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

2010

• 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.

2009

• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009, "On the Purchasing Power Parity for Latin-American Countries," Journal of Applied Economics, Taylor & Francis Journals, volume 12, issue 1, pages 33-54, May, DOI: 10.1016/S1514-0326(09)60004-0.
• Hannu Tervo, 2009, "Centres and Peripheries in Finland: Granger Causality Tests Using Panel Data," Spatial Economic Analysis, Taylor & Francis Journals, volume 4, issue 4, pages 377-390, DOI: 10.1080/17421770903317652.
• Iwan Bos & Maarten Pieter Schinkel, 2009, "Tracing the Base: A Topographic Test for Collusive Basing-Point Pricing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-007/1, Jan.
• Maurice J.G. Bun & Frank Windmeijer, 2009, "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-086/4, Oct.
• Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009, "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-110/4, Dec.
• Cizek, P., 2009, "Generalized Methods of Trimmed Moments," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-25.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009, "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-662, Sep.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009, "Non Parametric Estimation of a Polarization Measure," Working Papers, University of Toronto, Department of Economics, number tecipa-363, Jul.
• Chuan Goh, 2009, "Efficient Semiparametric Detection of Changes in Trend," Working Papers, University of Toronto, Department of Economics, number tecipa-373, Sep.
• Bonnet, Céline & Dubois, Pierre, 2009, "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Nonlinear Pricing and Resale Price Maintenance," TSE Working Papers, Toulouse School of Economics (TSE), number 09-040, May.
• Keith Finlay & Leandro M. Magnusson, 2009, "Implementing weak-instrument robust tests for a general class of instrumental-variables models," Stata Journal, StataCorp LLC, volume 9, issue 3, pages 398-421, September.
• Keith Finlay & Leandro M. Magnusson, 2009, "Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models," Working Papers, Tulane University, Department of Economics, number 0901, Jan.
• Dong Jin Lee, 2009, "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers, University of Connecticut, Department of Economics, number 2009-26, Feb.
• Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2009, "The Deaton paradox in a long memory context with structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/09, Apr.
• Francisco Peñaranda, 2009, "Understanding portfolio efficiency with conditioning information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1146, Jan, revised Oct 2011.
• Jarita DUASA & Salina H. KASSIM, 2009, "Herd Behavior In Malaysian Capital Market: An Empirical Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 1(7)_ Spr.
• Christopher J. Bennett, 2009, "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0905, Apr.
• Christopher J. Bennett, 2009, "Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0908, Jul.
• Judith A. Clarke & Nilanjana Roy, 2009, "On Statistical Inference for Inequality Measures Calculated from Complex Survey Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0904, Jun.
• Jürgen Holl & Robert M. Kunst, 2009, "Unit Root in Unemployment - New Evidence from Nonparametric Tests," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0915, Oct.
• Kaddour Hadri & Yao Rao, 2009, "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 427-440, DOI: 10.1142/S0217590809003410.
• Godratallah TALEBNYA & Mahdi SALEHI & Hashem VALIPOUR & Zahra YOUSEFI, 2009, "An Empirical Study of Value Creation Criteria: Case of Iran," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 2, issue 4(8), pages 169-180.
• Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009, "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/01.
• Born, Benjamin & Breitung, Jörg, 2009, "Simple Regression Based Tests for Spatial Dependence," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 23/2009.
• Breitung, Jörg & Eickmeier, Sandra, 2009, "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,05.
• Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten, 2009, "Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,07.
• Herwartz, Helmut & Siedenburg, Florian, 2009, "A new approach to unit root testing," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-06.
• Herwartz, Helmut & Siedenburg, Florian, 2009, "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-07.
• Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009, "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 06-02.
• Aumann, Bernd & Scheufele, Rolf, 2009, "Is East Germany Catching Up? A Time Series Perspective," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2009.
• Droge, Bernd & Örsal, Deniz Dilan Karaman, 2009, "Panel cointegration testing in the presence of a time trend," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-005.
