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

• 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.
• 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, Centre for Economic Policy Research, number 9654, Sep.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2013, "Testing for Granger Causality with Mixed Frequency Data," CEPR Discussion Papers, Centre for Economic Policy Research, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 723-733.
• Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013, "From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1319, Sep.
• Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013, "The trade balance in euro countries: a natural case study of periodic integration with a changing mean," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1321, Nov.
• Schiemann, Frank & Guenther, Thomas, 2013, "Earnings Predictability, Value Relevance, and Employee Expenses," The International Journal of Accounting, Elsevier, volume 48, issue 2, pages 149-172, DOI: 10.1016/j.intacc.2013.04.001.
• Westerlund, Joakim, 2013, "Simple unit root testing in generally trending data with an application to precious metal prices in Asia," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 12-27, DOI: 10.1016/j.asieco.2013.04.004.
• Gu, Lulu & Reed, W. Robert, 2013, "Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 28-40, DOI: 10.1016/j.asieco.2013.04.009.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2013, "On the implementation and use of factor-augmented regressions in panel data," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 3-11, DOI: 10.1016/j.asieco.2013.02.002.
• Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan, 2013, "Determinants and price discovery of China sovereign credit default swaps," China Economic Review, Elsevier, volume 24, issue C, pages 1-15, DOI: 10.1016/j.chieco.2012.09.003.
• Zhou, Jian, 2013, "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, volume 30, issue C, pages 196-204, DOI: 10.1016/j.econmod.2012.09.030.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Serranito, Francisco, 2013, "Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries," Economic Modelling, Elsevier, volume 30, issue C, pages 685-697, DOI: 10.1016/j.econmod.2012.09.037.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• Di Iorio, Francesca & Triacca, Umberto, 2013, "Testing for Granger non-causality using the autoregressive metric," Economic Modelling, Elsevier, volume 33, issue C, pages 120-125, DOI: 10.1016/j.econmod.2013.03.023.
• Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013, "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, volume 33, issue C, pages 552-559, DOI: 10.1016/j.econmod.2013.04.049.
• Matsuki, Takashi & Sugimoto, Kimiko, 2013, "Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break," Economic Modelling, Elsevier, volume 34, issue C, pages 52-58, DOI: 10.1016/j.econmod.2012.11.056.
• Li, Yong & Huang, Wei-Ping & Zhang, Jie, 2013, "Forecasting volatility in the Chinese stock market under model uncertainty," Economic Modelling, Elsevier, volume 35, issue C, pages 231-234, DOI: 10.1016/j.econmod.2013.07.006.
• Pan, Qi & Li, Yong, 2013, "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, volume 35, issue C, pages 45-50, DOI: 10.1016/j.econmod.2013.06.029.
• Elmi, Zahra (Mila) & Ranjbar, Omid, 2013, "Nonlinear adjustment to the mean reversion of consumption–income ratio," Economic Modelling, Elsevier, volume 35, issue C, pages 477-480, DOI: 10.1016/j.econmod.2013.07.037.
• Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung, 2013, "The performance of commodity trading advisors: A mean-variance-ratio test approach," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 188-201, DOI: 10.1016/j.najef.2012.06.010.
• Choumert, Johanna & Combes Motel, Pascale & Dakpo, Hervé K., 2013, "Is the Environmental Kuznets Curve for deforestation a threatened theory? A meta-analysis of the literature," Ecological Economics, Elsevier, volume 90, issue C, pages 19-28, DOI: 10.1016/j.ecolecon.2013.02.016.
• Zhang, Lingxiang, 2013, "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, volume 118, issue 1, pages 189-191, DOI: 10.1016/j.econlet.2012.10.018.
• Trezzi, Riccardo, 2013, "A wavelet analysis of international risk-sharing," Economics Letters, Elsevier, volume 118, issue 2, pages 330-333, DOI: 10.1016/j.econlet.2012.11.025.
• Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2013, "Alternative representations for cointegrated panels with global stochastic trends," Economics Letters, Elsevier, volume 118, issue 3, pages 485-488, DOI: 10.1016/j.econlet.2012.12.028.
• Lee, Taewook, 2013, "On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models," Economics Letters, Elsevier, volume 119, issue 1, pages 50-54, DOI: 10.1016/j.econlet.2013.01.013.
• Ulu, Yasemin, 2013, "Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts," Economics Letters, Elsevier, volume 119, issue 2, pages 168-171, DOI: 10.1016/j.econlet.2013.01.029.
• Sheng, Xuguang & Yang, Jingyun, 2013, "An adaptive truncated product method for combining dependent p-values," Economics Letters, Elsevier, volume 119, issue 2, pages 180-182, DOI: 10.1016/j.econlet.2013.02.013.
