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

2012

• 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, Centre for Economic Policy Research, number 9056, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012, "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 370-382, DOI: 10.1016/j.jeconom.2011.09.022.
• Horowitz, Joel L., 2012, "Specification testing in nonparametric instrumental variable estimation," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 383-396, DOI: 10.1016/j.jeconom.2011.09.023.
• Park, Joon Y. & Qian, Junhui, 2012, "Functional regression of continuous state distributions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 397-412, DOI: 10.1016/j.jeconom.2011.09.024.
• Chang, Yoosoon & Nguyen, Chi Mai, 2012, "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 504-520, DOI: 10.1016/j.jeconom.2011.09.032.
• Su, Liangjun, 2012, "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 543-560, DOI: 10.1016/j.jeconom.2011.09.034.
• Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2012, "Empirical implementation of nonparametric first-price auction models," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 17-28, DOI: 10.1016/j.jeconom.2011.09.008.
• Lee, Suzanne S. & Mykland, Per A., 2012, "Jumps in equilibrium prices and market microstructure noise," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 396-406, DOI: 10.1016/j.jeconom.2012.03.001.
• Mariano, Roberto S. & Preve, Daniel, 2012, "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 123-130, DOI: 10.1016/j.jeconom.2012.01.014.
• Chang, Yoosoon, 2012, "Taking a new contour: A novel approach to panel unit root tests," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 15-28, DOI: 10.1016/j.jeconom.2012.01.013.
• Xu, Ke-Li, 2012, "Robustifying multivariate trend tests to nonstationary volatility," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 147-154, DOI: 10.1016/j.jeconom.2012.01.016.
• Xiao, Zhijie, 2012, "Robust inference in nonstationary time series models," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 211-223, DOI: 10.1016/j.jeconom.2012.01.027.
• Bauer, Dietmar & Maynard, Alex, 2012, "Persistence-robust surplus-lag Granger causality testing," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 293-300, DOI: 10.1016/j.jeconom.2012.01.023.
• Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
• Clark, Todd E. & McCracken, Michael W., 2012, "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 1-14, DOI: 10.1016/j.jeconom.2010.09.012.
• Fanelli, Luca, 2012, "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 153-163, DOI: 10.1016/j.jeconom.2012.04.002.
• Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012, "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 50-67, DOI: 10.1016/j.jeconom.2012.02.008.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012, "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 281-302, DOI: 10.1016/j.jeconom.2012.05.006.
• Peñaranda, Francisco & Sentana, Enrique, 2012, "Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 303-324, DOI: 10.1016/j.jeconom.2012.05.007.
• Antoine, Bertille & Renault, Eric, 2012, "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 350-367, DOI: 10.1016/j.jeconom.2012.05.010.
• Anatolyev, Stanislav, 2012, "Inference in regression models with many regressors," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 368-382, DOI: 10.1016/j.jeconom.2012.05.011.
• Marmer, Vadim & Otsu, Taisuke, 2012, "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 538-550, DOI: 10.1016/j.jeconom.2012.05.021.
• Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012, "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2012.05.001.
• Kline, Patrick & Santos, Andres, 2012, "Higher order properties of the wild bootstrap under misspecification," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 54-70, DOI: 10.1016/j.jeconom.2012.06.001.
• Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012, "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, volume 36, issue 3, pages 338-350, DOI: 10.1016/j.ecosys.2012.02.002.
• Chen, Yi-Ting, 2012, "A simple approach to standardized-residuals-based higher-moment tests," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 427-453, DOI: 10.1016/j.jempfin.2012.04.006.
• Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2012, "Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 465-482, DOI: 10.1016/j.jempfin.2012.04.004.
• Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012, "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 741-761, DOI: 10.1016/j.jempfin.2012.08.003.
• Fosten, Jack, 2012, "Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing," Energy Economics, Elsevier, volume 34, issue 5, pages 1514-1522, DOI: 10.1016/j.eneco.2012.06.025.
• Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch, 2012, "An improved test for statistical arbitrage," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 47-80, DOI: 10.1016/j.finmar.2011.08.003.
• Lee, David & Li, Wai Keung & Wong, Tony Siu Tung, 2012, "Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 538-550, DOI: 10.1016/j.insmatheco.2012.07.008.
• Vivian, Andrew & Wohar, Mark E., 2012, "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 395-422, DOI: 10.1016/j.intfin.2011.12.003.
• González-Val, Rafael & Marcén, Miriam, 2012, "Breaks in the breaks: An analysis of divorce rates in Europe," International Review of Law and Economics, Elsevier, volume 32, issue 2, pages 242-255, DOI: 10.1016/j.irle.2012.01.005.
