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

• 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.
• Jing Li & Henry Thompson, 2010, "A Note on the Oil Price Trend and GARCH Shocks," The Energy Journal, , volume 31, issue 3, pages 159-166, July, DOI: 10.5547/ISSN0195-6574-EJ-Vol31-No3-.
• 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 3, 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.
• 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, Centre for Economic Policy Research, number 7621, Jan.
• Sørensen, Bent E & Ozer-Balli, Hatice, 2010, "Interaction Effects in Econometrics," CEPR Discussion Papers, Centre for Economic Policy Research, number 7929, Jul.
• Sentana, Enrique & Peñaranda, Francisco, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, 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 France," CEPR Discussion Papers, Centre for Economic Policy Research, 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.