• Örsal, Deniz Dilan Karaman & Droge, Bernd, 2009, "On the existence of the moments of the asymptotic trace statistic," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-012.
• Belomestny, Denis, 2009, "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-021.
• Gürtler, Marc & Rauh, Ronald, 2009, "Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF32V2.
• Müller, Bettina, 2009, "Does interdisciplinarity lead to higher employment growth of academic spinoffs?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-087.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009, "Hypothesis testing in econometrics," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 444, Sep.
• Michael Wolf & Dan Wunderli, 2009, "Fund-of-funds construction by statistical multiple testing methods," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 445, Sep.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009, "Consonance and the closure method in multiple testing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 446, Sep.
• Torben B. Rasmussen, 2009, "Jump Testing and the Speed of Market Adjustment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-08, Feb.
• Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
• Tom Engsted, 2009, "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-17, May.
• Michael Jansson & Morten Ørregaard Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-37, Aug.
• Niels Haldrup & Antonio Montañés & Andreu Sansó, 2009, "Detection of additive outliers in seasonal time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-40, Sep.
• Dennis Kristensen, 2009, "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-41, Sep.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009, "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-46, Sep.
• Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009, "What do we know about real exchange rate non-linearities?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-50, May.
• Tue Gørgens & Allan Würtz, 2009, "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-54, Jan.
• Michael Jansson & Morten Ørregaard Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-55, Nov.
• Christian M. Dahl & Emma M. Iglesias, 2009, "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-59, Oct.
• Stanislav Anatolyev, 2009, "Inference in Regression Models with Many Regressors," Working Papers, New Economic School (NES), number w0125, Jul.
• Catalin Popescu & Tatiana Cucu & Luminita Ion-Boussier & Jean-Marie Boussier & Augustin Mitu, 2009, "Methodology to evaluate the Quality of Public Services," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 11, issue 26, pages 260-270, June.
• Brown, Zachary S. & Bellemare, Marc F., , "The Structural Estimation of Principal-Agent Models by Least Squares: Evidence from Land Tenancy in Madagascar," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49368, DOI: 10.22004/ag.econ.49368.
• Goetz, Christian & Heckelei, Thomas, 2009, "The determinants of bilateral World Trade Organization disputes in the agro-food sector," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49461, DOI: 10.22004/ag.econ.49461.
• Balagtas, Joseph Valdes & Holt, Matthew T., None, "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, volume 91, issue 01, pages 1-21, DOI: 10.22004/ag.econ.164070.
• Uaiene, Rafael N. & Arndt, Channing, 2009, "Farm Household Efficiency In Mozambique," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51438, DOI: 10.22004/ag.econ.51438.
• Jansson, Michael & AYrregaard Nielsen, Morten, 2009, "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273699, Aug, DOI: 10.22004/ag.econ.273699.
• Jansson, Michael & Orregaard Nielsen, Morten, 2009, "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273720, Nov, DOI: 10.22004/ag.econ.273720.
• Melek Acar Boyacioglu & Alper Yazici, 2009, "The Effects Of Basel Ii Criteria On The Financing Of Small And Medium Sized Enterprises (Smes)- A Survey About The Smes Operating In The Textile Sector In Bursa," Anadolu University Journal of Social Sciences, Anadolu University, volume 9, issue 1, pages 63-84, June.
• Jean-Yves Duclos & Wen-Hao Chen, 2009, "Testing for Poverty Dominance: An Application to Canada," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 769.09, Apr.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 19/09, Jul, DOI: 10.1920/wp.cem.2009.1909.
• Joackim Kalamaris, 2009, "Economic Efficiency Assessment Methods of the Information Security Systems," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 90-112.
• Fuchun Li, 2009, "Testing for Financial Contagion with Applications to the Canadian Banking System," Staff Working Papers, Bank of Canada, number 09-14, DOI: 10.34989/swp-2009-14.
