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

2008

• 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.
• Mallick, Debdulal, 2008, "Marginal and interaction effects in ordered response models," Working Papers, Deakin University, Department of Economics, number eco_2008_13, Sep.
• Doucouliagos, Hristos & Stanley, T. D., 2008, "Publication selection bias in minimum-wage research? A meta-regression analysis," Working Papers, Deakin University, Department of Economics, number eco_2008_14, Jan, DOI: 10.1111/j.1467-8543.2009.00723.x.
• Walter Sosa Escudero & Anil K. Bera, 2008, "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0065, Mar.
• Osama D. Sweidan, 2008, "Does Policy Interest Rate Have Asymmetric Adjustment: Case Of Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 8, issue 2, pages 151-158.
• PERERA, Nelson & VARMA, Reetu, 2008, "An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 5, issue 1, pages 79-92.
• Kin-Yip Ho & Albert K Tsui, 2008, "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers, East Asian Bureau of Economic Research, number 22571, Jan.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2008, "A New Hausmann Type Test to Detect the Presence of Influential Outliers," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_006.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2008, "Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling," Working Paper Series, European Central Bank, number 850, Jan.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008, "Nonlinearity and Temporal Dependence," Working Papers, Yale University, Department of Economics, number 48, May.
• James H. Stock & Mark W. Watson, 2008, "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Econometrica, Econometric Society, volume 76, issue 1, pages 155-174, January.
• M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008, "A bias-adjusted LM test of error cross-section independence," Econometrics Journal, Royal Economic Society, volume 11, issue 1, pages 105-127, March.
• Russell Davidson & James G. MacKinnon, 2008, "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, volume 11, issue 3, pages 443-477, November.
• Clarke, Judith A., 2008, "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, volume 100, issue 1, pages 1-3, July.
• Poskitt, D.S. & Skeels, C.L., 2008, "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, volume 100, issue 1, pages 138-142, July.
• Ñopo, Hugo, 2008, "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, volume 100, issue 2, pages 292-296, August.
• Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2008, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economics Letters, Elsevier, volume 101, issue 3, pages 188-192, December.
• Kuan, Chung-Ming & Hsieh, Yu-Wei, 2008, "Improved HAC covariance matrix estimation based on forecast errors," Economics Letters, Elsevier, volume 99, issue 1, pages 89-92, April.
• Guggenberger, Patrik & Smith, Richard J., 2008, "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 134-161, January.
• Fortuna, Natercia, 2008, "Local rank tests in a multivariate nonparametric relationship," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 162-182, January.
• Hashem Pesaran, M. & Yamagata, Takashi, 2008, "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 50-93, January.
• Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George, 2008, "Risk, jumps, and diversification," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 234-256, May.
• Rosen, Adam M., 2008, "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 107-117, September.
• Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008, "Are employers discriminating with respect to weight?: European Evidence using Quantile Regression," Economics & Human Biology, Elsevier, volume 6, issue 3, pages 305-329, December.
• Zhang, Xibin & King, Maxwell L., 2008, "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 549-566, June.
• Ledoit, Oliver & Wolf, Michael, 2008, "Robust performance hypothesis testing with the Sharpe ratio," Journal of Empirical Finance, Elsevier, volume 15, issue 5, pages 850-859, December.
• Møller, Stig Vinther, 2008, "Consumption growth and time-varying expected stock returns," Finance Research Letters, Elsevier, volume 5, issue 3, pages 129-136, September.
• Becker, Ralf & Clements, Adam E., 2008, "Are combination forecasts of S&P 500 volatility statistically superior?," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 122-133.
• Hartwig, Jochen, 2008, "What drives health care expenditure?--Baumol's model of 'unbalanced growth' revisited," Journal of Health Economics, Elsevier, volume 27, issue 3, pages 603-623, May.
• Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008, "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 1, pages 30-48, DOI: 10.1016/j.matcom.2007.09.002.
• Wagner, Martin, 2008, "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, volume 30, issue 3, pages 388-408, August.
• Baltagi, Badi H. & Liu, Long, 2008, "Testing for random effects and spatial lag dependence in panel data models," Statistics & Probability Letters, Elsevier, volume 78, issue 18, pages 3304-3306, December.
• Haldrup, Niels & Sansó, Andreu, 2008, "A note on the Vogelsang test for additive outliers," Statistics & Probability Letters, Elsevier, volume 78, issue 3, pages 296-300, February.
• Weshah Razzak & Rabie Nasser, 2008, "A Nonparametric Approach to Evaluating Inflation-Targeting Regimes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_18, Nov.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008, "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25092, Feb.
• Frédérique BEC & Charbel BASSIL, 2008, "Federal Funds Rate Stationarity: New Evidence," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-35.
• Nicolas Gravel & Abhiroop Mukhopadhyay & Benoît Tarroux, 2008, "A robust normative evaluation of India's performance in allocating risks of death," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 1, issue 1, pages 95-111, April, DOI: 10.1108/17538250810868152.

