Matei Demetrescu & Christoph Hanck & Adina I. Tarcolea, 2014, "Iv-Based Cointegration Testing In Dependent Panels With Time-Varying Variance," Journal of Time Series Analysis, Wiley Blackwell, volume 35, issue 5, pages 393-406, August.
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho & José M. R. Murteira, 2014, "A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models," Manchester School, University of Manchester, volume 82, issue 4, pages 488-507, July.
• Tolga Omay & Dilem Yildirim, 2014, "Nonlinearity and Smooth Breaks in Unit Root Testing," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 1-9.
• Mubariz Hasanov, 2014, "Testing for a unit root in the presence of a nonlinear trend: The case of Australian Reel Exchange Rate," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 10-17.
• Tolga Omay, 2014, "A Survey about Smooth Transition Panel Data Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 18-29.
• Furkan Emirmahmutoðlu, 2014, "Cross-section Dependency and the Effects of Nonlinearity in Panel Unit Testing," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), volume 1, issue 1, pages 30-36.
• 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.