Research classified by Journal of Economic Literature (JEL) codes

---

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

2014

• 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:http://web.yonsei.ac.kr/jinseocho/research.htm," 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.
• Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014, "Spurious Inference in Unidentified Asset-Pricing Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-12, Oct.
• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1413, Oct, DOI: 10.26509/frbc-wp-201413.
• Sean P. Grover & Michael W. McCracken, 2014, "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, volume 96, issue 2, pages 173-194.
• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2014-25, Sep, DOI: 10.20955/wp.2014.025.
• Erik Vogt, 2014, "Option-implied term structures," Staff Reports, Federal Reserve Bank of New York, number 706, Dec.
• Anton Skrobotov, 2014, "A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time," Working Papers, Gaidar Institute for Economic Policy, number 0102, revised 2014.
• Muriel Fadairo & Jianyu Yu, 2014, "Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1405.
• Frédéric Jouneau-Sion & Olivier Torrès, 2014, "In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1422.
• Moussa Keita, 2014, "Pauvreté et arbitrage entre scolarisation et travail des enfants au Mali," CERDI Working papers, HAL, number halshs-01064821, Sep.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00825261, Sep, DOI: 10.1111/ecoj.12071.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00978147, Mar, DOI: 10.1016/j.jmacro.2013.11.003.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," Post-Print, HAL, number hal-00825261, Sep, DOI: 10.1111/ecoj.12071.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Post-Print, HAL, number hal-00978147, Mar, DOI: 10.1016/j.jmacro.2013.11.003.
• Amélie Charles & Olivier Darné, 2014, "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Post-Print, HAL, number hal-01122507, DOI: 10.1016/j.jbankfin.2014.03.022.
• Mahamadou Roufahi Tankari, 2014, "L’élasticité calorie revenu est-elle faible au Niger ?," Post-Print, HAL, number hal-01885234, DOI: 10.4074/S1966960714014039.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00825261, Sep, DOI: 10.1111/ecoj.12071.
• Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2014, "Large sample properties of the matrix exponential spatial specification with an application to FDI," Working Papers, HAL, number hal-01069198, Sep.
• Muriel Fadairo & Jianyu Yu, 2014, "Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks," Working Papers, HAL, number halshs-00945551, Feb.
• Moussa Keita, 2014, "Pauvreté et arbitrage entre scolarisation et travail des enfants au Mali," Working Papers, HAL, number halshs-01064821, Sep.
• Evers, Corinna & Rohde, Johannes, 2014, "Model Risk in Backtesting Risk Measures," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-529, Apr.
• Demetrescu, Matei & Sibbertsen, Philipp, 2014, "Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-531, Jul.
• Kataria, Mitesh, 2014, "Confirmation: What's in the evidence?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 594, May, revised Jun 2015.
• Westerlund, Joakim & Reese, Simon, 2014, "Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors," Working Papers, Lund University, Department of Economics, number 2014:8, Feb, revised 27 Jan 2014.
• Westerlund, Joakim & Norkute, Milda, 2014, "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers, Lund University, Department of Economics, number 2014:12, Apr.
• Reese, Simon & Westerlund, Joakim, 2014, "PANICCA - PANIC on Cross-Section Averages," Working Papers, Lund University, Department of Economics, number 2015:3, Oct, revised 24 Mar 2015.
• Westerlund, Joakim & Reese, Simon & Narayan, Paresh, 2014, "A Factor Analytical Approach to Price Discovery," Working Papers, Lund University, Department of Economics, number 2015:4, Dec.
• Li, Yushu & Andersson, Fredrik N. G., 2014, "A simple wavelet-based test for serial correlation in panel data models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/11, Mar.
• Ekaterina E. Kuzmicheva, 2014, "The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions," HSE Working papers, National Research University Higher School of Economics, number WP BRP 36/FE/2014.
• Petr Parshakov, 2014, "Russian Mutual Funds: Skill vs. Luck," HSE Working papers, National Research University Higher School of Economics, number WP BRP 40/FE/2014.
