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

• 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.
• Pascal Lavergne & Valentin Patilea, 2012, "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 41-52, DOI: 10.1198/jbes.2011.07152.
• Emma M. Iglesias & Garry D. A. Phillips, 2012, "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 505-520, June, DOI: 10.1080/07350015.2012.715959.
• Michael Frömmel & Robinson Kruse, 2012, "Testing for a rational bubble under long memory," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 11, pages 1723-1732, November, DOI: 10.1080/14697688.2011.578151.
• T L A Leshoro, 2012, "Estimating the Inflation Threshold for South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 36, issue 2, pages 53-66, August, DOI: 10.1080/10800379.2012.12097238.
• Nicolas Debarsy, 2012, "The Mundlak Approach in the Spatial Durbin Panel Data Model," Spatial Economic Analysis, Taylor & Francis Journals, volume 7, issue 1, pages 109-131, March, DOI: 10.1080/17421772.2011.647059.
• Doko Tchatoka, Firmin, 2012, "Testing for partial exogeneity with weak identification," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 14565, May, revised 31 May 2012.
• Doko Tchatoka, Firmin, 2012, "On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15061, Jul, revised 06 Jul 2012.
• Doko Tchatoka, Firmin, 2012, "Specification tests with weak and invalid instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15063, Jun, revised 26 Jun 2012.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012, "Identification-robust inference for endogeneity parameters in linear structural models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15064, Aug, revised 01 Aug 2012.
• Albici Mihaela & Teselios Delia, 2012, "Verification Of Decisions Correctness Using Econometric Methods," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, volume 0, pages 248-254, November.
• Julia Baldauf & Rudolf Steckel, 2012, "Joint Audit and Accuracy of the Auditor's Report: An Empirical Study," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 5, issue 2, pages 7-42, August.
• H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen, 2012, "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-097/III, Sep.
• Jan F. Kiviet, 2012, "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-128/III, Nov.
• Khmaladze, E.V., 2012, "On Distribution Free Test for Discrete Distributions and an Extension to Continuous Time," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-028.
• Boldea, O. & Hall, A.R. & Han, S., 2012, "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2e2fbb75-c4ff-4279-8243-e.
• Einmahl, J.H.J. & Gantner, M., 2012, "Testing for bivariate spherical symmetry," Other publications TiSEM, Tilburg University, School of Economics and Management, number f02b446f-b69b-45bb-b39d-2.
• Javier Mencía & Enrique Sentana, 2012, "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 133-152, February.
• 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," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-13, Jun.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/149092.
• Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012, "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239873.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2012, "Extending the Hausman Test to Check for the presence of Outliers," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/276923.
• J. Isaac Miller, 2012, "Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures," Working Papers, Department of Economics, University of Missouri, number 1211, Aug.
• Huber, Martin, 2012, "Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1219, Aug.
• Veli YILANCI, 2012, "Detection Of Nonlinear Events In Turkish Stock Market," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 1(19)/ Sp, pages 93-96.
• Ciprian SIPOS, 2012, "An Analysis of Variances for Prices Trends on The Residential Property Market of Timisoara," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 7, issue 2, pages 20-33.
• David E. Giles, 2012, "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers, Department of Economics, University of Victoria, number 1201, Jan.
• Lorenzo Camponovo & Taisuke Otsu, 2012, "Breakdown point theory for implied probability bootstrap," Econometrics Journal, Royal Economic Society, volume 15, issue 1, pages 32-55, February, DOI: j.1368-423X.2011.00365.x.
• Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012, "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 15, issue 1, pages 56-100, February, DOI: j.1368-423X.2011.00361.x.
• Tom Engsted & Bent Nielsen, 2012, "Testing for rational bubbles in a coexplosive vector autoregression," Econometrics Journal, Royal Economic Society, volume 15, issue 2, pages 226-254, June.
• Dennis Kristensen, 2012, "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 420-461, October, DOI: j.1368-423X.2012.00378.x.
• Tue Gørgens & Allan Würtz, 2012, "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 462-489, October, DOI: j.1368-423X.2012.00382.x.
• Christian Bontemps & Nour Meddahi, 2012, "Testing distributional assumptions: A GMM aproach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 978-1012, September.
