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

• Chatelain, Jean-Bernard & Ralf, Kirsten, 2012, "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," MPRA Paper, University Library of Munich, Germany, number 42533, Nov.
• Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V., 2012, "The influence of eco-innovation supply chain practices on business eco-efficiency," MPRA Paper, University Library of Munich, Germany, number 42704, Nov.
• Makan, Chandni & Ahuja, Avneet Kaur & Chauhan, Saakshi, 2012, "A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective," MPRA Paper, University Library of Munich, Germany, number 43313, Nov.
• Chalabi, Yohan & Wuertz, Diethelm, 2012, "Portfolio optimization based on divergence measures," MPRA Paper, University Library of Munich, Germany, number 43332, Nov.
• Rimgailaite, Ramune, 2012, "Exchange rate modelling for Lithuania and Switzerland," MPRA Paper, University Library of Munich, Germany, number 43451, Sep.
• Gao, Jiti & Pan, Guangming & Yang, Yanrong, 2012, "Testing Independence for a Large Number of High–Dimensional Random Vectors," MPRA Paper, University Library of Munich, Germany, number 45073, Mar, revised 15 Mar 2013.
• Ageli, Mohammed Moosa & Zaidan, Shatha Mousa, 2012, "Consequential Effects of Defence Expenditure on Economic Growth of Saudi Arabia: 1970-2012," MPRA Paper, University Library of Munich, Germany, number 46590, Oct.
• Fu, Hui, 2012, "On a Class of Estimation and Test for Long Memory," MPRA Paper, University Library of Munich, Germany, number 47978, Dec.
• Christian L., Nguena, 2012, "The Role of Foreign Trade in Economic Growth and Individual Heterogeneity Problem in Panel Data: The Case of African Countries," MPRA Paper, University Library of Munich, Germany, number 49559, Feb, revised 22 Mar 2013.
• Malgarini, Marco, 2012, "Industrial production and Confidence after the crisis: what's going on?," MPRA Paper, University Library of Munich, Germany, number 53813.
• Keita, Moussa, 2012, "Impact of subsidized inputs credits on land allocation and market-oriented agriculture in rural households in Mali," MPRA Paper, University Library of Munich, Germany, number 57542, Apr.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012, "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper, University Library of Munich, Germany, number 73700, Jul.
• Melhem, Sadek & terraza, Michel & chikhi, Mohamed, 2012, "Cyclical Mackey Glass Model for Oil Bull Seasonal," MPRA Paper, University Library of Munich, Germany, number 76206, revised 2012.
• Shijaku, Gerti, 2012, "Sustainability of fiscal policy: the case of Albania," MPRA Paper, University Library of Munich, Germany, number 79089.
• Josef Arlt & Martin Mandel, 2012, "Je možné předpovídat repo sazbu ČNB na základě zpět hledícího měnového pravidla?
  [Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?]," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 4, pages 484-504, DOI: 10.18267/j.polek.858.
• Paulo M.M. Rodrigues & Uwe Hassler, 2012, "Quantile regression for long memory testing: A case of realized volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201207.
• James G. MacKinnon & Morten Ø. Nielsen, 2010, "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1240, Jul.
• James G. MacKinnon, 2012, "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper, Economics Department, Queen's University, number 1268, Apr.
• H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen, 2012, "Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model," Working Paper, Economics Department, Queen's University, number 1297, Aug.
• Andrey Rafalson, 2012, "Bootstrap inference about integrated volatility (in Russian)," Quantile, Quantile, issue 10, pages 91-108, December.
• Jamal Ibrahim Haidar, 2012, "Trade and Productivity: Self-Selection or Learning-by-Exporting in India," Working Paper, Harvard University OpenScholar, number 309961, Jan.
• Rabah Arezki & Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2012, "Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 12-01.
• Farah Hussain & Deb Kumar Chakraborty, 2012, "Causality between Financial Development and Economic Growth: Evidence from an Indian State," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 35, pages 27-48, September.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series, Rimini Centre for Economic Analysis, number 17_12, Jun.
