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

• 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.
• Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària, 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), Economic 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-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.
• 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.
• Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains, 2011, "Corporate Governance and Financial Development: A Study of the French Case," 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.
• Wong, Shirly Siew-Ling & Puah, Chin-Hong & Shazali, Abu Mansor, 2011, "Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector," MPRA Paper, University Library of Munich, Germany, number 36661, Dec.
• Puah, Chin-Hong & Chong, Lucy Lee-Yun & Jais, Mohamad, 2011, "Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia," MPRA Paper, University Library of Munich, Germany, number 36699, Oct.
• Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011, "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
  [Which spatial weighting matrix? An approach for model selection]," MPRA Paper, University Library of Munich, Germany, number 37585.
• Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011, "Detección de Dependencia Espacial mediante Análisis Simbólico
  [Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper, University Library of Munich, Germany, number 38603.
• Doko Tchatoka, Firmin, 2011, "Testing for partial exogeneity with weak identification," MPRA Paper, University Library of Munich, Germany, number 39504, Apr, revised Mar 2012.
• Mynbaev, Kairat, 2011, "Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation," MPRA Paper, University Library of Munich, Germany, number 44402, Jan, revised 18 Sep 2012.
• Leon, Jorge & Segura, Carlos & Vasquez, Jose Pablo, 2011, "Inflación Internacional Relevante para Costa Rica
  [Relevant International Inflation for Costa Rica]," MPRA Paper, University Library of Munich, Germany, number 44497, revised 2011.
• Ciuiu, Daniel, 2011, "Bayes multivariate signification tests and Granger causality," MPRA Paper, University Library of Munich, Germany, number 48945, Sep, revised 01 Oct 2011.
• Bilgili, Faik, 2011, "City price convergence in Turkey with structural breaks," MPRA Paper, University Library of Munich, Germany, number 54295, Oct.
• Keita, Moussa, 2011, "Influence de la négociation intra-ménage sur les dépenses d’éducation dans les ménages au Mali
  [Influence of intra-household bargaining on education expenditures in households in Mali]," MPRA Paper, University Library of Munich, Germany, number 57592, Aug.
• CHIKHI, Mohamed, 2011, "Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie
  [Analysis of informational shock and conditional heteroscedasticity in cash flows]," MPRA Paper, University Library of Munich, Germany, number 77269, Apr, revised Jun 2011.
• Goodness C. Aye & Rangan Gupta, 2011, "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201119, Oct.
• Zdeněk Štolc, 2011, "Application of FIGARCH and EWMA Models on Stock Indices PX and BUX
  [Aplikace FIGARCH a EWMA modelů na burzovní indexy PX a BUX]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2011, issue 4, pages 25-38, DOI: 10.18267/j.aop.338.
• Paulo M.M. Rodrigues & Antonio Rubia, 2011, "A Class of Robust Tests in Augmented Predictive Regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w201126.
• Paulo M.M. Rodrigues & Nazarii Salish, 2011, "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers, Banco de Portugal, Economics and Research Department, number w201128.
• Kaddour Hadri & Eiji Kurozumi, 2011, "A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 11-01.
• Kaddour Hadri & Eiji Kurozumi, 2011, "A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 11-02, Jul.
• Gunnar Bardsen & Stan Hurn & Zoe McHugh, 2011, "Asymmetric unemployment rate dynamics in Australia," NCER Working Paper Series, National Centre for Econometric Research, number 71, Feb.
• Kenneth Kasa & In-Koo Cho, 2011, "Learning and Model Validation," 2011 Meeting Papers, Society for Economic Dynamics, number 1086.
• Aviral Kumar Tiwari & A. P. Tiwari, 2011, "Fiscal Deficit and Inflation: An empirical analysis for India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 42, pages 131-158, December.
• Bruno Grbac & Ivana First, 2011, "Dynamics of market orientation in Croatian economy," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 29, issue 2, pages 373-394.
• Sebastian Fossati, 2011, "Covariate Unit Root Tests with Good Size and Power," Working Papers, University of Alberta, Department of Economics, number 2011-04, May.
• Kurtulus Kaymaz, 2011, "Performance Feedback: Individual Based Reflections and the Effect on Motivation," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 115-115.
• Mohd H. R. , Joarder & Mohmad Yazam Sharif, & Kawsar Ahmmed, 2011, "Mediating Role of Affective Commitment in HRM Practices and Turnover Intention Relationship: A Study in a Developing Context," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 4, pages 135-135.
• Harlan Platt & Marjorie B. Platt Platt, 2011, "Revisiting the labor hoarding employment demand model: an economic order quantity approach," Journal of Financial Transformation, Capco Institute, volume 31, pages 158-163.
• José D. Liquitaya Briceño, 2011, "La teoría del ingreso permanente: un análisis empírico," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 33-61.
• Harald Oberhofer & Michael Pfaffermayr, 2011, "Testing the One-Part Fractional Response Model against an Alternative Two-Part Model," Working Papers in Economics, University of Salzburg, number 2011-1, Jan.
• Nuno Carlos LEITÃO, 2011, "Foreign Direct Investment: Localization And Institutional Determinants," Management Research and Practice, Research Centre in Public Administration and Public Services, Bucharest, Romania, volume 3, issue 2, pages 1-6, June.
• Walter Krämer, 2011, "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers, German Data Forum (RatSWD), number 176.
• M. Fr Mmel & R. Kruse, 2011, "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/722, May.
• Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011, "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 201111, May.
• Kaveri Deb & Partha Basu, 2011, "Indices of Revealed Comparative Advantage and their Consistency with the Heckscher-Ohlin Theory," Foreign Trade Review, , volume 46, issue 3, pages 3-28, October, DOI: 10.1177/0015732515110301.
• Egon Franck & Stephan Nüesch & Jan Pieper, 2011, "Specific Human Capital as a Source of Superior Team Performance," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 63, issue 4, pages 376-392, October.
• Bertille Antoine & Pascal Lavergne, 2011, "Conditional Moment Models under Semi-Strong Identification," Discussion Papers, Department of Economics, Simon Fraser University, number dp11-04, Sep, revised Dec 2012.