• M Hashem Pesaran & Takashi Yamagata, 2012, "Testing CAPM with a Large Number of Assets," Discussion Papers, Department of Economics, University of York, number 12/05, Feb.
• Francesco Bravo & Federico Crudu, 2012, "Efficient bootstrap with weakly dependent processes," Discussion Papers, Department of Economics, University of York, number 12/08, Mar.
• Jang, Tae-Seok, 2012, "Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-07.
• Vance, Colin & Ritter, Nolan, 2012, "The Phantom Menace of Omitted Variables. A Comment," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 29, issue 2, pages 233-238, DOI: 10.1177/0738894211433169.
• Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik, 2012, "Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2012-1.
• Henselmann, Klaus & Scherr, Elisabeth, 2012, "Content analysis of XBRL filings as an efficient supplement of bankruptcy prediction? Empirical evidence based on US GAAP annual reports," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2012-2.
• Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012, "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 192.
• Heufer, Jan, 2012, "Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 324, DOI: 10.4419/86788373.
• Dickhaus, Thorsten, 2012, "Simultaneous statistical inference in dynamic factor models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-033.
• Dickhaus, Thorsten & Stange, Jens, 2012, "Multiple point hypothesis test problems and effective numbers of tests," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-041.
• Dickhaus, Thorsten & Gierl, Jakob, 2012, "Simultaneous test procedures in terms of p-value copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-049.
• Hildebrandt, Lutz & Tischer, Sven, 2012, "Brand equity: How is it affected by critical incidents and what moderates the effect," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-062.
• Tischer, Sven, 2012, "Measuring the impact of critical incidents on brand personality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-064.
• Kiefer, Stephanie, 2012, "Untersuchung von Indikatoren zur Qualitätsmessung von Reitschulen in Deutschland," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 4/2012.
• Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina, 2012, "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62072.
• Tangian, Andranik, 2012, "Statistical test for the mathematical theory of democracy," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 179.
• Dan Wunderli, 2012, "Controlling the danger of false discoveries in estimating multiple treatment effects," ECON - Working Papers, Department of Economics - University of Zurich, number 060, Jan.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2012, "A practical two-step method for testing moment inequalities," ECON - Working Papers, Department of Economics - University of Zurich, number 090, Aug, revised Apr 2014.

2011

• Jurgen Holl & Robert Kunst, 2011, "Unit root in unemployment - new evidence from nonparametric tests," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 6, pages 509-512, DOI: 10.1080/13504851003725934.
• Taoufik Bouraoui, 2011, "The impact of stock spams on volatility," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 13, pages 969-977, DOI: 10.1080/09603107.2011.562159.
• Jochen Hartwig, 2011, "Can Baumol's model of unbalanced growth contribute to explaining the secular rise in health care expenditure? An alternative test," Applied Economics, Taylor & Francis Journals, volume 43, issue 2, pages 173-184, DOI: 10.1080/00036840802400470.
• Weili Ding & Steven Lehrer, 2011, "Experimental estimates of the impacts of class size on test scores: robustness and heterogeneity," Education Economics, Taylor & Francis Journals, volume 19, issue 3, pages 229-252, DOI: 10.1080/09645292.2011.589142.
• Fuchun Li & Greg Tkacz, 2011, "A Consistent Test for Multivariate Conditional Distributions," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 3, pages 251-273, DOI: 10.1080/07474938.2011.553518.
• Nikolay Gospodinov & Ye Tao, 2011, "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 4, pages 379-405, August, DOI: 10.1080/07474938.2011.553538.
• Giuseppe Ragusa, 2011, "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 4, pages 406-456, August, DOI: 10.1080/07474938.2011.553541.
• Martin Huber, 2011, "Testing for covariate balance using quantile regression and resampling methods," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 12, pages 2881-2899, February, DOI: 10.1080/02664763.2011.570323.
• Francesco Audrino & Fabio Trojani, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 138-149, January, DOI: 10.1198/jbes.2010.08117.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 150-160, January, DOI: 10.1198/jbes.2010.07318.
• A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2011, "Robust Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 2, pages 238-249, April, DOI: 10.1198/jbes.2010.07136.
• Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 2, pages 282-294, April, DOI: 10.1198/jbes.2010.07327.