• Kazuhiko Hayakawa & M. Hashem Pesaran, 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series, Rimini Centre for Economic Analysis, number 38_12, Jun.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series, Rimini Centre for Economic Analysis, number 42_12, Jun.
• Yevhenii Shchetynin & Eugenia Nazrullaeva, 2012, "Effects of fixed capital investments on technical efficiency in food industry," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 63-84.
• Georges Dionne & Pierre-Carl Michaud & Jean Pinquet, 2012, "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 12-1, Oct.
• Georges Dionne, 2012, "The empirical measure of information problems with emphasis on insurance fraud and dynamic data," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 12-10, Sep.
• José D. Liquitaya Briceño, 2012, "El consumo y el Efecto Trinquete en América Latina," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 7-25.
• Todea, Alexandru & Platon, Diana, 2012, "Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 38-51, June.
• Felicia Alina DINU, 2012, "Industry Risk: Main Factor of the Investment Decision Sustainability," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 15, issue 2, pages 346-353, December.
• Maria CARACOTA DIMITRIU & Ioana – Diana PAUN, 2012, "Short Term Hedging Using Futures Contracts," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 15, issue 2, pages 436-445, December.
• Eduard EDELHAUSER, 2012, "Human Resource Information System in Romanian Organizations," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 13, issue 5, pages 756-767, December.
• Min Seong Kim & Yixiao Sun, 2012, "Asymptotic F Test in a GMM Framework with Cross Sectional Dependence," Working Papers, Toronto Metropolitan University, Department of Economics, number 032, Jun.
• Jan Drengner & Steffen Jahn & Hansjörg Gaus, 2012, "Creating Loyalty in CoLLective Hedonic Services: The RoLe of Satisfaction and Psychological Sense of Community," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 64, issue 1, pages 59-76, January.
• Aviral Kumar Tiwari, 2012, "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 1, pages 67-79.
• Motasam Tatahi, 2012, "Enterprise Performance, Privatization and the Role of Ownership in Bulgaria," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 2, pages 131-153.
• Bertille Antoine & Eric Renault, 2012, "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-03, Mar.
• Bertille Antoine & Eric Renault, 2012, "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-04, Mar.
• In-Koo Cho & Ken Kasa, 2012, "Model Validation and Learning," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-07, Apr.
• Bertille Antoine & Eric Renault, 2012, "Testing Identification Strength," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-17, Sep, revised Jan 2017.
• Juan Carlos Cuestas & Javier Ordóñez, 2012, "Smooth Transitions, Asymmetric Adjustment and Unit Roots," Working Papers, The University of Sheffield, Department of Economics, number 2012012.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A015, Dec, revised Jun 2013.
• Stephen G. Donald & Yu-Chin Hsu, 2012, "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A016, Dec.
• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2012, "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A017, Dec.
• Qiankun Zhou & Jun Yu, 2012, "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers, Singapore Management University, School of Economics, number 11-2012, Jan.
• Yong Li & Tao Zeng & Jun Yu, 2012, "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, School of Economics, number 30-2012, Aug.
• Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2012, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-003, Jan.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No contagion, only globalization and flight to quality," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-010, Mar.
• Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012, "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 1, pages 53-71, August, DOI: 10.1007/s00168-010-0427-z.
• Walter Krämer, 2012, "Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 4, pages 299-308, March, DOI: 10.1007/s11943-012-0110-1.
• Yichuan Zhao & Ali Jinnah, 2012, "Inference for Cox’s regression models via adjusted empirical likelihood," Computational Statistics, Springer, volume 27, issue 1, pages 1-12, March, DOI: 10.1007/s00180-010-0225-1.
• Jesús Otero & Jeremy Smith, 2012, "Response surface models for the Leybourne unit root tests and lag order dependence," Computational Statistics, Springer, volume 27, issue 3, pages 473-486, September, DOI: 10.1007/s00180-011-0268-y.