• Fuchun Li & Greg Tkacz, 2009, "A Consistent Test for Multivariate Conditional Distributions," Staff Working Papers, Bank of Canada, number 09-34, DOI: 10.34989/swp-2009-34.
• Javier Mencía & Enrique Sentana, 2009, "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers, Banco de España, number 0929, Dec.
• Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009, "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 723, Sep.
• Noriega Antonio E. & Ramos Francia Manuel, 2009, "On the dynamics of inflation persistence around the world," Working Papers, Banco de México, number 2009-02, Feb.
• Francq, Christian & Zakoïan, Jean-Michel, 2009, "Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 313-324.
• Pesaran, M. Hashem & Timmermann, Allan, 2009, "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 325-337.
• Anatolyev, Stanislav, 2009, "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 149-160.
• Knüppel, Malte, 2009, "Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 544-552.
• Wen-Hao Chen & Jean-Yves Duclos, 2015, "Testing for poverty dominance: an application to Canada," Working Papers, Barcelona School of Economics, number 379, Sep.
• Hristos Doucouliagos & T. D. Stanley, 2009, "Publication Selection Bias in Minimum‐Wage Research? A Meta‐Regression Analysis," British Journal of Industrial Relations, London School of Economics, volume 47, issue 2, pages 406-428, June, DOI: 10.1111/j.1467-8543.2009.00723.x.
• Art Carden & Charles Courtemanche, 2009, "Wal‐Mart, Leisure, And Culture," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 4, pages 450-461, October, DOI: 10.1111/j.1465-7287.2009.00167.x.
• Philipp Sibbertsen & Robinson Kruse, 2009, "Testing for a break in persistence under long‐range dependencies," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 3, pages 263-285, May, DOI: 10.1111/j.1467-9892.2009.00611.x.
• Christian Francq & Jean‐Michel Zakoïan, 2009, "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 4, pages 449-465, July, DOI: 10.1111/j.1467-9892.2009.00623.x.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2009, "Beware of ‘Good’ Outliers and Overoptimistic Conclusions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 3, pages 437-452, June, DOI: 10.1111/j.1468-0084.2009.00543.x.
• Jaroslava Hlouskova & Martin Wagner, 2009, "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 851-881, December, DOI: 10.1111/j.1468-0084.2009.00559.x.
• Timo Kuosmanen & Mogens Fosgerau, 2009, "Neoclassical versus Frontier Production Models? Testing for the Skewness of Regression Residuals," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 2, pages 351-367, June, DOI: 10.1111/j.1467-9442.2009.01567.x.
• Paul De Boer & Richard Paap, 2009, "Testing non‐nested demand relations: linear expenditure system versus indirect addilog," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 3, pages 368-384, August, DOI: 10.1111/j.1467-9574.2009.00429.x.
• Stefan Hoderlein & Jörg Stoye, 2009, "Revealed Preferences in a Heterogeneous Population," Boston College Working Papers in Economics, Boston College Department of Economics, number 745, Aug.
• Stefan Hoderlein, 2009, "How Many Consumers are Rational?," Boston College Working Papers in Economics, Boston College Department of Economics, number 748, Oct.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009, "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/216, Apr.
• Alain Guay & Jean-Francois Lamarche, 2009, "Structural change tests based on implied probabilities for GEL criteria," Working Papers, Brock University, Department of Economics, number 0904, May, revised May 2011.
• Zisimos Koustas & Jean-Francois Lamarche, 2009, "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers, Brock University, Department of Economics, number 0909, Dec, revised Jul 2010.
• Luke Ignaczak & Marcel Voia, 2009, "A Nonparametric Analysis Of Canadian Employment Patterns," Carleton Economic Papers, Carleton University, Department of Economics, number 09-01, Feb.
• Marcel Voia & Liqun Wang & Ricardas Zitikis, 2009, "A Distributional Analysis of Treatment Effects on Subpopulations of a Socioeconomic Experiment," Carleton Economic Papers, Carleton University, Department of Economics, number 09-02, Apr, revised 05 Feb 2010.