• DeBoskey, David Gregory & Jiang, Wei, 2012, "Earnings management and auditor specialization in the post-sox era: An examination of the banking industry," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 613-623, DOI: 10.1016/j.jbankfin.2011.09.007.
• González-Val, Rafael & Marcén, Miriam, 2012, "Unilateral divorce versus child custody and child support in the U.S," Journal of Economic Behavior & Organization, Elsevier, volume 81, issue 2, pages 613-643, DOI: 10.1016/j.jebo.2011.08.008.
• Ang, Andrew & Kristensen, Dennis, 2012, "Testing conditional factor models," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 132-156, DOI: 10.1016/j.jfineco.2012.04.008.
• Bajgrowicz, Pierre & Scaillet, Olivier, 2012, "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, volume 106, issue 3, pages 473-491, DOI: 10.1016/j.jfineco.2012.06.001.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1607-1626, DOI: 10.1016/j.jimonfin.2012.03.003.
• Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012, "No contagion, only globalization and flight to quality," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1729-1744, DOI: 10.1016/j.jimonfin.2012.03.010.
• Charles, Amélie & Darné, Olivier, 2012, "Trends and random walks in macroeconomic time series: A reappraisal," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 167-180, DOI: 10.1016/j.jmacro.2011.10.001.
• Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi, 2012, "How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 3, pages 349-362, DOI: 10.1016/j.pacfin.2011.11.003.
• Qu, Xi & Lee, Lung-fei, 2012, "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, volume 42, issue 3, pages 430-445, DOI: 10.1016/j.regsciurbeco.2011.11.001.
• Khan, Walayet & Vieito, João Paulo, 2012, "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 173-189, DOI: 10.1016/j.iref.2011.09.005.
• Hartwig, Jochen, 2012, "Testing the growth effects of structural change," Structural Change and Economic Dynamics, Elsevier, volume 23, issue 1, pages 11-24, DOI: 10.1016/j.strueco.2011.09.001.
• Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2012, "The distribution of household consumption-expenditure budget shares," Structural Change and Economic Dynamics, Elsevier, volume 23, issue 1, pages 69-91, DOI: 10.1016/j.strueco.2011.09.003.
• Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi, 2012, "Bayesian Unit Root Test for Time Series Models with Structural Break in Variance," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 1, pages 75-86.
• Banu TANRIOVER & Nebiye YAMAK, 2012, "Parasal Soklarin Asimetrik Etkileri: Teori ve Turkiye Uygulamasi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 339-350.
• Noriega, Antonio E. & Rodríguez, Cid Alonso, 2012, "Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 314, pages 333-378, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Frédérique Bec & Songlin Zeng, 2012, "Are Southeast Asian Real Exchange Rates Mean Reverting?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2012-25.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2012, "Extending the Hausman Test to Check for the Presence of Outliers," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029019.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2012, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029020.
• Monalisa Sen & Anil K. Bera & Yu-Hsien Kao, 2012, "A Hausman Test for Spatial Regression Model," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029023.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012, "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 1, pages 99-132.
• Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde, 2012, "Ajuste del ingreso en México con un enfoque bayesiano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 2, pages 273-293.
• Jeroen Hinloopen & Rien J.LM. Wagenvoort & Charles van Marrewijk, 2012, "A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index," International Econometric Review (IER), Economic Research Association, volume 4, issue 1, pages 17-39, April.
• L. Tsourgiannis & M. Warren & A. Karasavvoglou & J. Eddison, 2012, "Marketing Strategies for the Primary Sector: An Empirical Study," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 147-178.
• Matthieu Droumaguet & Tomasz Wozniak, 2012, "Bayesian Testing of Granger Causality in Markov-Switching VARs," Economics Working Papers, European University Institute, number ECO2012/06.
• Peter Reinhard HANSEN & Allan TIMMERMANN, 2012, "Choice of Sample Split in Out-of-Sample Forecast Evaluation," Economics Working Papers, European University Institute, number ECO2012/10.
• Tomasz Wozniak, 2012, "Granger-causal analysis of VARMA-GARCH models," Economics Working Papers, European University Institute, number ECO2012/19.
• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers, European University Institute, number ECO2012/20.
• Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers, European University Institute, number ECO2012/24.
• Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012, "The perils of aggregating foreign variables in panel data models," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 111.
• Anton Skrobotov, 2012, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Working Papers, Gaidar Institute for Economic Policy, number 0043, revised 2013.
• Anton Skrobotov, 2012, "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion - in Russian," Working Papers, Gaidar Institute for Economic Policy, number 0044, revised 2012.
