Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2011

• 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.

2010

• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010, "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-02, Jan.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010, "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-23, May.
• Tom Engsted & Bent Nielsen, 2010, "Testing for rational bubbles in a co-explosive vector autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-25, Jun.
• Robinson Kruse & Philipp Sibbertsen, 2010, "Long memory and changing persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-42, Aug.
• Dennis Kristensen, 2010, "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-43, Aug.
• Christian M. Dahl & Emma M. Iglesias, 2010, "Asymptotic normality of the QMLE in the level-effect ARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-48, Aug.
• James G. MacKinnon & Morten Ørregaard Nielsen, 2010, "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-59, Aug.
• Peter Sandholt Jensen & Allan H. Würtz, 2010, "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-73, Nov.
• Laurent A.F. Callot, 2010, "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-75, Dec.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2010, "The Model Confidence Set," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-76, Mar.
• Hyeongwoo Kim & Young-Kyu Moh, 2010, "Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-08, Dec.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model," Annals of Economics and Statistics, GENES, issue 99-100, pages 395-427.
• Bernhard Boockmann, 2010, "The Combined Employment Effects of Minimum Wages and Labor Market Regulation—a Meta-Analysis," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 61, issue Supplemen, pages 167-188.
• Valentin Niţă & Gina Ionela Butnaru, 2010, "Study on the Students’ Perception of Knowledge Usefulness and Necessity Concerning Tourists’ Protection," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 28, pages 332-347, June.
• Goetz, Christian & Heckelei, Thomas, 2010, "Determinants of Bilateral Food Related Disputes," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61773, Jul, DOI: 10.22004/ag.econ.61773.
• Verma, Monika & Valenzuela, Ernesto & Hertel, Thomas W., 2010, "Are The Poverty Effects of Trade Policies Invisible?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61793, DOI: 10.22004/ag.econ.61793.
• MacKinnon, James G., 2010, "Critical Values for Cointegration Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273723, Jan, DOI: 10.22004/ag.econ.273723.
• MacKinnon, James G. & Orregaard Nielsen, Morten, 2010, "Numerical Distribution Functions of Fractional Unit Root and Cointegration Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273739, Jul, DOI: 10.22004/ag.econ.273739.
• Tumusiime, Emmanuel & Brorsen, B. Wade & Biermacher, Jon T. & Mosali, Jagadeesh & Johnson, Jim & Locke, James, 2010, "Determining Optimal Levels of Nitrogen Fertilizer Using Random Parameter Models," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association, number 56514, DOI: 10.22004/ag.econ.56514.
• Mariana Gagea & Andreea Iacobuta, 2010, "The Role Of Individual Values In Personal Development," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 57, pages 451-464, november.
• Oana Resceanu, 2010, "Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 38, pages 507-513, May.
• Simar, Leopold & Wilson, Paul, 2010, "Two-Stage DEA: Caveat Emptor," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010041, Jan.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010, "Hypothesis Testing in Econometrics," Annual Review of Economics, Annual Reviews, volume 2, issue 1, pages 75-104, September.
• Albena Iossiofova, 2010, "Profile of Organizations in Bulgaria with Adopted ISO 9001," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 154-171.
• Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
• Javier Mencía, 2010, "Testing non-linear dependence in the hedge fund industry," Working Papers, Banco de España, number 1007, Mar.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2010, "Spurious Long-Horizon Regression in Econometrics," Working Papers, Banco de México, number 2010-06, Jun.
• José Eduardo Gómez González & Ines Paola Orozco Hinojosa, 2010, "Un modelo de alerta temprana para el sistema financiero colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 28, issue 62, pages 124-147, June, DOI: 10.32468/Espe.6203.
• Luisa Fernanda Gamboa & Andrés García-Suaza & Jesús Otero, 2010, "Statistical Inference for Testing Gini Coefficients: An Application for Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 28, issue 62, pages 226-238, June, DOI: 10.32468/Espe.6206.
• Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010, "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 491, pages 1070-1083.
• Davidson, Russell & MacKinnon, James G., 2010, "Wild Bootstrap Tests for IV Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 128-144.
• Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
• Hong, Seung Hyun & Phillips, Peter C. B., 2010, "Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 96-114.
• Kapetanios, George, 2010, "A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 3, pages 397-409.
• Francisco Peñaranda & Enrique Sentana, 2015, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, Barcelona School of Economics, number 488, Sep.
