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

• 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, University of Pretoria, Department of Economics, number 201433, Jul.
• Ghassen El Montasser & Rangan Gupta, 2014, "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201435, Jul.
• Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014, "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201453, Oct.
• Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
• Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
• Mihaela Simionescu, 2014, "The Beta-convergence Analysis and Regional Disparities in EU-28," ACTA VSFS, University of Finance and Administration, volume 8, issue 2, pages 167-177.
• Martin Mandel & Vladimír Tomšík, 2014, "Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 1, pages 3-23, DOI: 10.18267/j.pep.470.
• Josef Arlt & Martin Mandel, 2014, "The Reaction Function of Three Central Banks of Visegrad Group," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 3, pages 269-289, DOI: 10.18267/j.pep.484.
• Tomáš Evan & Ilya Bolotov, 2014, "The Weak Relation between Foreign Direct Investment and Corruption: A Theoretical and Econometric Study," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 4, pages 474-492, DOI: 10.18267/j.pep.494.
• Jakub Picka, 2014, "Problém "public-private pay gap" v České republice
  [The Public-Private Pay Gap in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 5, pages 662-682, DOI: 10.18267/j.polek.975.
• Leonard Leung, 2014, "Eroded Coffee Traceability and Its Impact on Export Coffee Prices for Ethiopia," Development Discussion Papers, JDI Executive Programs, number 2014-04, Feb.
• Arthur Sweetman & Matthew D. Webb & Casey Warman, 2014, "How Targeted Is Targeted Tax Relief? Evidence From The Unemployment Insurance Youth Hires Program," Working Paper, Economics Department, Queen's University, number 1298, Sep.
• James G. MacKinnon & Russell Davidson, 2014, "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper, Economics Department, Queen's University, number 1318, Apr.
• Peter Ganong & Simon Jäger, 2015, "A Permutation Test for the Regression Kink Design," Working Paper, Harvard University OpenScholar, number 174531, Jan.
• Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 14-02, Apr.
• Mahamadou R Tankari, 2014, "L’élasticité calorie-revenu est-elle faible au Niger ?," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 95, issue 4, pages 473-491.
• Gilles Criton & Olivier Scaillet, 2014, "Hedge Fund Managers: Luck and Dynamic Assessment," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 28-38, March-Apr.
• Vesna Jankovic Milic & Jelena Stankovic & Srdjan Marinkovic, 2014, "The capacity of local governments to improve business environment: Evidence from Serbia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 32, issue 2, pages 233-254.
• Whitney Newey & Kenneth West, 2014, "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 33, issue 1, pages 125-132.
• Tolga Omay & Mübariz Hasanov & Nuri Uçar, 2014, "Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 36-55.
• Julijana Angelovska, 2014, "Month Related Seasonality on the Macedonian Stock Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 1, pages 143-150.
• Gagea, Mariana, 2014, "Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 15-34, March.
• Radu Lupu, 2014, "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 49-64, December.
• Bart Cockx & Corinna Ghirelli, 2014, "Scars Of Recessions In A Rigid Labor Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 14/894, Nov.
• Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014, "Consistent Pretesting for Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201408, Jun.
• Min B. Shrestha & Theresia A. Wansi, 2014, "Drivers of Reserves Accumulation in the South East Asian Countries," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp02, Mar.
• Norfarizal Othman, 2014, "Performance Appraisal Satisfaction in the Brunei's Civil Service: A Structural Equation Modelling Approach," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201236, Jun.
• Victor K. Y. Chan & Robben S. P. Chong & Josephine K. K. Si & Athena S. I. Cheong, 2014, "Refined Personal Factors Underlying Internet Addiction: An Analogy with Pathological Gambling," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0301324, Jul.
• 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.

2013

• Xiaoliang Liu & Guenther Filler & Martin Odening, 2013, "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing Limited, volume 73, issue 1, pages 179-200, May, DOI: 10.1108/00021461311321384.
