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

2013

• Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2009, "The distribution of households consumption-expenditure budget shares," Working Paper Series, European Central Bank, number 1061, Jun.
• Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2012, "The perils of aggregating foreign variables in panel data models," Working Paper Series, European Central Bank, number 1444, Jun.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
• Donald W. K. Andrews & Xiaoxia Shi, 2013, "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, volume 81, issue 2, pages 609-666, March, DOI: ECTA9370.
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013, "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, volume 81, issue 2, pages 667-737, March, DOI: ECTA8718.
• Ibrahim Arisoy, 2013, "Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 496-502.
• Samih Antoine Azar, 2013, "Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 723-733.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1319, Sep.
• Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013, "The trade balance in euro countries: a natural case study of periodic integration with a changing mean," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1321, Nov.
• Schiemann, Frank & Guenther, Thomas, 2013, "Earnings Predictability, Value Relevance, and Employee Expenses," The International Journal of Accounting, Elsevier, volume 48, issue 2, pages 149-172, DOI: 10.1016/j.intacc.2013.04.001.
• Westerlund, Joakim, 2013, "Simple unit root testing in generally trending data with an application to precious metal prices in Asia," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 12-27, DOI: 10.1016/j.asieco.2013.04.004.
• Gu, Lulu & Reed, W. Robert, 2013, "Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 28-40, DOI: 10.1016/j.asieco.2013.04.009.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2013, "On the implementation and use of factor-augmented regressions in panel data," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 3-11, DOI: 10.1016/j.asieco.2013.02.002.
• Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan, 2013, "Determinants and price discovery of China sovereign credit default swaps," China Economic Review, Elsevier, volume 24, issue C, pages 1-15, DOI: 10.1016/j.chieco.2012.09.003.
• Zhou, Jian, 2013, "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, volume 30, issue C, pages 196-204, DOI: 10.1016/j.econmod.2012.09.030.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Serranito, Francisco, 2013, "Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries," Economic Modelling, Elsevier, volume 30, issue C, pages 685-697, DOI: 10.1016/j.econmod.2012.09.037.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• Di Iorio, Francesca & Triacca, Umberto, 2013, "Testing for Granger non-causality using the autoregressive metric," Economic Modelling, Elsevier, volume 33, issue C, pages 120-125, DOI: 10.1016/j.econmod.2013.03.023.
• Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013, "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, volume 33, issue C, pages 552-559, DOI: 10.1016/j.econmod.2013.04.049.
• Matsuki, Takashi & Sugimoto, Kimiko, 2013, "Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break," Economic Modelling, Elsevier, volume 34, issue C, pages 52-58, DOI: 10.1016/j.econmod.2012.11.056.
• Li, Yong & Huang, Wei-Ping & Zhang, Jie, 2013, "Forecasting volatility in the Chinese stock market under model uncertainty," Economic Modelling, Elsevier, volume 35, issue C, pages 231-234, DOI: 10.1016/j.econmod.2013.07.006.
• Pan, Qi & Li, Yong, 2013, "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, volume 35, issue C, pages 45-50, DOI: 10.1016/j.econmod.2013.06.029.
• Elmi, Zahra (Mila) & Ranjbar, Omid, 2013, "Nonlinear adjustment to the mean reversion of consumption–income ratio," Economic Modelling, Elsevier, volume 35, issue C, pages 477-480, DOI: 10.1016/j.econmod.2013.07.037.
• Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung, 2013, "The performance of commodity trading advisors: A mean-variance-ratio test approach," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 188-201, DOI: 10.1016/j.najef.2012.06.010.
• Choumert, Johanna & Combes Motel, Pascale & Dakpo, Hervé K., 2013, "Is the Environmental Kuznets Curve for deforestation a threatened theory? A meta-analysis of the literature," Ecological Economics, Elsevier, volume 90, issue C, pages 19-28, DOI: 10.1016/j.ecolecon.2013.02.016.
• Zhang, Lingxiang, 2013, "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, volume 118, issue 1, pages 189-191, DOI: 10.1016/j.econlet.2012.10.018.
• Trezzi, Riccardo, 2013, "A wavelet analysis of international risk-sharing," Economics Letters, Elsevier, volume 118, issue 2, pages 330-333, DOI: 10.1016/j.econlet.2012.11.025.
• Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2013, "Alternative representations for cointegrated panels with global stochastic trends," Economics Letters, Elsevier, volume 118, issue 3, pages 485-488, DOI: 10.1016/j.econlet.2012.12.028.
• Lee, Taewook, 2013, "On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models," Economics Letters, Elsevier, volume 119, issue 1, pages 50-54, DOI: 10.1016/j.econlet.2013.01.013.
• Ulu, Yasemin, 2013, "Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts," Economics Letters, Elsevier, volume 119, issue 2, pages 168-171, DOI: 10.1016/j.econlet.2013.01.029.