• Aninday Banerjee & Markus Eberhardt & J James Reade, 2010, "Panel Estimation for Worriers," Discussion Papers, Department of Economics, University of Birmingham, number 10-33, Nov.
• Andreas Diekmann & Ben Jann, 2010, "Benford's Law and Fraud Detection: Facts and Legends," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 397-401, August, DOI: 10.1111/j.1468-0475.2010.00510.x.
• Laurent Barras & Olivier Scaillet & Russ Wermers, 2010, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, volume 65, issue 1, pages 179-216, February, DOI: 10.1111/j.1540-6261.2009.01527.x.
• Jing Li & Junsoo Lee, 2010, "ADL tests for threshold cointegration," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 4, pages 241-254, July, DOI: 10.1111/j.1467-9892.2010.00659.x.
• Eiji Kurozumi & Shinya Tanaka, 2010, "Reducing the size distortion of the KPSS test," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 6, pages 415-426, November, DOI: 10.1111/j.1467-9892.2010.00674.x.
• Jo Thori Lind & Halvor Mehlum, 2010, "With or Without U? The Appropriate Test for a U‐Shaped Relationship," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 1, pages 109-118, February, DOI: 10.1111/j.1468-0084.2009.00569.x.
• Céline Bonnet & Pierre Dubois, 2010, "Inference on vertical contracts between manufacturers and retailers allowing for nonlinear pricing and resale price maintenance," RAND Journal of Economics, RAND Corporation, volume 41, issue 1, pages 139-164, March, DOI: 10.1111/j.1756-2171.2009.00093.x.
• Halbert White & Karim Chalak, 2010, "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 733, Mar.
• Halbert White & Karim Chalak & Xun Lu, 2010, "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 744, Aug.
• Luca Fanelli, 2010, "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 4.
• Diekmann Andreas & Jann Ben, 2010, "Benford’s Law and Fraud Detection: Facts and Legends," German Economic Review, De Gruyter, volume 11, issue 3, pages 397-401, August, DOI: 10.1111/j.1468-0475.2010.00510.x.
• Lima Luiz Renato & Xiao Zhijie, 2010, "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 1, pages 1-34, June, DOI: 10.2202/1941-1928.1038.
• Miller J. Isaac, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 1, pages 1-38, September, DOI: 10.2202/1941-1928.1057.
• Alain Guay & Jean-Francois Lamarche, 2010, "Structural change tests for GEL criteria," Working Papers, Brock University, Department of Economics, number 1002, Feb.
• Zisimos Koustas & Jean-Francois Lamarche, 2010, "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers, Brock University, Department of Economics, number 1005, Jul.
• Dimitris Kugiuntzis & Efthimia Bora-Senta, 2010, "Gaussian Analysis of Non-Gaussian Time Series," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 295-322.
• Dimitrios Hristu-Varsakelis & Catherine Kyrtsou, 2010, "Testing for Granger Causality in the Presence of Chaotic Dynamics," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 323-327.
• Nicolas Million, 2010, "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d'intérêt réel américain," Economie & Prévision, La Documentation Française, volume 0, issue 1, pages 83-95.
• Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia, 2010, "Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter," Carleton Economic Papers, Carleton University, Department of Economics, number 10-02, Jan.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "A Trinomial Test for Paired Data When There are Many Ties," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/20, May.
• A. Colin Cameron & Douglas L. Miller, 2010, "Robust Inference with Clustered Data," Working Papers, University of California, Davis, Department of Economics, number 316, Apr.
• A. Colin Cameron & Douglas L. Miller, 2010, "Robust Inference with Clustered Data," Working Papers, University of California, Davis, Department of Economics, number 318, Mar.
• Steve Gibbons & Henry G. Overman, 2010, "Mostly Pointless Spatial Econometrics?," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0061, Oct.
• Frederick Van der Ploeg & Steven Poelhekke, 2010, "The Pungent Smell of "Red Herrings": Subsoil Assets, Rents, Volatility and the Resource Curse," CESifo Working Paper Series, CESifo, number 3013.
• Frederick Van der Ploeg, 2010, "Natural Resources: Curse or Blessing?," CESifo Working Paper Series, CESifo, number 3125.
• Pedro Damião de Sousa Henriques & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_01.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Alternative versions of the RESET test for binary response index models: a comparative study," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_09.
