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

• 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.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2013, "Extreme Downside Liquidity Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1326, Nov, revised Jul 2015.
• Giorgio Calzolari & Laura Magazzini, 2013, "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers, University of Verona, Department of Economics, number 14/2013, Aug.
• Kuan-Min Wang & Hung-Cheng Lai, 2013, "Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 473-497.
• Michał Brzeziński, 2013, "Variance estimation for richness measures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-03.
• Bat Batjargal, 2013, "Institutional Polycentrism, Entrepreneurs??? Social Networks, And New Venture Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1060, Sep.
• Asep saefuddin & Didin Saepudin & Dian Kusumaningrum, 2013, "Geographically Weighted Poisson Regression (GWPR) for Analyzing The Malnutrition Data in Java-Indonesia," ERSA conference papers, European Regional Science Association, number ersa13p1142, Nov.
• Rafael Gonzalez-Val & Luis Lanaspa, 2013, "Patterns in US Urban Growth (1790-2000)," ERSA conference papers, European Regional Science Association, number ersa13p254, Nov.
• Stanislav Anatolyev, 2013, "Instrumental variables estimation and inference in the presence of many exogenous regressors," Econometrics Journal, Royal Economic Society, volume 16, issue 1, pages 27-72, February.
• Jan F. Kiviet, 2013, "Identification and inference in a simultaneous equation under alternative information sets and sampling schemes," Econometrics Journal, Royal Economic Society, volume 16, issue 1, pages 24-59, February.
• Kevin E. Staub & Rainer Winkelmann, 2013, "Consistent Estimation Of Zero‐Inflated Count Models," Health Economics, John Wiley & Sons, Ltd., volume 22, issue 6, pages 673-686, June, DOI: 10.1002/hec.2844.
• Georgios Chortareas & George Kapetanios, 2013, "How Puzzling Is The Ppp Puzzle? An Alternative Half‐Life Measure Of Convergence To Ppp," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 435-457, April.
• 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, DOI: 10.1111/jmcb.12031.
• Terence Tai-Leung Chong & Wing Hei Mak & Isabel Kit-Ming Yan, 2013, "A Threshold Model Approach To Estimating The Abnormal Stock Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-17, DOI: 10.1142/S2010495213500012.
• Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr, 2013, "Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis," FIW Research Reports series, FIW, number IV-005, Jun.
• 方颖 & 郭萌萌, 2013, "中国主要宏观变量的稳定性检验：基于非参数估计与Bootstrapping的一个方法," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013, "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013, "Testing for Autocorrelation in Quantile Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2013rwp-54, Feb.
• Doyle, O. & Harmon, C. & Heckman, J.J. & Logue, C,; & Moon, S.H., 2013, "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/18, May.
• Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013, "Testing for optimal monetary policy via moment inequalities," Discussion Papers, Department of Economics, University of York, number 13/07, Mar.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2013, "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers, Deutsche Bundesbank, number 11/2013.
• Islami, Mevlud & Kurz-Kim, Jeong-Ryeol, 2013, "A single composite financial stress indicator and its real impact in the euro area," Discussion Papers, Deutsche Bundesbank, number 31/2013.
• Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik, 2013, "Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2012-1 [rev.].
• Krogmann, Yin & Riedel, Nadine & Schwalbe, Ulrich, 2013, "Inter-firm R&D networks in pharmaceutical biotechnology: What determines firm's centrality-based partnering capability," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 75-2013.
• Hanck, Christoph & Czudaj, Robert, 2013, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 434, DOI: 10.4419/86788490.
• Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2013, "Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-033.
• Chen, Haiqiang, 2013, "Robust estimation and inference for threshold models with integrated regressors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-034.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013, "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-041.
• Kiefer, Stephanie, 2013, "Aufs richtige Pferd setzen! Welche Faktoren beeinflussen Zufriedenheit und Verhaltensabsichten von Mitgliedern in deutschen Reitvereinen?," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 8/2013.
• Czudaj, Robert & Hanck, Christoph, 2013, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79734.
• Reicher, Christopher Phillip, 2013, "Evaluating misspecification in DSGE models using tests for overidentifying restrictions," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79955.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2013, "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80042.
• Thomas Kaspereit & Kerstin Lopatta, 2013, "The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 19 / 2013, Oct, revised Oct 2013.
• Katarzyna Lasak & Carlos Velasco, 2013, "Fractional cointegration rank estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-08, 03.
• Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013, "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-11, Nov.
• Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-35, 05.
• Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.
• Jarmila Šebestová & Kateřina Nowáková, 2013, "Dynamic strategy for sustainable business development: mania or hazard?," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue 34, pages 442-454, June.
• Gutierrez, L. & Piras, F., 2013, "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149760, Jun, DOI: 10.22004/ag.econ.149760.
