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
2010
- Ibrahim Ahamada & Mohamed Boutahar, 2010, "The Power of some Standard tests of stationarity against changes in the unconditional variance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10028, Apr.
- Dominique Guegan & Zhiping Lu, 2010, "Testing unit roots and long range dependence of foreign exchange," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10059, Jun, DOI: 10.1111/j.1467-9892.2011.00720.x.
- Dominique Guegan & Philippe de Peretti, 2010, "An omnibus test to detect time-heterogeneity in time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10098, Dec, DOI: 10.1007/s00180-012-0356-7.
- D.S. Poskitt & Arivalzahan Sengarapillai, 2010, "Dual P-Values, Evidential Tension and Balanced Tests," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/10, Jun.
- Brendan P.M. McCabe & Gael Martin & Keith Freeland, 2010, "A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/10, Feb.
- Victor Bystrov & Anna Staszewska-Bystrova, 2010, "On the power of direct tests for rational expectations against the alternative of constant gain learning," Bank i Kredyt, Narodowy Bank Polski, volume 41, issue 6, pages 71-84.
- Yacine Aït-Sahalia & Jean Jacod, 2010, "Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 15808, Mar.
- Patrick M. Kline & Andres Santos, 2010, "A Score Based Approach to Wild Bootstrap Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 16127, Jun.
- Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010, "Asymmetric unemployment rate dynamics in Australia," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 10810, Jul.
- Tom Engsted & Bent Nielsen, 2010, "Testing for rational bubbles in a co-explosive vector autoregression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2010-W06, Jun.
- Helmut Elsinger, 2010, "Independence Tests based on Symbolic Dynamics," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 165, Sep.
- Rick Van der Ploeg & Steven Poelhekke, 2010, "The Pungent Smell of “Red Herrings’: Subsoil assets, rents, volatility and the resource curse," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 033, Oct.
- Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010, "Panel Estimation for Worriers," Economics Series Working Papers, University of Oxford, Department of Economics, number 514, Nov.
- Faíña Medín, José Andrés & García Lorenzo, Antonio & López-Rodríguez, Jesús, 2010, "International Organizations and the Theory of Clubs = Una interpretación de las organizaciones internacionales utilizando la Teoría de los Clubes," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 9, issue 1, pages 17-27, June.
- Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo, 2010, "Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 9, issue 1, pages 3-16, June.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010, "multiple testing," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
- Emanuel Shachmurove & Yochanan Shachmurove, 2010, "Énvironmental Economics and Venture Capital," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-013, Apr.
- Emanuel Shachmurove & Yochanan Shachmurove, 2010, "Location, Location, Location: Entrepreneurial Finance Meets Economic Geography," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-030, Aug.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2010, "On rank estimation in semidefinite matrices," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1002, Feb.
- Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010, "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012010, Jan.
- Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010, "Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012011, Sep.
- Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010, "On fractional filtering versus conventional filtering in economics," MPRA Paper, University Library of Munich, Germany, number 111643, Apr.
- Duchesne, Pierre & Francq, Christian, 2010, "On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses," MPRA Paper, University Library of Munich, Germany, number 19740, Jan.
- Alsayyed, Nidal, 2010, "Sukukization: Islamic Economic Risk Factors in Shari’ah View," MPRA Paper, University Library of Munich, Germany, number 20489, Jan, revised 15 Feb 2010.
- Jing, Li & Thompson, Henry, 2010, "A Note on the Oil Price Trend and GARCH Shocks," MPRA Paper, University Library of Munich, Germany, number 20654.
- Patnaik, Unmesh & Narayanan, K, 2010, "Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India," MPRA Paper, University Library of Munich, Germany, number 21992, Mar.
- Francq, Christian & Zakoian, Jean-Michel, 2010, "Strict stationarity testing and estimation of explosive ARCH models," MPRA Paper, University Library of Munich, Germany, number 22414, Apr.
- Kim, Hyeongwoo & Moh, Young-Kyu, 2010, "Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment," MPRA Paper, University Library of Munich, Germany, number 22712, May.
- Parker, Thomas, 2010, "An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models," MPRA Paper, University Library of Munich, Germany, number 22841, May.
- Janczura, Joanna & Weron, Rafal, 2010, "Goodness-of-fit testing for regime-switching models," MPRA Paper, University Library of Munich, Germany, number 22871, May.
- Parker, Thomas, 2010, "A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters," MPRA Paper, University Library of Munich, Germany, number 22926, May.
- Mynbaev, Kairat, 2010, "Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne," MPRA Paper, University Library of Munich, Germany, number 23069, Jun.
- Boldea, Otilia & Hall, Alastair R., 2010, "Estimation and inference in unstable nonlinear least squares models," MPRA Paper, University Library of Munich, Germany, number 23150, May.
- HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki, 2010, "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 24053, Jul.
- Tiwari, Aviral, 2010, "Is trade deficit sustainable in India? An inquiry," MPRA Paper, University Library of Munich, Germany, number 24451, Aug.
- González-Val, Rafael & Marcén, Miriam, 2010, "Unilateral Divorce vs. Child Custody and Child Support in the U.S," MPRA Paper, University Library of Munich, Germany, number 24695, Aug.
- Nguenang, Christian & Kamgna, Sévérin yves & Tinang, Nzeusseu Jules, 2010, "Une approche Macroprudentielle du risque systémique en zone CEMAC
[A Macro-prudential approach of systemic risk in CEMAC zone]," MPRA Paper, University Library of Munich, Germany, number 25632. - Di Iorio, Francesca & Fachin, Stefano, 2010, "A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007," MPRA Paper, University Library of Munich, Germany, number 25873, Oct.
- Xu, Haiyan & Zhang, ZhongXiang, 2010, "A trend deduction model of fluctuating oil prices," MPRA Paper, University Library of Munich, Germany, number 26947, Aug, revised 17 Nov 2010.
- González-Val, Rafael & Olmo, Jose, 2010, "A Statistical Test of City Growth: Location, Increasing Returns and Random Growth," MPRA Paper, University Library of Munich, Germany, number 27139, Dec.
- Omay, Nazli C. & Karadagli, Ece C., 2010, "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper, University Library of Munich, Germany, number 27312, Sep.
- Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010, "Computing and estimating information matrices of weak arma models," MPRA Paper, University Library of Munich, Germany, number 27685.
- Carbon, Michel & Francq, Christian, 2010, "Portmanteau goodness-of-fit test for asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 27686.
- Doko Tchatoka, Firmin, 2010, "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper, University Library of Munich, Germany, number 29611, Nov, revised 02 Feb 2012.
- Ahmed Imran, Hunjra & Muhammad Irfan, Chani & Sher, Aslam & Muhammad, Azam & Kashif-Ur, Rehman, 2010, "Factors Affecting job satisfaction of employees in Pakistani banking sector," MPRA Paper, University Library of Munich, Germany, number 32130, Aug.
- Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús & Paelinck, Jean, 2010, "A Non-Parametric Approach to Spatial Causality," MPRA Paper, University Library of Munich, Germany, number 36768.
- Fan, Yanqin & Park, Sang Soo, 2010, "Confidence sets for some partially identified parameters," MPRA Paper, University Library of Munich, Germany, number 37149.
- Chatelain, Jean-Bernard, 2010, "Can statistics do without artefacts?," MPRA Paper, University Library of Munich, Germany, number 42867, Dec.
- Emura, Takeshi & Katsuyama, Hitomi & Wang, Jinfang, 2010, "Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan," MPRA Paper, University Library of Munich, Germany, number 43996, Apr.
- Gómez, Manuel & Ventosa-Santaulària, Daniel, 2010, "Testing for a Deterministic Trend when there is Evidence of Unit-Root," MPRA Paper, University Library of Munich, Germany, number 58780.
- Chen, Song Xi & Qin, Yingli, 2010, "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper, University Library of Munich, Germany, number 59642.
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
- Nicolas Million, 2010, "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d’intérêt réel américain," Économie et Prévision, Programme National Persée, volume 192, issue 1, pages 83-95, DOI: 10.3406/ecop.2010.8023.
- Paulo M.M. Rodrigues & Antonio Rubia, 2010, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers, Banco de Portugal, Economics and Research Department, number w201011.
- James G. MacKinnon, 2010, "Critical Values For Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1227, Jan.
- Eddy Lizarazu Alanez & Jose A. Villasenor Alva, 2010, "Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 7, issue 1, pages 95-117, Julio - D.
- Kaddour Hadri & Rolf Larsson & Yao Rao, 2010, "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 10-08.
- Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010, "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series, National Centre for Econometric Research, number 67, Nov.
- Chaido Dritsaki & Melina Dritsaki, 2010, "Government Expenditure and National Income: Causality Tests for Twelve New Members of E.E," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 38, pages 67-89, December.
- Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
- Russell Davidson, 2010, "Size Distortion of Bootstrap Tests: an Example from Unit Root Testing," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 169-193, June.
- Gabriele Fiorentini & Enrique Sentana, 2010, "Dynamic Specification Tests for Static Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 04_10, Jan.
- Thanasis Stengos & Brennan S. Thompson, 2011, "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Paper series, Rimini Centre for Economic Analysis, number 32_11, Jul.
- Harlan Platt & Sebhattan Demirkan, 2010, "The Contagion between Corporate and Personal Bankruptcy," Journal of Financial Transformation, Capco Institute, volume 29, pages 115-121.