• Yamamoto, Yohei & 山本, 庸平, 2014, "A Modified Confidence Set for the Structural Break Date in Linear Regression Models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-08, May.
• YAMAZAKI, Daisuke & 山崎, 大輔 & KUROZUMI, Eiji & 黒住, 英司, 2014, "Improving the Finite Sample Performance of Tests for a Shift in Mean," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-16, Nov.
• Mohsen Mehrara & Abbas Ali Rezaei, 2014, "The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 5, pages 288-301, May.
• Renato Balbontin, 2014, "Overseas Performance Of Chilean Pension Funds,Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 11-25.
• Irman Firmansyah, 2014, "Determinant of Non Performing Loan: The Case of Islamic Bank in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 2, pages 1-18, October, DOI: https://doi.org/10.21098/bemp.v17i2.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/14, Jan.
• Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014, "Testing for a general class of functional inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/14, Mar.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/14, Apr.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014, "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/14, May.
• 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP44/14, Nov.
• Xiaohong Chen & Timothy M. Christensen, 2014, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/14, Dec.
• Joshua B. Miller & Adam Sanjurjo, 2014, "A Cold Shower for the Hot Hand Fallacy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 518.
• Kunst, Robert M., 2014, "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 303, Mar.
• Sripad Motiram, 2014, "The Cult of statistical significance - A Review," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-038, Sep.
• Sinisa Slijepcevic & Branimir Blaskovic, 2014, "Statistical detection of fraud in the reporting of Croatian public companies," Financial Theory and Practice, Institute of Public Finance, volume 38, issue 1, pages 81-96.
• Calhoun, Gray, 2014, "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32462, Mar.
• Calhoun, Gray, 2014, "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34313, Oct.
• Bartalotti, Otavio, 2014, "Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 38297, Aug.
• Bartalotti, Otávio, 2014, "Theory and practice of inference in regression discontinuity: a fixed-bandwidth asymptotics approach," ISU General Staff Papers, Iowa State University, Department of Economics, number 201409010700001031, Sep.
• Ganong, Peter & Jäger, Simon, 2014, "A Permutation Test and Estimation Alternatives for the Regression Kink Design," IZA Discussion Papers, IZA Network @ LISER, number 8282, Jun.
• Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014, "Modelling Heaped Duration Data: An Application to Neonatal Mortality," IZA Discussion Papers, IZA Network @ LISER, number 8493, Sep.
• Hassler Uwe & Werkmann Verena, 2014, "Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 1, pages 23-43, February, DOI: 10.1515/jbnst-2014-0104.
• Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014, "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 111-129, February, DOI: 10.1007/s11123-013-0339-x.
• Phill Wheat & William Greene & Andrew Smith, 2014, "Understanding prediction intervals for firm specific inefficiency scores from parametric stochastic frontier models," Journal of Productivity Analysis, Springer, volume 42, issue 1, pages 55-65, August, DOI: 10.1007/s11123-013-0346-y.
• M. Pelé & M. Broihanne & B. Thierry & J. Call & V. Dufour, 2014, "To bet or not to bet? Decision-making under risk in non-human primates," Journal of Risk and Uncertainty, Springer, volume 49, issue 2, pages 141-166, October, DOI: 10.1007/s11166-014-9202-3.
• Myung Jae Sung, 2014, "Square Density Weighted Average Derivatives Estimation of Single Index Models," Korean Economic Review, Korean Economic Association, volume 30, pages 301-331.
• Mihaela Simionescu & Mirela Niculae & Marinel Nedelut, 2014, "An Econometric Model for Financial Stability Indicators," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 167-171, March.
• Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014, "Testing For A General Class Of Functional Inequalities," KIER Working Papers, Kyoto University, Institute of Economic Research, number 889, Feb.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 91-113, Julio - D, DOI: 10.17533/udea.le.n81a4.
