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

• 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.L.M. Wagenvoort & Charles van Marrewijk, 2012, "A k-sample homogeneity test: the Harmonic Weighted Mass index," International Econometric Review (IER), Econometric 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.
• 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.
• Roed Larsen, Erling & Solli, Ingeborg, 2012, "Born to Run Behind? Persistent Relative Age Effects on Earnings," UiS Working Papers in Economics and Finance, University of Stavanger, number 2012/10, May.
• Holmberg, Ulf, 2012, "Error Corrected Disequilibrium," Umeå Economic Studies, Umeå University, Department of Economics, number 837, Feb.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Lönnbark, Carl, 2012, "Asymmetry with respect to the memory in stock market volatilities," Umeå Economic Studies, Umeå University, Department of Economics, number 849, Oct.
• Eiji Kurozumi, 2012, "Testing for Multiple Structural Changes with Non-Homogeneous Regressors," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-227, Feb.
• Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2012, "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-256, Nov.
• Ahmed Bensaida, 2012, "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 51-64, July.
• Márcio Laurini & Márcio Alves Diniz, 2012, "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-05, Apr.
• Chang-Jin Kim & Cheolbeom Park, 2012, "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Discussion Paper Series, Institute of Economic Research, Korea University, number 1205.
• Xiaohong Chen & . . & Yixiao Sun, 2012, "Sieve inference on semi-nonparametric time series models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/12, Feb.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/12, Sep.
• Paulo Parente & Richard Smith, 2012, "Exogeneity in semiparametric moment condition models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/12, Oct.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012, "Intersection bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/12, Oct.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/12, Nov.
• Malte Knüppel & Guido Schultefrankenfeld, 2012, "How Informative Are Central Bank Assessments of Macroeconomic Risks?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 87-139, September.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-14, Oct.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-15, Oct.
• Juan Carlos García & Patricia Cortez, 2012, "Análisis de la participación laboral de la mujer en el mercado ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 4, issue 2, pages 27-53, Diciembre.
• Yu, Li & Hurley, Terrance M. & Kliebenstein, James & Orazem, Peter, 2012, "A Test for Complementarities Among Multiple Technologies that Avoids the Curse of Dimensionality," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 35974, Mar.
• Yu, Li & Hurley, Terrance & Kliebenstein, James & Orazem, Peter F., 2012, "A test for complementarities among multiple technologies that avoids the curse of dimensionality," ISU General Staff Papers, Iowa State University, Department of Economics, number 201209010700001348, Sep.
• Rothe, Christoph & Wied, Dominik, 2012, "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6364, Feb.
• Kar, Saibal & Roy, Poulomi & Saha, Sarani, 2012, "Public and Private Sector Jobs, Unreported Income and Consumption Gap in India: Evidence from Micro-Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6404, Mar.
• Pesaran, M. Hashem, 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6432, Mar.
• Pesaran, M. Hashem & Yamagata, Takashi, 2012, "Testing CAPM with a Large Number of Assets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6469, Apr.
• Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6583, May.
• Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012, "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2012/01.
• William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 2012, "A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201219, Sep, revised Sep 2012.
• Jin Lee, 2012, "Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 2, pages 183-202, August, DOI: 10.1007/s10614-011-9270-2.
• Xiaohong Huang & Ronald Mahieu, 2012, "Performance Persistence of Dutch Pension Funds," De Economist, Springer, volume 160, issue 1, pages 17-34, March, DOI: 10.1007/s10645-011-9176-3.
• Rodney Garratt & Mark Walker & John Wooders, 2012, "Behavior in second-price auctions by highly experienced eBay buyers and sellers," Experimental Economics, Springer;Economic Science Association, volume 15, issue 1, pages 44-57, March, DOI: 10.1007/s10683-011-9287-3.
• Nicholas Rueilin Lee, 2012, "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 449-468, December, DOI: 10.1007/s11408-012-0195-0.
• Florian Chatagny & Nils Soguel, 2012, "The effect of tax revenue budgeting errors on fiscal balance: evidence from the Swiss cantons," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 19, issue 3, pages 319-337, June, DOI: 10.1007/s10797-011-9189-5.
• Tony Smith & Ka Lee, 2012, "The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach," Journal of Geographical Systems, Springer, volume 14, issue 1, pages 91-124, January, DOI: 10.1007/s10109-011-0152-x.
• Arika Ligmann-Zielinska & Piotr Jankowski, 2012, "Impact of proximity-adjusted preferences on rank-order stability in geographical multicriteria decision analysis," Journal of Geographical Systems, Springer, volume 14, issue 2, pages 167-187, April, DOI: 10.1007/s10109-010-0140-6.