• Sheng, Xuguang & Yang, Jingyun, 2013, "An adaptive truncated product method for combining dependent p-values," Economics Letters, Elsevier, volume 119, issue 2, pages 180-182, DOI: 10.1016/j.econlet.2013.02.013.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2013, "On the estimation and inference in factor-augmented panel regressions with correlated loadings," Economics Letters, Elsevier, volume 119, issue 3, pages 247-250, DOI: 10.1016/j.econlet.2013.03.022.
• Massacci, Daniele, 2013, "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, volume 120, issue 1, pages 5-9, DOI: 10.1016/j.econlet.2013.03.044.
• Carrion-i-Silvestre, Josep Lluís & Gadea, María Dolores, 2013, "GLS-based unit root tests for bounded processes," Economics Letters, Elsevier, volume 120, issue 2, pages 184-187, DOI: 10.1016/j.econlet.2013.04.016.
• Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013, "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, volume 120, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2013.03.033.
• Huber, Martin, 2013, "A simple test for the ignorability of non-compliance in experiments," Economics Letters, Elsevier, volume 120, issue 3, pages 389-391, DOI: 10.1016/j.econlet.2013.05.018.
• Zhang, Xianyang & Shao, Xiaofeng, 2013, "On a general class of long run variance estimators," Economics Letters, Elsevier, volume 120, issue 3, pages 437-441, DOI: 10.1016/j.econlet.2013.05.026.
• Seong, Byeongchan, 2013, "Semiparametric selection of seasonal cointegrating ranks using information criteria," Economics Letters, Elsevier, volume 120, issue 3, pages 592-595, DOI: 10.1016/j.econlet.2013.06.031.
• Xu, Ke-Li, 2013, "Power monotonicity in detecting volatility levels change," Economics Letters, Elsevier, volume 121, issue 1, pages 64-69, DOI: 10.1016/j.econlet.2013.06.030.
• Chicu, Mark & Masten, Matthew A., 2013, "A specification test for discrete choice models," Economics Letters, Elsevier, volume 121, issue 2, pages 336-339, DOI: 10.1016/j.econlet.2013.08.024.
• Penney, Jeffrey, 2013, "Hypothesis testing for arbitrary bounds," Economics Letters, Elsevier, volume 121, issue 3, pages 492-494, DOI: 10.1016/j.econlet.2013.10.008.
• Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan, 2013, "Testing the predictive power of the term structure without data snooping bias," Economics Letters, Elsevier, volume 121, issue 3, pages 546-549, DOI: 10.1016/j.econlet.2013.10.020.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013, "Testing functional inequalities," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 14-32, DOI: 10.1016/j.jeconom.2012.08.006.
• Chambers, Marcus J., 2013, "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 142-157, DOI: 10.1016/j.jeconom.2012.09.003.
• Boldea, Otilia & Hall, Alastair R., 2013, "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 158-167, DOI: 10.1016/j.jeconom.2012.09.004.
• Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013, "Bootstrapping realized multivariate volatility measures," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 49-65, DOI: 10.1016/j.jeconom.2012.08.003.
• Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013, "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 77-89, DOI: 10.1016/j.jeconom.2012.08.005.
• Pelagatti, Matteo M. & Sen, Pranab K., 2013, "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 90-105, DOI: 10.1016/j.jeconom.2012.08.020.
• McCulloch, J. Huston & Percy, E. Richard, 2013, "Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 275-282, DOI: 10.1016/j.jeconom.2012.08.018.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013, "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 108-125, DOI: 10.1016/j.jeconom.2012.11.002.
• Xu, Ke-Li, 2013, "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 126-142, DOI: 10.1016/j.jeconom.2012.11.001.
• Andrews, Donald W.K. & Cheng, Xu, 2013, "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 36-56, DOI: 10.1016/j.jeconom.2012.10.003.
• Chen, Bin & Song, Zhaogang, 2013, "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 83-107, DOI: 10.1016/j.jeconom.2012.10.001.
• Kruiniger, Hugo, 2013, "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, volume 173, issue 2, pages 175-188, DOI: 10.1016/j.jeconom.2012.11.004.
• Müller, Ulrich K. & Watson, Mark W., 2013, "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 66-81, DOI: 10.1016/j.jeconom.2012.09.006.
• Amado, Cristina & Teräsvirta, Timo, 2013, "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 142-153, DOI: 10.1016/j.jeconom.2013.03.006.
• Hidalgo, Javier & Seo, Myung Hwan, 2013, "Testing for structural stability in the whole sample," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 84-93, DOI: 10.1016/j.jeconom.2013.02.008.
• Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013, "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 94-115, DOI: 10.1016/j.jeconom.2013.02.001.
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2013, "What model for entry in first-price auctions? A nonparametric approach," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 46-58, DOI: 10.1016/j.jeconom.2013.04.005.
• Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013, "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 134-145, DOI: 10.1016/j.jeconom.2013.05.001.
• Lavergne, Pascal & Patilea, Valentin, 2013, "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 47-59, DOI: 10.1016/j.jeconom.2013.05.006.
• Gossner, Olivier & Schlag, Karl H., 2013, "Finite-sample exact tests for linear regressions with bounded dependent variables," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 75-84, DOI: 10.1016/j.jeconom.2013.06.003.
• Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher, 2013, "Two-pass estimation of risk premiums with multicollinear and near-invariant betas," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2012.10.004.
• Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013, "Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 42-62, DOI: 10.1016/j.jempfin.2012.10.002.
• Kohonen, Anssi, 2013, "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 140-158, DOI: 10.1016/j.jempfin.2013.04.005.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance risk premiums in foreign exchange markets," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2013.04.006.
• Romano, Joseph P. & Wolf, Michael, 2013, "Testing for monotonicity in expected asset returns," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 93-116, DOI: 10.1016/j.jempfin.2013.05.001.
• Reschenhofer, Erhard & Lingler, Michaela, 2013, "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.jempfin.2013.07.003.
• Bryce, Cormac & Cheevers, Carly & Webb, Rob, 2013, "Operational risk escalation: An empirical analysis of UK call centres," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 298-307, DOI: 10.1016/j.irfa.2013.05.002.
• Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence, 2013, "The January effect for individual corporate bonds," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 69-77, DOI: 10.1016/j.irfa.2013.06.001.
• Carmichael, Benoıˆt & Coën, Alain, 2013, "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, volume 10, issue 2, pages 50-57, DOI: 10.1016/j.frl.2013.01.001.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Performance hypothesis testing with the Sharpe ratio: The case of hedge funds," Finance Research Letters, Elsevier, volume 10, issue 4, pages 196-208, DOI: 10.1016/j.frl.2013.08.001.
• Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013, "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, volume 90, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2012.10.003.
• Bec, Frédérique & Zeng, Songlin, 2013, "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 265-282, DOI: 10.1016/j.intfin.2012.09.010.
• Busetti, Fabio & Marcucci, Juri, 2013, "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 13-27, DOI: 10.1016/j.ijforecast.2012.04.011.
• Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine, 2013, "Estimation sample selection for discretionary accruals models," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 190-211, DOI: 10.1016/j.jacceco.2013.07.001.
• Shang, Hua, 2013, "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1046-1060, DOI: 10.1016/j.jbankfin.2012.11.007.
• Elsinger, Helmut, 2013, "Comment on: A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 91, issue C, pages 131-138, DOI: 10.1016/j.jebo.2013.04.008.
• López-Villavicencio, Antonia, 2013, "Interest rates, government purchases and the Taylor rule in recessions and expansions," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 382-392, DOI: 10.1016/j.jmacro.2013.08.019.
• Ibarra, Raul, 2013, "A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 429-439, DOI: 10.1016/j.qref.2013.03.001.
• Han, Xiaoyi & Lee, Lung-fei, 2013, "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, volume 43, issue 2, pages 250-271, DOI: 10.1016/j.regsciurbeco.2012.07.005.
• Qu, Xi & Lee, Lung-fei, 2013, "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, volume 43, issue 2, pages 307-321, DOI: 10.1016/j.regsciurbeco.2012.07.010.
• Jin, Fei & Lee, Lung-fei, 2013, "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 590-616, DOI: 10.1016/j.regsciurbeco.2013.03.003.
• Elsinger, Helmut, 2013, "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 838-840, DOI: 10.1016/j.regsciurbeco.2013.04.007.
• Autant-Bernard, Corinne & Fadairo, Muriel & Massard, Nadine, 2013, "Knowledge diffusion and innovation policies within the European regions: Challenges based on recent empirical evidence," Research Policy, Elsevier, volume 42, issue 1, pages 196-210, DOI: 10.1016/j.respol.2012.07.009.
• Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2013, "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Research in Transportation Economics, Elsevier, volume 43, issue 1, pages 85-97, DOI: 10.1016/j.retrec.2012.12.006.
• Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta, 2013, "Corruption and persistent informality: An empirical investigation for India," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 357-373, DOI: 10.1016/j.iref.2012.11.001.
• Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013, "Testing for equilibrium multiplicity in dynamic Markov games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101968, Apr.
• Eble, Alex & Boone, Peter & Elbourne, Diana, 2013, "Risk and evidence of bias in randomized controlled trials in economics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121784, Sep.
• Francesco Bartolucci & Federico Belotti & Franco Peracchi, 2013, "Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1312, revised May 2013.
• Christian A. Vossler, 2013, "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters, Edward Elgar Publishing, chapter 3, in: John A. List & Michael K. Price, "Handbook on Experimental Economics and the Environment".
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Clev," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031004.
• Federico Echenique & Ivana Komunjer, 2013, "A Test for Monotone Comparative Statics," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032007.
• 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.
• 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.
• 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, Institute of Labor Economics (IZA), number 7550, Aug.
• Brewer, Mike & Crossley, Thomas F. & Joyce, Robert, 2013, "Inference with Difference-in-Differences Revisited," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7742, Nov.
• ?eker, Sirma Demir & Jenkins, Stephen P., 2013, "Poverty Trends in Turkey," IZA Discussion Papers, Institute of Labor Economics (IZA), 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 uncertaint," 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.