• Nicolas DEBARSY & Fei JIN & Lung-fei LEE, 2014, "Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2244.
• Tao Chen & Gautam Tripathi, 2014, "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-04.
• 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," Cahiers de recherche, CIRPEE, number 1413.
• William C. Horrace & Christopher F. Parmeter, 2014, "A Laplace Stochastic Frontier Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 166, Apr.
• Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014, "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 169, Jul.
• Badi H. Baltagi & Long Liu, 2014, "Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 174, Dec.
• Mosavi, Mohammad Hshem & Ragheb, Mariam, 2014, "The Effect of Inflation Rate on the Performance of the Stock Market in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 19, pages 125-142, May.
• Costantini, Mauro & Lupi, Claudio, 2014, "Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp14073, Mar.
• Amita Majumder & Ranjan Ray & Kompal Sinha, 2014, "A Unified Framework for the Estimation of Intra and Inter Country Food Purchasing Power Parities with Application to Cross Country Comparisons of Food Expenditure: India, Indonesia and Vietnam," Monash Economics Working Papers, Monash University, Department of Economics, number 31-14, Sep.
• Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2014, "Testing for Leverage Effects in the Returns of US Equities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14022r, Feb, revised Jan 2017, DOI: 10.1016/j.jempfin.2018.07.008.
• Chaohua Dong & Jiti Gao, 2014, "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/14.
• Julia Polak & Maxwell L. King & Xibin Zhang, 2014, "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/14.
• Jiti Gao & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
• Jiti Gao & Han Hong, 2014, "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/14.
• Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/14.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2014, "Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2014.
• Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014, "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1415, Dec.
• Tankari, Mahamadou R., 2014, "L’élasticité calorie-revenu est-elle faible au Niger ?," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, volume 95, issue 04, pages 473-491, December.
• Startz, Richard, 2014, "Choosing the More Likely Hypothesis," Foundations and Trends(R) in Econometrics, now publishers, volume 7, issue 2, pages 119-189, November, DOI: 10.1561/0800000028.
• Constanta Popescu & Serb Diana Elena & Andreiana Carmen, 2014, "An analysis of the Romanian labor market under the impact of the contemporary world’s problems using the regression function," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 2, issue 2, pages 15-21, December.
• Ioana Viasu, 2014, "XXI Century Education and its contribution to the employment rate of romanian labour market," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 2, issue 2, pages 39-48, December.
• Daniela Feschian & Veselka Pavlova, 2014, "Standardization in the Accounting of Public Sector Enterprises," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 127-162, February.
• Manuel Gavilano, 2014, "Analisis del Servicio de Internet Movil: Aplicacion de Tecnicas de Analisis Multivariado," Documentos de Trabajo, OSIPTEL, number 23.
• Roman Teodora & Manolica Adriana, 2014, "The Economics Student €" The Future Businessman. From The Awareness Of Consumers' Rights To Their Enforcement," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1057-1068, July.
• Ai Deng, 2014, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150.
• Seongman Moon & Carlos Velasco, 2014, "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 151-173.
• J. Isaac Miller, 2014, "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 3, pages 584-614.
• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2014, "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 730-755.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014, "Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 7, pages 2139-2170.
• Podaºcã Raluca, 2014, "Study of the Normality of a Distribution," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 397-400, May.
• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014, "Multi-jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0185, Sep.
• Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014, "Inference on Factor Structures in Heterogeneous Panels," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 088, Sep.
• Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014, "Testing for no factor structures: on the use of average-type and Hausman-type statistics," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 092, Oct.
• Renzo Pardo Figueroa & Gabriel Rodríguez, 2014, "Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-395.
• Xu Cheng, 2014, "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-018, May.
• Phiri, Andrew & Dube, Wisdom, 2014, "Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach," MPRA Paper, University Library of Munich, Germany, number 52950, Jan.
• Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014, "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper, University Library of Munich, Germany, number 53419, Feb.
• Megersa, kelbesa, 2014, "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," MPRA Paper, University Library of Munich, Germany, number 54362, Mar.