• Boyer, Christopher N. & Larson, James A. & Roberts, Roland K. & McClure, Angela T. & Tyler, Donald D. & Zhou, Vivian, None, "Stochastic Corn Yield Response Functions to Nitrogen for Corn after Corn, Corn after Cotton, and Corn after Soybeans," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, issue 4, pages 1-12, DOI: 10.22004/ag.econ.157418.
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2013, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274634, Dec, DOI: 10.22004/ag.econ.274634.
• Penney, Jeffrey, 2013, "Hypothesis Testing for Arbitrary Bounds," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274644, Oct, DOI: 10.22004/ag.econ.274644.
• Associate Professor Ciprian Sipos Ph.D. & Maria Toth, Ph.D. Student & Professor Alexandru Jivan, Ph.D., 2013, "The Conceptual Model Of Health Care Productivity," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 190-199, NOVEMBER.
• Bucher, Axel & Jaschke, Stefan & Wied, Dominik, 2013, "Nonparametric tests for constant tail dependence with an application to energy and finance," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013033, Jan.
• Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013, "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 395, Nov.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2013, "“GLS based unit root tests for bounded processes”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201302, Apr, revised Apr 2013.
• Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013, "Inference on causal and structural parameters using many moment inequalities," Papers, arXiv.org, number 1312.7614, Dec, revised Oct 2018.
• Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013, "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers, Institute for Fiscal Studies, number 01/13, Jan, DOI: 10.1920/wp.cem.2013.0113.
• Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013, "Estimating demand for differentiated products with error in market shares," CeMMAP working papers, Institute for Fiscal Studies, number 03/13, Feb, DOI: 10.1920/wp.cem.2013.0313.
• Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013, "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers, Institute for Fiscal Studies, number 14/13, Apr, DOI: 10.1920/wp.cem.2013.1413.
• Tiemen M. Woutersen & John Ham, 2013, "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers, Institute for Fiscal Studies, number 23/13, May, DOI: 10.1920/wp.cem.2013.2313.
• Susanne M. Schennach, 2013, "Convolution without independence," CeMMAP working papers, Institute for Fiscal Studies, number 46/13, Sep, DOI: 10.1920/wp.cem.2013.4613.
• Eleanor Sanderson & Frank Windmeijer, 2013, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Institute for Fiscal Studies, number 58/13, Nov, DOI: 10.1920/wp.cem.2013.5813.
• Sarra BEN SLIMANE & Moez BEN TAHAR, 2013, "Is Discretionary Fiscal Policy Effective? Evidences for Tunisia and Egypt," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 81-96, May.
• Ian Christensen & Fuchun Li, 2013, "A Semiparametric Early Warning Model of Financial Stress Events," Staff Working Papers, Bank of Canada, number 13-13, DOI: 10.34989/swp-2013-13.
• Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.
• Elizondo Rocío, 2013, "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers, Banco de México, number 2013-03, Apr.
• Wilmer Martínez, 2013, "Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso," Borradores de Economia, Banco de la Republica de Colombia, number 771, Jun, DOI: 10.32468/be.771.
• P Kuang & M Schroder & Q Wang, 2013, "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers, Department of Economics, University of Birmingham, number 13-09, Mar.
• Georges Dionne & Pierre-Carl Michaud & Maki Dahchour, 2013, "Separating Moral Hazard From Adverse Selection And Learning In Automobile Insurance: Longitudinal Evidence From France," Journal of the European Economic Association, European Economic Association, volume 11, issue 4, pages 897-917, August.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013, "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2617-2649, December, DOI: 10.1111/jofi.12035.
• Matei Demetrescu & Robinson Kruse, 2013, "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 1, pages 40-61, January, DOI: j.1467-9892.2012.00812.x.
• Md Atikur Rahman Khan & D. S. Poskitt, 2013, "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 2, pages 141-155, March, DOI: j.1467-9892.2012.00820.x.
• Xuguang Sheng & Jingyun Yang, 2013, "Truncated Product Methods for Panel Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 4, pages 624-636, August.
• Sebastian Vollmer & Hajo Holzmann & Florian Schwaiger, 2013, "Peak vs Components," Review of Development Economics, Wiley Blackwell, volume 17, issue 2, pages 352-364, May, DOI: 10.1111/rode.2013.17.issue-2.
• Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013, "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics, Boston College Department of Economics, number 836, Sep.
• Liangjun Su & Stefan Hoderlein & Halbert White, 2013, "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 892, Apr, revised 01 Feb 2016.
• Seongyeon Chang & Pierre Perron, 2013, "A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2013-023.
• Seong Yeon Chang & Pierre Perron, 2013, "A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-010, Sep, revised 11 Oct 2015.
• Skrobotov Anton, 2013, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 1, pages 33-61, December, DOI: 10.1515/jtse-2012-0031.
• Bassil Charbel, 2013, "Intervention Model for Analyzing the Lebanese Tourism Sector," Review of Middle East Economics and Finance, De Gruyter, volume 8, issue 3, pages 1-15, January, DOI: 10.1515/rmeef-2012-0022.