• Parente, Paulo M D C & Santos Silva, Joao M C, 2013, "Quantile regression with clustered data," Economics Discussion Papers, University of Essex, Department of Economics, number 8976.
• Oscar De la Torre Torres., 2013, "Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 39, issue 2, pages 119-144, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/392013/DelaTorr.
• Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2013, "Quantile regression with clustered data," Discussion Papers, University of Exeter, Department of Economics, number 1305.
• James Davidson & Andreea G. Halunga, 2013, "Consistent Model Specification Testing," Discussion Papers, University of Exeter, Department of Economics, number 1312.
• Mihai TICHINDELEAN, 2013, "Models Used for Measuring Customer Engagement," Expert Journal of Marketing, Sprint Investify, volume 1, issue 1, pages 38-49.
• Huan Li, 2013, "¡°Convergence¡± or ¡°Divergence¡±? ¡ªRethinking Regional Integration of the Past Two Decades," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 4, pages 592-607, December.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
• Anton Skrobotov, 2013, "On GLS-detrending for deterministic seasonality testing," Working Papers, Gaidar Institute for Economic Policy, number 0073, revised 2014.
• Anton Skrobotov, 2013, "Local Structural Trend Break in Stationarity Testing," Working Papers, Gaidar Institute for Economic Policy, number 0074, revised 2013.
• Anton Skrobotov, 2013, "Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions," Working Papers, Gaidar Institute for Economic Policy, number 0083, revised 2013.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, volume 1, issue 3, pages 1-13, November.
• Nicolas Dias Gomes & Pedro André Cerqueira & Luís Alçada Almeida, 2013, "Determinants of Worldwide Software Piracy Losses," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-19, Sep.
• Xuguang Sheng & Jingyun Yang, 2013, "Truncated Product Methods for Panel Unit Root Tests," Working Papers, The George Washington University, The Center for Economic Research, number 2013-004, Apr.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Francisco Serranito, 2013, "Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries," Post-Print, HAL, number hal-01384675, DOI: 10.1016/j.econmod.2012.09.037.
• 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," Post-Print, HAL, number hal-01493323.
• Russell Davidson & Jean-Yves Duclos, 2013, "Testing for Restricted Stochastic Dominance," Post-Print, HAL, number hal-01499628, DOI: 10.1080/07474938.2012.690332.
• Johanna Choumert & Pascale Combes Motel & K. Hervé Dakpo, 2013, "Is the environmental Kuznets curve for deforestation a threatened theory ? A meta-analysis of the literature," Post-Print, HAL, number hal-02652346, DOI: 10.1016/j.ecolecon.2013.02.016.
• Frédérique Bec & Songlin Zeng, 2013, "Are Southeast Asian Real Exchange Rates Mean Reverting?," Post-Print, HAL, number hal-02979368, Dec, DOI: 10.1016/j.intfin.2012.09.010.
• Christian Francq & Jean-Michel Zakoïan, 2013, "Inference in nonstationary asymmetric GARCH models," Post-Print, HAL, number hal-05417494, Aug, DOI: 10.1214/13-AOS1132.
• Corinne Autant-Bernard & Muriel Fadairo & Nadine Massard, 2013, "Knowledge diffusion and innovation policies within the European regions: Challenges based on recent empirical evidence," Post-Print, HAL, number halshs-00756466, DOI: 10.1016/j.respol.2012.07.009.
• Olivier Gossner & Karl H. Schlag, 2013, "Finite-sample exact tests for linear regressions with bounded dependent variables," Post-Print, HAL, number halshs-00879792, Nov, DOI: 10.1016/j.jeconom.2013.06.003.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Olivier Gossner & Karl H. Schlag, 2013, "Finite-sample exact tests for linear regressions with bounded dependent variables," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00879792, Nov, DOI: 10.1016/j.jeconom.2013.06.003.
• Guillaume Chevillon, 2013, "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," Working Papers, HAL, number hal-00914830, Nov.
