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

• 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.
• Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar, 2008, "Varianza condicional de medias móviles no-lineales," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 29-48, November.
• Luis Fernando Cabrera-Castellanos & René Lozano Cortés, 2008, "Convergencia Regional En México: Una Prueba De Cointegración En Precios," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 93, march.
• Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2008, "The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2008-09, Sep.
• Ben Jann, 2008, "Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples," ETH Zurich Sociology Working Papers, ETH Zurich, Chair of Sociology, number 2, Jan.
• James Davidson & Philipp Sibbertsen, 2008, "Tests of Bias in Log-Periodogram Regression," Discussion Papers, University of Exeter, Department of Economics, number 0805.
• Miranda Lam, 2008, "Statistical Inference for Risk-Adjusted Performance Measure," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 27-45, April.
• Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008, "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 679, Sep.
• Tobias Adrian & Francesco Franzoni, 2008, "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports, Federal Reserve Bank of New York, number 193.
• Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0827.
• Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2008_08, Mar.
• Mario Cerrato & Christian de Peretti & Chris Stewart, 2008, "Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries," Working Papers, Business School - Economics, University of Glasgow, number 2008_27, Oct.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2008, "Testing for a Deterministic Trend when there is Evidence of Unit-Root," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200801, Feb, revised Jun 2010.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259193, Feb.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259225, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00275767, Mar.
• Marcel Voia, 2008, "A Distributional Analysis Of Treatment Effects In Randomized Experiments," Post-Print, HAL, number hal-04926664, Jul.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Post-Print, HAL, number halshs-00259225, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Post-Print, HAL, number halshs-00275767, Mar.
• Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers, HAL, number halshs-00333582, Oct.
• Kruse, Robinson, 2008, "Rational bubbles and fractional integration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-394, Mar.
• Kruse, Robinson, 2008, "A new unit root test against ESTAR based on a class of modified statistics," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-398, Apr.
• Kuswanto, Heri & Sibbertsen, Philipp, 2008, "A Study on "Spurious Long Memory in Nonlinear Time Series Models"," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-410, Nov.
• Amado, Cristina & Teräsvirta, Timo, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 691, Jan.
• Pesämaa, Ossi & Hair Jr, Joseph F & Haahti, Antti, 2008, "Inter-organizational commitment in tourism networks in U.S," CISEG Working Papers Series, Jönköping International Business School, Centre for Innovation Systems, Entrepreneurship and Growth, number 2, Apr.
• Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司, 2008, "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University, number 7, Dec.
• Stock, James H. & Watson, Mark, 2008, "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Scholarly Articles, Harvard University Department of Economics, number 28461843.
• Kaddour Hadri & Eiji Kurozumi, 2008, "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-016, Oct.
• Bonnet, Céline & Dubois, Pierre, 2008, "Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 519, Apr, revised Dec 2008.
• Rajagopal, 2008, "Consumer response to seasonal clearance sales: experimental analysis of consumer personality traits in self-service stores," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 10, issue 1, pages 68-92.
• María josé Moral, 2008, "La estimación de precios en mercados con producto diferenciado," Investigaciones Economicas, Fundación SEPI, volume 32, issue 2, pages 125-168, May.
• Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2008, "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/08, Mar.
• Hong, Seung Hyun & Wagner, Martin, 2008, "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series, Institute for Advanced Studies, number 224, Jul.
• Julius H. Johnson, Jr. & Dinesh A. Mirchandani & Seng-Su Tsang, 2008, "Competitive Dynamics, Global Industry Cycles, Integration-Responsiveness, and Financial Performance in Emerging and Industrialized Country Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 1, pages 61-88, April.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2008, "Analyzing Cost-Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology," Operations Research, INFORMS, volume 56, issue 1, pages 204-221, February, DOI: 10.1287/opre.1070.0388.
• Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008, "Panel Data Stochastic Convergence Analysis of the Mexican Regions," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200805, Apr, revised Apr 2008.