• Westerlund, Joakim & Urbain, Jean-Pierre, 2013, "On the estimation and inference in factor-augmented panel regressions with correlated loadings," Economics Letters, Elsevier, volume 119, issue 3, pages 247-250, DOI: 10.1016/j.econlet.2013.03.022.
• Massacci, Daniele, 2013, "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, volume 120, issue 1, pages 5-9, DOI: 10.1016/j.econlet.2013.03.044.
• Carrion-i-Silvestre, Josep Lluís & Gadea, María Dolores, 2013, "GLS-based unit root tests for bounded processes," Economics Letters, Elsevier, volume 120, issue 2, pages 184-187, DOI: 10.1016/j.econlet.2013.04.016.
• Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013, "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, volume 120, issue 2, pages 195-199, DOI: 10.1016/j.econlet.2013.03.033.
• Huber, Martin, 2013, "A simple test for the ignorability of non-compliance in experiments," Economics Letters, Elsevier, volume 120, issue 3, pages 389-391, DOI: 10.1016/j.econlet.2013.05.018.
• Zhang, Xianyang & Shao, Xiaofeng, 2013, "On a general class of long run variance estimators," Economics Letters, Elsevier, volume 120, issue 3, pages 437-441, DOI: 10.1016/j.econlet.2013.05.026.
• Seong, Byeongchan, 2013, "Semiparametric selection of seasonal cointegrating ranks using information criteria," Economics Letters, Elsevier, volume 120, issue 3, pages 592-595, DOI: 10.1016/j.econlet.2013.06.031.
• Xu, Ke-Li, 2013, "Power monotonicity in detecting volatility levels change," Economics Letters, Elsevier, volume 121, issue 1, pages 64-69, DOI: 10.1016/j.econlet.2013.06.030.
• Chicu, Mark & Masten, Matthew A., 2013, "A specification test for discrete choice models," Economics Letters, Elsevier, volume 121, issue 2, pages 336-339, DOI: 10.1016/j.econlet.2013.08.024.
• Penney, Jeffrey, 2013, "Hypothesis testing for arbitrary bounds," Economics Letters, Elsevier, volume 121, issue 3, pages 492-494, DOI: 10.1016/j.econlet.2013.10.008.
• Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan, 2013, "Testing the predictive power of the term structure without data snooping bias," Economics Letters, Elsevier, volume 121, issue 3, pages 546-549, DOI: 10.1016/j.econlet.2013.10.020.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013, "Testing functional inequalities," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 14-32, DOI: 10.1016/j.jeconom.2012.08.006.
• Chambers, Marcus J., 2013, "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 142-157, DOI: 10.1016/j.jeconom.2012.09.003.
• Boldea, Otilia & Hall, Alastair R., 2013, "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 158-167, DOI: 10.1016/j.jeconom.2012.09.004.
• Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013, "Bootstrapping realized multivariate volatility measures," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 49-65, DOI: 10.1016/j.jeconom.2012.08.003.
• Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013, "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 77-89, DOI: 10.1016/j.jeconom.2012.08.005.
• Pelagatti, Matteo M. & Sen, Pranab K., 2013, "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 90-105, DOI: 10.1016/j.jeconom.2012.08.020.
• McCulloch, J. Huston & Percy, E. Richard, 2013, "Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 275-282, DOI: 10.1016/j.jeconom.2012.08.018.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013, "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 108-125, DOI: 10.1016/j.jeconom.2012.11.002.
• Xu, Ke-Li, 2013, "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 126-142, DOI: 10.1016/j.jeconom.2012.11.001.
• Andrews, Donald W.K. & Cheng, Xu, 2013, "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 36-56, DOI: 10.1016/j.jeconom.2012.10.003.
• Chen, Bin & Song, Zhaogang, 2013, "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 83-107, DOI: 10.1016/j.jeconom.2012.10.001.
• Kruiniger, Hugo, 2013, "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, volume 173, issue 2, pages 175-188, DOI: 10.1016/j.jeconom.2012.11.004.
• Müller, Ulrich K. & Watson, Mark W., 2013, "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 66-81, DOI: 10.1016/j.jeconom.2012.09.006.
• Amado, Cristina & Teräsvirta, Timo, 2013, "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 142-153, DOI: 10.1016/j.jeconom.2013.03.006.
• Hidalgo, Javier & Seo, Myung Hwan, 2013, "Testing for structural stability in the whole sample," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 84-93, DOI: 10.1016/j.jeconom.2013.02.008.
• Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013, "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 94-115, DOI: 10.1016/j.jeconom.2013.02.001.
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2013, "What model for entry in first-price auctions? A nonparametric approach," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 46-58, DOI: 10.1016/j.jeconom.2013.04.005.
• Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013, "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 134-145, DOI: 10.1016/j.jeconom.2013.05.001.
