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

2009

• Adrian, Tobias & Franzoni, Francesco, 2009, "Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM," Journal of Empirical Finance, Elsevier, volume 16, issue 4, pages 537-556, September.
• Lahiani, A. & Scaillet, O., 2009, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 418-428.
• Chortareas, Georgios & Kapetanios, George, 2009, "Getting PPP right: Identifying mean-reverting real exchange rates in panels," Journal of Banking & Finance, Elsevier, volume 33, issue 2, pages 390-404, February.
• Becker, Ralf & Clements, Adam E. & McClelland, Andrew, 2009, "The jump component of S&P 500 volatility and the VIX index," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1033-1038, June.
• Chuang, Chia-Chang & Kuan, Chung-Ming & Lin, Hsin-Yi, 2009, "Causality in quantiles and dynamic stock return-volume relations," Journal of Banking & Finance, Elsevier, volume 33, issue 7, pages 1351-1360, July.
• Rémillard, Bruno & Scaillet, Olivier, 2009, "Testing for equality between two copulas," Journal of Multivariate Analysis, Elsevier, volume 100, issue 3, pages 377-386, March.
• Kobayashi, Masahito, 2009, "Testing for jumps in the stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2597-2608, DOI: 10.1016/j.matcom.2008.12.009.
• Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L., 2009, "The impact of structural breaks on the integration of the ASEAN-5 stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2654-2664, DOI: 10.1016/j.matcom.2008.12.012.
• Shi, Xiuhong & Kobayashi, Masahito, 2009, "Testing for jumps in the EGARCH process," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2797-2808, DOI: 10.1016/j.matcom.2008.05.003.
• Guimarães, Paulo & Figueiredo, Octávio & Woodward, Douglas, 2009, "Dartboard tests for the location quotient," Regional Science and Urban Economics, Elsevier, volume 39, issue 3, pages 360-364, May.
• Debdulal Mallick, 2009, "Marginal and Interaction Effects in Ordered Response Models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_22, 09.
• Miksjuk Alexei, 2009, "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 09/07e, Nov.
• Peñaranda, Francisco, 2009, "Understanding portfolio efficiency with conditioning information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24415, Jan.
• Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009, "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25378, Jun.
• J Korosteleva & Colin Lawson, 2009, "The Belarusian Case of Transition: Whither Financial Repression?," Department of Economics Working Papers, University of Bath, Department of Economics, number 4/09.
• Yanqin Fan & Sang Soo Park, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, Emerald Group Publishing Limited, "Nonparametric Econometric Methods", DOI: 10.1108/S0731-9053(2009)0000025004.
• Kunst, R.M. & Franses, Ph.H.B.F., 2009, "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-05, Feb.
• de Boer, P.M.C. & Paap, R., 2009, "Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-07, Apr.
• Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària, 2009, "Regresión espuria en especificaciones dinámicas," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 1-20, May.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-10.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-11.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-050, DOI: 10.20955/wp.2009.050.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Working Papers, Federal Reserve Bank of St. Louis, number 2009-051, DOI: 10.20955/wp.2009.051.
• Francisco Peñaranda, 2009, "Understanding Portfolio Efficiency with Conditioning Information," FMG Discussion Papers, Financial Markets Group, number dp626, Jan.
• Florence Nguyen & Marie-Odile Carrere & Nora Moumjid, 2009, "Framing effects of risk communication in health-related decision making. Learning from a discrete choice experiment," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 0921.
• Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2009_28, Jul.
• Andrew C. Worthington & Jirapun Chorruk, 2009, "The Pricing and Performance of IPOs for Small-and-medium-sized Enterprises: Emerging Market Evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200912, Dec.
• Andrew C. Worthington & Jirapun Chorruk, 2009, "New Evidence on the Pricing and Performance of Initial Public Offerings in Thailand: 1997-2008," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:200913.
• Philippe de Peretti & Barnett William, 2009, "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00646786, DOI: 10.1017/S1365100509090300.
• Philippe de Peretti & Barnett William, 2009, "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Post-Print, HAL, number halshs-00646786, DOI: 10.1017/S1365100509090300.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing unilateral and bilateral link formation," PSE Working Papers, HAL, number halshs-00574971, Dec.
• Russell Davidson & James Mackinnon, 2009, "Moments of IV and JIVE estimators," Working Papers, HAL, number halshs-00442692, Dec.
• Russell Davidson, 2009, "Bootstraping econometric models," Working Papers, HAL, number halshs-00442693, Dec.