• Zisimos Koustas & Jean-François Lamarche, 2012, "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, volume 42, issue 1, pages 1-20, February, DOI: 10.1007/s00181-010-0411-6.
• Josu Arteche, 2012, "Standard and seasonal long memory in volatility: an application to Spanish inflation," Empirical Economics, Springer, volume 42, issue 3, pages 693-712, June, DOI: 10.1007/s00181-010-0446-8.
• Nikolaus Beck & Mark Meyer, 2012, "Modeling team performance," Empirical Economics, Springer, volume 43, issue 1, pages 335-356, August, DOI: 10.1007/s00181-011-0463-2.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012, "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, volume 43, issue 2, pages 457-474, October, DOI: 10.1007/s00181-010-0431-2.
• Judith Clarke & Nilanjana Roy, 2012, "On statistical inference for inequality measures calculated from complex survey data," Empirical Economics, Springer, volume 43, issue 2, pages 499-524, October, DOI: 10.1007/s00181-011-0499-3.
• Guan Wang & Pierre Yourougou & Yue Wang, 2012, "Which implied volatility provides the best measure of future volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 93-105, January, DOI: 10.1007/s12197-009-9114-2.
• Emilian Dobrescu, 2013, "Restatement of the I-O Coefficient Stability Problem," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 2, issue 1, pages 1-67, December, DOI: 10.1186/2193-2409-2-2.
• Lung-fei Lee & Jihai Yu, 2012, "The C(α)-type gradient test for spatial dependence in spatial autoregressive models," Letters in Spatial and Resource Sciences, Springer, volume 5, issue 3, pages 119-135, October, DOI: 10.1007/s12076-012-0077-0.
• Philipp Sibbertsen & Juliane Willert, 2012, "Testing for a break in persistence under long-range dependencies and mean shifts," Statistical Papers, Springer, volume 53, issue 2, pages 357-370, May, DOI: 10.1007/s00362-010-0342-5.
• Christoph Hanck, 2012, "Multiple unit root tests under uncertainty over the initial condition: some powerful modifications," Statistical Papers, Springer, volume 53, issue 3, pages 767-774, August, DOI: 10.1007/s00362-011-0379-0.
• John Einmahl & Maria Gantner, 2012, "Testing for bivariate spherical symmetry," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 21, issue 1, pages 54-73, March, DOI: 10.1007/s11749-011-0235-5.
• Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012, "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, volume 44, issue 25, pages 3309-3322, September, DOI: 10.1080/00036846.2011.572857.
• Dobromił Serwa, 2012, "Banking crises and nonlinear linkages between credit and output," Applied Economics, Taylor & Francis Journals, volume 44, issue 8, pages 1025-1040, March, DOI: 10.1080/00036846.2010.534064.
• Otilia Boldea & Alastair Hall & Sanggohn Han, 2012, "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 1, pages 1-33, DOI: 10.1080/07474938.2011.607082.
• Jinook Jeong & Byunguk Kang, 2012, "Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity," Journal of Applied Statistics, Taylor & Francis Journals, volume 39, issue 7, pages 1531-1542, January, DOI: 10.1080/02664763.2012.658360.

2011

• Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulà ria, 2011, "Paradoja Feldstein-Horioka: el caso de México (1950-2007)," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 26, issue 2, pages 293-313.
• Admin Starcevic & Timothy Rodgers, 2011, "Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices," International Econometric Review (IER), Econometric Research Association, volume 3, issue 1, pages 25-37, April.
• Parente, Paulo M D C & Santos Silva, Joao M C, 2011, "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers, University of Essex, Department of Economics, number 3532.
• Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011, "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers, University of Exeter, Department of Economics, number 1111.
• Daniel Henderson & John List & Daniel Millimet & Christopher Parmeter & Michael Price, 2011, "Empirical Implementation of Nonparametric First-Price Auction Models," Artefactual Field Experiments, The Field Experiments Website, number 00469.