• Pascal Lavergne & Valentin Patilea, 2011, "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 41-52, January, DOI: 10.1198/jbes.2011.07152.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011, "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 275-287, October, DOI: 10.1080/07350015.2011.638831.
• Firmin Doko Tchatoka, 2011, "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10668.
• Jeroen Hinloopen, 2011, "On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-083/1, May.
• Ao Yuan & Jan G. de Gooijer, 2011, "Asymptotically Informative Prior for Bayesian Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-130/4, Sep.
• Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-131/4, Sep.
• Hallin, M. & van den Akker, R. & Werker, B.J.M., 2011, "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-002.
• Darina Zaimova, 2011, "Measuring the economic efficiency of Italian agricultural enterprises," Euricse Working Papers, Euricse (European Research Institute on Cooperative and Social Enterprises), number 1118.
• Ding, Weili & Lehrer, Steven F., 2011, "Experimental Estimates of the Impacts of Class Size on Test Scores: Robustness and Heterogeneity," CLSSRN working papers, Vancouver School of Economics, number clsrn_admin-2011-12, Jun, revised 26 Jun 2011.
• Geranda Notten & Keetie Roelen, 2011, "Monitoring Child Well-being in the European Union: Measuring cumulative deprivation," Papers, Innocenti Working Papers, number inwopa635.
• Francisco J. Eransus & Alfonso Novales Cinca, 2011, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-07.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1110.
• Tao Chen & Gautam Tripathi, 2011, "Testing Conditional Symmetry Without Smoothing," Working papers, University of Connecticut, Department of Economics, number 2011-01, Jan.
• Dong Jin Lee, 2011, "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers, University of Connecticut, Department of Economics, number 2011-05, Mar.
• Magali Jaoul-Grammare, 2011, "L’évolution de la segmentation du marché du travail en France : 1973-2007," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2011-08.
• J. Isaac Miller, 2011, "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers, Department of Economics, University of Missouri, number 1104, Jun.
• Huber, Martin & Melly, Blaise, 2011, "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1109, Mar.
• Huber, Martin & Mellace, Giovanni, 2011, "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1143, Oct.
• Huber, Martin & Mellace, Giovanni, 2011, "Testing instrument validity in sample selection models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1145, Dec.
• Lorenzo Fattorini & Caterina Pisani & Francesco Riga & Marco Zaccaroni, 2011, "A Permutation-based Combination of Sign Tests for Assessing Habitat Selection," Department of Economics University of Siena, Department of Economics, University of Siena, number 622, Oct.
• Christopher J. Bennett & Ricardas Zitikis, 2011, "Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 1111, Sep.
• Kenneth G. Stewart, 2011, "The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference," Econometrics Working Papers, Department of Economics, University of Victoria, number 1107, May.
• David E. Giles & Ryan T. Godwin, 2011, "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values," Econometrics Working Papers, Department of Economics, University of Victoria, number 1110, Jul.
• Wen‐Hao Chen & Jean‐Yves Duclos, 2011, "Testing for poverty dominance: an application to Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 3, pages 781-803, August, DOI: 10.1111/j.1540-5982.2011.01654.x.
• Luca Fanelli & Giulio Palomba, 2011, "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 762-782, August.
• Ewa Syczewska, 2011, "Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 58, Dec.
• Joanna Janczura & Rafal Weron, 2011, "Black swans or dragon kings? A simple test for deviations from the power law," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/01.
• Rafael González-Val & Jose Olmo, 2011, "Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-21, Dec, revised Dec 2011.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011, "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,13.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011, "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,14.
• Knüppel, Malte, 2011, "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,32.
• Jovanović, Mario, 2011, "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 240.
• Ritter, Nolan & Vance, Colin, 2011, "The Phantom Menace of Omitted Variables – A Comment," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 282.
• Diels, Jana Luisa & Wiebach, Nicole, 2011, "Customer reactions in Out-of-Stock situations: Do promotion-induced phantom positions alleviate the similarity substitution hypothsis?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-021.
• Wiebach, Nicole & Diels, Jana L., 2011, "The impact of context and promotion on consumer responses and preferences in out-of-stock situations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-050.
• Tischer, Sven & Hildebrandt, Lutz, 2011, "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-065.