• Chong, Terence Tai Leung & Yan, Isabel K., 2014, "Estimating and Testing Threshold Regression Models with Multiple Threshold Variables," MPRA Paper, University Library of Munich, Germany, number 54732, Mar.
• Millo, Giovanni, 2014, "Robust standard error estimators for panel models: a unifying approach," MPRA Paper, University Library of Munich, Germany, number 54954, Jul.
• Preinerstorfer, David & Pötscher, Benedikt M., 2014, "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 55059, Mar.
• Chen, Min & Zhu, Ke, 2014, "Sign-based specification tests for martingale difference with conditional heteroscedasity," MPRA Paper, University Library of Munich, Germany, number 56347, Jun.
• Briz, Teresa & Drichoutis, Andreas C. & Nayga, Rodolfo M., 2014, "Detecting false positives in experimental auctions: A case study of projection bias in food consumption," MPRA Paper, University Library of Munich, Germany, number 57101, Jul.
• Keita, Moussa, 2014, "Contribution des inobservables aux disparités de genre dans la scolarisation et le travail des enfants au Mali
  [Contribution of unobservables to gender disparities in schooling and child labor in Mali]," MPRA Paper, University Library of Munich, Germany, number 57532, Jul.
• Emura, Takeshi & Chen, Yi-Hau, 2014, "Gene selection for survival data under dependent censoring: a copula-based approach," MPRA Paper, University Library of Munich, Germany, number 58043, May.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
• Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
• Sinha, Pankaj & Agnihotri, Shalini, 2014, "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper, University Library of Munich, Germany, number 58303, Jul.
• Preinerstorfer, David, 2014, "Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators," MPRA Paper, University Library of Munich, Germany, number 58333, Aug.
• Zhu, Ke & Ling, Shiqing, 2014, "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper, University Library of Munich, Germany, number 59099, Oct.
• Mehta, Anirudh & Kanishka, Kunal, 2014, "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper, University Library of Munich, Germany, number 59788, Nov.
• Ahmad, Ali & Francq, Christian, 2014, "Poisson qmle of count time series models," MPRA Paper, University Library of Munich, Germany, number 59804, Nov.
• Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014, "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper, University Library of Munich, Germany, number 59815.
• Kulaksizoglu, Tamer, 2014, "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper, University Library of Munich, Germany, number 60456, Aug.
• Ando, Tomohiro & Bai, Jushan, 2014, "A simple new test for slope homogeneity in panel data models with interactive effects," MPRA Paper, University Library of Munich, Germany, number 60795, Dec.
• RIANE, Nizare, 2014, "Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca
  [Study of the returns nonlinear dynamics of the Casablanca stock exchange]," MPRA Paper, University Library of Munich, Germany, number 61957, Sep, revised 06 Feb 2015.
• Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan, 2014, "Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition," MPRA Paper, University Library of Munich, Germany, number 62335, Sep.
• BEKHALED, Aicha & DADENE, Abdelghani & CHIKHI, Mohamed, 2014, "اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011
  [Testing the Predictability of Casablanca Stock Exchange Returns (2007-2011)]," MPRA Paper, University Library of Munich, Germany, number 76629, revised 2014.
• SELLAMI, Ahmed & CHIKHI, Mohamed, 2014, "اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011)
  [Causality and cointegration Testing between Savings and Investment in the Algerian Economy during (1970-2011)]," MPRA Paper, University Library of Munich, Germany, number 76692, revised 2014.
• Rahmani, Fatemeh & Razaghian, Farhad & Kashaninia, Alireza, 2014, "High Power Two- Stage Class-AB/J Power Amplifier with High Gain and Efficiency," MPRA Paper, University Library of Munich, Germany, number 86867, Jun, revised May 2014.
• Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
• Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014, "Convergence in U.S. Metropolitan Statistical Areas," Working Papers, University of Pretoria, Department of Economics, number 201421, May.