• Haiyan Xu & ZhongXiang Zhang, 2011, "A Trend Deduction Model of Fluctuating Oil Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2011.22, Feb.
• João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes, 2011, "Quantitative vs. Qualitative Criteria for Credit Risk Assessment," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 1, pages 69-87, April.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011, "Chi-squared tests for evaluation and comparison of asset pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-08.
• Muriel Fadairo, 2011, "Why royalties ? Evidence from French distribution networks," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1102.
• Magali Chaudey & Muriel Fadairo & Gwennaël Solard, 2011, "Sector-based explanation of vertical integration in distribution systems; Evidence from France," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1136.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis, 2011, "A nonlinear panel unit root test under cross section dependence," Working Papers, Business School - Economics, University of Glasgow, number 2011_08, May.
• José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011, "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-05, Jan.
• Jason West, 2011, "The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201108, Aug.
• Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo, 2011, "Are Euro exchange rates markets efficient? New evidence from a large panel," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201109, Sep.
• Thanasis Stengos & Brennan S. Thompson, 2011, "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Papers, University of Guelph, Department of Economics and Finance, number 1107.
• Dominique Guegan & Philippe de Peretti, 2011, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00560221, Oct.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of structural changes in conditional distributions with unknown changepoints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00611932, Jul.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling : The Univariate MT-STAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00659158, Nov.
• Luis Alberiko Gil-Alana & Antonio Moreno & Seonghoon Cho, 2011, "The Deaton paradox in a long memory context with structural breaks," Post-Print, HAL, number hal-00711450, Jun, DOI: 10.1080/00036846.2011.572857.
• Amélie Charles & Olivier Darné & Jae Kim, 2011, "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Post-Print, HAL, number hal-00771829, DOI: 10.1016/j.econlet.2010.11.018.
• Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2011, "Regression with imputed covariates: A generalized missing-indicator approach," Post-Print, HAL, number hal-00815561, Apr, DOI: 10.1016/j.jeconom.2011.02.005.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
• Marc Hallin & Ramon van den Akker & Bas J.M. Werker, 2011, "A class of simple distribution-free rank-based unit root tests," Post-Print, HAL, number hal-00834424, Jun, DOI: 10.1016/j.jeconom.2011.03.007.
• Eric Benhamou & Beatrice Guez, 2018, "Incremental Sharpe and other performance ratios," Post-Print, HAL, number hal-02012443.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling : The Univariate MT-STAR Model," Post-Print, HAL, number halshs-00659158, Nov.
• Muriel Fadairo & Magali Chaudey, 2011, "Sectorbased explanation of vertical integration in distribution systems; Evidence from France," Post-Print, HAL, number halshs-00675242, Dec.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2011, "Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy," Working Papers, HAL, number hal-04140988.
• Magali Chaudey & Muriel Fadairo & Gwennaël Solard, 2011, "Sector-based explanation of vertical integration in distribution systems; Evidence from France," Working Papers, HAL, number halshs-00654848, Dec.
• Gérard Ballot & Fathi Fakhfakh & Fabrice Galia & Ammon Salter, 2011, "The Fateful Triangle Complementarities between product, process and organizational innovation in the UK and France," Working Papers, HAL, number halshs-00812141, Apr.
• Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp, 2011, "The dynamics of real exchange rates - A reconsideration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-463, Jan.
• Heinen, Florian, 2011, "A note on testing for purchasing power parity," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-471, May.
• Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp, 2011, "Two competitive models and their identification problem: The ESTAR and TSTAR model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-474, May.
• Heinen, Florian & Willert, Juliane, 2011, "Monitoring a change in persistence of a long range dependent time series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-479, Sep.
• Hadri, Kaddour & Kurozumi, Eiji, 2011, "A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 52, issue 2, pages 165-184, December, DOI: 10.15057/22026.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011, "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-187, Apr.
