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

• 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.
• Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis, 2014, "A sovereign risk index for the Eurozone based on stochastic dominance," Finance Research Letters, Elsevier, volume 11, issue 4, pages 375-384, DOI: 10.1016/j.frl.2014.07.002.
• Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr, 2014, "Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 86-109, DOI: 10.1016/j.finmar.2013.08.003.
• Christensen, Ian & Li, Fuchun, 2014, "Predicting financial stress events: A signal extraction approach," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 54-65, DOI: 10.1016/j.jfs.2014.08.005.
• Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014, "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 299-316, DOI: 10.1016/j.intfin.2014.08.007.
• Kuang, P. & Schröder, M. & Wang, Q., 2014, "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 192-205, DOI: 10.1016/j.ijforecast.2013.07.015.
• Ercolani, Marco G. & Ercolani, Joanne S., 2014, "Watching the watchmen: A statistical analysis of mark consistency across taught modules," International Review of Economics Education, Elsevier, volume 17, issue C, pages 17-29, DOI: 10.1016/j.iree.2014.05.001.
• Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J., 2014, "Cojumps in stock prices: Empirical evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 443-459, DOI: 10.1016/j.jbankfin.2013.04.025.
• Liu, Chunping & Minford, Patrick, 2014, "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 119-134, DOI: 10.1016/j.jbankfin.2013.12.017.
• Charles, Amélie & Darné, Olivier, 2014, "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 188-199, DOI: 10.1016/j.jbankfin.2014.03.022.
• Doucouliagos, Hristos & Stanley, T.D. & Viscusi, W. Kip, 2014, "Publication selection and the income elasticity of the value of a statistical life," Journal of Health Economics, Elsevier, volume 33, issue C, pages 67-75, DOI: 10.1016/j.jhealeco.2013.10.010.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014, "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Journal of Macroeconomics, Elsevier, volume 39, issue PA, pages 85-96, DOI: 10.1016/j.jmacro.2013.11.003.
• Buiatti, Cesare & Carmeci, Gaetano & Mauro, Luciano, 2014, "The origins of the public debt of Italy: Geographically dispersed interests?," Journal of Policy Modeling, Elsevier, volume 36, issue 1, pages 43-62, DOI: 10.1016/j.jpolmod.2013.10.016.
• Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen, 2014, "How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 198-226, DOI: 10.1016/j.pacfin.2013.12.007.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2014, "Who mimics whom in the equity fund market? Evidence from the Korean equity fund market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 199-218, DOI: 10.1016/j.pacfin.2014.04.004.
• Piras, Gianfranco & Prucha, Ingmar R., 2014, "On the finite sample properties of pre-test estimators of spatial models," Regional Science and Urban Economics, Elsevier, volume 46, issue C, pages 103-115, DOI: 10.1016/j.regsciurbeco.2014.03.002.
• Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014, "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 118-128, DOI: 10.1016/j.regsciurbeco.2014.07.001.
• Presno, María José & Landajo, Manuel & Fernández, Paula, 2014, "Non-renewable resource prices: A robust evaluation from the stationarity perspective," Resource and Energy Economics, Elsevier, volume 36, issue 2, pages 394-416, DOI: 10.1016/j.reseneeco.2014.01.003.
• Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014, "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 50-59, DOI: 10.1016/j.ribaf.2014.03.002.
• Camponovo, Lorenzo & Otsu, Taisuke, 2014, "On Bartlett correctability of empirical likelihood in generalized power divergence family," Statistics & Probability Letters, Elsevier, volume 86, issue C, pages 38-43, DOI: 10.1016/j.spl.2013.12.008.
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2014, "Extremal Dependence and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-38, May.
• Eric Ghysels & J. Isaac Miller, 2014, "On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033004.
• Liang Hu & Yongcheol Shin, 2014, "Testing for Cointegration in Markov Switching Error Correction Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033005.
• Jiti Gao & Maxwell King, 2014, "Specification Testing in Parametric Trending Models with Unknown Errors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033006.
• Javier Hidalgo & Jungyoon Lee, 2014, "A CUSUM Test for Common Trends in Large Heterogeneous Panels," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033010.
• Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033014.
• Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033017.
• Elías Moreno & Luís Raúl Pericchi, 2014, "Intrinsic Priors for Objective Bayesian Model Selection," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034012.

2013

• Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
• Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013, "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-11, Nov.
• Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-35, 05.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.
• Jarmila Šebestová & Kateřina Nowáková, 2013, "Dynamic strategy for sustainable business development: mania or hazard?," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue 34, pages 442-454, June.
• Gutierrez, L. & Piras, F., 2013, "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149760, Jun, DOI: 10.22004/ag.econ.149760.