• Giuseppe Ragusa, 2008, "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers, University of California-Irvine, Department of Economics, number 080906, May.
• Yu, Li & Hurley, Terrance M. & Kliebenstein, James & Orazem, Peter, 2008, "A test for complementarities among multiple technologies that avoids the curse of dimensionality," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12983, Jul.
• Chen, Wen-Hao & Duclos, Jean-Yves, 2008, "Testing for Poverty Dominance: An Application to Canada," IZA Discussion Papers, IZA Network @ LISER, number 3829, Nov.
• Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo, 2008, "Inconsistencies in Reported Employment Characteristics among Employed Stayers," IZA Discussion Papers, IZA Network @ LISER, number 3908, Dec.
• Shombe, Nicolaus Herman, 2008, "Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 136, Feb.
• Schreiber Sven, 2008, "The Hausman Test Statistic can be Negative even Asymptotically," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 4, pages 394-405, August, DOI: 10.1515/jbnst-2008-0407.
• Devrim Göktepe & Prashanth Mahagaonkar, 2008, "What do Scientists Want: Money or Fame?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2008-032, Apr.
• Pavel Yakovlev & Linda Kinney, 2008, "Additional Evidence on the Effect of Class Attendance on Academic Performance," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 4, pages 493-494, December, DOI: 10.1007/s11293-008-9142-x.
• Daiki Maki, 2008, "The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 1, pages 77-94, February, DOI: 10.1007/s10614-007-9107-1.
• Tibor Neugebauer & Javier Perote, 2008, "Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback," Experimental Economics, Springer;Economic Science Association, volume 11, issue 2, pages 190-202, June, DOI: 10.1007/s10683-007-9166-0.
• Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008, "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 101-126, June, DOI: 10.1007/s11408-008-0075-9.
• William Horrace & Joseph Marchand & Timothy Smeeding, 2008, "Ranking inequality: Applications of multivariate subset selection," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 6, issue 1, pages 5-32, March, DOI: 10.1007/s10888-006-9043-7.
• Roland Füss & Michael Bechtel, 2008, "Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election," Public Choice, Springer, volume 135, issue 3, pages 131-150, June, DOI: 10.1007/s11127-007-9250-1.
• Zhenhui Xu & Haizheng Li, 2008, "Political freedom, economic freedom, and income convergence: Do stages of economic development matter?," Public Choice, Springer, volume 135, issue 3, pages 183-205, June, DOI: 10.1007/s11127-007-9253-y.
• Thomas Busch, 2008, "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, volume 11, issue 1, pages 61-81, March, DOI: 10.1007/s11147-008-9024-z.
• John Maher & Robert Brown & Raman Kumar, 2008, "Firm valuation, abnormal earnings, and mutual funds flow," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 2, pages 167-189, August, DOI: 10.1007/s11156-007-0065-4.
• Poh Kam Wong & Lena Lee & Maw Der Foo, 2008, "Occupational Choice: The Influence of Product vs. Process Innovation," Small Business Economics, Springer, volume 30, issue 3, pages 267-281, March, DOI: 10.1007/s11187-006-9044-8.
• Sang Hoon Kang & SEONG-MIN YOON, 2008, "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, volume 24, pages 383-412.
• Jochen Hartwig, 2008, "Has Health Capital Formation Cured 'Baumol's Disease'? - Panel Granger Causality Evidence for OECD Countries," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-206, Sep, DOI: 10.3929/ethz-a-005666787.
• Andrea Vaona, 2008, "STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0804, Apr.
• Yélé Maweki Batana & Jean-Yves Duclos, 2008, "Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa," Cahiers de recherche, CIRPEE, number 0808.
• Alain Guay & Jean-François Lamarche, 2008, "The Information Content of Implied Probabilities to Detect Structural Change," Cahiers de recherche, CIRPEE, number 0833.