• Yuriy Timofeyev, 2011, "How Corruption Affects Social Expenditures: Evidence From Russia," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 4, pages 39-51.
• Rafael González-Val & Jose Olmo, 2011, "Growth in a cross-section of cities: location, increasing returns or random growth?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2011/39.
• Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011, "Testing functional inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/11, Feb.
• Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011, "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/11, May.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/11, May.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011, "Intersection bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/11, Nov.
• Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
• Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011, "Nonparametric Rank Tests for Non-stationary Panels," Economics Series, Institute for Advanced Studies, number 270, Jun.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series, Institute for Advanced Studies, number 272, Jul.
• Fathali Firoozi & Donald Lien, 2011, "A Procedure for Testing Granger Causality of Infinite Order," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 2, pages 165-170, August.
• Juan Mayorga-Zambrano, 2011, "Un modelo matemático para esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 1, issue 1, pages 123-133, Junio.
• Handan YOLSAL, 2011, "Applications of Parametric and Nonparametric Tests for Event Studies on ISE," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 53-72, November.
• Cecilio R. Tamarit Escalona & Estrella Gómez, 2011, "The euro effect on trade: evidence in gravity equations using panel cointegration techniques," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2011-07, Jul.
• Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta, 2011, "Informal Sector and Corruption: An Empirical Investigation for India," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5579, Mar.
• Ham, John C. & Woutersen, Tiemen, 2011, "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5816, Jun.
• Vijverberg, Wim P., 2011, "Testing for IIA with the Hausman-McFadden Test," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5826, Jun.
• Anupam Ghosh, 2011, "Physical infrastructure and development of secondary sector:an econometric analysis for six states in India," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 207-216, January-M.
• Ismail H Genc & Musa Darayseh & Bassam AbuAl-Foul, 2011, "The Nature of Trends in the Per Capita Real GDP of Gulf Cooperation Council (GCC) Countries: Some Evidence and Implications," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 19-33, July-Dece.
• Krämer Walter & Arminger Gerhard, 2011, "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 608-620, October, DOI: 10.1515/jbnst-2011-5-604.
• Diekmann Andreas, 2011, "Are Most Published Research Findings False?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 628-635, October, DOI: 10.1515/jbnst-2011-5-606.
• Auspurg Katrin & Hinz Thomas, 2011, "What Fuels Publication Bias?: Theoretical and Empirical Analyses of Risk Factors Using the Caliper Test," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 636-660, October, DOI: 10.1515/jbnst-2011-5-607.
• Kuan-Pin Lin & Zhi-He Long & Bianling Ou, 2011, "The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model," Computational Economics, Springer;Society for Computational Economics, volume 38, issue 2, pages 153-171, August, DOI: 10.1007/s10614-010-9224-0.
• Alois Kneip & Léopold Simar & Paul Wilson, 2011, "A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators," Computational Economics, Springer;Society for Computational Economics, volume 38, issue 4, pages 483-515, November, DOI: 10.1007/s10614-010-9217-z.
• Stefan Erdorf & Nicolas Heinrichs, 2011, "Co-movement of revenue: structural changes in the business cycle," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 4, pages 411-433, December, DOI: 10.1007/s11408-011-0168-8.
• Jonathan Corcoran & Gary Higgs & David Rohde & Prem Chhetri, 2011, "Investigating the association between weather conditions, calendar events and socio-economic patterns with trends in fire incidence: an Australian case study," Journal of Geographical Systems, Springer, volume 13, issue 2, pages 193-226, June, DOI: 10.1007/s10109-009-0102-z.
• Ana Sá & José Pereira & Martin Charlton & Bernardo Mota & Paulo Barbosa & A. Stewart Fotheringham, 2011, "The pyrogeography of sub-Saharan Africa: a study of the spatial non-stationarity of fire–environment relationships using GWR," Journal of Geographical Systems, Springer, volume 13, issue 3, pages 227-248, September, DOI: 10.1007/s10109-010-0123-7.
