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

• 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.
• Fernández Macho, Francisco Javier, 2013, "A Note on Wavelet Correlation and Cointegration," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Nov.
• Bhattacharya, Sharad Nath & Bhattacharya, Mousumi, 2013, "Long memory in return structures from developed markets," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• 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 Cleveland, Federal Reserve Bank of St. Louis, Federal ," 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.

2012

• Matei Demetrescu & Robinson Kruse, 2012, "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-01, Jan.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
• Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen, 2012, "On tests for linearity against STAR models with deterministic trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-20, May.
• H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen, 2012, "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-39, 09.
• Peter Reinhard Hansen & Allan Timmermann, 2012, "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-43, Feb.
• Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-45, Oct.
• Tim Bollerslev & Lai Xu & Hao Zhou, 2012, "Stock Return and Cash Flow Predictability: The Role of Volatility Risk," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-51, Nov.
• Stanislav Anatolyev, 2012, "Instrumental variables estimation and inference in the presence of many exogenous regressors," Working Papers, New Economic School (NES), number w0162, Mar.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, New Economic School (NES), number w0170, Feb.
• Pituwan Poramapojn, 2012, "Effect of Securitization on the Bank’s Equity Risk in the U.S," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 19, issue 1, pages 68-86, June.
• Liu, Xiaoliang & Filler, Gunther & Odening, Martin, , "Testing for Speculative Bubbles in Agricultural Commodity Prices: A Regime Switching Approach," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122554, DOI: 10.22004/ag.econ.122554.
• Kriszt, Katalin & Zakár, Tivadar, 2012, "A Vállalatok Pénzügyi Típusjelenségeinek Többváltozós Analízise," Acta Carolus Robertus, Karoly Robert University College, volume 2, issue 01, pages 1-10, DOI: 10.22004/ag.econ.173634.
• Park, Seong Cheol & Brorsen, B. Wade & Stoecker, Arthur L. & Hattey, Jeffory A., 2012, "Forage Response to Swine Effluent: A Cox Nonnested Test of Alternative Functional Forms Using a Fast Double Bootstrap," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 44, issue 4, pages 1-14, November, DOI: 10.22004/ag.econ.137118.
• Boswijk, H. Peter & Jansson, Michael & ßrregaard Nielsen, Morten, 2012, "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274617, Aug, DOI: 10.22004/ag.econ.274617.
• Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, , "Testing for optimal monetary policy via moment inequalities," Economic Research Papers, University of Warwick - Department of Economics, number 270654, DOI: 10.22004/ag.econ.270654.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric Estimation and Inference for Granger Causality Measures," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012009, Jan.
• Zoltán Bakucs & Imre Fertő & Gábor G. Szabó, 2012, "Benefits of a marketing cooperative in transition agriculture: Mórakert purchasing and service co-operative," Society and Economy, Akadémiai Kiadó, Hungary, volume 34, issue 3, pages 453-468, September.
• Xuguang Sheng & Lan Cheng, 2012, "Combination of "Combinations of P-values," Working Papers, American University, Department of Economics, number 2012-11, DOI: 10.17606/2q5g-qw29.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Institute for Fiscal Studies, number 26/12, Sep, DOI: 10.1920/wp.cem.2012.2612.
• Paulo Parente & Richard Smith, 2012, "Exogeneity in semiparametric moment condition models," CeMMAP working papers, Institute for Fiscal Studies, number 30/12, Oct, DOI: 10.1920/wp.cem.2012.3012.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012, "Intersection bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 33/12, Oct, DOI: 10.1920/wp.cem.2012.3312.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Institute for Fiscal Studies, number 37/12, Nov, DOI: 10.1920/wp.cem.2012.3712.
• Marian Vavra, 2012, "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1204, Mar.
• Defne MUTLUER KURUL, 2012, "Are Bankers Successful in Forecasting the Direction of Credit Volume and Interest rates?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 81-102.