• Mahamadou Roufahi Tankari, 2013, "L’élasticité calorie-revenu est-elle faible au Niger ?," Working Papers, HAL, number hal-02942070, May.
• Gildas Lamé & Matthieu Lequien & Pierre-Alain Pionnier, 2013, "Interpretation and limits of sustainability tests in public finance
  [Interprétation et limites des tests de soutenabilité des finances publiques]," Working Papers, HAL, number hal-05462904, Mar.
• Mahamadou Roufahi Tankari, 2013, "L’élasticité calorie-revenu est-elle faible au Niger ?," Working papers of CATT, HAL, number hal-02942070, May.
• Grote, Claudia & Sibbertsen, Philipp, 2013, "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-514, Jul.
• Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-519, Oct.
• Norkute, Milda, 2013, "Assessing the New Keynesian Phillips Curve in the Euro Area Using Disaggregate Data," Working Papers, Lund University, Department of Economics, number 2013:31, Sep.
• Reese, Simon & Li, Yushu, 2013, "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers, Lund University, Department of Economics, number 2013:36, Oct.
• Li, Yushu & Andersson, Fredrik N. G., 2013, "A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models," Working Papers, Lund University, Department of Economics, number 2013:39, Nov.
• Valeria Ivaniushina & Daniel Alexandrov, 2013, "Different levels of social organization in the formation of anti-school attitudes among adolescents," HSE Working papers, National Research University Higher School of Economics, number WP BRP 09/EDU/2013.
• Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov, 2013, "Sociometric popularity in a school context," HSE Working papers, National Research University Higher School of Economics, number WP BRP 10/EDU/2013.
• Ekaterina Kuzmicheva & Kirill Kuzmichev, 2013, "The influence of financial constraints and real options on corporate investment decisions," HSE Working papers, National Research University Higher School of Economics, number WP BRP 17/FE/2013.
• Ksenia Tenisheva & Daniel Alexandrov, 2013, "Basking in the glory of schools: school characteristics and the self-concept of students in mathematics," HSE Working papers, National Research University Higher School of Economics, number WP BRP 19/SOC/2013.
• Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司 & Rao, Yao, 2013, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-12, Sep.
• YAMAMOTO, Yohei & 山本, 庸平 & TANAKA, Shinya & 田中, 晋也, 2013, "Testing for Factor Loading Structural Change under Common Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-17, Dec.
• Orla Doyle & Colm Harmon & James J. Heckman & Caitroina Logue & Seong Hyeok Moon, 2013, "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," Working Papers, Human Capital and Economic Opportunity Working Group, number 2013-007, Aug.
• Yohei Yamamoto, 2013, "Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-280, Feb.
• Bontemps, Christian, 2013, "Moment-Based Tests for Discrete Distributions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 772, Apr, revised Oct 2014.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/13, Jan.
• Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013, "Estimating demand for differentiated products with error in market shares," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/13, Feb.
• 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/13, Apr.
• Tiemen M. Woutersen & John Ham, 2013, "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/13, May.
• Grant Hillier & Federico Martellosio, 2013, "Properties of the maximum likelihood estimator in spatial autoregressive models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP44/13, Sep.
• Susanne M. Schennach, 2013, "Convolution without independence," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/13, Sep.
• Eleanor Sanderson & Frank Windmeijer, 2013, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP58/13, Nov.
• Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina, 2013, "Simulación estocástica de esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 6, issue 2, pages 51-66, Diciembre.
• Francesco Andreoli, 2013, "Inference for Inverse Stochastic Dominance," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 295, Apr.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013, "“GLS based unit root tests for bounded processes”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201304, Apr, revised Apr 2013.
• Ismail Kucukaksoy & Selcen Onal, 2013, "Turk Bankacilik Sektorunde Faaliyet Gosteren Bankalarin Etkinliklerinin Veri Zarflama Analizi Ile Olculmesi: 2004-2009 Yillari Uygulamasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 18, issue 1, pages 56-80, May.