• Manuel Dominguez & Ignacio Lobato, 2010, "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers, Centro de Investigacion Economica, ITAM, number 1005.
• Russell Davidson, 2010, "Innis Lecture: Inference on income distributions," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 4, pages 1122-1148, November, DOI: 10.1111/j.1540-5982.2010.01608.x.
• Francisco Peñaranda & Enrique Sentana, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, CEMFI, number wp2010_1004, Jul.
• Ignacio Lozano & Enrique Cabrera, 2010, "Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno colombiano," Monetaria, CEMLA, volume 0, issue 2, pages 207-238, abril-jun.
• F. Crudu, 2010, "Z-Estimators and Auxiliary Information under Weak Dependence," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201022.
• Yalila Aljure Jiménez & Jorge Andrés Gallego, 2010, "Desigualdad y leyes de potencia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Christian Espinosa Méndez, 2010, "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010, "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• José Eduardo Gómez-González & In�s Paola Orozco Hinojosa, 2010, "Un Modelo de alerta temprana para el sistema financiero colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 28, issue 62, pages 124-147, DOI: 10.32468/Espe.6203.
• Luis Fernando Gamboa & Andr�s Garc�a-Suaza & Jes�s Otero, 2010, "Statistical inference for testing Gini Coefficients: An application for Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 28, issue 62, pages 226-238, DOI: 10.32468/Espe.6206.
• Diego Alonso Agudelo Rueda, 2010, "Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 anos?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10654, Aug.
• Juan Carlos Vergara Schmalbach & Maria De Los Angeles Diaz Marrugo & Adolfo Enrique Hernandez Luna & Omar Harvey Lopez Cuervo, 2010, "Calidad En El Servicio Y Satisfacción De Los Estudiantes De La Facultad De Ciencias Económicas De La Universidad De Cartagena: Caso Administración," Revista Jornadas de Investigación, Universidad de Cartagena.
• Myrian Vergara & Giovany Babativa, 2010, "El supuesto de normalidad: ¿mito o realidad?," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.211.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2010, "Some Problems in the Testing of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7621, Jan.
• Sørensen, Bent E & Ozer-Balli, Hatice, 2010, "Interaction Effects in Econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7929, Jul.
• Sentana, Enrique & Peñaranda, Francisco, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7943, Aug.
• Dubois, Pierre & Bonnet, Céline, 2010, "Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8029, Sep.
• Wanling Huang & Artem Prokhorov, 2010, "Bartlett-type Correction of Distance Metric Test," Working Papers, Concordia University, Department of Economics, number 10003, Jun.
• Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010, "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 953-962, June.
• Donald W.K. Andrews & Xiaoxia Shi, 2010, "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1761, Jun.
• Donald W.K. Andrews & Xiaoxia Shi, 2010, "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1761R, Jun, revised Jul 2011.
• Donald W.K. Andrews & Xiaoxia Shi, 2010, "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1761R2, Jun, revised May 2012.
• Peter C. B. Phillips & Jun Yu, 2010, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1770, Sep.
• Donald W.K. Andrews & Xu Cheng, 2010, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1773, Oct.
• Donald W.K. Andrews & Xu Cheng, 2010, "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1773R, Oct, revised Jul 2011.
• Marina Theodosiou, 2010, "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers, Central Bank of Cyprus, number 2010-7, Sep.
• Gabriela OPAIT, 2010, "The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 257-268.
• Gabriela OPAIT, 2010, "Statistical Analysis Through Factors Path Method," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 119-130.
• Ansgar Belke & Robert Czudaj, 2010, "Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 982.
• Barbara Rossi & Atsushi Inoue, 2010, "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers, Duke University, Department of Economics, number 10-92.
• Monojit Chatterji & Homagni Choudhury, 2010, "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 245, Oct.
• Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010, "Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Tilak Abeysinghe & Gulasekaran Rajaguru, 2010, "A Gaussian Test for Cointegration," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23040, Jan.
• Donald W. K. Andrews & Gustavo Soares, 2010, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Econometrica, Econometric Society, volume 78, issue 1, pages 119-157, January.
• Maurice J. G. Bun & Frank Windmeijer, 2010, "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, volume 13, issue 1, pages 95-126, February.