• Russell Davidson & James Mackinnon, 2009, "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers, HAL, number halshs-00442713, Dec.
• Russell Davidson & James Mackinnon, 2009, "Wild bootstrap tests for IV regression," Working Papers, HAL, number halshs-00443550, Dec.
• Russell Davidson, 2009, "Testing for restricted stochastic dominance: some further results," Working Papers, HAL, number halshs-00443556, Dec.
• Russell Davidson & Jean-Yves Duclos, 2009, "Testing for restricted stochastic dominance," Working Papers, HAL, number halshs-00443560, Dec.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing unilateral and bilateral link formation," Working Papers, HAL, number halshs-00574971, Dec.
• Sibbertsen, Philipp & Willert, Juliane, 2009, "Testing for a break in persistence under long-range dependencies and mean shifts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-422, Jul.
• Kuswanto, Heri, 2009, "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-425, Aug.
• Kuswanto, Heri & Sibbertsen, Philipp, 2009, "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-427, Aug.
• Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009, "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics, University of Gothenburg, Department of Economics, number 377, Sep.
• Westerlund, Joakim, 2009, "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics, University of Gothenburg, Department of Economics, number 384, Sep.
• Vikström, Johan, 2009, "Cluster sample inference using sensitivity analysis: the case with few groups," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2009:15, Jun.
• D. Ventosa-Santaulària, 2009, "Spurious Regression," Journal of Probability and Statistics, Hindawi, volume 2009, pages 1-27, August, DOI: 10.1155/2009/802975.
• Kurozumi, Eiji, 2009, "Construction of Stationarity Tests with Less Size Distortions," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 50, issue 1, pages 87-105, June, DOI: 10.15057/17465.
• Eiji Kurozumi & Shinya Tanaka, 2009, "Reducing the Size Distortion of the KPSS Test," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-085, Sep.
• Abdus Samad, 2009, "Measurement Of Inefficiencies In Bangladesh Banking Industry Using Stochastic Frontier Production Function," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 41-48.
• Bonnet, Céline & Dubois, Pierre, 2009, "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Nonlinear Pricing and Resale Price Maintenance," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 583, May.
• Jin Seo Cho & Halbert White, 2009, "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series, Institute of Economic Research, Korea University, number 0912.
• Jin Seo Cho & Halbert White, 2009, "Generalized Runs Test for the IID Hypothesis," Discussion Paper Series, Institute of Economic Research, Korea University, number 0913.
• Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series, Institute of Economic Research, Korea University, number 0914.
• Jin Seo Cho & Meng Huang & Halbert White, 2009, "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series, Institute of Economic Research, Korea University, number 0915.
• Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series, Institute of Economic Research, Korea University, number 0917.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric estimation of a polarization measure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/09, Jun.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/09, Jul.
• Stefan Hoderlein, 2009, "How many consumers are rational?," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/09, Nov.
• Sokbae (Simon) Lee & Yoon-Jae Whang, 2009, "Nonparametric tests of conditional treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/09, Dec.
• Kunst, Robert M., 2009, "A Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 233, Jan.
• Hlouskova, Jaroslava & Wagner, Martin, 2009, "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series, Institute for Advanced Studies, number 244, Sep.
• Dietske Simons & Ferdinand Rolwes, 2009, "Macroeconomic efault Modeling and Stress Testing," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 177-204, September.
• Daisuke Nagakura, 2009, "Inconsistency of a Unit Root Test against Stochastic Unit Root Processes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-23, Oct.
• Bing Li, 2009, "On the Identification of Fiscal Policy Behavior," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-026, Mar.
• António Afonso & Sebastian Hauptmeier, 2009, "Public Debt and Economic Growth: a Granger Causality Panel Data Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/24, Apr.
• Egon Franck & Stephan Nüesch & Jan Pieper, 2009, "Specific Human Capital as a Source of Superior Team Performance," Working Papers, University of Zurich, Institute for Strategy and Business Economics (ISU), number 0113.
• Juan Antonio Máñez Castillejo & Amparo Sanchis Llopis & Juan A. Sanchis Llopis & María Engracia Rochina Barrachina, 2009, "Do process innovations boost SMEs productivity growth?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-12, Oct.
• Tatahi, Motasam & Heshmati, Almas, 2009, "The Financial and Operating Performance of Privatized Firms in Sweden," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3953, Jan.