• Otuken Senger, 2013, "Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 18, issue 1, pages 81-115, May.
• Doyle, Orla & Harmon, Colm P. & Heckman, James J. & Logue, Caitriona & Moon, Seong Hyeok, 2013, "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 7550, Aug.
• Brewer, Mike & Crossley, Thomas F. & Joyce, Robert, 2013, "Inference with Difference-in-Differences Revisited," IZA Discussion Papers, IZA Network @ LISER, number 7742, Nov.
• ?eker, Sirma Demir & Jenkins, Stephen P., 2013, "Poverty Trends in Turkey," IZA Discussion Papers, IZA Network @ LISER, number 7823, Dec.
• Jui-Chung Yang & Ke-Li Xu, 2013, "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers, Job Market Papers, number pya307, Dec.
• Mitesh Kataria, 2013, "Confirmation: What's in the evidence?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-025, Jun.
• Mitesh Kataria, 2013, "One Swallow Doesn't Make a Summer - A Note," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-030, Aug.
• Stephan B. Bruns, 2013, "Identifying Genuine Effects in Observational Research by Means of Meta-Regressions," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-040, Sep.
• Leonard MacLean & Yonggan Zhao & William Ziemba, 2013, "Currency returns, market regimes and behavioral biases," Annals of Finance, Springer, volume 9, issue 2, pages 249-269, May, DOI: 10.1007/s10436-012-0220-3.
• Jesús Otero & Jeremy Smith, 2013, "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 1, pages 1-9, January, DOI: 10.1007/s10614-011-9309-4.
• Makram El-Shagi & Sebastian Giesen, 2013, "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 1, pages 101-123, January, DOI: 10.1007/s10614-011-9271-1.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013, "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, volume 18, issue 1, pages 69-108, March, DOI: 10.1007/s10887-012-9083-8.
• François Bavaud, 2013, "Testing spatial autocorrelation in weighted networks: the modes permutation test," Journal of Geographical Systems, Springer, volume 15, issue 3, pages 233-247, July, DOI: 10.1007/s10109-013-0179-2.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• David DeBoskey & Peter Gillett, 2013, "The impact of multi-dimensional corporate transparency on us firms’ credit ratings and cost of capital," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 101-134, January, DOI: 10.1007/s11156-011-0266-8.
• Gregor Weiß, 2013, "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 179-202, August, DOI: 10.1007/s11156-012-0311-2.
• Lawrence Brown & Kelly Huang & Arianna Pinello, 2013, "To beat or not to beat? The importance of analysts’ cash flow forecasts," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 723-752, November, DOI: 10.1007/s11156-012-0330-z.
• Jáki, Erika, 2013, "A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre
  [The financial crisis as negative information and a factor of uncertainty. Analysing the EPS forecasting error in Hungary ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1357-1369.
• John-Oliver Engler & Stefan Baumgaertner, 2013, "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 265, Feb.
• Antonia Arsova & Deniz Dilan Karaman Oersal, 2013, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 280, Aug.
• David Ardia & Kris Boudt, 2013, "The Peer Performance of Hedge Funds," Cahiers de recherche, CIRPEE, number 1329.
• Julie A. Nelson, 2013, "Not-So-Strong Evidence for Gender Differences in Risk Taking," Working Papers, University of Massachusetts Boston, Economics Department, number 2013_06, Dec.
• William Horrace & Seth Richards-Shubik, 2013, "Expected Efficiency Ranks From Parametric Stochastic Fronteir Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 153, Feb.
• Chang-Jin Kim & Cheolbeom Park, 2013, "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 933-952, August.
• Spindler, Martin, 2013, "“They do know what they are doing... at least most of them.†Asymmetric Information in the (private) Disability Insurance," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201209, May.
• Matteo Pelagatti, 2013, "Nonparametric tests for event studies under cross-sectional dependence," Working Papers, University of Milano-Bicocca, Department of Economics, number 244, May, revised May 2013.