• Martin Carree & Boris Lokshin & René Belderbos, 2011, "A note on testing for complementarity and substitutability in the case of multiple practices," Journal of Productivity Analysis, Springer, volume 35, issue 3, pages 263-269, June, DOI: 10.1007/s11123-010-0189-8.
• Léopold Simar & Paul Wilson, 2011, "Inference by the m out of n bootstrap in nonparametric frontier models," Journal of Productivity Analysis, Springer, volume 36, issue 1, pages 33-53, August, DOI: 10.1007/s11123-010-0200-4.
• Léopold Simar & Paul Wilson, 2011, "Two-stage DEA: caveat emptor," Journal of Productivity Analysis, Springer, volume 36, issue 2, pages 205-218, October, DOI: 10.1007/s11123-011-0230-6.
• Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011, "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers, LAMETA, Universtiy of Montpellier, number 11-10, May, revised May 2011.
• Michal Brzezinski, 2011, "Variance Estimation for Richness Measures," LWS Working papers, LIS Cross-National Data Center in Luxembourg, number 11, Nov.
• Arnaud Bourgain & Patrice Pieretti & Skerdilajda Zanaj, 2011, "Financial openness, disclosure and bank risk-taking in MENA countries," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-11.
• Sebastian Levine & James Muwonge & Yele Maweki Batana, 2011, "A Robust Multi-Dimensional Poverty Profile for Uganda," Working Papers PMMA, PEP-PMMA, number 2011-20.
• Badi H. Baltagi & Chihwa Kao & Sanggon Na, 2011, "Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 128, Feb.
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2011, "FDR Control in the Presence of an Unknown Correlation Structure," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11059, Mar.
• Lupi, Claudio, 2011, "Panel-CADF Testing with R: Panel Unit Root Tests Made Easy," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp11063, Dec.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of Structural Changes in Conditional Distributions with Unknown Changepoints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11042, Jul.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11083, Dec.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A New Modelling Test: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11083r, Dec, revised Aug 2013.
• Jiti Gao & Maxwell King, 2011, "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/11, Sep.
• Md Atikur Rahman Khan & D.S. Poskitt, 2011, "Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/11, Sep.
• Taya Dumrongrittikul, 2011, "Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/11, Apr.
• Yin Liao & Heather M. Anderson, 2011, "Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/11, Aug.
• Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011, "Skew-normal shocks in the linear state space form DSGE model," NBP Working Papers, Narodowy Bank Polski, number 101.
• Patrick M. Kline & Andres Santos, 2011, "Higher Order Properties of the Wild Bootstrap Under Misspecification," NBER Working Papers, National Bureau of Economic Research, Inc, number 16793, Feb.
• Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price, 2011, "Empirical Implementation of Nonparametric First-Price Auction Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17095, May.
• Andrew Ang & Dennis Kristensen, 2011, "Testing Conditional Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17561, Nov.
• Jerry A. Hausman & Christopher J. Palmer, 2011, "Heteroskedasticity-Robust Inference in Finite Samples," NBER Working Papers, National Bureau of Economic Research, Inc, number 17698, Dec.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2011.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2011.
• Droj Laurentiu, 2011, "Determination Of Residual Value Within The Cost Benefit Analysis For The Projects Financed By The European Union," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 354-360, December.
• Fabio Busetti & Andrew Harvey, 2011, "When is a Copula Constant? A Test for Changing Relationships," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 106-131, Winter.
• Monika Verma & Thomas W. Hertel & Ernesto Valenzuela, 2011, "Are The Poverty Effects of Trade Policies Invisible?," The World Bank Economic Review, World Bank, volume 25, issue 2, pages 190-211, May.
• Juan Carlos Aquino & Gabriel Rodríguez, 2011, "Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-319.
• Gabriel Rodríguez & Alfredo Vargas, 2011, "Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-323.