• Anton Skrobotov, 2012, "Trend and initial condition in stationarity tests: the asymptotic analysis," Working Papers, Gaidar Institute for Economic Policy, number 0048, revised 2013.
• Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2012, "The euro impact on trade. Long run evidence with structural breaks," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 10/27, May.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring human development: a stochastic dominance approach," Working Papers, University of Guelph, Department of Economics and Finance, number 1209.
• Mubariz Hasanov, 2012, "Re-examining Purchasing Power Parity for the Australian Real Exchange Rate," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20124.
• Tolga Omay & Mubariz Hasanov & Nuri Uçar, 2012, "Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20130.
• Johanna Choumert & Pascale Combes Motel & K. Hervé Dakpo, 2012, "The environmental Kuznets curve for deforestation: a threatened theory? A meta-analysis," CERDI Working papers, HAL, number halshs-00691863, Apr.
• Dominique Guegan & Zhiping Lu & Beijia Zhu, 2012, "Comparaison of Several Estimation Procedures for Long Term Behavior," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673934, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00674011, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00686765, DOI: 10.3917/reco.633.0557.
• Jamal Ibrahim Haidar, 2012, "Trade and productivity: self-selection or learning-by-exporting in India," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00717624, May.
• Dominique Guegan & Philippe de Peretti, 2012, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721327, Jul.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00802579, Nov.
• Amélie Charles & Olivier Darné, 2012, "Trends and random walks in macroeconomic time series: A reappraisal," Post-Print, HAL, number hal-00956937, DOI: 10.1016/j.jmacro.2011.10.001.
• Amélie Charles & Olivier Darné & Jean-François Hoarau, 2012, "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," Post-Print, HAL, number hal-00956938, Dec, DOI: 10.1007/s00168-010-0427-z.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print, HAL, number hal-00958288, DOI: 10.1016/j.jimonfin.2012.03.003.
• Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012, "No contagion, only globalization and flight to quality," Post-Print, HAL, number hal-01494525, DOI: 10.1016/j.jimonfin.2012.03.010.
• Christian Bontemps & Nour Meddahi, 2012, "Testing distributional assumptions: A GMM aproach," Post-Print, HAL, number hal-02875123, Sep, DOI: 10.1002/jae.1250.
• Nicolas Debarsy, 2012, "The Mundlak Approach in the Spatial Durbin Panel Data Model," Post-Print, HAL, number hal-04989094, Mar, DOI: 10.1080/17421772.2011.647059.
• Y. Boubacar Mainassara & M. Carbon & Christian Francq, 2012, "Computing and estimating information matrices of weak ARMA models," Post-Print, HAL, number hal-05417544, Feb, DOI: 10.1016/j.csda.2011.07.006.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Post-Print, HAL, number halshs-00674011, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Post-Print, HAL, number halshs-00686765, DOI: 10.3917/reco.633.0557.
• Jamal Ibrahim Haidar, 2012, "Trade and productivity: self-selection or learning-by-exporting in India," Post-Print, HAL, number halshs-00717624, May.
• Florian Chatagny & Nils Soguel, 2012, "The effect of tax revenue budgeting errors on fiscal balance: evidence from the Swiss cantons," Post-Print, HAL, number halshs-00760272, DOI: 10.1007/s10797-011-9189-5.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," Post-Print, HAL, number halshs-00802579, Nov.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00686765, DOI: 10.3917/reco.633.0557.
• Frédérique Bec & Songlin Zeng, 2012, "Are Southeast Asian Real Exchange Rates Mean Reverting?," Working Papers, HAL, number hal-00685812, Feb.
• Raphaël Chiappini, 2012, "Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?," Working Papers, HAL, number hal-00745413, Aug.
• Johanna Choumert & Pascale Combes Motel & K. Hervé Dakpo, 2012, "The environmental Kuznets curve for deforestation: a threatened theory? A meta-analysis," Working Papers, HAL, number halshs-00691863, Apr.
• Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-492, Feb.
• Kevin D. Hoover, 2012, "The Role of Hypothesis Testing in the Molding of Econometric Models," Center for the History of Political Economy Working Paper Series, Center for the History of Political Economy, number 2012-03.
• Li, Yushu, 2012, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," Working Papers, Lund University, Department of Economics, number 2012:12, May.
• Mantalos, Panagiotis, 2012, "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers, Örebro University, School of Business, number 2012:2, Feb.
• Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.
• Li, Dao & He, Changli, 2012, "Testing for Linear Cointegration Against Smooth-Transition Cointegration," Working Papers, Örebro University, School of Business, number 2012:6, Feb.
• Li, Dao & He, Changli, 2012, "Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models," Working Papers, Örebro University, School of Business, number 2012:7, Feb.