• Boyer, Christopher N. & Larson, James A. & Roberts, Roland K. & McClure, Angela T. & Tyler, Donald D. & Zhou, Vivian, None, "Stochastic Corn Yield Response Functions to Nitrogen for Corn after Corn, Corn after Cotton, and Corn after Soybeans," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, issue 4, pages 1-12, DOI: 10.22004/ag.econ.157418.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2013, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274634, Dec, DOI: 10.22004/ag.econ.274634.
• Penney, Jeffrey, 2013, "Hypothesis Testing for Arbitrary Bounds," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274644, Oct, DOI: 10.22004/ag.econ.274644.
• Associate Professor Ciprian Sipos Ph.D. & Maria Toth, Ph.D. Student & Professor Alexandru Jivan, Ph.D., 2013, "The Conceptual Model Of Health Care Productivity," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 190-199, NOVEMBER.
• Bucher, Axel & Jaschke, Stefan & Wied, Dominik, 2013, "Nonparametric tests for constant tail dependence with an application to energy and finance," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013033, Jan.
• Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013, "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 395, Nov.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013, "“GLS based unit root tests for bounded processes”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201302, Apr, revised Apr 2013.
• Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013, "Inference on causal and structural parameters using many moment inequalities," Papers, arXiv.org, number 1312.7614, Dec, revised Oct 2018.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Institute for Fiscal Studies, number 01/13, Jan, DOI: 10.1920/wp.cem.2013.0113.
• Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013, "Estimating demand for differentiated products with error in market shares," CeMMAP working papers, Institute for Fiscal Studies, number 03/13, Feb, DOI: 10.1920/wp.cem.2013.0313.
• Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013, "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers, Institute for Fiscal Studies, number 14/13, Apr, DOI: 10.1920/wp.cem.2013.1413.
• Tiemen M. Woutersen & John Ham, 2013, "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers, Institute for Fiscal Studies, number 23/13, May, DOI: 10.1920/wp.cem.2013.2313.
• Susanne M. Schennach, 2013, "Convolution without independence," CeMMAP working papers, Institute for Fiscal Studies, number 46/13, Sep, DOI: 10.1920/wp.cem.2013.4613.
• Eleanor Sanderson & Frank Windmeijer, 2013, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Institute for Fiscal Studies, number 58/13, Nov, DOI: 10.1920/wp.cem.2013.5813.
• Sarra BEN SLIMANE & Moez BEN TAHAR, 2013, "Is Discretionary Fiscal Policy Effective? Evidences for Tunisia and Egypt," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 81-96, May.
• Ian Christensen & Fuchun Li, 2013, "A Semiparametric Early Warning Model of Financial Stress Events," Staff Working Papers, Bank of Canada, number 13-13, DOI: 10.34989/swp-2013-13.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Elizondo Rocío, 2013, "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers, Banco de México, number 2013-03, Apr.
• Wilmer Martínez, 2013, "Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso," Borradores de Economia, Banco de la Republica de Colombia, number 771, Jun, DOI: 10.32468/be.771.
• P Kuang & M Schroder & Q Wang, 2013, "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers, Department of Economics, University of Birmingham, number 13-09, Mar.
• Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2013, "Separating Moral Hazard From Adverse Selection And Learning In Automobile Insurance: Longitudinal Evidence From France," Journal of the European Economic Association, European Economic Association, volume 11, issue 4, pages 897-917, August.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013, "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2617-2649, December, DOI: 10.1111/jofi.12035.
• Matei Demetrescu & Robinson Kruse, 2013, "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 1, pages 40-61, January, DOI: j.1467-9892.2012.00812.x.
• Md Atikur Rahman Khan & D. S. Poskitt, 2013, "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 2, pages 141-155, March, DOI: j.1467-9892.2012.00820.x.
• Xuguang Sheng & Jingyun Yang, 2013, "Truncated Product Methods for Panel Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 4, pages 624-636, August.
• Sebastian Vollmer & Hajo Holzmann & Florian Schwaiger, 2013, "Peak vs Components," Review of Development Economics, Wiley Blackwell, volume 17, issue 2, pages 352-364, May, DOI: 10.1111/rode.2013.17.issue-2.
• Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013, "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics, Boston College Department of Economics, number 836, Sep.
• Liangjun Su & Stefan Hoderlein & Halbert White, 2013, "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 892, Apr, revised 01 Feb 2016.
• Seongyeon Chang & Pierre Perron, 2013, "A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2013-023.
• Seong Yeon Chang & Pierre Perron, 2013, "A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-010, Sep, revised 11 Oct 2015.
• Skrobotov Anton, 2013, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 1, pages 33-61, December, DOI: 10.1515/jtse-2012-0031.
• Bassil Charbel, 2013, "Intervention Model for Analyzing the Lebanese Tourism Sector," Review of Middle East Economics and Finance, De Gruyter, volume 8, issue 3, pages 1-15, January, DOI: 10.1515/rmeef-2012-0022.