• de Luna, Xavier & Johansson, Per, 2009, "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3966, Jan.
• Bjerk, David J., 2009, "How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4387, Sep.
• Ching-Chuan Tsong, 2009, "Assessing the Accuracy of Event Forecasts," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 2, pages 219-240, July.
• Hausman & Newey & Woutersen & Chao & Swanson, 2009, "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 566, Sep.
• Hiroaki Chigira & Taku Yamamoto, 2009, "Forecasting in large cointegrated processes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 7, pages 631-650, DOI: 10.1002/for.1076.
• William Barnett & Philippe de Peretti, 2009, "Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200904, Jan, revised Jan 2009.
• Stefan Günnel & Karl-Heinz Tödter, 2009, "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 3, pages 273-292, August, DOI: 10.1007/s10663-008-9084-1.
• Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009, "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 4, pages 551-574, April, DOI: 10.1007/s10640-008-9224-x.
• Mara Thiene & Riccardo Scarpa, 2009, "Deriving and Testing Efficient Estimates of WTP Distributions in Destination Choice Models," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 44, issue 3, pages 379-395, November, DOI: 10.1007/s10640-009-9291-7.
• Glenn Harrison & E. Rutström, 2009, "Expected utility theory and prospect theory: one wedding and a decent funeral," Experimental Economics, Springer;Economic Science Association, volume 12, issue 2, pages 133-158, June, DOI: 10.1007/s10683-008-9203-7.
• Laurent Cavaignac, 2009, "Bias of distance functions estimates and Primont and Primont’s homotheticity test," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 95-100, April, DOI: 10.1007/s11123-008-0120-8.
• Sei-Wan Kim & Radha Bhattacharya, 2009, "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 4, pages 443-460, May, DOI: 10.1007/s11146-007-9094-y.
• Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009, "Testing a Model of the UK by the Method of Indirect Inference," Open Economies Review, Springer, volume 20, issue 2, pages 265-291, April, DOI: 10.1007/s11079-008-9085-5.
• David Meenagh & Patrick Minford & Michael Wickens, 2009, "Testing a DSGE Model of the EU Using Indirect Inference," Open Economies Review, Springer, volume 20, issue 4, pages 435-471, September, DOI: 10.1007/s11079-009-9107-y.
• Aris Spanos, 2009, "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, volume 25, pages 165-213.
• Jochen Hartwig, 2009, "A panel Granger-causality test of endogenous vs. exogenous growth," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-231, Jul, DOI: 10.3929/ethz-a-005861211.
• Stephen Hall & Sahar S. Qaqeesh, 2009, "The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/18, Sep.
• Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena, 2009, "A factor analysis approch to measuring European loan and bond market integration," Discussion Papers in Economics, University of Munich, Department of Economics, number 11071, Nov.
• Alain Guay & Emmanuel Guerre & Stepana Lazarova, 2009, "Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients," Cahiers de recherche, CIRPEE, number 0925.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche, CIRPEE, number 0927.
• Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009, "Inference regarding multiple structural changes in linear models with endogenous regressors," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 125.
• Otilia Boldea & Alastair R. Hall, 2009, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 126.
• Badi H. Baltagi & Peter Egger & Michael Pfafermayr, 2009, "A Generalized Spatial Panel Data Model with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 113, Feb.
• Magali Aubert & Véronique Meuriot, None, "Choices of wine consumption: measure of interaction terms and attributes," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
• Roy Cerqueti & Mauro Costantini & Luciano Gutierrez, 2009, "New panel tests to assess inflation persistence," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 54-2009, Oct, revised Oct 2009.
• Lupi, Claudio, 2009, "Covariate Augmented Dickey-Fuller Tests with R," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09051, Mar.
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009, "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09055, Sep.
• Jesse Rothstein, 2009, "Student sorting and bias in value added estimation: Selection on observables and unobservables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14666, Jan.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
• Matthew T. Holt & Joseph V. Balagtas, 2009, "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 91, issue 5, pages 1424-1431.
• Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2009, "Optimal testing of multiple hypotheses with common effect direction," Biometrika, Biometrika Trust, volume 96, issue 2, pages 399-410.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 373-411, Fall.
• Frederick van der Ploeg & Steven Poelhekke, 2009, "Volatility and the natural resource curse," Oxford Economic Papers, Oxford University Press, volume 61, issue 4, pages 727-760, October.
• Jushan Bai & Josep Lluís Carrion-I-Silvestre, 2009, "Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 2, pages 471-501.