• Fabio Busetti, 2012, "On detecting end-of-sample instabilities," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 881, Sep.
• Wilmer O. Martínez R. & Manuel Hernández B., 2012, "Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica," Borradores de Economia, Banco de la Republica de Colombia, number 688, Jan, DOI: 10.32468/be.688.
• Wilmer O. Martínez R. & Edgar Caicedo G. & Evelyn J. Tique C., 2012, "Explorando la relación entre el IPC e IPP: El caso colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 737, Oct, DOI: 10.32468/be.737.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2012, "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, volume 64, issue Supplemen, pages 123-148, December, DOI: j.1467-8586.2012.00457.x.
• Stephen Gibbons & Henry G. Overman, 2012, "Mostly Pointless Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, volume 52, issue 2, pages 172-191, May, DOI: j.1467-9787.2012.00760.x.
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2012, "Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 1, pages 107-130, February, DOI: j.1468-0084.2011.00654.x.
• Arthur Lewbel & Xun Lu & Liangjun Su, 2012, "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 817, Dec, revised 01 May 2013.
• Mijung Choi & Jin Lee, 2012, "Analysis of Changes in the Welfare of Middle and Low Income Families in Korea after the Global Financial Crisis Based on Stochastic Dominance Approaches (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 23-50, December.
• Francesca Bassi & Alessandra Padoan & Ugo Trivellato, 2012, "Inconsistencies in reported employment characteristics among employed stayers," Statistica, Department of Statistics, University of Bologna, volume 72, issue 1, pages 93-109.
• Kline Patrick & Santos Andres, 2012, "A Score Based Approach to Wild Bootstrap Inference," Journal of Econometric Methods, De Gruyter, volume 1, issue 1, pages 23-41, August, DOI: 10.1515/2156-6674.1006.
• Lamarche Jean-Francois & Koustasy Zisimos, 2012, "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 5, pages 1-26, December, DOI: 10.1515/1558-3708.1876.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 557-567.
• Pesaran, M. H., 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1208, Feb.
• Pesaran, M. H. & Yamagata, T., 2012, "Testing CAPM with a Large Number of Assets (Updated 28th March 2012)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1210, Feb.
• Hayakawa, K. & Pesaran, M.H., 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1224, May.
• Lulu Gu & W. Robert Reed, 2012, "Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/08, Apr.
• Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2012, "Evolution of coupled lives' dependency across generations and pricing impact," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 258.
• Thomas Mayer, 2012, "Ziliak and McClosky?s Criticisms of Significance Tests: A Damage Assessment," Working Papers, University of California, Davis, Department of Economics, number 61, Apr.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/15, Jun.
• Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/17, Jul.
• Tziogkidis, Panagiotis, 2012, "Bootstrap DEA and Hypothesis Testing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/18, Aug.
• Liu, Chunping & Minford, Patrick, 2012, "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/22, Aug, revised Dec 2013.
• K. Herve DAKPO & Pascale COMBES MOTEL & Johanna CHOUMERT, 2012, "The environmental Kuznets curve for deforestation: a threatened theory? A meta-analysis," Working Papers, CERDI, number 201216.
• den Haan, Wouter J. & Levin, Andrew T, 2000, "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0127m2tp, Jun.
• Haldrup, Niels Prof. & Montanes, Antonio & Sansó, Andreu, 2000, "Measurement Errors and Outliers in Seasonal Unit Root Testing," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0gw7q9hk, Jun.
• Giacomini, Raffaella & Komunjer, Ivana, 2002, "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4n99t4wz, Jun.
• Giacomini, Raffaella, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt59s2g5j5, Jun.
• Jansson, Michael & Haldrup, Niels Prof., 2000, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5b13w0rp, Jun.
• Giacomini, Raffaella & White, Halbert, 2003, "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5jk0j5jh, Jun.
