Research classified by Journal of Economic Literature (JEL) codes

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

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.
• Jeffrey Penney, 2013, "Hypothesis Testing For Arbitrary Bounds," Working Paper, Economics Department, Queen's University, number 1319, Oct.
• Andrey Sinyakov, 2013, "Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)," Quantile, Quantile, issue 11, pages 91-106, December.
• Semei Coronado Ramirez & Gerardo Leonardo Gatica Arreola, 2013, "Problemas de asimetria para el analisis y la predictibilidad del tipo de cambio mexicano," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 10, issue 1, pages 77-89, Enero-Jun.
• Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2013, "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 13-01, Oct.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2013, "A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance," Working Paper series, Rimini Centre for Economic Analysis, number 58_13, Oct.
• Anna Mikusheva, 2013, "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 29, issue 1, pages 117-131.
• M. Asim Afridi & Arshia Amiri, 2013, "Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries," European Economic Letters, European Economics Letters Group, volume 2, issue 1, pages 32-37.
• Marinela GEAMĂNU & Barbu Bogdan POPESCU, 2013, "Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 4, issue 3, pages 61-67.
• Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana, 2013, "Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 39-61, March.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang, 2013, "Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 205-217, December.
• Dobrescu, Emilian, 2013, "Restatement of the I-O Coefficient Stability Problem," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132601, Jun.
• Mahmud Hassan TALUKDAR, 2013, "Economy and Transparency: The Model Invention," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 16, issue 2, pages 286-296, December.
• Gurgen OHANYAN, 2013, "The Sway of IMF Policies on the Romanian Economy amid Global Financial Crisis," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2013, issue 21, pages 27-42, December.
• Harry H. Kelejian & Gianfranco Piras, 2013, "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-03, Mar.
• Valentina Corradi & Norman Swanson, 2013, "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201314, Jul.
• De la Torre Torres, Oscar Valdemar, 2013, "Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán /Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a tes," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 39-72, enero-jun.
• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013, "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A001, Jan.
• Yu-Chin Hsu, 2013, "Consistent Tests for Conditional Treatment Effects," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A003, Mar, revised Sep 2015.
• Yu-Chin Hsu & Xiaoxia Shi, 2013, "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A004, May.
• Zhenlin Yang, 2013, "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers, Singapore Management University, School of Economics, number 03-2013, May.
• Xiaohu Wang & Jun Yu, 2013, "Limit Theory for an Explosive Autoregressive Process," Working Papers, Singapore Management University, School of Economics, number 08-2013, Nov.
• Teodor Sedlarski & Angel Eremiev, 2013, "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 11, issue 1, pages 227-251, March.
• Metin SAĞLAM, 2013, "Vergi Algısı ve Vergi Bilinci Üzerine Bir Araştırma: İktisadi ve İdari Bilimler Fakültesi Öğrencilerinde Vergi Algısı ve Bilinci," Sosyoekonomi Journal, Sosyoekonomi Society, issue 19(19).
• Marvin Smith & John Wackes & Tony Smith, 2013, "A note on alternative financial service providers and the spatial void hypothesis," The Annals of Regional Science, Springer;Western Regional Science Association, volume 51, issue 2, pages 575-591, October, DOI: 10.1007/s00168-012-0549-6.
• Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013, "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 6, issue 3, pages 87-103, March, DOI: 10.1007/s11943-012-0115-9.
• Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013, "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, volume 28, issue 2, pages 701-734, April, DOI: 10.1007/s00180-012-0325-1.
• Dominique Guégan & Philippe Peretti, 2013, "An omnibus test to detect time-heterogeneity in time series," Computational Statistics, Springer, volume 28, issue 3, pages 1225-1239, June, DOI: 10.1007/s00180-012-0356-7.
• Helmut Herwartz & Florian Siedenburg, 2013, "To converge or not converge: unit labor cost inflation in the Euro area," Empirical Economics, Springer, volume 44, issue 2, pages 455-467, April, DOI: 10.1007/s00181-011-0535-3.
• Flory Dieck-Assad & Ernesto Peralta, 2013, "Energy and capital inputs: cornerstones of productivity growth in Mexico: 1965–2004," Empirical Economics, Springer, volume 44, issue 2, pages 563-590, April, DOI: 10.1007/s00181-012-0557-5.
• Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013, "On the dynamics of inflation persistence around the world," Empirical Economics, Springer, volume 44, issue 3, pages 1243-1265, June, DOI: 10.1007/s00181-012-0575-3.