• Rick Van der Ploeg & Steven Poelhekke, 2009, "The Volatility Curse and Financial Development: Revisiting the paradox of plenty," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 024, Jun.
• Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen, 2009, "Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R," 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 8, issue 1, pages 50-70, December.
• Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-011, Mar.
• Kyungchul Song, 2009, "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-012, Feb.
• Yochanan Shachmurove, 2009, "Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-032, Aug.
• Kyungchul Song, 2009, "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-035, Oct.
• Emanuel Shachmurove & Yochanan Shachmurove, 2009, "Venture Capital Meets Industrial Sector and Location," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-042, Apr.
• Emanuel Shachmurove & Yochanan Shachmurove, 2009, "U.S. Venture Capital Meets Clean-Technology," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-043, Apr.
• Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-018, Mar, revised 24 May 2010.
• Kyungchul Song, 2009, "Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-026, Oct, revised 02 Aug 2010.
• Jarita Duasa & Salina H. Kassim, 2009, "Foreign Portfolio Investment and Economic Growth in Malaysia," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 48, issue 2, pages 109-123.
• Muhammad Ilyas & Tahir Mukhtar & Muhammad Tariq Javed, 2009, "Competitiveness among Asian Exporters in the World Rice Market," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 48, issue 4, pages 783-794.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Bartlett's formula for a general class of non linear processes," MPRA Paper, University Library of Munich, Germany, number 13224, Feb.
• González-Val, Rafael & Marcén, Miriam, 2009, "Breaks in the Breaks: A Time-Series Analysis of Divorce Rates," MPRA Paper, University Library of Munich, Germany, number 14851, Jan.
• Holt, Matthew T. & Balagtas, Joseph V., 2009, "Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand," MPRA Paper, University Library of Munich, Germany, number 15331, May.
• Alfaro, Rodrigo, 2009, "Inferencia Estadística
  [Inferential Statistics]," MPRA Paper, University Library of Munich, Germany, number 15618, Mar, revised 01 Mar 2009.
• Varadi, Vijay Kumar & Boppana, Nagarjuna, 2009, "Are stock exchanges integrated in the world? - A critical Analysis," MPRA Paper, University Library of Munich, Germany, number 15902, May.
• Afzal, Sarwat, 2009, "To Estimate An Equation Explaining The Determinants Of Dowry," MPRA Paper, University Library of Munich, Germany, number 16046, Jul.
• Kristoufek, Ladislav, 2009, "R/S analysis and DFA: finite sample properties and confidence intervals," MPRA Paper, University Library of Munich, Germany, number 16446, Jul.
• KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian, 2009, "Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC
  [Macroprudentials indicators for CEMAC banking system]," MPRA Paper, University Library of Munich, Germany, number 16555, Jul.
• Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain, 2009, "Non-renewable Resource Prices: Structural Breaks and Long Term Trends," MPRA Paper, University Library of Munich, Germany, number 16948, May.
• Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian, 2009, "Macro-Prudential Monitoring Indicators for CEMAC Banking System," MPRA Paper, University Library of Munich, Germany, number 17095, Aug.
• Chun, So Yeon & Alexander, Shapiro, 2009, "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper, University Library of Munich, Germany, number 17310, Sep.
• Caner, Mehmet & Sandler Morrill, Melinda, 2009, "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper, University Library of Munich, Germany, number 17689, Oct.
• Deckers, Thomas & Hanck, Christoph, 2009, "Multiple Testing Techniques in Growth Econometrics," MPRA Paper, University Library of Munich, Germany, number 17843, Oct.
• Gonzalez Buitrago, Daniel Jose, 2009, "Medición de resultados de las facultades de economía de Colombia en el ECAES ¿Existe alguna diferencia entre estas?
  [Measuring the results of Colombia's universities in the ECAES exam. Are there an," MPRA Paper, University Library of Munich, Germany, number 18751, Nov.
• Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile, 2009, "Testing the weak-form market efficiency and the day of the week effects of some African countries," MPRA Paper, University Library of Munich, Germany, number 19116, Aug.
• Wuertz, Diethelm & Katzgraber, Helmut, 2009, "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper, University Library of Munich, Germany, number 19155, Dec.
• Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
• Khan, Zahid & Asghar, Zahid, 2009, "Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan," MPRA Paper, University Library of Munich, Germany, number 22091, Dec, revised 10 Apr 2010.