• William Horrace & Seth Richards-Shubik, 2012, "A Monte Carlo study of ranked efficiency estimates from frontier models," Journal of Productivity Analysis, Springer, volume 38, issue 2, pages 155-165, October, DOI: 10.1007/s11123-011-0238-y.
• Liang Peng, 2012, "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 3, pages 804-827, October, DOI: 10.1007/s11146-010-9286-8.
• David Morelli, 2012, "Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 1, pages 47-60, January, DOI: 10.1007/s11156-010-0218-8.
• Simone Chlosta & Holger Patzelt & Sabine Klein & Christian Dormann, 2012, "Parental role models and the decision to become self-employed: The moderating effect of personality," Small Business Economics, Springer, volume 38, issue 1, pages 121-138, January, DOI: 10.1007/s11187-010-9270-y.
• Franz Kellermanns & Kimberly Eddleston & Ravi Sarathy & Fran Murphy, 2012, "Innovativeness in family firms: a family influence perspective," Small Business Economics, Springer, volume 38, issue 1, pages 85-101, January, DOI: 10.1007/s11187-010-9268-5.
• Jue Wang & Philip Shapira, 2012, "Partnering with universities: a good choice for nanotechnology start-up firms?," Small Business Economics, Springer, volume 38, issue 2, pages 197-215, February, DOI: 10.1007/s11187-009-9248-9.
• Sofie Balcaen & Sophie Manigart & Jozefien Buyze & Hubert Ooghe, 2012, "Firm exit after distress: differentiating between bankruptcy, voluntary liquidation and M&A," Small Business Economics, Springer, volume 39, issue 4, pages 949-975, November, DOI: 10.1007/s11187-011-9342-7.
• Jochen Hartwig & Jan-Egbert Sturm, 2012, "An outlier-robust extreme bounds analysis of the determinants of health-care expenditure growth," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-307, Jul, DOI: 10.3929/ethz-a-007337182.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012, "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," KIER Working Papers, Kyoto University, Institute of Economic Research, number 820, Jun.
• Raphaël Chiappini, 2012, "Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1205, Apr.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012, "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 62-81.
• Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet, 2012, "A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance," Cahiers de recherche, CIRPEE, number 1204.
• Georges Dionne, 2012, "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data," Cahiers de recherche, CIRPEE, number 1233.
• Otilia Boldea & Alastair R. Hall, 2012, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 174.
• Vahidin Jeleskovic & Benjamin Schwanebeck, 2012, "Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201248.
• Badi H. Baltagi & Long Liu, 2012, "Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 147, Oct.
• Spindler, Martin & Winter, Joachim & Hagmayer, Steffen, 2012, "Asymmetric Information in the Market for Automobile Insurance: Evidence from Germany," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201208, Jul.
• Rakesh Kumar & Raj S Dhankar, 2012, "Empirical Analysis of the Causality between Indian and US Stock Markets’ Conditional Volatility: Further Evidence," Capital Markets Review, Malaysian Finance Association, volume 20, issue 1&2, pages 65-76.
• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1139.
• Breunig, Christoph, 2012, "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Working Papers, University of Mannheim, Department of Economics, number 12-13.
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2012, "A copula-based analysis of false discovery rate control under dependence assumptions," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp12065, May.
• Dominique Guegan & Zhiping Lu & BeiJia Zhu, 2012, "Comparaison of several estimation procedures for long term behavior," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12008, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12011, Feb.
• Jamal Ibrahim Haidar, 2012, "Trade and productivity: self-selection or learning-by-exporting in India," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12046, May.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12078, Nov.
• G. Pan & J. Gao & Y. Yang & M. Guo, 2012, "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/12, Jan.
• Jiti Gao & Maxwell King, 2012, "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/12, Aug.
• Darwin Ugarte Ontiveros & Vincenzo Verardi, 2012, "Supposedly Strong Instruments and Good Leverage Points," Working Papers, University of Namur, Department of Economics, number 1203, Feb.
• Jan F. KIVIET, 2012, "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1207, Jul.
• Jan F. KIVIET & Milan PLEUS, 2012, "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1208, Aug.
• Cristina Amado & Timo Terasvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers, NIPE - Universidade do Minho, number 02/2012.
• Elena Rusticelli, 2012, "Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts," OECD Economics Department Working Papers, OECD Publishing, number 979, Jul, DOI: 10.1787/5k94kq50b2jd-en.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Javier Mencía, 2012, "Testing Nonlinear Dependence in the Hedge Fund Industry," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 3, pages 545-587, June.