• Leucht, Anne & Neumann, Michael H. & Kreiss, Jens-Peter, 2013, "A model specification test for GARCH(1,1) processes," Working Papers, University of Mannheim, Department of Economics, number 13-11.
• Amita Majumder & Ranjan Ray & Kompal Sinha, 2013, "The Estimation of Item Specific 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 53-13, Jul.
• Orla Doyle & Colm Harmon & James J. Heckman & Caitriona Logue & Seong Moon, 2013, "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 19316, Aug.
• Hanming Fang & Xun Tang, 2013, "Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry," NBER Working Papers, National Bureau of Economic Research, Inc, number 19435, Sep.
• Poskitt, D. S. & Skeels, C. L., 2013, "Inference in the Presence of Weak Instruments: A Selected Survey," Foundations and Trends(R) in Econometrics, now publishers, volume 6, issue 1, pages 1-99, August, DOI: 10.1561/0800000017.
• G. Lamé & M. Lequien & P.-A. Pionnier, 2013, "Interpretation and limits of sustainability tests in public finance," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-05.
• Mare Codruta & Popa Irimie Emil & Span Georgeta Ancuta, 2013, "What Influences Students’ Expectations In What Regards Grades?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 707-715, July.
• Ai Deng, 2013, "Understanding Spurious Regression in Financial Economics," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 122-150, December.
• Seongman Moon & Carlos Velasco, 2013, "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, December.
• Ghita Simona & Titan Emilia & Boboc Cristina, 2013, "How Does the Economic-Financial Crisis Affect Our Education? Study on EU-28 CountriesAbstract:During the last global financial crisis, the unemployment rate grew significantly, reaching dramatic accents among youth. Unemployment phenomenon hit variou," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 112-117, May.
• Javier Fernandez-Macho, 2013, "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers, University of Oxford, Department of Economics, number 657, Jun.
• Javier Fernandez-Macho, 2013, "A wavelet approach to multiple cointegration testing," Economics Series Working Papers, University of Oxford, Department of Economics, number 668, Jul.
• Liang Chen & Juan Dolado & Jesus Gonzalo, 2013, "Detecting Big Structural Breaks in Large Factor Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 677, Oct.
• Juan Carlos Aquino & Gabriel Rodríguez, 2013, "Understanding the functional central limit theorems with some applications to unit root testing with structural change," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 36, issue 71, pages 107-149.
• Hanming Fang & Xun Tang, 2013, "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-056, Sep.
• Luqman, Muhammad & Haq, Mairajul & Lal, Irfan, 2013, "Foreign Aid and Macroeconomic Performance in Pakistan: Exploring the Role of Local Financial Sector Development," MPRA Paper, University Library of Munich, Germany, number 106866, Dec.
• Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2013, "Detecting dependence between spatial processes," MPRA Paper, University Library of Munich, Germany, number 43861.
• Idrovo Aguirre, Byron & Lennon S., Joaquín, 2013, "Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile
  [Methods for Detection Housing Bubble: Evidence from Chile]," MPRA Paper, University Library of Munich, Germany, number 44741, Mar, revised 04 Mar 2013.
• Francq, Christian & Zakoian, Jean-Michel, 2013, "Inference in non stationary asymmetric garch models," MPRA Paper, University Library of Munich, Germany, number 44901, Mar.
• Hatemi-J, Abdulnasser, 2013, "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper, University Library of Munich, Germany, number 45170, Mar.
• El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On the pricing and hedging of options for highly volatile periods," MPRA Paper, University Library of Munich, Germany, number 45272, Mar.
• Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013, "The drivers of downside equity tail risk," MPRA Paper, University Library of Munich, Germany, number 45591, Feb.
• Preinerstorfer, David & Pötscher, Benedikt M., 2013, "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper, University Library of Munich, Germany, number 45675, Jan.
• Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2013, "Does long memory matter in forecasting oil price volatility?," MPRA Paper, University Library of Munich, Germany, number 46356, Apr.