• Wen-Hao Chen & Jean-Yves Duclos, 2008, "Testing for Poverty Dominance: an Application to Canada," Cahiers de recherche, CIRPEE, number 0836.
• Badi H. Baltagi & Long Liu, 2008, "Testing for Random Effects and Spatial Lag Dependence in Panel Data Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 102, Mar.
• Badi H. Baltagi & Seuck Heun Song & Jae Hyeok Kwon, 2008, "Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 108, Jul.
• Russell Davidson & Adriana Cornea, 2008, "A Refined Bootstrap For Heavy Tailed Distributions," Departmental Working Papers, McGill University, Department of Economics, number 2008-03, Aug.
• Yuzo Hosoya & Takahiro Terasaka, 2008, "Inference on Transformed Stationary Time Series," Discussion Papers, Meisei University, School of Economics, number 11, Feb.
• J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008, "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series, The University of Melbourne, number 1053.
• Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008, "Change in persistence tests for panels: An update and some new results," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp08043, Mar.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08012, Feb, DOI: 10.1080/03610911003646381.
• Abdou Ka Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08013, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08032, Mar.
• Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa, 2008, "Inferences for Selected Location Quotients with Applications to Health Outcomes," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200809, Sep.
• Cristina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers, NIPE - Universidade do Minho, number 03/2008.
• Masato Ubukata & Kosuke Oya, 2008, "A Test for Dependence and Covariance Estimator of Market Microstructure Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-03-Rev.2, Mar.
• Rick Van der Ploeg & Steven Poelhekke, 2008, "Volatility and the Natural Resource Curse," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 003, Feb.
• Rick Van der Ploeg, 2008, "Natural Resources: Curse or Blessing?," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 005, Mar.
• Kyungchul Song, 2008, "Testing Distributional Inequalities and Asymptotic Bias," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-005, Feb.
• Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-006, Feb.
• Larry G. Epstein & Jawwad Noor & Alvaro Sandroni, 2008, "Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-017, Jan.
• Paulo Guimarães & Octávio Figueiredo & Douglas Woodward, 2008, "Dartboard Tests for the Location Quotient," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 273, Apr.
• Martellosio, Federico, 2008, "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper, University Library of Munich, Germany, number 10542, Sep.
• Gul, Adnan, 2008, "Is external debt an effective way of bringing economic reforms?," MPRA Paper, University Library of Munich, Germany, number 10979, Sep.
• Duasa, Jarita, 2008, "Income convergence of divergence? Study on selected Muslim countries," MPRA Paper, University Library of Munich, Germany, number 11563.
• Venier, Guido, 2008, "A Simple Hypothesis Test for Heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 11591, Nov.
• Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad, 2008, "Causal Relationship Between Exports and Agricultural GDP in Pakistan," MPRA Paper, University Library of Munich, Germany, number 11845, Oct.
• Kroës, Romain M., 2008, "Quelques bénéfices heuristiques d’une redéfinition du profit
  [Some heuristic Advantages of revising the current Conception of Profit]," MPRA Paper, University Library of Munich, Germany, number 11848, Sep, revised 24 Nov 2008.
• Hanck, Christoph, 2008, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," MPRA Paper, University Library of Munich, Germany, number 11988, Nov.
• Hanck, Christoph, 2008, "Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach," MPRA Paper, University Library of Munich, Germany, number 12008, Nov.
• Tošenovský, Filip, 2008, "Testing Performace of Random Access Memory Using Linear Models," MPRA Paper, University Library of Munich, Germany, number 12170, Oct.
• Duasa, Jarita & Kassim, Salina, 2008, "Hot money and economic performance: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 12470, Dec.
• Barnett, William A. & de Peretti, Philippe, 2008, "Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability," MPRA Paper, University Library of Munich, Germany, number 12503, Nov.
• Duasa, Jarita & Kassim, Salina, 2008, "Herd behaviour in Malaysian capital market: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 13303.
• Rao, Surekha & Ghali, Moheb & Krieg, John, 2008, "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper, University Library of Munich, Germany, number 14637, Jan.