• Lanne, Markku & Saikkonen, Pentti, 2009, "GMM Estimation with Noncausal Instruments," MPRA Paper, University Library of Munich, Germany, number 23649, Sep.
• Kuosmanen, Timo & Fosgerau, Mogens, 2009, "Neoclassical versus frontier production models? Testing for the skewness of regression residuals," MPRA Paper, University Library of Munich, Germany, number 24208.
• Sebri, Maamar, 2009, "La Zone Méditerranéenne Face à la Pollution de L’air : Une Investigation Econométrique
  [The Mediterranean Zone in front of Air pollution: an Econometric Investigation]," MPRA Paper, University Library of Munich, Germany, number 32382, Jan.
• Bai, Jushan & Carrion-i-Silvestre, Josep Lluis, 2009, "Testing Panel Cointegration with Unobservable Dynamic Common Factors," MPRA Paper, University Library of Munich, Germany, number 35243, Jul.
• Fan, Yanqin & Park, Sang Soo, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper, University Library of Munich, Germany, number 37148.
• Vossler, Christian A., 2009, "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," MPRA Paper, University Library of Munich, Germany, number 38862, Jan.
• Ghassan, Hassan B. & Alhajhoj, Hassan R., 2009, "اختبار أثر مزاحمة الإنفاق الحكومي للإستثمار الخاص في الاقتصاد السعودي عبر المعاينة المعادة
  [Crowding out Test of Government Expenditures to Private Investment in Saudi Arabia using Bootstrapping]," MPRA Paper, University Library of Munich, Germany, number 54453, revised 2009.
• Diagne, Youssoupha S & Sène, Serigne Moustapha, 2009, "La profitabilité des secteurs de l’économie sénégalaise
  [Profitability of economic sectors in Senegal]," MPRA Paper, University Library of Munich, Germany, number 54921, Sep.
• Emura, Takeshi & Wang, Weijing, 2009, "Testing Quasi-independence for Truncation Data," MPRA Paper, University Library of Munich, Germany, number 58582, Jul.
• Barışık, Salih & Cevik, Emrah Ismail, 2009, "Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey," MPRA Paper, University Library of Munich, Germany, number 71483, revised 2009.
• Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009, "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers, University of Pretoria, Department of Economics, number 200922, Oct.
• Wojciech Grabowski, 2009, "Restriction Testing in Binary Choice Model with I(1) Regressors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 4, pages 301-309, December.
• Paulo M.M. Rodrigues & Luís Catela Nunes, 2009, "On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend," Working Papers, Banco de Portugal, Economics and Research Department, number w200920.
• Michael Jansson & Morten Ø. Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis," Working Paper, Economics Department, Queen's University, number 1213, Aug.
• Michael Jansson & Morten Ø. Nielsen, 2009, "Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots," Working Paper, Economics Department, Queen's University, number 1224, Nov.
• Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009, "Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients," Working Papers, Queen Mary University of London, School of Economics and Finance, number 645, Jun.
• Kaddour Hadri & Eiji Kurozumi, 2009, "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 09-01, Feb.
• Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2009, "Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 09-02.
• Ralf Becker & Adam Clements & Christopher Coleman-Fenn, 2009, "Forecast performance of implied volatility and the impact of the volatility risk premium," NCER Working Paper Series, National Centre for Econometric Research, number 45, Jul.
• Russell Davidson, 2009, "Testing for Restricted Stochastic Dominance: Some Further Results," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 1, issue 1, pages 34-59, September.
• Cene Bavec, 2009, "On the creative climate and innovativeness at the country level," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 9-30.
• Ramazan Gencay & Nikola Gradojevic, 2009, "Errors-in-Variables Estimation with No Instruments," Working Paper series, Rimini Centre for Economic Analysis, number 30_09, Jan.
• Naorayex Dastoor, 2009, "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers, University of Alberta, Department of Economics, number 2009-25, Aug.
• Boris Brodsky & Henry Penikas & Irina Safaryan, 2009, "Detection of Structural Breaks in Copula Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 3-15.
• Vladimir Mayevsky & Lev Slutskin, 2009, "Inflation and Stock Market: CPI and S&P," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 16-22.
• Rien Wagenvoort & André Ebner & Magdalena Morgese Borys, 2009, "EFR 2009-01 A factor analysis approach to measuring European loan and bond market integration," Economic and Financial Reports, European Investment Bank, Economics Department, number 2009/1, Nov.
• Eric Eisenstat, 2009, "Multicollinearity In Applied Economics Research And The Bayesian Linear Regression," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 1, pages 47-60.
