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

• 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

• 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.
• Kin-Yip Ho & Albert K Tsui, 2008, "Volatility Dynamics In Foreign Exchange Rates: Further Evidence From The Malaysian Ringgit And Singapore Dollar," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500048.
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers, Department of Economics, University of York, number 08/03, Mar.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2008, "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,14.
• Maddison, David & Rehdanz, Katrin, 2008, "Carbon emissions and economic growth: homogeneous causality in heterogeneous panels," Kiel Working Papers, Kiel Institute for the World Economy, number 1437.
• Stelter, Robert, 2008, "Thünens Theorie des 'naturgemäßen Lohns': Zur Entdeckung des Grenzproduktivitätsprinzips in der Theorie der funktionellen Einkommensverteilung," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 90.
• 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.
• Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2008, "Optimal testing of multiple hypotheses with common effect direction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 307, Jul.
• 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.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2008, "Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 337, Dec.
• Joseph P. Romano & Michael Wolf, 2008, "Balanced Control of Generalized Error Rates," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 379, Jul.
• 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.
• Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008, "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 5, pages 783-801, September, DOI: 10.1111/j.1467-9892.2008.00581.x.
• 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.
• T. D. Stanley, 2008, "Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 1, pages 103-127, February, DOI: 10.1111/j.1468-0084.2007.00487.x.
• Joakim Westerlund & David L. Edgerton, 2008, "A Simple Test for Cointegration in Dependent Panels with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 5, pages 665-704, October, DOI: 10.1111/j.1468-0084.2008.00513.x.
• Zhongjun Qu & Pierre Perron, 2008, "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-007, Jun.
• José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas, 2008, "A Goodness-of-Fit Test with Focus on Conditional Value at Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 139-155.
• Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos, 2008, "Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 022008, Feb.
• Vivek Dehejia & Marcel Voia, 2008, "International Income Comparisons and Location Choice: Methodology, Analysis, and Implications," Carleton Economic Papers, Carleton University, Department of Economics, number 08-02, Feb.
• Meenagh, David & Minford, Patrick & Wickens, Michael, 2008, "Testing a DSGE model of the EU using indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/11, May, revised Dec 2008.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008, "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/32, Dec, revised Jul 2011.
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 527, Feb.
• M. Hashem Pesaran, 2004, "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series, CESifo, number 1229.
• Cheng Hsiao & M. Hashem Pesaran, 2004, "Random Coefficient Panel Data Models," CESifo Working Paper Series, CESifo, number 1233.
• George Kapetanios & M. Hashem Pesaran, 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series, CESifo, number 1416.
• M. Hashem Pesaran & Takashi Yamagata, 2005, "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series, CESifo, number 1438.
• M. Hashem Pesaran & Allan Timmermann, 2006, "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series, CESifo, number 1770.
• George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006, "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series, CESifo, number 1788.
• Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007, "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," CESifo Working Paper Series, CESifo, number 1984.
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series, CESifo, number 2193.
• Stanislav Anatolyev & Nikolay Gospodinov, 2008, "Specification Testing in Models with Many Instruments," Working Papers, Center for Economic and Financial Research (CEFIR), number w0124, Sep.
• Javier Mencía & Enrique Sentana, 2008, "Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations," Working Papers, CEMFI, number wp2008_0804, Apr.
• Dante Amengual & Enrique Sentana, 2008, "A Comparison of Mean-Variance Efficiency Tests," Working Papers, CEMFI, number wp2008_0806, Apr.
• Enrique Sentana, 2008, "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers, CEMFI, number wp2008_0807, May.
• Ignacio Lozano, 2008, "Budget Deficit, Money Growth and Inflation: Evidence from the Colombian Case," Borradores de Economia, Banco de la Republica, number 5127, Nov.
• Daniel Mej�a & Mar�a Teresa Ram�rez & Jorge Tamayo, 2008, "The Demographic Transition in Colombia: Theory and Evidence," Borradores de Economia, Banco de la Republica, number 5128, Nov.
• Jorge Gallego & Yalila Aljure Jiménez, 2008, "Desigualdad y leyes de potencia," Documentos de Economía, Universidad Javeriana - Bogotá, number 5011, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2008, "Testing a DSGE Model of the EU Using Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6838, Jun.
• Minford, Patrick & Meenagh, David & Theodoridis, Konstantinos, 2008, "Testing a Model of the UK by the Method of Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6849, Jun.
• Dubois, Pierre & Bonnet, Céline, 2008, "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenanc," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6918, Jul.
• Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou, 2008, "Law, Corporate Governance and Financial System: Econometric Analysis of French Case," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-05.
• Christian Francq & Jean-Michel Zakoïan, 2008, "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons," Working Papers, Center for Research in Economics and Statistics, number 2008-04.
• Dikaios Tserkezos & Konstantinos Tsagarakis, 2008, "A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0821, Jun.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Short and long run causality measures: theory and inference," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083720, Jul.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we086027, Nov.
• Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2008, "Simple Wald tests of the fractional integration parameter : an overview of new results," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20080129, Jan.
• Martinez, O. & Olmo, J., 2008, "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Working Papers, Department of Economics, City St George's, University of London, number 08/08.
• Ploberger, Werner, 2008, "Admissible And Nonadmissible Tests In Unit-Root-Like Situations," Econometric Theory, Cambridge University Press, volume 24, issue 1, pages 15-42, February.
• Hualde, Javier & Velasco, Carlos, 2008, "Distribution-Free Tests Of Fractional Cointegration," Econometric Theory, Cambridge University Press, volume 24, issue 1, pages 216-255, February.
• Leeb, Hannes & Pötscher, Benedikt M., 2008, "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, volume 24, issue 2, pages 338-376, April.
• Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008, "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, volume 24, issue 2, pages 404-447, April.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2008, "Asymptotics And Consistent Bootstraps For Dea Estimators In Nonparametric Frontier Models," Econometric Theory, Cambridge University Press, volume 24, issue 6, pages 1663-1697, December.
• Seo, Myung Hwan, 2008, "Unit Root Test In A Threshold Autoregression: Asymptotic Theory And Residual-Based Block Bootstrap," Econometric Theory, Cambridge University Press, volume 24, issue 6, pages 1699-1716, December.
• Patrik Guggenberger, 2008, "The Impact of a Hausman Pretest on the Size of Hypothesis Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1651, Apr.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652, May.
• Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008, "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1660, May.
• Donald W.K. Andrews & Panle Jia, 2008, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1676, Sep.
• Donald W.K. Andrews & Panle Jia, 2008, "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1676R, Sep, revised Aug 2011.