• Kaplan, David M. & Sun, Yixiao, 2012, "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt888657tp, Jan.
• Javier Hidalgo & Myung Hwan Seo, 2012, "Testing for Structural Stability in the Whole Sample," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 561, Sep.
• M. Hashem Pesaran, 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," CESifo Working Paper Series, CESifo, number 3800.
• Kazuhiko Hayakawa & M. Hashem Pesaran, 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," CESifo Working Paper Series, CESifo, number 3850.
• Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2012, "A Generalized Spatial Panel Data Model with Random Effects," CESifo Working Paper Series, CESifo, number 3930.
• Stanislav Anatolyev, 2012, "Instrumental variables estimation and inference in the presence of many exogenous regressors," Working Papers, Center for Economic and Financial Research (CEFIR), number w0162, Mar.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0170, Feb.
• Benjamin Carton, 2012, "Tax Reform and Coordination in a Currency Union," Working Papers, CEPII research center, number 2012-23, Oct.
• Benjamin Carton, 2012, "Tax Reform and Coordination in a Currency Union," International Economics, CEPII research center, issue 132, pages 141-158.
• Gabriele Fiorentini & Enrique Sentana, 2012, "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers, CEMFI, number wp2012_1211, Oct.
• Diana Marcela Jiménez, 2012, "La informalidad laboral en América Latina: ¿explicación estructuralista o institucionalista?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Felipe Del Río Carrasquilla & Martha Yánez Contreras & Jorge Pérez Arroyo, 2012, "Duración del desempleo y eficiencia de la búsqueda de empleo en Cartagena (Colombia)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Wilmer O. Mart�nez R & Manuel D. Hern�ndez, 2012, "C�lculo del ranking acumulado para la encuesta de expectativas de inflaci�n y tasa de cambio nominal, a trav�s de una prueba no param�trica," Borradores de Economia, Banco de la Republica, number 9265, Jan.
• Wilmer O. Mart�nez R & Edgar Caicedo G. & Evelyn J. Tique C., 2012, "Explorando la relaci�n entre el IPC e IPP: El caso colombiano," Borradores de Economia, Banco de la Republica, number 10029, Oct.
• Diego Alberto Sandoval Herrera & Mar�a Fernanda Reyes Roa, 2012, "�Por qu� los migrantes env�an remesas?: Repaso de las principales motivaciones microecon�micas," Borradores de Economia, Banco de la Republica, number 10036, Oct.
• Milton Samuel Camelo Rincón, 2012, "DESCENTRALIZACIÓN FISCAL Y LAS VARIABLES DE ESTABILIDAD: Contraste empírico desde la estadística no paramétrica," Documentos de Trabajo, Universidad Católica de Colombia, number 10350, Dec.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9056, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9058, Jul.
• Minford, Patrick & Liu, Chunping, 2012, "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9142, Sep.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 14150, Mar.
• Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012, "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1217, Jan.
• Hidalgo-Moreno, Javier & Seo, Myung Hwan, 2012, "Testing for structural stability in the whole sample," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1236, Sep.
• Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily, 2012, "Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 35, issue 97, pages 26-32, Abril.
• Guay, Alain & Lamarche, Jean-François, 2012, "Structural Change Tests Based On Implied Probabilities For Gel Criteria," Econometric Theory, Cambridge University Press, volume 28, issue 6, pages 1186-1228, December.
• Park, Seong C. & Brorsen, B. Wade & Stoecker, Arthur L. & Hattey, Jeffory A., 2012, "Forage Response to Swine Effluent: A Cox Nonnested Test of Alternative Functional Forms Using a Fast Double Bootstrap," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 44, issue 4, pages 593-606, November.
• Bodington, Jeffrey C., 2012, "804 Tastes: Evidence on Preferences, Randomness, and Value from Double-Blind Wine Tastings," Journal of Wine Economics, Cambridge University Press, volume 7, issue 2, pages 181-191, November.
• Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012, "Sieve Inference on Semi-nonparametric Time Series Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1849, Feb.
• Gabriela OPAIT, 2012, "The Role of the Continuous Variables Indices in the Life -Testing Research," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 3, pages 93-102.
• Christophe Revelli & Jean-Laurent Viviani, 2012, "Performance financière de l’investissement socialement responsable (ISR):une méta-analyse - Financial Performance of Socially Responsible Investment (SRI):A meta-analysis," Revue Finance Contrôle Stratégie, revues.org, volume 15, issue 4, pages 21-46, December.
• Issa ALI & Reetu VERMA, 2012, "Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Goodness C. AYE & Rangan GUPTA, 2012, "The Effects Of Monetary Policy On Real Farm Prices In South Africa," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 1, pages 147-158.
• Chevillon, Guillaume, 2012, "Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1210, Oct.
• Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2012, "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Econometrica, Econometric Society, volume 80, issue 1, pages 413-423, January, DOI: ECTA8773.
• Donald W. K. Andrews & Xu Cheng, 2012, "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, volume 80, issue 5, pages 2153-2211, September, DOI: ECTA9456.
• Michael Jansson & Morten Ørregaard Nielsen, 2012, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, volume 80, issue 5, pages 2321-2332, September, DOI: ECTA10306.
• Donald W. K. Andrews & Panle Jia Barwick, 2012, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, Econometric Society, volume 80, issue 6, pages 2805-2826, November, DOI: ECTA8166.
• Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012, "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, volume 3, issue 2, pages 211-255, July, DOI: QE89.
• zcan Karahan & Olcay olak, 2012, "Does Uncovered Interest Rate Parity Hold in Turkey?," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 4, pages 386-394.
• Hamidreza Mostafaei & Leila Sakhabakhsh, 2012, "Using SARFIMA Model to Study and Predict the Iran s Oil Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 1, pages 41-49.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2012, "Job Creation and the Self-employed Firm Size: evidence from Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1202, Feb.
• Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012, "The euro impact on trade. Long run evidence with structural breaks," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1209, May.
• Dahiya, Sandeep & Ray, Korok, 2012, "Staged investments in entrepreneurial financing," Journal of Corporate Finance, Elsevier, volume 18, issue 5, pages 1193-1216, DOI: 10.1016/j.jcorpfin.2012.07.002.
• Fossati, Sebastian, 2012, "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3070-3079, DOI: 10.1016/j.csda.2011.05.019.
• Alexeev, Vitali & Maynard, Alex, 2012, "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3322-3344, DOI: 10.1016/j.csda.2010.06.026.
• Bravo, Francesco & Crudu, Federico, 2012, "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3444-3458, DOI: 10.1016/j.csda.2010.07.021.
• Packalen, Mikko & Wirjanto, Tony S., 2012, "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 1-14, January.
• Boubacar Mainassara, Y. & Carbon, M. & Francq, C., 2012, "Computing and estimating information matrices of weak ARMA models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 2, pages 345-361, DOI: 10.1016/j.csda.2011.07.006.
• Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012, "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, volume 29, issue 3, pages 535-543, DOI: 10.1016/j.econmod.2011.12.017.
• Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie, 2012, "Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test," Economic Modelling, Elsevier, volume 29, issue 3, pages 810-816, DOI: 10.1016/j.econmod.2011.08.006.
• Zanin, Luca & Marra, Giampiero, 2012, "Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1328-1337, DOI: 10.1016/j.econmod.2012.03.007.
• Haidar, Jamal Ibrahim, 2012, "Trade and productivity: Self-selection or learning-by-exporting in India," Economic Modelling, Elsevier, volume 29, issue 5, pages 1766-1773, DOI: 10.1016/j.econmod.2012.05.005.