- Ciuiu, Daniel, 2010, "Informational Criteria for the Homoscedasticity of Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 231-244, July.
- Catoiu, Iacob & Vranceanu, Diana Maria & Tatu, Cristian, 2010, "Framing Influence on Fairness Perceptions of Differential Prices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 158-172, September.
- Eisenstat, Eric, 2010, "A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 53-73, September.
- R. Kruse & M. Fr Mmel & L. Menkhoff & P. Sibbertsen, 2010, "What do we know about real exchange rate nonlinearities?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 10/667, Sep.
- Piotr Kazmierkiewicz, 2010, "ANALIZA ATRAKCYJNOscI INWESTYCJI W SPolKI ODPOWIEDZIALNE SPOlECZNIE (SRI) NA PODSTAWIE RANKINGU GLOBAL 100," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 28-45, December.
- Jochen Hartwig, 2010, "Baumol's Diseases: The Case of Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue III, pages 533-552, September.
- Patrick Richard, 2010, "Kernel smoothing end of sample instability tests P values," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 10-19, Jun.
- Qiankun Zhou & Jun Yu, 2010, "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers, Singapore Management University, School of Economics, number 20-2010, Jan.
- Koen Rossel-Cambier, 2010, "Do Multiple Financial Services Enhance the Poverty Outreach of Microfinance Institutions?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-058, Dec.
- Peter Jensen, 2010, "Testing the null of a low dimensional growth model," Empirical Economics, Springer, volume 38, issue 1, pages 193-215, February, DOI: 10.1007/s00181-009-0262-1.
- Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2010, "On the distributional properties of household consumption expenditures: the case of Italy," Empirical Economics, Springer, volume 38, issue 3, pages 717-741, June, DOI: 10.1007/s00181-009-0287-5.
- Erik Hjalmarsson & Pär Österholm, 2010, "Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies," Empirical Economics, Springer, volume 39, issue 1, pages 51-76, August, DOI: 10.1007/s00181-009-0294-6.
- Christos Shiamptanis, 2010, "Did the euro give us a break in inflation?," Empirical Economics, Springer, volume 39, issue 2, pages 395-411, October, DOI: 10.1007/s00181-009-0309-3.
- Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 2, pages 355-374, February, DOI: 10.1007/s00199-008-0432-y.
- Rafael González-Val & Marcos Sanso-Navarro, 2010, "Gibrat’s law for countries," Journal of Population Economics, Springer;European Society for Population Economics, volume 23, issue 4, pages 1371-1389, September, DOI: 10.1007/s00148-009-0246-7.
- Mark Koetse & Raymond Florax & Henri Groot, 2010, "Consequences of effect size heterogeneity for meta-analysis: a Monte Carlo study," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 2, pages 217-236, June, DOI: 10.1007/s10260-009-0125-0.
- Joseph Byrne & Norbert Fiess, 2010, "Euro area inflation: aggregation bias and convergence," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 146, issue 2, pages 339-357, June, DOI: 10.1007/s10290-010-0053-y.
- Ocean Fan Lu & David Giles, 2010, "Benford's Law and psychological barriers in certain eBay auctions," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 10, pages 1005-1008, DOI: 10.1080/13504850802631814.
- J. Hirschberg & J. Lye, 2010, "A reinterpretation of interactions in regressions," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 5, pages 427-430, DOI: 10.1080/13504850701842843.
- Carlos Santos & Maria Alberta Oliveira, 2010, "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, volume 42, issue 12, pages 1577-1589, DOI: 10.1080/00036840701721521.
- Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010, "A time-series approach to test a change in inflation persistence: the Mexican experience," Applied Economics, Taylor & Francis Journals, volume 42, issue 24, pages 3067-3075, DOI: 10.1080/00036840801982684.
- Martin Wagner & Jaroslava Hlouskova, 2010, "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 2, pages 182-223, April, DOI: 10.1080/07474930903382182.
- Thanasis Stengos & Ximing Wu, 2010, "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 3, pages 307-329, DOI: 10.1080/07474930903451565.
- Guglielmo Maria Caporale & Christoph Hanck, 2010, "Are PPP tests erratically behaved? Some panel evidence," International Review of Applied Economics, Taylor & Francis Journals, volume 24, issue 2, pages 203-221, DOI: 10.1080/02692170903424331.
- Julia Korosteleva & Colin Lawson, 2010, "The Belarusian case of transition: whither financial repression?," Post-Communist Economies, Taylor & Francis Journals, volume 22, issue 1, pages 33-53, DOI: 10.1080/14631370903525587.
- Bernd Aumann & Rolf Scheufele, 2010, "Is East Germany catching up? A time series perspective," Post-Communist Economies, Taylor & Francis Journals, volume 22, issue 2, pages 177-192, DOI: 10.1080/14631371003740662.