• Zijada Rahimic & Kenan Ustovic, 2011, "Strategic quality management on business to business market in Bosnia and Herzegovina," Business and Economic Horizons (BEH), Prague Development Center, volume 6, issue 3, pages 1-17, September.
• Yochanan Shachmurove, 2011, "First-Round Entrepreneurial Investments: Where, When and Why?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-017, Jun.
• Hanming Fang & Xun Tang, 2011, "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-016, May, revised 17 Apr 2012.
• Xu Cheng & Zhipeng Liao, 2011, "Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-062, Jun, revised 21 Oct 2013.
• Eduard Edelhauser, 2011, "ERP and BI Implementation in Romanian Organizations and Their Influence on Manager's Decision: A Case Study," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 11, issue 1, pages 89-96.
• Eduard Edelhauser & Andreea Ionică & Lucian Lupu Dima, 2011, "Interactions Between Organizational Size and Some IT Factors in the Context of ERP Success Assessment: An Exploratory Investigation," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 11, issue 2, pages 93-100.
• Ahmed, Walid M.A., 2011, "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 28127, Jan.
• Paradiso, Antonio & Rao, B. Bhaskara, 2011, "How Rational are the Expected Inflation Rate in Australia?," MPRA Paper, University Library of Munich, Germany, number 28696, Feb.
• Kundurjiev, T. & Salchev, Petko, 2011, "Technical efficiency of hospital psychiatric care in Bulgaria – assessment using Data Envelopment Analysis," MPRA Paper, University Library of Munich, Germany, number 28935, Feb.
• Janczura, Joanna & Weron, Rafal, 2011, "Black swans or dragon kings? A simple test for deviations from the power law," MPRA Paper, University Library of Munich, Germany, number 28959, Feb.
• Paradiso, Antonio & Rao, B. Bhaskara, 2011, "Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia," MPRA Paper, University Library of Munich, Germany, number 29606, Mar.
• Di Iorio, Francesca & Triacca, Umberto, 2011, "Testing for non-causality by using the Autoregressive Metric," MPRA Paper, University Library of Munich, Germany, number 29637.
• Ballinger, Clint, 2011, "Why inferential statistics are inappropriate for development studies and how the same data can be better used," MPRA Paper, University Library of Munich, Germany, number 29780, Jan.
• González-Val, Rafael & Lanaspa, Luis, 2011, "Patterns in U.S. urban growth (1790–2000)," MPRA Paper, University Library of Munich, Germany, number 31006, May.
• Sinha, Pankaj & Gupta, Sushant, 2011, "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper, University Library of Munich, Germany, number 31253, Apr.
• Chen, Liang & Dolado, Juan Jose & Gonzalo, Jesus, 2011, "Detecting big structural breaks in large factor models," MPRA Paper, University Library of Munich, Germany, number 31344, Jun.
• Temel, Tugrul, 2011, "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper, University Library of Munich, Germany, number 31880, Jun.
• Janczura, Joanna & Weron, Rafal, 2011, "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper, University Library of Munich, Germany, number 32532, Jul.
• Drichoutis, Andreas, 2011, "Interpreting interaction terms in linear and non-linear models: A cautionary tale," MPRA Paper, University Library of Munich, Germany, number 33251, Jul.
• Chattopadhyay, Sadhan Kumar, 2011, "Financial Inclusion in India: A case-study of West Bengal," MPRA Paper, University Library of Munich, Germany, number 34269, Jan, revised 2011.
• Saraswat, Deepak, 2011, "Effect of employment guarantee on access to credit: Evidence from rural India," MPRA Paper, University Library of Munich, Germany, number 34671, Sep, revised 13 Nov 2011.
• Antonio, Paradiso & Kumar, Saten & Rao, B Bhaskara, 2011, "A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?," MPRA Paper, University Library of Munich, Germany, number 35296, Nov.
• Lavergne, Pascal & Patilea, Valentin, 2011, "One for all and all for one: regression checks with many regressors," MPRA Paper, University Library of Munich, Germany, number 35779.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.