• Aleksey Tetenov, 2009, "Statistical Treatment Choice Based on Asymmetric Minimax Regret Criteria," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 119.
• Jonah B. Gelbach & Doug Miller, 2009, "Robust Inference with Multi-way Clustering," Working Papers, University of California, Davis, Department of Economics, number 226, Apr.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/22, Nov.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009, "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/3, Mar, revised Dec 2009.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "Some problems in the testing of DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/31, Dec.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009, "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/6, Mar.
• Garratt, Rod & Walker, Mark & Wooders, John, 2004, "Behavior in Second-Price Auctions by Highly Experienced eBay Buyers and Sellers," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt7s72r56p, Mar.
• Geovana Lorena Bertussi & Lízia de Figueiredo, 2009, "Hipótese de convergência: uma análise para a América Latina e o leste asiático entre 1960 e 2000," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td354, Jun.
• Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade, 2009, "On the purchasing power parity for Latin-American countries," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 33-54, May.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 534, Jun.
• Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton, 2009, "An Alternative Way of ComputingEfficient Instrumental VariableEstimators," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 536, Jun.
• Christian M. Hafner & Oliver Linton, 2009, "Efficient Estimation of a Multivariate Multiplicative Volatility Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 541, Oct.
• Frederick Van der Ploeg & Steven Poelhekke, 2009, "The Volatility Curse: Revisiting the Paradox of Plenty," CESifo Working Paper Series, CESifo, number 2616.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Alternative estimating and testing empirical strategies for fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_08.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_10.
• Stanislav Anatolyev, 2009, "Inference in Regression Models with Many Regressors," Working Papers, Center for Economic and Financial Research (CEFIR), number w0125, Jul.
• Michael Clemens & Samuel Bazzi, 2009, "Blunt Instruments: On Establishing the Causes of Economic Growth," Working Papers, Center for Global Development, number 171, May.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," CIRANO Working Papers, CIRANO, number 2009s-17, May.
• Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers, CIRANO, number 2009s-18, May.
• Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
• Gabriele Fiorentini & Enrique Sentana, 2009, "Dynamic Specification Tests for Static Factor Models," Working Papers, CEMFI, number wp2009_0912, Dec.
• Ignacio Lozano, 2009, "Budget Deficit, Money Growth and Inflation: Evidence from the Colombian case," Money Affairs, CEMLA, volume 0, issue 1, pages 65-95, January-J.
• F. Crudu, 2009, "GMM, Generalized Empirical Likelihood, and Time Series," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200912.
• Luis Fernando Gamboa & Andr√©s Garc√≠a & Jes√∫s Otero, 2009, "Statistical inference for testing gini coefficients: an application for Colombia," Documentos de Trabajo, Universidad del Rosario, number 5658, Jun.
• Jos� Eduardo G�mez-Gonz�lez & In�s Paola Orozco Hinojosa, 2009, "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia, Banco de la Republica, number 5507, Apr.
• Jos� Eduardo G�mez Gonz�lez & In�s Paola Orozco, 2009, "Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano," Borradores de Economia, Banco de la Republica, number 5544, May.
• Ignacio Lozano & Enrique Cabrera, 2009, "Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno Colombiano," Borradores de Economia, Banco de la Republica, number 6126, Nov.
• Juan Jos� Echavarr�a & Enrique L�pez E. & Martha Misas A., 2009, "Intervenciones cambiarias y pol�tica monetaria en Colombia. Un an�lisis de VAR estructural," Borradores de Economia, Banco de la Republica, number 6127, Nov.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Ignacio Velez-Pareja, 2009, "Analisis de regresion," Proyecciones Financieras y Valoración, Master Consultores, number 5671, Jun.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009, "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7385, Jul.
• Fafchamps, Marcel & Comola, Margherita, 2009, "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7406, Aug.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009, "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7537, Nov.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009, "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7539, Nov.
• Nikolay Gospodinov & Ye Tao, 2009, "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Working Papers, Concordia University, Department of Economics, number 09001, Jan.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing Unilateral and Bilateral Link Formation," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2009-13.