• Seung C. Ahn & Christopher Gadarowski & M. Fabricio Perez, 2012, "Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 669-701, September.
• Aivaz Kamer Ainur, 2012, "The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 317-320, Decembre.
• Aivaz Kamer Ainur & Albu Lucian-Liviu, 2012, "A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 321-325, Decembre.
• Albici Mihaela & Teselios Delia & ntonescu Eugenia, 2012, "Difference Test Between Two Environments - Econometric Method of Substantiating the Decision," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 574-578, Decembre.
• Álvarez-Jareño, José Antonio & Coll-Serrano, Vicente, 2012, "Estimación de reservas en una compañía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap || Estimating the Reserves in Insurance Companies: An Excel Application of the Chain-Lad," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 14, issue 1, pages 124-136, December.
• Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2012, "Inference on Factor Structures in Heterogeneous Panels," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 002, Sep.
• Gabriel Rodríguez & Alfredo Vargas, 2012, "Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 35, issue 70, pages 190-223.
• Xu Cheng & Zhipeng Liao, 2012, "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-045, Nov.
• Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed, 2012, "Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 277-287.
• Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012, "Firms' Accruals and Tobin’s q," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032012, Nov.
• Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur, 2012, "On the distributional properties of size, pro fit and growth of Icelandic firms," MPRA Paper, University Library of Munich, Germany, number 35857, Jan.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan, 2012, "Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia," MPRA Paper, University Library of Munich, Germany, number 36657, Feb.
• Kucukkale, Yakup & Yamak, Rahmi, 2012, "Cointegration, causality and Wagner’s law with disaggregated data: evidence from Turkey, 1968-2004," MPRA Paper, University Library of Munich, Germany, number 36894, Feb.
• Abdurrahman, Korkmaz, 2012, "The transmission process of financial crises across the emerging markets: an alternative consideration," MPRA Paper, University Library of Munich, Germany, number 37421, Mar.
• Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
• Chen, Liang, 2012, "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper, University Library of Munich, Germany, number 37514, Mar.
• Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah, 2012, "Rationality of business operational forecasts: evidence from Malaysian distributive trade sector," MPRA Paper, University Library of Munich, Germany, number 37599, Mar.
• Bekker, Paul A. & Crudu, Federico, 2012, "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper, University Library of Munich, Germany, number 37853, Apr.
• Balli, Hatice Ozer & Sorensen, Bent E., 2012, "Interaction effects in econometrics," MPRA Paper, University Library of Munich, Germany, number 38608, Apr.
• Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash, 2012, "Determinants of the exit decision of foreign banks in India," MPRA Paper, University Library of Munich, Germany, number 38722, May.
• Czinkota, Thomas, 2012, "Zeitpunktsignale zum aktiven Portfoliomanagement
  [Time-Point-Signals for Active Portfolio Management]," MPRA Paper, University Library of Munich, Germany, number 39565, Jun.
• Jang, Tae-Seok, 2012, "Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations," MPRA Paper, University Library of Munich, Germany, number 39669, Jun.
• Doko Tchatoka, Firmin, 2012, "On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments," MPRA Paper, University Library of Munich, Germany, number 40184, Jul.
• Doko Tchatoka, Firmin Sabro, 2012, "Specification Tests with Weak and Invalid Instruments," MPRA Paper, University Library of Munich, Germany, number 40185, Jul.
• Jang, Tae-Seok, 2012, "Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations," MPRA Paper, University Library of Munich, Germany, number 40278, Jul.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012, "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper, University Library of Munich, Germany, number 40695, Aug.
• Kalaichelvan, Mohandass & Lim Kai Jie, Shawn, 2012, "A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law," MPRA Paper, University Library of Munich, Germany, number 40960, Aug.
• Leeb, Hannes & Pötscher, Benedikt M., 2012, "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper, University Library of Munich, Germany, number 41459.
• Samohyl, Robert, 2012, "Audits and logistic regression, deciding what really matters in service processes: a case study of a government funding agency for research grants," MPRA Paper, University Library of Munich, Germany, number 41557, Aug.
• Robinson, Peter M. & Rossi, Francesca, 2012, "Improved tests for spatial correlation," MPRA Paper, University Library of Munich, Germany, number 41835, Jun.
• Presno, María José & Landajo, Manuel & Fernández, Paula, 2012, "Non-renewable resource prices. A robust evaluation from the stationarity perspective," MPRA Paper, University Library of Munich, Germany, number 42523, Nov.