• Ciuiu, Daniel, 2009, "Numerical and Monte Carlo Methods to make Normal Residues in Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 119-131, December.
• Egon Franck & Stephan Nüesch & Jan Pieper, 2009, "Specific Human Capital as a Source of Superior Team Performance," Working Papers, University of Zurich, Center for Research in Sports Administration (CRSA), number 0030.
• Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009, "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 150, Oct, revised 08 Oct 2009.
• Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009, "Testing Under Local Misspecification and Artificial Regressions," Working Papers, Universidad de San Andres, Departamento de Economia, number 97, Mar, revised Oct 2009.
• Ram Chandra Bhattarai & Nayan Krishna Joshi, 2009, "Dynamic Relationship among the Stock Market and the Macroeconomic Factors," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 2, pages 451-469, July, DOI: 10.1177/139156140901000208.
• Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009, "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0903, Sep.
• Leif Brandes & Egon Franck & Philipp Theiler, 2009, "The Effect from National Diversity on Team Production – Empirical Evidence from the Sports Industry," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 61, issue 2, pages 225-246, April.
• Dirk Fornahl & Axel Johannes Schaffer & Jochen Siegele, 2009, "Regional per Capita-Income - The Importance of Region-Specific Production Factors," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue II, pages 155-185, June.
• Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-02-2009, Apr.
• Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-03-2009, Apr.
• Almas Heshmati & Rachid El-Rhinaoui, 2009, "Effects of Ownership and Market Share on Performance of Mobile Operators in MENA Region," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200921, Oct, revised Nov 2009.
• Selim BAŞAR & Ali Çağlar GÜLLÜCE & Şaduman YILDIZ, 2009, "Effects of Economic Growth on Democratization in Transition Economies: A Panel Data Approach," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2009-1.
• Duran BÜLBÜL & Işıl Fulya ORKUNOĞLU, 2009, "Türkiye’de Otomotiv Piyasasındaki Özel Tüketim Vergisi İndirimlerinin Maliye Sosyolojisi Açısından Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2009-2.
• Kevin E. Staub, 2009, "Simple tests for exogeneity of a binary explanatory variable in count data regression models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0904, Feb.
• Kevin E. Staub & Rainer Winkelmann, 2009, "Consistent estimation of zero-inflated count models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0908, Jun, revised Aug 2011.
• Joakim Westerlund & Mauro Costantini, 2009, "Panel cointegration and the neutrality of money," Empirical Economics, Springer, volume 36, issue 1, pages 1-26, February, DOI: 10.1007/s00181-007-0181-y.
• Aránzazu Juan & Antonio Arroyo, 2009, "European incomplete catching-up," Empirical Economics, Springer, volume 36, issue 2, pages 385-402, May, DOI: 10.1007/s00181-008-0201-6.
• Vassilis Monastiriotis, 2009, "Examining the consistency of spatial association patterns across socio-economic indicators: an application to the Greek regions," Empirical Economics, Springer, volume 37, issue 1, pages 25-49, September, DOI: 10.1007/s00181-008-0221-2.
• Josep Carrion-i-Silvestre & Vicente German-Soto, 2009, "Panel data stochastic convergence analysis of the Mexican regions," Empirical Economics, Springer, volume 37, issue 2, pages 303-327, October, DOI: 10.1007/s00181-008-0234-x.
• Dimitrios Dadakas & Erotokritos Varelas, 2009, "The decomposition of Greek real GDP (1858–1938)," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 2, pages 189-202, June, DOI: 10.1007/s12232-008-0059-0.
• Sylvain Chassang, 2009, "Non-asymptotic tests of model performance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 41, issue 3, pages 495-514, December, DOI: 10.1007/s00199-008-0408-y.
• Andreas Bausch & Frithjof Pils, 2009, "Product diversification strategy and financial performance: meta-analytic evidence on causality and construct multidimensionality," Review of Managerial Science, Springer, volume 3, issue 3, pages 157-190, November, DOI: 10.1007/s11846-009-0027-4.
• Venus Khim-Sen Liew & Yusuf Ahmad, 2009, "Income convergence: fresh evidence from the Nordic countries," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 12, pages 1245-1248, DOI: 10.1080/13504850701367205.
• Colin Vance, 2009, "Marginal effects and significance testing with Heckman's sample selection model: a methodological note," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 14, pages 1415-1419, DOI: 10.1080/13504850701466049.