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

2011

• 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.
• Diego Alonso Agudelo Rueda, 2011, "Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10662, Nov.
• Diego Alonso Agudelo Rueda & Milena Casta�o, 2011, "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10663, Dec.
• Elkin Castano Vélez & Santiago Alejandro Gallón Gómez & Karoll Gómez Portilla, 2011, "Sesgos en estimación, tamano y potencia de una prueba sobre el parámetro de memoria larga en modelos ARFIMA," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Martha Misas A. & Juan Carlos Parra A. & Enrique L�pez E., 2011, "Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-40.
• Jesús Yoel Crespo, 2011, "CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano," Revista Ecos de Economía, Universidad EAFIT.
• Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains, 2011, "Corporate Governance and Financial Development: A Study of the French Case," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-11.
• Chen, Liang & Dolado, Juan José & Gonzalo, Jesús, 2011, "Detecting big structural breaks in large factor models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1141, Dec.
• Kapar, B. & Olmo, J., 2011, "The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk," Working Papers, Department of Economics, City St George's, University of London, number 11/02.
• Otsu, Taisuke & Whang, Yoon-Jae, 2011, "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, volume 27, issue 1, pages 114-153, February.
• Anatolyev, Stanislav & Gospodinov, Nikolay, 2011, "Specification Testing In Models With Many Instruments," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 427-441, April.
• Tumusiime, Emmanuel & B. Wade, Brorsen & 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, Cambridge University Press, volume 43, issue 4, pages 541-552, November.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2011, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1789, Mar.
• Yukitoshi Matsushita & Taisuke Otsu, 2011, "Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1791, Apr, revised Jan 2012.
• Taisuke Otsu, 2011, "Empirical Likelihood for Nonparametric Additive Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1792, Apr.
• Lorenzo Camponovo & Taisuke Otsu, 2011, "Breakdown Point Theory for Implied Probability Bootstrap," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1793, Apr.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011, "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1795, Apr.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011, "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1795R, Apr, revised Nov 2012.
• Lorenzo Camponovo & Taisuke Otsu, 2011, "Robustness of Bootstrap in Instrumental Variable Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1796, Apr.
• Taisuke Otsu & Ke-Li Xu, 2011, "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1799, May.
• Donald W.K. Andrews & Patrik Guggenberger, 2011, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1812, Aug.
• Donald W.K. Andrews & Patrik Guggenberger, 2011, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1812R, Aug, revised Dec 2012.
• Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011, "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1813, Aug.
• Donald W.K. Andrews, 2011, "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1815, Aug.
• Donald W.K. Andrews, 2011, "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1815R, Aug, revised Mar 2012.
• Donald W. K. Andrews & Xu Cheng, 2011, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1824, Oct.
• Donald W. K. Andrews & Xu Cheng, 2011, "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1824R, Oct, revised Oct 2012.
• Lorenzo Camponovo & Taisuke Otsu, 2011, "On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1825, Oct.
• Donald W.K. Andrews & Xu Cheng, 2011, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1828, Oct.
• Donald W.K. Andrews & Xu Cheng, 2011, "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1828, Oct, revised Jan 2013.
• Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1832, Oct.
• Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840, Dec.
• Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840R, Dec, revised Feb 2013.
• Donald W.K. Andrews & Xiaoxia Shi, 2011, "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1840R2, Dec, revised Oct 2013.
• Lena Cleanthous & Pany Karamanou, 2011, "The ECB Monetary Policy and the Current Financial Crisis," Working Papers, Central Bank of Cyprus, number 2011-1, Jan.
• Marina Theodosiou & Filip Zikes, 2011, "A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices," Working Papers, Central Bank of Cyprus, number 2011-2, Jul.
• Aleksandar Zaklan & Jan Abrell & Anne Neumann, 2011, "Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1152.
• Doucouliagos, Hristos & Stanley, T. D. & Giles, Margaret, 2011, "Are estimates of the value of a statistical life exaggerated?," Working Papers, Deakin University, Department of Economics, number eco_2011_2, Jan, DOI: 10.1016/j.jhealeco.2011.10.001.
• Siyan Wang & Burton A. Abrams, 2011, "Government Outlays, Economic Growth and Unemployment: A VAR Model," Working Papers, University of Delaware, Department of Economics, number 11-13.
• 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," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-20.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2011, "Extending the Hausman Test to Check for the presence of Outliers," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-036, Nov.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2011, "The Model Confidence Set," Econometrica, Econometric Society, volume 79, issue 2, pages 453-497, March.
• Peter C. B. Phillips & Jun Yu, 2011, "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, volume 2, issue 3, pages 455-491, November, DOI: QE82.
• Benjamin Born & Jörg Breitung, 2011, "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 330-342, July.
• Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas, 2011, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-30.
• De Gooijer, Jan G. & Yuan, Ao, 2011, "Some exact tests for manifest properties of latent trait models," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 1, pages 34-44, January.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011, "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2078-2104, DOI: 10.1016/j.jedc.2011.08.009.
• Bueno, José Luis Cendejas & Santos, Sonia de Lucas & Rodríguez, M Jesús Delgado & Ayuso, Inmaculada Álvarez, 2011, "Testing for structural breaks in factor loadings: An application to international business cycle," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 259-263, January.