• Leandro M. Magnusson, 2010, "Inference in limited dependent variable models robust to weak identification," Econometrics Journal, Royal Economic Society, volume 13, issue 3, pages 56-79, October.
• de Peretti, Christian & Siani, Carole & Cerrato, Mario, 2010, "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-20.
• Chatterji, Monojit & Choudhury, Homagni, 2010, "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-92.
• Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 4, pages 987-1001, April.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010, "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, volume 27, issue 6, pages 1417-1428, November.
• Frondel, Manuel & Vance, Colin, 2010, "Fixed, random, or something in between? A variant of Hausman's specification test for panel data estimators," Economics Letters, Elsevier, volume 107, issue 3, pages 327-329, June.
• White, Halbert & Chalak, Karim, 2010, "Testing a conditional form of exogeneity," Economics Letters, Elsevier, volume 109, issue 2, pages 88-90, November.
• Amengual, Dante & Sentana, Enrique, 2010, "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 16-34, January.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010, "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 42-58, January.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010, "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, volume 154, issue 2, pages 186-202, February.
• Trapani, Lorenzo & Urga, Giovanni, 2010, "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, volume 155, issue 1, pages 1-18, March.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010, "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, volume 155, issue 2, pages 155-169, April.
• Kristensen, Dennis, 2010, "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 239-259, June.
• Cho, Jin Seo & White, Halbert, 2010, "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 458-480, August.
• Lasak, Katarzyna, 2010, "Likelihood based testing for no fractional cointegration," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 67-77, September.
• Andrews, Donald W.K. & Guggenberger, Patrik, 2010, "Applications of subsampling, hybrid, and size-correction methods," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 285-305, October.
• Francq, Christian & Zakoïan, Jean-Michel, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 151-165, November.
• Escanciano, Juan Carlos & Velasco, Carlos, 2010, "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 209-221, November.
• Hafner, Christian M. & Linton, Oliver, 2010, "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 55-73, November.
• Chorruk, Jirapun & Worthington, Andrew C., 2010, "New evidence on the pricing and performance of initial public offerings in Thailand, 1997-2008," Emerging Markets Review, Elsevier, volume 11, issue 3, pages 285-299, September.
• Spencer, Peter & Liu, Zhuoshi, 2010, "An open-economy macro-finance model of international interdependence: The OECD, US and the UK," Journal of Banking & Finance, Elsevier, volume 34, issue 3, pages 667-680, March.
• van der Ploeg, Frederick & Poelhekke, Steven, 2010, "The pungent smell of "red herrings": Subsoil assets, rents, volatility and the resource curse," Journal of Environmental Economics and Management, Elsevier, volume 60, issue 1, pages 44-55, July.
• Götz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2010, "What makes countries initiate WTO disputes on food-related issues?," Food Policy, Elsevier, volume 35, issue 2, pages 154-162, April.
• Urzúa, Carlos M., 2010, "Testing for Zipf’s Law: A Common Pitfall," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2010-04, Dec.
• Bian, G. & McAleer, M.J. & Wong, W.-K., 2010, "A Trinomial Test for Paired Data When There are Many Ties," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-66, Dec.
• Bian, G. & McAleer, M.J. & Wong, W.-K., 2010, "A Trinomial Test for Paired Data When There are Many Ties," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-68, Dec.
• Adamopoulos Antonios, 2010, "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Narayanan K & Unmesh Patnaik, 2010, "Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India," Working Papers, eSocialSciences, number id:2470, Apr.
• Marcel Fafchamps & Margherita Comola, 2010, "Testing Unilateral and Bilateral Link Formation," Working Papers, eSocialSciences, number id:2797, Aug.
• Chambers, MJ, 2010, "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers, University of Essex, Department of Economics, number 2786.
• Andreas Diekmann & Ben Jann, 2010, "Benford's Law and Fraud Detection. Facts and Legends," ETH Zurich Sociology Working Papers, ETH Zurich, Chair of Sociology, number 8, Feb.
• Amor Divino, José Ângelo Costa do & Andrade, Joaquim Pinto de & Teles, Vladimir Kuhl, 2010, "On the purchasing power parity for Latin-American countries," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 227, Jun.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010, "Bootstrapping density-weighted average derivatives," Staff Reports, Federal Reserve Bank of New York, number 452.
• Hrishikesh D. Vinod, 2010, "A New Solution to Time Series Inference in Spurious Regression Problems," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-01.