- Andrew J. Buck & George M. Lady, 2010, "Qualitative Matrices and Information," DETU Working Papers, Department of Economics, Temple University, number 1003, Mar.
- Andrew J. Buck & George M. Lady, 2010, "An Expanded Scope For Qualitative Economics," DETU Working Papers, Department of Economics, Temple University, number 1007, May.
- Jan G. de Gooijer & Ao Yuan, 2010, "Some Exact Tests for Manifest Properties of Latent Trait Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-044/4, Apr.
- Jeroen Hinloopen & Rien Wagenvoort, 2010, "Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-083/1, Aug.
- Einmahl, J.H.J. & Gantner, M., 2010, "Testing for Bivariate Spherical Symmetry," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-71.
- Einmahl, J.H.J. & Gantner, M., 2010, "Testing for Bivariate Spherical Symmetry," Other publications TiSEM, Tilburg University, School of Economics and Management, number b50b8093-4f4c-4afa-af04-3.
- Juan Carlos Escanciano & Chuan Goh, 2010, "Specification Analysis of Structural Quantile Regression Models," Working Papers, University of Toronto, Department of Economics, number tecipa-415, Nov.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010, "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers, School of Economics, La Trobe University, number 2010.07, Nov.
- Bonnet, Céline & Dubois, Pierre, 2010, "Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France," TSE Working Papers, Toulouse School of Economics (TSE), number 10-189, Aug.
- Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010, "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2010-19, May, revised 17 Apr 2016.
- Tomás del Barrio Castro & Denise R. Osborn, 2010, "HEGY Tests in the Presence of Moving Averages," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 42.
- J. Isaac Miller, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers, Department of Economics, University of Missouri, number 1001, Jan.
- Pant, Laxmi P., 2010, "Assessing Innovations in International Research and Development Practice," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2010-043.
- Carree, Martin & Lokshin, Boris & Belderbos, René, 2010, "A note on testing for complementarity and substitutability in the case of multiple practices," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2010-056.
- Karl Schlag & Olivier Gossner, 2010, "Finite sample nonparametric tests for linear regressions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1212, Mar.
- Francisco Peñaranda & Enrique Sentana, 2010, "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1229, Jul.
- Martin Huber, 2010, "Testing for covariate balance using quantile regression and resampling methods," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-18, Jun.
- Judith A. Clarke & Nilanjana Roy, 2010, "On Statistical Inference for Inequality Measures Calculated from Complex Survey Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 1002, Aug.
- Mikko Packalen & Tony Wirjanto, 2010, "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers, University of Waterloo, Department of Economics, number 1012, Nov, revised Nov 2010.
- Russell Davidson, 2010, "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 43, issue 4, pages 1122-1148, November, DOI: 10.1111/j.1540-5982.2010.01608.x.
- Ewa M. Syczewska, 2010, "Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 45, Sep.
- L Godfrey & T Yamagata, 2010, "A robust test for error cross-section correlation in panel models," Discussion Papers, Department of Economics, University of York, number 10/16, Jul.
- Leslie G. Godrey, 2010, "Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables," Discussion Papers, Department of Economics, University of York, number 10/22, Oct.
- Haigner, Stefan D. & Jenewein, Stefan & Müller, Hans-Christian & Wakolbinger, Florian, 2010, "The first shall be last: serial position effects in the case contestants evaluate each other," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 14.
- Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
- El-Shagi, Makram & Giesen, Sebastian, 2010, "Testing for Structural Breaks at Unknown Time: A Steeplechase," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 19/2010.
- Beck, Arne & Walter, Matthias, 2010, "Tender prices in local bus transport in Germany - an application of alternative regression techniques," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 13, DOI: 10.5445/IR/1000021193.
- Frondel, Manuel & Vance, Colin, 2010, "Fixed, Random, or Something in Between? – A Variant of HAUSMAN's Specification Test for Panel Data Estimators," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 160.
- Belke, Ansgar & Czudaj, Robert, 2010, "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 171.
- Wiebach, Nicole & Hildebrandt, Lutz, 2010, "Context effects as customer reaction on delisting of brands," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-056.
- Schulz, Frowin C., 2010, "Robust estimation of integrated variance and quarticity under flat price and no trading bias," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 4/10.
- Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof, 2010, "Multiple tests for the performance of different investment strategies," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 5/10.
- Olivier Ledoit & Michael Wolf, 2010, "Robust performance hypothesis testing with the variance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 516, Oct.
- Andreas Steinhauer & Tobias Wuergler, 2010, "Leverage and covariance matrix estimation in finite-sample IV regressions," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 521, Dec.
- 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.
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