• Juan Mañez & María Rochina-Barrachina & Amparo Sanchis & Juan Sanchis, 2013, "Do process innovations boost SMEs productivity growth?," Empirical Economics, Springer, volume 44, issue 3, pages 1373-1405, June, DOI: 10.1007/s00181-012-0571-7.
• Hatice Ozer Balli & Bent Sørensen, 2013, "Interaction effects in econometrics," Empirical Economics, Springer, volume 45, issue 1, pages 583-603, August, DOI: 10.1007/s00181-012-0604-2.
• Daiki Maki, 2013, "Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications," Empirical Economics, Springer, volume 45, issue 1, pages 605-625, August, DOI: 10.1007/s00181-012-0605-1.
• Shu-Ping Shi, 2013, "Specification sensitivities in the Markov-switching unit root test for bubbles," Empirical Economics, Springer, volume 45, issue 2, pages 697-713, October, DOI: 10.1007/s00181-012-0635-8.
• Antonio Arroyo & Aránzazu Juan, 2013, "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, volume 45, issue 2, pages 715-733, October, DOI: 10.1007/s00181-012-0634-9.
• Francisco Goerlich, 2013, "A simple and efficient test for the Pareto law," Empirical Economics, Springer, volume 45, issue 3, pages 1367-1381, December, DOI: 10.1007/s00181-012-0654-5.
• Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013, "On the distributional properties of size, profit and growth of Icelandic firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 1, pages 57-74, April, DOI: 10.1007/s11403-012-0103-8.
• José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013, "Heteroskedasticity testing through a comparison of Wald statistics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 12, issue 2, pages 131-160, August, DOI: 10.1007/s10258-013-0087-x.
• Riccardo Lucchetti & Claudia Pigini, 2013, "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 22, issue 4, pages 535-572, November, DOI: 10.1007/s10260-013-0236-5.
• Badi Baltagi & Chihwa Kao & Sanggon Na, 2013, "Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test," Statistical Papers, Springer, volume 54, issue 4, pages 1067-1094, November, DOI: 10.1007/s00362-013-0499-9.
• Jörg Breitung & Robinson Kruse, 2013, "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, volume 54, issue 4, pages 911-930, November, DOI: 10.1007/s00362-012-0497-3.
• Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013, "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, volume 54, issue 4, pages 977-991, November, DOI: 10.1007/s00362-013-0513-2.
• Marian Vavra, 2013, "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2013, Sep.
• Marian Vavra, 2013, "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2013, Sep.
• Marian Vavra, 2013, "Testing for linear and Markov switching DSGE models," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2013, Dec.
• James Morley & Irina B. Panovska & Tara M. Sinclair, 2013, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41A, May.
• Andreas Ortman & Le Zhang, 2013, "Exploring the Meaning of Significance in Experimental Economics," Discussion Papers, School of Economics, The University of New South Wales, number 2013-32, Nov.
• Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013, "A New Keynesian IS curve for Australia: is it forward looking or backward looking?," Applied Economics, Taylor & Francis Journals, volume 45, issue 26, pages 3691-3700, September, DOI: 10.1080/00036846.2012.718068.
• Russell Davidson & Jean-Yves Duclos, 2013, "Testing for Restricted Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 1, pages 84-125, January, DOI: 10.1080/07474938.2012.690332.
• Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2013, "A Generalized Spatial Panel Data Model with Random Effects," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 5-6, pages 650-685, August, DOI: 10.1080/07474938.2012.742342.
• Tao Chen & Gautam Tripathi, 2013, "Testing conditional symmetry without smoothing," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 25, issue 2, pages 273-313, June, DOI: 10.1080/10485252.2012.752083.
• Christoph Rothe & Dominik Wied, 2013, "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 501, pages 314-324, March, DOI: 10.1080/01621459.2012.736903.
• Christopher J. Bennett & Ričardas Zitikis, 2013, "Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 1-15, January, DOI: 10.1080/07350015.2012.741053.
• Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013, "Detecting Dependence Between Spatial Processes," Spatial Economic Analysis, Taylor & Francis Journals, volume 8, issue 4, pages 469-497, February, DOI: 10.1080/17421772.2013.835437.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 16875, Aug, revised 05 Aug 2013.
• Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko, 2013, "Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17518, Sep, revised 29 Sep 2013.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013, "Reserve Options Mechanism : A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 3, pages 45-60.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013, "Reserve Options Mechanism and FX Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1303.
