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

• 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 any differences?]," 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.
• Guglielmo Maria Caporale & Christoph Hanck, 2009, "Cointegration tests of PPP: do they also exhibit erratic behaviour?," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 1, pages 9-15, DOI: 10.1080/17446540802092198.
• Beyza Ural & William Horrace & Jin Hwa Jung, 2009, "Inter-industry gender wage gaps by knowledge intensity: discrimination and technology in Korea," Applied Economics, Taylor & Francis Journals, volume 41, issue 11, pages 1437-1452, DOI: 10.1080/00036840601019281.
• Gonzalo Camba-Mendez & George Kapetanios, 2009, "Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 6, pages 581-611, DOI: 10.1080/07474930802473785.
• 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.

2008

• A. Morales-Zumaquero & Simon Sosvilla-Rivero, 2008, "Macroeconomic instability in the European monetary system?," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 12, pages 965-983, DOI: 10.1080/09603100701367401.
• Kurt Hafner, 2008, "The pattern of international patenting and technology diffusion," Applied Economics, Taylor & Francis Journals, volume 40, issue 21, pages 2819-2837, DOI: 10.1080/00036840600981630.
• Kevin Hoover & Mark Siegler, 2008, "Sound and fury: McCloskey and significance testing in economics," Journal of Economic Methodology, Taylor & Francis Journals, volume 15, issue 1, pages 1-37, DOI: 10.1080/13501780801913298.
• Deirdre McCloskey & Stephen Ziliak, 2008, "Signifying nothing: reply to Hoover and Siegler," Journal of Economic Methodology, Taylor & Francis Journals, volume 15, issue 1, pages 39-55, DOI: 10.1080/13501780801913413.
• Stavros Degiannakis & Evdokia Xekalaki, 2008, "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 6, pages 419-423, DOI: 10.1080/17446540701765258.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-050/4, May.
• Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk, 2008, "A K-sample Homogeneity Test based on the Quantification of the p-p Plot," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-100/1, Oct.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-105/4, Nov.
• Einmahl, J.H.J. & van Keilegom, I., 2008, "Tests for independence in nonparametric regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4356c520-d1d5-4156-b5b7-0.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008, "A method of moments estimator of tail dependence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 448fd556-b3e0-4fb0-bcb7-8.
• A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008, "Bootstrap-Based Improvements for Inference with Clustered Errors," The Review of Economics and Statistics, MIT Press, volume 90, issue 3, pages 414-427, August.
• Ben Jann, 2008, "Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples," Stata Journal, StataCorp LLC, volume 8, issue 2, pages 147-169, June.
• Leandro M. Magnusson, 2008, "Inference in Limited Dependent Variable Models Robust to Weak Identification," Working Papers, Tulane University, Department of Economics, number 0801, Sep, revised Apr 2009.
• Leandro M. Magnusson, 2008, "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers, Tulane University, Department of Economics, number 0802, Dec.
• Marmer, Vadim & Otsu, Taisuke, 2008, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-13, Oct, revised 25 Jul 2011.
• Dong Jin Lee, 2008, "Parametric and Semiparametric Efficient Tests for Parameter Instability," Working papers, University of Connecticut, Department of Economics, number 2008-40, Oct, revised Aug 2009.
• Jun Ma & Charles R. Nelson, 2008, "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Working Papers, University of Washington, Department of Economics, number UWEC-2008-06-R, Sep, revised Sep 2008.
• Marcos José Dal Bianco, 2008, "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, volume 35, issue 1 Year 20, pages 33-64, June.
• Bram De Rock & Laurens Cherchye & Frederic Vermeulen, 2008, "Analyzing cost efficient production behavior under economies of scope: a nonparametric methodology," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/7536.
• Bayer, C & Hanck, C.H., 2008, "Is double trouble? How to combine cointegration tests," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2008014.
• Manner, H., 2008, "Testing for Asymmetric Dependence," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 042, Jan, DOI: 10.26481/umamet.2008042.
• Ekki Syamsulhakim, 2008, "The significance of Sampling Design on Inference: An Analysis of Binary Outcome Model of Children’s Schooling Using Indonesian Large Multi-stage Sampling Data," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200809, Oct, revised Oct 2008.
• Verma, Reetu & Perera, Nelson, 2008, "An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp08-06.
• Karl Schlag, 2008, "Exact tests for correlation and for the slope in simple linear regressions without making assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1097, Jun.
• Karl Schlag, 2008, "Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1099, Jun.
• Francisco Peñaranda & Enrique Sentana, 2008, "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1101, Jun, revised Sep 2010.
• Karl Schlag, 2008, "A new method for constructing exact tests without making any assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1109, Aug.
• Martínez Ibáñez, Oscar & Olmo, José, 2008, "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5361.
• Don Webber & Paul White & Angela Helvin, 2008, "Modelling structural change using broken sticks," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0801, Jan.
• Steven Stern & Elizabeth Merwin & Emily Hauenstein & Ivora Hinton & Virgina Rovnyak & Melvin Wilson & Ishan Williams & Irma Mahone, 2008, "The E¤ect of Rurality on Mental and Physical Health," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 381, Apr.
• Ranjpour Reza & Karimi Takanlou Zahra, 2008, "Evaluation of the Income Convergence Hypothesis in Ten New Members of the European Union. A Panel Unit Root Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 2, pages 157-166.
• Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008, "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 865.
• Nedeljkovic, Milan, 2008, "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 876.
• Marcin Owczarczuk, 2009, "Maximum Score Type Estimators," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 30, Mar.
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• Popp, Stephan, 2008, "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 45.
• Bayer, Christian & Hanck, Christoph, 2008, "Is Double Trouble? – How to Combine Cointegration Tests," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 48.
• Bayer, Christian & Hanck, Christoph, 2008, "Is double trouble? How to combine cointegration tests," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,10.
• Hanck, Christoph, 2008, "An intersection test for panel unit roots," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,11.
• Golubev, Yuri & Härdle, Wolfgang Karl & Timofeev, Roman, 2008, "Testing monotonicity of pricing Kernels," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-001.
• Hautsch, Nikolaus, 2008, "Testing multiplicative error models using conditional moment tests," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-067.
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• Oliver Ledoit & Michael Wolf, 2008, "Robust Performance Hypothesis Testing with the Sharpe Ratio," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 320, Jan.
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• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Christina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-08, Jan.
• Mark Podolskij & Daniel Ziggel, 2008, "A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-22, May.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Stig Vinther Møller, 2008, "Consumption growth and time-varying expected stock returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-40, Sep.
• Christian M. Dahl & Yu Qin, 2008, "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-45, Sep.
• Bent Jesper Christensen & Michael Sørensen, 2008, "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-51, Sep.
• Katarzyna Lasak, 2008, "Likelihood based testing for no fractional cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-52, Sep.
• Stanislav Anatolyev & Nikolay Gospodinov, 2008, "Specification Testing in Models with Many Instruments," Working Papers, New Economic School (NES), number w0124, Sep.
• Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2008, "Modeling Non-Linear Spatial Dynamics: A Family of Spatial STAR Models and an Application to U.S. Economic Growth," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6518, DOI: 10.22004/ag.econ.6518.
• Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008, "What makes countries initiate WTO disputes on food-related issues?," 2008 International Congress, August 26-29, 2008, Ghent, Belgium, European Association of Agricultural Economists, number 44335, DOI: 10.22004/ag.econ.44335.
• Kim, In Seck & Plain, Ronald L. & Bullock, J. Bruce & Jei, Sang Young, 2008, "Correction of Measurement Error in Monthly USDA Pig Crop: Generating Alternative Data Series," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 2, pages 1-15, August, DOI: 10.22004/ag.econ.47208.
• Davidson, Russell & MacKinnon, James G., 2008, "Wild Bootstrap Tests for IV Regression," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273611, Mar, DOI: 10.22004/ag.econ.273611.
• Davidson, Russell & MacKinnon, James G., 2008, "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273633, Mar, DOI: 10.22004/ag.econ.273633.
• Bhattacharjee, Sanjoy & Petrolia, Daniel R. & Herndon, Cary W., Jr., 2008, "Estimating Willingness to Pay for E10 fuel: a contingent valuation study," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6730, DOI: 10.22004/ag.econ.6730.
• Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008, "What makes countries initiate WTO disputes on food-related issues?," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 56974, DOI: 10.22004/ag.econ.56974.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, , "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269863, DOI: 10.22004/ag.econ.269863.
• Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
• Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
• Ana Paula M. Avellar & Patrick Franco Alves, 2008, "Avaliação de Impacto de Programas de Incentivos Fiscais à Inovação - Um Estudo sobre os Efeitos do PDTI no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 9, issue 1, pages 143-164.
• Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
• Noriega Antonio E. & Ramos Francia Manuel, 2008, "A Note on the Dynamics of Persistence in US Inflation," Working Papers, Banco de México, number 2008-12, Aug.
• Prodan, Ruxandra, 2008, "Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 50-65, January.
• Million, N., 2008, "Test simultan de la non-stationnarit et de la non-lin arit : une application au taux d.int r t r el am ricain," Working papers, Banque de France, number 201.
• Steven N. Durlauf & Hisatoshi Tanaka, 2008, "Understanding Regression Versus Variance Tests For Social Interactions," Economic Inquiry, Western Economic Association International, volume 46, issue 1, pages 25-28, January, DOI: 10.1111/j.1465-7295.2007.00076.x.
• Don Harding, 2008, "Fuel Watch: Evidence-Based-Policy Or Policy-Based-Evidence?," Economic Papers, The Economic Society of Australia, volume 27, issue 4, pages 315-328, December, DOI: j.1759-3441.2008.tb01046.x.
• Eiji Kurozumi & Yoichi Arai, 2008, "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 476-500, May, DOI: 10.1111/j.1467-9892.2007.00564.x.
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• Helmut Herwartz & Fang Xu, 2008, "Reviewing The Sustainability/Stationarity Of Current Account Imbalances With Tests For Bounded Integration," Manchester School, University of Manchester, volume 76, issue 3, pages 267-278, June, DOI: 10.1111/j.1467-9957.2008.01059.x.
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