• Kim, Hyeongwoo & Moh, Young-Kyu, 2012, "Examining the evidence of purchasing power parity by recursive mean adjustment," Economic Modelling, Elsevier, volume 29, issue 5, pages 1850-1857, DOI: 10.1016/j.econmod.2012.05.008.
• Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012, "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, volume 29, issue 5, pages 2035-2038, DOI: 10.1016/j.econmod.2012.04.007.
• Matos, Pedro Verga & Faustino, Horácio C., 2012, "Beta-convergence and sigma-convergence in corporate governance in Europe," Economic Modelling, Elsevier, volume 29, issue 6, pages 2198-2204, DOI: 10.1016/j.econmod.2012.07.004.
• Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012, "A Hausman test for non-ignorability," Economics Letters, Elsevier, volume 114, issue 1, pages 23-25, DOI: 10.1016/j.econlet.2011.08.025.
• Kruse, Robinson & Sibbertsen, Philipp, 2012, "Long memory and changing persistence," Economics Letters, Elsevier, volume 114, issue 3, pages 268-272, DOI: 10.1016/j.econlet.2011.10.026.
• Zhang, Lingxiang, 2012, "Test for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, volume 115, issue 1, pages 16-19, DOI: 10.1016/j.econlet.2011.11.018.
• Martins-Filho, Carlos & Yao, Feng, 2012, "Kernel-based estimation of semiparametric regression in triangular systems," Economics Letters, Elsevier, volume 115, issue 1, pages 24-27, DOI: 10.1016/j.econlet.2011.11.035.
• Hadri, Kaddour & Kurozumi, Eiji, 2012, "A simple panel stationarity test in the presence of serial correlation and a common factor," Economics Letters, Elsevier, volume 115, issue 1, pages 31-34, DOI: 10.1016/j.econlet.2011.11.036.
• Semykina, Anastasia, 2012, "Specification tests and tests for overidentifying restrictions in panel data models with selection," Economics Letters, Elsevier, volume 115, issue 1, pages 53-55, DOI: 10.1016/j.econlet.2011.11.019.
• Stengos, Thanasis & Thompson, Brennan S., 2012, "Testing for bivariate stochastic dominance using inequality restrictions," Economics Letters, Elsevier, volume 115, issue 1, pages 60-62, DOI: 10.1016/j.econlet.2011.11.041.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012, "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, volume 115, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2011.12.047.
• Guggenberger, Patrik, 2012, "A note on the relation between local power and robustness to misspecification," Economics Letters, Elsevier, volume 116, issue 2, pages 133-135, DOI: 10.1016/j.econlet.2012.01.020.
• Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012, "Historical financial analogies of the current crisis," Economics Letters, Elsevier, volume 116, issue 2, pages 190-192, DOI: 10.1016/j.econlet.2012.02.015.
• Hausman, Jerry & Palmer, Christopher, 2012, "Heteroskedasticity-robust inference in finite samples," Economics Letters, Elsevier, volume 116, issue 2, pages 232-235, DOI: 10.1016/j.econlet.2012.02.007.
• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012, "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, volume 116, issue 2, pages 250-254, DOI: 10.1016/j.econlet.2012.03.009.
• Yu, Li & Hurley, Terrance & Kliebenstein, James & Orazem, Peter, 2012, "A test for complementarities among multiple technologies that avoids the curse of dimensionality," Economics Letters, Elsevier, volume 116, issue 3, pages 354-357, DOI: 10.1016/j.econlet.2012.03.023.
• Lee, Jin & Lee, Young Im, 2012, "Size improvement of the KPSS test using sieve bootstraps," Economics Letters, Elsevier, volume 116, issue 3, pages 483-486, DOI: 10.1016/j.econlet.2012.04.054.
• Lin, Eric S. & Chou, Ta-Sheng, 2012, "A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models," Economics Letters, Elsevier, volume 116, issue 3, pages 494-497, DOI: 10.1016/j.econlet.2012.04.058.