• Joseph P. Romano & Michael Wolf, 2011, "Testing for monotonicity in expected asset returns," ECON - Working Papers, Department of Economics - University of Zurich, number 017, May, revised Jan 2013.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-01, Jan.
• Dennis Kristensen, 2011, "Nonparametric Detection and Estimation of Structural Change," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-13, Apr.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011, "A Simple Test for Spurious Regressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-15, May.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-24, May.
• Yushu Li, 2011, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-29, Jul.
• Monika Verma & Thomas Hertel & Ernesto Valenzuela, 2011, "Are the Poverty Effects of Trade Policies Invisible?," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2011-14, Mar.
• Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana, 2011, "An Analysis of Supply Response for Natural Rubber in Cambodia," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 1, pages 31-43, June.
• Walter Krämer, 2011, "The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 131, issue 3, pages 455-468, DOI: 10.3790/schm.131.3.455.
• Alina BARBU, 2011, "Follow-Up Of Fisher F Test With Significantly Low Values In Small Samples," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 2, pages 41-48, June.
• Gutierrez, Luciano, 2011, "Looking for Rational Bubbles in Agricultural Commodity Markets," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 120377, DOI: 10.22004/ag.econ.120377.
• Xu, Haiyan & Zhang, ZhongXiang, 2011, "A Trend Deduction Model of Fluctuating Oil Prices," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 101300, Mar, DOI: 10.22004/ag.econ.101300.
• Tumusiime, Emmanuel & Brorsen, B. Wade & Mosali, Jagadeesh & Johnson, Jim & Locke, James & Biermacher, Jon T., 2011, "Determining Optimal Levels of Nitrogen Fertilizer Using Random Parameter Models," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 43, issue 4, pages 1-12, November, DOI: 10.22004/ag.econ.117949.
• Verma, Monika & Valenzuela, Ernesto & Hertel, Thomas, 2011, "Are the Poverty Effects of Trade Policies Invisible?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332147.
• Verma, Monika & Hertel, Thomas & Valenzuela, Ernesto, 2011, "Are the Poverty Effects of Trade Policies Invisible?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332148.
• MacKinnon, James G., 2011, "Thirty Years of Heteroskedasticity-Robust Inference," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273816, May, DOI: 10.22004/ag.econ.273816.
• Götz, Christian & Heckelei, Thomas, undated, "Determinants of Bilateral Food Related Disputes," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 162893, DOI: 10.22004/ag.econ.162893.
• Oana Resceanu, 2011, "Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 110-117.
• Simar, Leopold & Wilson, Paul W., 2011, "Inference by the m out of n bootstrap in nonparametric frontier models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011027, Jan.
• Kneip, Alois & Simar, Leopold & Wilson, Paul W., 2011, "Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011030, Jan.
• Simar, Leopold & Wilson, Paul W., 2011, "Two-Stage DEA: Caveat Emptor," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011031, Jan.
• Andreea Daniela Moraru, 2011, "Development And Diversification Of Services - An Approach At Tourism Services Level In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 13, pages 1-14.
• Riccardo LUCCHETTI & Claudia PIGINI, 2011, "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 357, Jun.
• Veysel Yilmaz & Talha Arslan, 2011, "Examining The University Students' Environmental Protection Commitments And Environment-Friendly Consumption Behaviors," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 1-10, September.
• Agostinho S. Rosa, 2011, "Inflation and Budget Deficit: What is the Relationship in Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 2, pages 215-237.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Institute for Fiscal Studies, number 17/11, May, DOI: 10.1920/wp.cem.2011.1711.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011, "Intersection bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 34/11, Nov, DOI: 10.1920/wp.cem.2011.3411.
• Claudia Kurz & Jeong-Ryeol Kurz-Kim, 2011, "Taylor Rule Revisited: from an Econometric Point of View," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 46-51, June.
• Arif Oduncu, 2011, "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 97-109.
• Emidio Cocozza & Paolo Piselli, 2011, "Testing for East-West contagion in the European banking sector during the financial crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 790, Feb.
• Fabio Busetti & Silvestro di Sanzo, 2011, "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 799, Mar.