• Hill Jonathan B., 2013, "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 2, pages 121-139, April, DOI: 10.1515/snde-2012-0019.
• Eleanor Sanderson & Frank Windmeijer, 2013, "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/315, Nov.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, volume 34, issue 1, pages 7-41.
• Catherine Baumont & Diego Legros, 2013, "Nature et impacts des effets spatiaux sur les valeurs immobilières. Le cas de l'espace urbanisé parisien," Revue économique, Presses de Sciences-Po, volume 64, issue 5, pages 911-950.
• Luintel, Kul B & Xu, Yongdeng, 2013, "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/6, Apr.
• Selahattin Togay & Nezir Kose, 2013, "Money-price relationships under a currency board system: The case of Argentina," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 373-390, November.
• Peter Boone & Alex Eble & Diana Elbourne, 2013, "Risk and Evidence of Bias in Randomized Controlled Trials in Economics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1240, Sep.
• Peter M Robinson & Francesca Rossi, 2013, "Improved Tests for Spatial Correlation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 565, May.
• Peter M Robinson & Carlos Velasco, 2013, "Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 567, Mar.
• Miguel A. Delgado & Peter M Robinson, 2013, "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 568, Nov.
• Jungyoon Lee & Peter M Robinson, 2013, "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 570, Jun.
• Marc Gronwald, 2013, "Explosive Oil Prices," CESifo Working Paper Series, CESifo, number 4376.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_06.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "A generalized goodness-of-functional form test for binary and fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_09.
• Paulo Manuel Marques Rodrigues, 2013, "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_11.
• Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013, "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-05, Mar.
• Vladimir Filimonov & Didier Sornette, 2013, "Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-60, Dec.
• Arshia Amiri & Asim Afridi, 2013, "Is the role of international health aid on adult mortality efficient? Evidence from developing countries using DEA approach," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 43-50, March.
• Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013, "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers, Chapman University, Economic Science Institute, number 13-13.
• Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
• P.A. Bekker & F. Crudu, 2013, "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201313.
• Wilmer Mart�nez, 2013, "Metodolog�a de perfiles coincidentes para determinar indicadores l�deres y contempor�neos, estudio de caso," Borradores de Economia, Banco de la Republica, number 10859, Jun.
• Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES, 2013, "Measurement and characterization of the middle class in Latin America," Archivos de Economía, Departamento Nacional de Planeación, number 11206, Nov.
• Juan Carlos Zambrano Jurado, 2013, "Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11026, Feb.
• Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013, "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 7, issue 1, pages 139-167.
• Óscar Penagos Gómez & H�ctor Rojas Serrano & Jacobo Campo Robledo, 2013, "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," Documentos de Trabajo, Universidad Católica de Colombia, number 12393, Apr.
• Milton Samuel Camelo Rincón, 2013, "Descentralización fiscal y estabilidad macroeconómica: contraste no paramétrico de seis países latinoamericanos," Revista Tendencias, Universidad de Narino, volume 14, issue 2, pages 163-183.
• HAFNER, Christian & LINTON, Oliver, 2013, "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013022, May.
• Ghysels, Eric & Miller, J. Isaac, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9654, Sep.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013, "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9655, Sep.
• Christian Francq & Jean-Michel Zakoian, 2013, "Inference in Non Stationary Asymmetric Garch Models," Working Papers, Center for Research in Economics and Statistics, number 2013-11, Aug.
• Boswijk, H. P. & Zu, Y., 2013, "Testing for Cointegration with Nonstationary Volatility," Working Papers, Department of Economics, City St George's, University of London, number 13/08.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2013, "Second-Order Refinement Of Empirical Likelihood For Testing Overidentifying Restrictions," Econometric Theory, Cambridge University Press, volume 29, issue 2, pages 324-353, April.
• Vogelsang, Timothy J. & Wagner, Martin, 2013, "A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 609-628, June.
• Parker, Thomas, 2013, "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, volume 29, issue 5, pages 969-1008, October.
• Boyer, Christopher N. & Larson, James A. & Roberts, Roland K. & McClure, Angela T. & Tyler, Donald D. & Zhou, Vivian, 2013, "Stochastic Corn Yield Response Functions to Nitrogen for Corn after Corn, Corn after Cotton, and Corn after Soybeans," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 45, issue 4, pages 669-681, November.
• Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
• Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
• Igor Kheifets & Carlos Velasco, 2013, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924, Nov.
• Gabriela OPAIT, 2013, "The Architecture of the Territorial Indexes through the Standardisation Method," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 89-95.
• Gabriela OPAIT, 2013, "Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 89-98.
• Shakeeb Khan & Denis Nekipelov, 2013, "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers, Duke University, Department of Economics, number 13-16.
• Chevillon, Guillaume, 2013, "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1320, Nov.
• Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013, "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-04, Jan.