• Amiri, Arshia & Ventelou, Bruno, 2012, "Granger causality between total expenditure on health and GDP in OECD: Evidence from the Toda–Yamamoto approach," Economics Letters, Elsevier, volume 116, issue 3, pages 541-544, DOI: 10.1016/j.econlet.2012.04.040.
• Pesaran, M. Hashem, 2012, "On the interpretation of panel unit root tests," Economics Letters, Elsevier, volume 116, issue 3, pages 545-546, DOI: 10.1016/j.econlet.2012.04.049.
• Miyanishi, Masako, 2012, "Testing the single-factor model in the presence of persistent regressors," Economics Letters, Elsevier, volume 116, issue 3, pages 634-636, DOI: 10.1016/j.econlet.2012.07.006.
• Demetrescu, Matei & Hanck, Christoph, 2012, "A simple nonstationary-volatility robust panel unit root test," Economics Letters, Elsevier, volume 117, issue 1, pages 10-13, DOI: 10.1016/j.econlet.2012.04.067.
• Enders, Walter & Lee, Junsoo, 2012, "The flexible Fourier form and Dickey–Fuller type unit root tests," Economics Letters, Elsevier, volume 117, issue 1, pages 196-199, DOI: 10.1016/j.econlet.2012.04.081.
• Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012, "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, volume 117, issue 1, pages 214-216, DOI: 10.1016/j.econlet.2012.05.006.
• Paradiso, Antonio & Rao, B. Bhaskara, 2012, "Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia," Economics Letters, Elsevier, volume 117, issue 1, pages 259-262, DOI: 10.1016/j.econlet.2012.05.022.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, volume 117, issue 1, pages 268-271, DOI: 10.1016/j.econlet.2012.05.025.
• Pitarakis, Jean-Yves, 2012, "Jointly testing linearity and nonstationarity within threshold autoregressions," Economics Letters, Elsevier, volume 117, issue 2, pages 411-413, DOI: 10.1016/j.econlet.2012.06.025.
• Taylor, Nicholas, 2012, "Testing forecasting model versatility," Economics Letters, Elsevier, volume 117, issue 3, pages 803-806, DOI: 10.1016/j.econlet.2012.08.044.
• Arezki, Rabah & Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2012, "Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break," Economics Letters, Elsevier, volume 117, issue 3, pages 814-816, DOI: 10.1016/j.econlet.2012.08.035.
• Massacci, Daniele, 2012, "A simple test for linearity against exponential smooth transition models with endogenous variables," Economics Letters, Elsevier, volume 117, issue 3, pages 851-856, DOI: 10.1016/j.econlet.2012.09.002.
• Moul, Charles C., 2012, "A new test for monopoly with limited cost data," Economics Letters, Elsevier, volume 117, issue 3, pages 891-894, DOI: 10.1016/j.econlet.2012.07.007.
• Guggenberger, Patrik, 2012, "A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters," Economics Letters, Elsevier, volume 117, issue 3, pages 901-904, DOI: 10.1016/j.econlet.2012.07.008.
• Tetenov, Aleksey, 2012, "Statistical treatment choice based on asymmetric minimax regret criteria," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 157-165, DOI: 10.1016/j.jeconom.2011.06.013.
• Li, Yong & Yu, Jun, 2012, "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 237-246, DOI: 10.1016/j.jeconom.2011.09.040.
• Hagemann, Andreas, 2012, "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 247-254, DOI: 10.1016/j.jeconom.2011.09.037.
• Sun, Yixiao & Kim, Min Seong, 2012, "Simple and powerful GMM over-identification tests with accurate size," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 267-281, DOI: 10.1016/j.jeconom.2011.09.039.
• Lee, Yoonseok & Okui, Ryo, 2012, "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 133-139, DOI: 10.1016/j.jeconom.2011.10.005.
• Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012, "Robust subsampling," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 197-210, DOI: 10.1016/j.jeconom.2011.11.005.