• Ibarra-Ramírez Raúl, 2011, "Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach," Working Papers, Banco de México, number 2011-03, Jun.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2011, "A Simple Test for Spurious Regressions," Working Papers, Banco de México, number 2011-05, Aug.
• Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011, "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers, Banco de México, number 2011-11, Oct.
• Audrino, Francesco & Trojani, Fabio, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 138-149.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 150-160.
• Cameron, A. Colin & Gelbach, Jonah B. & Miller, Douglas L., 2011, "Robust Inference With Multiway Clustering," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 238-249.
• Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 282-294.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011, "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 295-306.
• Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers, Department of Economics, University of Birmingham, number 11-16, Oct.
• Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers, Department of Economics, University of Birmingham, number 11-25, Dec.
• Silvestro Di Sanzo, 2011, "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, volume 63, issue 1, pages 28-52, January.
• Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011, "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 19-68, February.
• Luis C. Nunes & Paulo M. M. Rodrigues, 2011, "On LM‐type tests for seasonal unit roots in the presence of a break in trend," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 2, pages 108-134, March.
• Zhiping Lu & Dominique Guegan, 2011, "Testing unit roots and long range dependence of foreign exchange," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 6, pages 631-638, November, DOI: j.1467-9892.2011.00720.x.
• Paulo M. M. Rodrigues & Antonio Rubia, 2011, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 4, pages 449-468, August.
• Robert M. Kunst & Philip Hans Franses, 2011, "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 4, pages 469-488, August.
• Markku Lanne & Pentti Saikkonen, 2011, "GMM Estimation with Non‐causal Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 581-592, October, DOI: j.1468-0084.2010.00631.x.
• Kristian Jönsson, 2011, "Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 669-690, October, DOI: j.1468-0084.2010.00620.x.
• Tomás Del Barrio Castro & Denise R. Osborn, 2011, "HEGY Tests in the Presence of Moving Averages," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 691-704, October, DOI: j.1468-0084.2011.00633.x.
• Colin Cameron, 2011, "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011, Stata Users Group, number 07, Jul.
• Pierre Perron & Sungju Chun & Cosme Vodounou, 2011, "Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-055, Jan.
• Romano Joseph P. & Shaikh Azeem & Wolf Michael, 2011, "Consonance and the Closure Method in Multiple Testing," The International Journal of Biostatistics, De Gruyter, volume 7, issue 1, pages 1-25, February, DOI: 10.2202/1557-4679.1300.
• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011, "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 2, pages 1-26, January, DOI: 10.2202/1941-1928.1013.
• Dahl Christian M & Iglesias Emma, 2011, "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-32, February, DOI: 10.2202/1941-1928.1093.
• Jansson Michael & Nielsen Morten Ørregaard, 2011, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-21, February, DOI: 10.2202/1941-1928.1096.
• Haldrup Niels & Montañes Antonio & Sansó Andreu, 2011, "Detection of Additive Outliers in Seasonal Time Series," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 2, pages 1-20, April, DOI: 10.2202/1941-1928.1043.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011, "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 335-363.
• Conniffe, Denis & Kelly, Robert, 2011, "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers, Central Bank of Ireland, number 4/RT/11, Mar.
• Lulu Gu & W. Robert Reed, 2011, "One For All or All For One? Using Multiple-listing Information in Event Studies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/33, Nov.
• Iglesias, Emma M. & Phillips, Garry D.A., 2011, "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/19, Aug.
• Javier Hidalgo & Myunghwan Seo, 2011, "Testing For Structural Stability In The Whole Sample," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 558, Oct.
• Pablo Pincheira, 2011, "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile, Central Bank of Chile, number 607, Jan.
• Elise Coudin & Jean-Marie Dufour, 2011, "Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors," CIRANO Working Papers, CIRANO, number 2011s-24, Feb.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011, "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO, number 2011s-27, Feb.
• Wen-Hao Chen & Jean-Yves Duclos, 2011, "Testing for poverty dominance: an application to Canada," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 3, pages 781-803, August, DOI: 10.1111/j.1540-5982.2011.01654.x.
• G. Del Chiappa & M. Meleddu & M. Pulina, 2011, "The perceptions of an island community towards cruise tourism: A factor analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201119.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2011, "A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011, "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia, Banco de la Republica, number 8327, Apr.