• Mayordomo, Sergio & Peña, Juan Ignacio & Romo, Juan, 2009, "Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb096303, Sep.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093419, Jun.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009, "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094625, May.
• Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094726, Jun.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009, "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094827, Jul.
• Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009, "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we095130, Jun.
• Galvao Jr, A. F. & Montes-Rojas, G. & Olmo, J., 2009, "Threshold quantile autoregressive models," Working Papers, Department of Economics, City St George's, University of London, number 09/05.
• Trenkler, Carsten, 2009, "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 243-269, February.
• Maynard, Alex & Shimotsu, Katsumi, 2009, "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 63-116, February.
• Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas, 2009, "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 527-560, April.
• Andrews, Donald W.K. & Guggenberger, Patrik, 2009, "Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 669-709, June.
• Kruiniger, Hugo, 2009, "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, volume 25, issue 5, pages 1348-1391, October.
• Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009, "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 5, pages 580-604, November.
• Barnett, William A. & de Peretti, Philippe, 2009, "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue S2, pages 317-334, September.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652R, Oct.
• Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman, 2009, "Principal Components and Long Run Implications of Multivariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1694, Apr.
• Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
• Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009, "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1713, Jul.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1714, Jul.
• Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2009, "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1722, Aug.
• Vadim Marmer & Taisuke Otsu, 2009, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1724, Aug, revised Jul 2011.
• Sokbae Lee & Yoon-Jae Whang, 2009, "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1740, Nov.
• Yoonseok Lee & Ryo Okui, 2009, "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1741, Dec.
• Sven Pagel & Sebastian Goldstein, 2009, "Nutzung und Wirkung von Video-Content in Online-Jobbörsen: Erkenntnisse einer explorativen Studie. Video Content on recruitment websites: Perception, Usage and Effects," Duesseldorf Working Papers in Applied Management and Economics, Duesseldorf University of Applied Sciences, number 11, May.
• Gabriela OPAIT, 2009, "The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 291-298.
• Taoufik Bouraoui, 2009, "The impact of stock spams on volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-30.
• Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009, "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
• Tilak Abeysinghe & Gulasekaran Rajaguru, 2009, "A Gaussian Test for Cointegration," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22013, Jan.
• Marc Hallin & Ramon van den Akker & Bas Werker, 2009, "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_001.
• Tomoaki Nakatani & Timo Terasvirta, 2009, "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 147-163, March.
• D. S. Poskitt & C. L. Skeels, 2009, "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 26-44, March.
• Enrique Sentana, 2009, "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 65-101, November.
• Bhattacharjee, Arnab, 2009, "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-22.
• Herwartz, H. & Xu, F., 2009, "A new approach to bootstrap inference in functional coefficient models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2155-2167, April.
• Baltagi, Badi H. & Song, Seuck Heun & Kwon, Jae Hyeok, 2009, "Testing for heteroskedasticity and spatial correlation in a random effects panel data model," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 8, pages 2897-2922, June.
• Stan Hurn & Ralf Becker, 2009, "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, volume 39, issue 2, pages 311-326, September.
• Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2009, "Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach," Economic Modelling, Elsevier, volume 26, issue 1, pages 155-166, January.
• Davidson, James & Sibbertsen, Philipp, 2009, "Tests of bias in log-periodogram regression," Economics Letters, Elsevier, volume 102, issue 2, pages 83-86, February.
• Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009, "Testing under local misspecification and artificial regressions," Economics Letters, Elsevier, volume 104, issue 2, pages 66-68, August.
• Anatolyev, Stanislav & Kosenok, Grigory, 2009, "Tests in contingency tables as regression tests," Economics Letters, Elsevier, volume 105, issue 2, pages 189-192, November.
• Li, Tong, 2009, "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 114-123, February.
• Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009, "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 149-161, February.
• Horowitz, Joel L. & Lee, Sokbae, 2009, "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, volume 152, issue 2, pages 141-152, October.