• Ermişoğlu, Ergun & Akçelik, Yasin & Oduncu, Arif & Taşkın, Temel, 2013, "The Effects of Additional Monetary Tightening on Exchange Rates," MPRA Paper, University Library of Munich, Germany, number 46615, Feb.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," MPRA Paper, University Library of Munich, Germany, number 47485, Mar.
• Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013, "Testing for state dependence in binary panel data with individual covariates," MPRA Paper, University Library of Munich, Germany, number 48233, Jul.
• Sant'Anna, Pedro H. C., 2013, "Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy," MPRA Paper, University Library of Munich, Germany, number 48376, May.
• Kiss, Christian, 2013, "Working Paper: Redefining the Economical Power of Nations," MPRA Paper, University Library of Munich, Germany, number 49022, Aug.
• Herrera Gómez, Marcos, 2013, "Análisis de Estructuras Espaciales Persistentes. Desempleo Departamental en Argentina
  [Persistent Spatial Structure Analysis. Regional Unemployment in Argentina]," MPRA Paper, University Library of Munich, Germany, number 49407, Aug.
• Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Make Almost Stochastic Dominance really Almost," MPRA Paper, University Library of Munich, Germany, number 49745, Sep.
• Kiss, Christian, 2013, "Redefining the Economical Power of Nations," MPRA Paper, University Library of Munich, Germany, number 49890, Aug.
• Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah, 2013, "Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money," MPRA Paper, University Library of Munich, Germany, number 50020.
• Maciejowska, Katarzyna, 2013, "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper, University Library of Munich, Germany, number 50303, Oct.
• Bensalma, Ahmed, 2013, "Simple Fractional Dickey Fuller test," MPRA Paper, University Library of Munich, Germany, number 50315, Jul.
• Chen, Min & Zhu, Ke, 2013, "Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations," MPRA Paper, University Library of Munich, Germany, number 50487, Oct.
• Zhu, Ke & Li, Wai-Keung, 2013, "A bootstrapped spectral test for adequacy in weak ARMA models," MPRA Paper, University Library of Munich, Germany, number 51224, Nov.
• Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013, "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper, University Library of Munich, Germany, number 51570, Nov.
• Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung, 2013, "Testing for the buffered autoregressive processes," MPRA Paper, University Library of Munich, Germany, number 51706, Nov.
• Adeniji, Sesan, 2013, "Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper, University Library of Munich, Germany, number 52551, Dec, revised 28 Dec 2013.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2013, "Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 52581, Nov.
• Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher, 2013, "Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach," MPRA Paper, University Library of Munich, Germany, number 56621, Sep.
• Keita, Moussa, 2013, "Standards of living and health status: the socioeconomic determinants of life expectancy gain in sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 57553, Jun.
• Caspi, Itamar, 2013, "Rtadf: Testing for Bubbles with EViews," MPRA Paper, University Library of Munich, Germany, number 58791, Aug, revised 06 Sep 2014.
• Omay, Tolga & Yildirim, Dilem, 2013, "Nonlinearity and Smooth Breaks in Unit Root Testing," MPRA Paper, University Library of Munich, Germany, number 62334, May.
• Shijaku, Gerti & Gjokuta, Arlind, 2013, "Fiscal policy and economic growth: the case of Albania," MPRA Paper, University Library of Munich, Germany, number 79090.
• Jiří Sedláček, 2013, "Price Dispersion on the Internet: Empirical Comparison of Several Commodities from the Czech Republic," Central European Business Review, Prague University of Economics and Business, volume 2013, issue 1, pages 35-42, DOI: 10.18267/j.cebr.37.
• Miroslav Svoboda & Petr Bocák, 2013, "Curiosity of Pay-Per-Bid Auctions: Evidence from Bonus.cz Auction Site," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 3, pages 418-432, DOI: 10.18267/j.pep.460.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2013, "Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets," Working Paper, Economics Department, Queen's University, number 1309, Dec.