• Defne Mutluer Kurul, 2013, "Analyzing Banks' Opinions on the Loan Supply and Loan Demand Using Multi-Country Bank Lending Survey Data," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1344.
• David Ardia & Lennart Hoogerheide, 2013, "GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-047/III, Mar.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
• Charles S. Bos & Pawel Janus, 2013, "A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-155/III, Oct.
• Yuanyuan Wan & Haiqing Xu, 2013, "Inference in Semiparametric Binary Response Models with Interval Data," Working Papers, University of Toronto, Department of Economics, number tecipa-492, Jun.
• Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013, "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 423, Apr.
• Lavergne, Pascal, 2013, "Model Equivalence Tests in a Parametric Framework," TSE Working Papers, Toulouse School of Economics (TSE), number 13-379, Feb.
• Lavergne, Pascal & Patilea, Valentin, 2013, "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers, Toulouse School of Economics (TSE), number 13-404, Mar.
• Otávio Bartalotti, 2013, "Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach," Working Papers, Tulane University, Department of Economics, number 1302, Jan, revised Nov 2013.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paidemployment and self-employment in the US," Working Papers, Instituto Universitario de Análisis Económico y Social, number 09/13, Sep.
• Orla Doyle & Colm Harmon & James J. Heckman & Caitríona Logue & Seong Hyeok Moon, 2013, "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," Working Papers, Geary Institute, University College Dublin, number 201313, Aug.
• Orla Doyle & Colm Harmon & James J. Heckman & Caitriona Logue & Seong Hyeok Moon, 2013, "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," Working Papers, School of Economics, University College Dublin, number 201310, Aug.
• Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013, "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers, University of California at Riverside, Department of Economics, number 201422, Sep, revised Apr 2012.
• José Contreras & Nora Guarata, 2013, "Inflation and relative price variability in Venezuela," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 38, issue 36, pages 85-122, july-dece.
• Eric Ghysels & J. Isaac Miller, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers, Department of Economics, University of Missouri, number 1307, Jun, revised 07 May 2014.
• David M. Kaplan, 2013, "Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion," Working Papers, Department of Economics, University of Missouri, number 1313, Jul.
• David M. Kaplan & Yixiao Sun, 2013, "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers, Department of Economics, University of Missouri, number 1314, Sep.
• David M. Kaplan & Matt Goldman, 2013, "IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics," Working Papers, Department of Economics, University of Missouri, number 1315, Sep.
• David M. Kaplan, 2013, "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers, Department of Economics, University of Missouri, number 1316, Sep.
• David M. Kaplan & Matt Goldman, 2013, "Comparing distributions by multiple testing across quantiles," Working Papers, Department of Economics, University of Missouri, number 1319, Oct, revised Feb 2018.
• David M. Kaplan & Matt Goldman, 2016, "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers, Department of Economics, University of Missouri, number 1619, revised 22 Feb 2018.
• David M. Kaplan & Matt Goldman, 2018, "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers, Department of Economics, University of Missouri, number 1801.
• Büchner, C.I.R. & van der Velden, R.K.W. & Wolbers, M.H.J., 2013, "Social background's effect on educational attainment: does method matter?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 005, Jan, DOI: 10.26481/umagsb.2013005.
• Zhou, X. & Solberger, M., 2013, "A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 058, Jan, DOI: 10.26481/umagsb.2013058.
• Solberger, M. & Zhou, X., 2013, "LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 059, Jan, DOI: 10.26481/umagsb.2013059.
• Büchner, C.I.R. & van der Velden, R.K.W. & Wolbers, M.H.J., 2013, "Social background's effect of educational attainment: Does method matter?," ROA Research Memorandum, Maastricht University, Research Centre for Education and the Labour Market (ROA), number 001, Jan, DOI: 10.26481/umaror.2013001.
• Huber, Martin, 2013, "A simple test for the ignorability of non-compliance in experiments," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1312, Apr.
• Audrino, Francesco & Camponovo, Lorenzo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1327, Oct.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance Risk Premiums in Foreign Exchange Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1304, Apr.
• Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian, 2013, "Crash Sensitivity and the Cross-Section of Expected Stock Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1324, Mar, revised Feb 2016.
• Weigert, Florian, 2013, "Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance, University of St. Gallen, School of Finance, number 1325, Mar, revised Nov 2015.