2007

• Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
• Mark Podolskij & Daniel Ziggel, 2007, "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 2007-26, Sep.
• Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007, "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Annals of Economics and Statistics, GENES, issue 87-88, pages 11-38.
• Yelou, Clement & Larue, Bruno & Tran, Kien C., 2007, "Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9769, DOI: 10.22004/ag.econ.9769.
• MacKinnon, James, 2007, "Bootstrap Hypothesis Testing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273603, Jun, DOI: 10.22004/ag.econ.273603.
• Luca FANELLI & Giulio PALOMBA, 2007, "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 298, Sep.
• Agostinho S. Rosa, 2007, "Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 8, issue 2, pages 369-397.
• Tomas del Barrio Castro, 2007, "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 170.
• Chiquiar Daniel & Noriega Antonio E. & Ramos Francia Manuel, 2007, "A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers, Banco de México, number 2007-01, Jan.
• Capistrán Carlos, 2007, "Optimality Tests for Multi-Horizon Forecasts," Working Papers, Banco de México, number 2007-14, Dec.
• Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 21-32, January.
• Baillie, Richard T. & Kapetanios, George, 2007, "Testing for Neglected Nonlinearity in Long-Memory Models," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 447-461, October.
• David Afshartous & Michael Wolf, 2007, "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 170, issue 4, pages 1035-1059, October, DOI: 10.1111/j.1467-985X.2007.00494.x.
• Joakim Westerlund & David L. Edgerton, 2007, "New Improved Tests for Cointegration with Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 2, pages 188-224, March, DOI: 10.1111/j.1467-9892.2006.00504.x.
• Tomas del Barrio Castro, 2007, "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 6, pages 910-922, November, DOI: 10.1111/j.1467-9892.2007.00539.x.
• Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007, "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 3, pages 439-444, June, DOI: 10.1111/j.1468-0084.2007.00481.x.
• Joakim Westerlund, 2007, "Testing for Error Correction in Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 6, pages 709-748, December, DOI: 10.1111/j.1468-0084.2007.00477.x.
• Ben Jann, 2007, "MGOF: Stata module to perform goodness-of-fit tests for multinomial data," Statistical Software Components, Boston College Department of Economics, number S456854, revised 18 Jan 2021.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 667, May, revised 05 Sep 2007.
• Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron, 2007, "GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-019, Sep.
• Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007, "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 3-28.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0708.
• Lorenzo Trapani & Giovanni Urga, 2007, "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0711.
• Maurice J.G. Bun & Frank Windmeijer, 2007, "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/595, Mar.
• Taoufik Bouraoui, 2007, "The Impact of Stock Spam on Volumes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 4, pages 411-425.
• Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0657, Mar.
• Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0701, Mar.
• Hsiao, C. & Pesaran, M.H. & Pick, A., 2007, "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0716, Apr.
• Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0775, Dec.
• Carlos Santos & Maria Alberta Oliveira, 2007, "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 10, Jun.
• Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
• Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007, "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/2, Jan, revised Apr 2008.
• Komunjer, Ivana & Echenique, Federico, 2007, "A Test For Monotone Comparative Statics," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt76d4p2kb, Oct.
• Ilze Kalnina & Oliver Linton, 2007, "Inference about Realized Volatility using Infill Subsampling," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 523, Sep.
• Tilmann Rave & Ursula Triebswetter, 2007, "Assessment of different approaches to implementation of the IPPC Directive and their impacts on competitiveness : some evidence from the steel and glass industry ; study on behalf of the European Comm," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 35.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Echenique, Federico & Komunjer, Ivana, 2007, "A test for monotone comparative statics," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1278, Sep.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers, CEMFI, number wp2007_0713.
• María Isabel Restrepo & Diana Constanza Restrepo, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
• Merlo, Antonio & Degan, Arianna, 2007, "Do Voters Vote Sincerely?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6165, Mar.
• van der Ploeg, Frederick & Poelhekke, Steven, 2007, "Volatility, Financial Development and the Natural Resource Curse," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6513, Oct.
• Pascal Lavergne & Valentin Patilea, 2007, "One for All and All for One : Regression Checks with Many Regressors"," Working Papers, Center for Research in Economics and Statistics, number 2007-12.
• Eric Dickson & Catherine Hafer & Dimitri Landa, 2007, "Cognition and Strategy: A Deliberation Experiment," Working Papers, New York University, Center for Experimental Social Science, number 0016, Nov.
• Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2007, "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070625, Jun.
• Olmo, J., 2007, "An asset pricing model for mean-variance-downside-risk averse investors," Working Papers, Department of Economics, City St George's, University of London, number 07/01.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Olmo, J. & Pilbeam, K., 2007, "A resolution of the forward discount puzzle," Working Papers, Department of Economics, City St George's, University of London, number 07/10.
• Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
• Li, Fuchun, 2007, "Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 221-250, April.
• Andrews, Donald W.K. & Soares, Gustavo, 2007, "Rank Tests For Instrumental Variables Regression With Weak Instruments," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1033-1082, December.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007, "On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1217-1232, December.
• Cicchetti, Domenic V., 2007, "Assessing the Reliability of Blind Wine Tasting: Differentiating Levels of Clinical and Statistical Meaningfulness," Journal of Wine Economics, Cambridge University Press, volume 2, issue 2, pages 196-202, October.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605R, Mar, revised Jul 2007.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1606, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1608, May.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1620, Jul.
• Donald W.K. Andrews & Gustavo Soares, 2007, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1631, Oct.
• Alfredo A. Romero, 2007, "A Note on the Use of R-squared in Model Selection," Working Papers, Economics Department, William & Mary, number 62, Oct.
• Krüger, Jens & Chlaß, Nadine, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34399.
• Burton A. Abrams & Siyan Wang, 2007, "Government Outlays, Economic Growth and Unemployment: A VAR Model," Working Papers, University of Delaware, Department of Economics, number 07-13, Jul.
• SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007, "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank, 2007, "Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 69-78.