• Lavergne, Pascal & Patilea, Valentin, 2013, "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 47-59, DOI: 10.1016/j.jeconom.2013.05.006.
• Gossner, Olivier & Schlag, Karl H., 2013, "Finite-sample exact tests for linear regressions with bounded dependent variables," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 75-84, DOI: 10.1016/j.jeconom.2013.06.003.
• Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher, 2013, "Two-pass estimation of risk premiums with multicollinear and near-invariant betas," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2012.10.004.
• Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013, "Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 42-62, DOI: 10.1016/j.jempfin.2012.10.002.
• Kohonen, Anssi, 2013, "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 140-158, DOI: 10.1016/j.jempfin.2013.04.005.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance risk premiums in foreign exchange markets," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2013.04.006.
• Romano, Joseph P. & Wolf, Michael, 2013, "Testing for monotonicity in expected asset returns," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 93-116, DOI: 10.1016/j.jempfin.2013.05.001.
• Reschenhofer, Erhard & Lingler, Michaela, 2013, "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.jempfin.2013.07.003.
• Bryce, Cormac & Cheevers, Carly & Webb, Rob, 2013, "Operational risk escalation: An empirical analysis of UK call centres," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 298-307, DOI: 10.1016/j.irfa.2013.05.002.
• Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence, 2013, "The January effect for individual corporate bonds," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 69-77, DOI: 10.1016/j.irfa.2013.06.001.
• Carmichael, Benoıˆt & Coën, Alain, 2013, "Asset pricing with skewed-normal return," Finance Research Letters, Elsevier, volume 10, issue 2, pages 50-57, DOI: 10.1016/j.frl.2013.01.001.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Performance hypothesis testing with the Sharpe ratio: The case of hedge funds," Finance Research Letters, Elsevier, volume 10, issue 4, pages 196-208, DOI: 10.1016/j.frl.2013.08.001.
• Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013, "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, volume 90, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2012.10.003.
• Bec, Frédérique & Zeng, Songlin, 2013, "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 265-282, DOI: 10.1016/j.intfin.2012.09.010.
• Busetti, Fabio & Marcucci, Juri, 2013, "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 13-27, DOI: 10.1016/j.ijforecast.2012.04.011.
• Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine, 2013, "Estimation sample selection for discretionary accruals models," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 190-211, DOI: 10.1016/j.jacceco.2013.07.001.
• Shang, Hua, 2013, "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1046-1060, DOI: 10.1016/j.jbankfin.2012.11.007.
• Elsinger, Helmut, 2013, "Comment on: A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 91, issue C, pages 131-138, DOI: 10.1016/j.jebo.2013.04.008.
• López-Villavicencio, Antonia, 2013, "Interest rates, government purchases and the Taylor rule in recessions and expansions," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 382-392, DOI: 10.1016/j.jmacro.2013.08.019.
• Ibarra, Raul, 2013, "A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 429-439, DOI: 10.1016/j.qref.2013.03.001.
• Han, Xiaoyi & Lee, Lung-fei, 2013, "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, volume 43, issue 2, pages 250-271, DOI: 10.1016/j.regsciurbeco.2012.07.005.
• Qu, Xi & Lee, Lung-fei, 2013, "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, volume 43, issue 2, pages 307-321, DOI: 10.1016/j.regsciurbeco.2012.07.010.
• Jin, Fei & Lee, Lung-fei, 2013, "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 590-616, DOI: 10.1016/j.regsciurbeco.2013.03.003.
• Elsinger, Helmut, 2013, "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 838-840, DOI: 10.1016/j.regsciurbeco.2013.04.007.
• Autant-Bernard, Corinne & Fadairo, Muriel & Massard, Nadine, 2013, "Knowledge diffusion and innovation policies within the European regions: Challenges based on recent empirical evidence," Research Policy, Elsevier, volume 42, issue 1, pages 196-210, DOI: 10.1016/j.respol.2012.07.009.
• Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2013, "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Research in Transportation Economics, Elsevier, volume 43, issue 1, pages 85-97, DOI: 10.1016/j.retrec.2012.12.006.
• Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta, 2013, "Corruption and persistent informality: An empirical investigation for India," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 357-373, DOI: 10.1016/j.iref.2012.11.001.
• Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013, "Testing for equilibrium multiplicity in dynamic Markov games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101968, Apr.
• Eble, Alex & Boone, Peter & Elbourne, Diana, 2013, "Risk and evidence of bias in randomized controlled trials in economics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121784, Sep.
• Francesco Bartolucci & Federico Belotti & Franco Peracchi, 2013, "Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1312, revised May 2013.
• Christian A. Vossler, 2013, "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters, Edward Elgar Publishing, chapter 3, in: John A. List & Michael K. Price, "Handbook on Experimental Economics and the Environment".
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.

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.