• Hill Jonathan B., 2013, "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 2, pages 121-139, April, DOI: 10.1515/snde-2012-0019.
• Eleanor Sanderson & Frank Windmeijer, 2013, "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 13/315, Nov.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, volume 34, issue 1, pages 7-41.
• Catherine Baumont & Diego Legros, 2013, "Nature et impacts des effets spatiaux sur les valeurs immobilières. Le cas de l'espace urbanisé parisien," Revue économique, Presses de Sciences-Po, volume 64, issue 5, pages 911-950.
• Luintel, Kul B & Xu, Yongdeng, 2013, "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/6, Apr.
• Selahattin Togay & Nezir Kose, 2013, "Money-price relationships under a currency board system: The case of Argentina," Journal of Applied Economics, Universidad del CEMA, volume 16, pages 373-390, November.
• Peter Boone & Alex Eble & Diana Elbourne, 2013, "Risk and Evidence of Bias in Randomized Controlled Trials in Economics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1240, Sep.
• Peter M Robinson & Francesca Rossi, 2013, "Improved Tests for Spatial Correlation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 565, May.
• Peter M Robinson & Carlos Velasco, 2013, "Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 567, Mar.
• Miguel A. Delgado & Peter M Robinson, 2013, "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 568, Nov.
• Jungyoon Lee & Peter M Robinson, 2013, "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 570, Jun.
• Marc Gronwald, 2013, "Explosive Oil Prices," CESifo Working Paper Series, CESifo, number 4376.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_06.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2013, "A generalized goodness-of-functional form test for binary and fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_09.
• Paulo Manuel Marques Rodrigues, 2013, "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_11.
• Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013, "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-05, Mar.
• Vladimir Filimonov & Didier Sornette, 2013, "Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-60, Dec.
• Arshia Amiri & Asim Afridi, 2013, "Is the role of international health aid on adult mortality efficient? Evidence from developing countries using DEA approach," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 2, issue 1, pages 43-50, March.
• Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013, "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers, Chapman University, Economic Science Institute, number 13-13.
• Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
• P.A. Bekker & F. Crudu, 2013, "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201313.
• Wilmer Mart�nez, 2013, "Metodolog�a de perfiles coincidentes para determinar indicadores l�deres y contempor�neos, estudio de caso," Borradores de Economia, Banco de la Republica, number 10859, Jun.
• Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES, 2013, "Measurement and characterization of the middle class in Latin America," Archivos de Economía, Departamento Nacional de Planeación, number 11206, Nov.
• Juan Carlos Zambrano Jurado, 2013, "Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia," Documentos de Trabajo, Universidad del Valle, CIDSE, number 11026, Feb.
• Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013, "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 7, issue 1, pages 139-167.
• Óscar Penagos Gómez & H�ctor Rojas Serrano & Jacobo Campo Robledo, 2013, "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," Documentos de Trabajo, Universidad Católica de Colombia, number 12393, Apr.
• Milton Samuel Camelo Rincón, 2013, "Descentralización fiscal y estabilidad macroeconómica: contraste no paramétrico de seis países latinoamericanos," Revista Tendencias, Universidad de Narino, volume 14, issue 2, pages 163-183.
• HAFNER, Christian & LINTON, Oliver, 2013, "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013022, May.
• Ghysels, Eric & Miller, J. Isaac, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9654, Sep.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013, "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9655, Sep.
• Christian Francq & Jean-Michel Zakoian, 2013, "Inference in Non Stationary Asymmetric Garch Models," Working Papers, Center for Research in Economics and Statistics, number 2013-11, Aug.
• Boswijk, H. P. & Zu, Y., 2013, "Testing for Cointegration with Nonstationary Volatility," Working Papers, Department of Economics, City St George's, University of London, number 13/08.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2013, "Second-Order Refinement Of Empirical Likelihood For Testing Overidentifying Restrictions," Econometric Theory, Cambridge University Press, volume 29, issue 2, pages 324-353, April.
• Vogelsang, Timothy J. & Wagner, Martin, 2013, "A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 609-628, June.
• Parker, Thomas, 2013, "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, volume 29, issue 5, pages 969-1008, October.
• Boyer, Christopher N. & Larson, James A. & Roberts, Roland K. & McClure, Angela T. & Tyler, Donald D. & Zhou, Vivian, 2013, "Stochastic Corn Yield Response Functions to Nitrogen for Corn after Corn, Corn after Cotton, and Corn after Soybeans," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 45, issue 4, pages 669-681, November.
• Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
• Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
• Igor Kheifets & Carlos Velasco, 2013, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924, Nov.
• Gabriela OPAIT, 2013, "The Architecture of the Territorial Indexes through the Standardisation Method," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 89-95.
• Gabriela OPAIT, 2013, "Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 89-98.
• Shakeeb Khan & Denis Nekipelov, 2013, "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers, Duke University, Department of Economics, number 13-16.
• Chevillon, Guillaume, 2013, "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1320, Nov.
• Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013, "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-04, Jan.
• 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.