• Bueno, José Luis Cendejas & Santos, Sonia de Lucas & Rodríguez, Ma Jesús Delgado & Ayuso, Inmaculada Álvarez, 2011, "Testing for structural breaks in factor loadings: An application to international business cycle," Economic Modelling, Elsevier, volume 28, issue 1, pages 259-263, DOI: 10.1016/j.econmod.2010.09.004.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011, "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, volume 28, issue 3, pages 891-899, May.
• Wu, Jianhong & Zhu, Lixing, 2011, "Testing for serial correlation and random effects in a two-way error component regression model," Economic Modelling, Elsevier, volume 28, issue 6, pages 2377-2386, DOI: 10.1016/j.econmod.2011.06.006.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011, "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, volume 110, issue 2, pages 151-154, February.
• Urzúa, Carlos M., 2011, "Testing for Zipf's law: A common pitfall," Economics Letters, Elsevier, volume 112, issue 3, pages 254-255, September.
• Kim, Jae H. & Ryoo, Heajin H., 2011, "Common stocks as a hedge against inflation: Evidence from century-long US data," Economics Letters, Elsevier, volume 113, issue 2, pages 168-171, DOI: 10.1016/j.econlet.2011.07.003.
• Kasy, Maximilian, 2011, "A nonparametric test for path dependence in discrete panel data," Economics Letters, Elsevier, volume 113, issue 2, pages 172-175, DOI: 10.1016/j.econlet.2011.07.005.
• Jönsson, Kristian, 2011, "A robust test for multivariate normality," Economics Letters, Elsevier, volume 113, issue 2, pages 199-201, DOI: 10.1016/j.econlet.2011.06.018.
• Donald, Stephen G. & Hsu, Yu-Chin, 2011, "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, volume 113, issue 3, pages 241-243, DOI: 10.1016/j.econlet.2011.07.018.
• Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011, "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, volume 160, issue 2, pages 300-310, February.
• Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011, "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, volume 160, issue 2, pages 326-348, February.
• Inoue, Atsushi & Rossi, Barbara, 2011, "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 246-261, April.
• Cho, Jin Seo & White, Halbert, 2011, "Generalized runs tests for the IID hypothesis," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 326-344, June.
• Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011, "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 362-368, June.
• Breitung, Jörg & Eickmeier, Sandra, 2011, "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, volume 163, issue 1, pages 71-84, July.
• Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M., 2011, "A class of simple distribution-free rank-based unit root tests," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 200-214, August.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 215-230, August.
• Hoderlein, Stefan, 2011, "How many consumers are rational?," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 294-309, October.
• Kristensen, Dennis, 2011, "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 382-403, October.
• Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho, 2011, "A consistent nonparametric test for nonlinear causality—Specification in time series regression," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 112-127, DOI: 10.1016/j.jeconom.2011.05.010.
• Hsu, Shih-Hsun & Kuan, Chung-Ming, 2011, "Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 87-99, DOI: 10.1016/j.jeconom.2011.05.008.
• Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B., 2011, "Inference with dependent data using cluster covariance estimators," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 137-151, DOI: 10.1016/j.jeconom.2011.01.007.
• Calhoun, Gray, 2011, "Hypothesis testing in linear regression when k/n is large," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 163-174, DOI: 10.1016/j.jeconom.2011.07.003.
• Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel, 2011, "Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 246-257, DOI: 10.1016/j.jeconom.2011.08.001.
• Wagenvoort, Rien J.L.M. & Ebner, André & Morgese Borys, Magdalena, 2011, "A factor analysis approach to measuring European loan and bond market integration," Journal of Banking & Finance, Elsevier, volume 35, issue 4, pages 1011-1025, April.
• Bian, Guorui & McAleer, Michael & Wong, Wing-Keung, 2011, "A trinomial test for paired data when there are many ties," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 6, pages 1153-1160, DOI: 10.1016/j.matcom.2010.11.002.
• Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal, 2011, "International diversification with American Depository Receipts (ADRs)," Pacific-Basin Finance Journal, Elsevier, volume 19, issue 1, pages 98-114, January.
• Yang, Zili, 2011, "“Lucky” numbers, unlucky consumers," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 5, pages 692-699, DOI: 10.1016/j.socec.2011.05.008.
• Nieto Domenech, Belén & Orbe Mandaluniz, Susan & Zárraga Alonso, Ainhoa, 2011, "Time-Varying Beta Estimators in the Mexican Emerging Market," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.
• 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.
• 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-Etienne (GATE Lyon St-Etienne), 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-Etienne (GATE Lyon St-Etienne), 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.
• Christian Francq & Guillaume Lepage & Jean-Michel Zakoïan, 2011, "Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE," Post-Print, HAL, number hal-05417560, Dec, DOI: 10.1016/j.jeconom.2011.08.001.
• Michel Carbon & Christian Francq, 2011, "Portmanteau Goodness-of-Fit Test for Asymmetric Power GARCH Models," Post-Print, HAL, number hal-05431360.
• 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, IZA Network @ LISER, number 5579, Mar.
• Ham, John C. & Woutersen, Tiemen, 2011, "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers, IZA Network @ LISER, number 5816, Jun.
• Vijverberg, Wim P., 2011, "Testing for IIA with the Hausman-McFadden Test," IZA Discussion Papers, IZA Network @ LISER, 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.