• Harding, Don, 2008, "FuelWatch: evidence-based-policy or policy based evidence?," MPRA Paper, University Library of Munich, Germany, number 16049, Dec.
• Islam, Tanweer ul, 2008, "Normality Testing- A New Direction," MPRA Paper, University Library of Munich, Germany, number 16452.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008, "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper, University Library of Munich, Germany, number 16669.
• Francq, Christian & Zakoian, Jean-Michel, 2008, "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper, University Library of Munich, Germany, number 16672.
• Yu, Yihua, 2008, "A stochastic frontier approach to measuring regional technical efficiency in China," MPRA Paper, University Library of Munich, Germany, number 18171, Sep, revised 15 Jul 2009.
• Othman, Redzuan & Salleh, Norlida Hanim Mohd, 2008, "Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN
  [Relationship Between Tourism Industry Development and Economic Growth in Major ASEAN Countries]," MPRA Paper, University Library of Munich, Germany, number 22457, Sep, revised 20 Feb 2010.
• Cavalcante, Mileno, 2008, "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
  [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper, University Library of Munich, Germany, number 28582, Aug.
• Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008, "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper, University Library of Munich, Germany, number 29613, May.
• Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali, 2008, "On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries," MPRA Paper, University Library of Munich, Germany, number 31762.
• Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008, "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper, University Library of Munich, Germany, number 3406, Apr.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Ventosa-Santaulària, Daniel, 2008, "Spurious Instrumental Variables," MPRA Paper, University Library of Munich, Germany, number 59005.
• Ventosa-Santaulària, Daniel, 2008, "Spurious Regression," MPRA Paper, University Library of Munich, Germany, number 59008.
• Martellosio, Federico, 2008, "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper, University Library of Munich, Germany, number 7255, Jan.
• Mueller, Ulrich, 2008, "An Alternative Sense of Asymptotic Efficiency," MPRA Paper, University Library of Munich, Germany, number 7741, Mar.
• Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008, "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper, University Library of Munich, Germany, number 8767, May.
• Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008, "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper, University Library of Munich, Germany, number 8769, Apr.
• Pesämaa, Ossi & Hair Jr, Joseph F, 2008, "Cooperative Strategies for Improving the Tourism Industry in Remote Geographic Regions: An Addition to Trust and Commitment Theory with one Key Mediating Construct," MPRA Paper, University Library of Munich, Germany, number 8794.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper, University Library of Munich, Germany, number 9251, Jun, revised 20 Jun 2008.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper, University Library of Munich, Germany, number 9472, Jul.
• Mallick, Debdulal, 2008, "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper, University Library of Munich, Germany, number 9617, Jul.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2008, "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper, University Library of Munich, Germany, number 96321.
• González-Val, Rafael & Sanso-Navarro, Marcos, 2008, "Gibrat’s law for countries," MPRA Paper, University Library of Munich, Germany, number 9733, Jun.
• Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Half-Life Deviations from PPP in the SADC," Working Papers, University of Pretoria, Department of Economics, number 200823, Jul.
• Michal Černý, 2008, "On Estimation of Volatility of Financial Time Series for Pricing Derivatives
  [K odhadu volatility finančních řad při oceňování derivátů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2008, issue 4, pages 12-21, DOI: 10.18267/j.aop.126.
• Jesse Rothstein, 2008, "Student Sorting and Bias in Value Added Estimation: Selection on Observables and Unobservables," Working Papers, Princeton University, School of Public and International Affairs, Education Research Section., number 1059, Jun.
• James G. MacKinnon & Russell Davidson, 2007, "Wild Bootstrap Tests For Iv Regression," Working Paper, Economics Department, Queen's University, number 1135, Aug.
• James G. MacKinnon & Russell Davidson, 2008, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1157, Mar.
• Georgios Chortareas & George Kapetanios, 2008, "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers, Queen Mary University of London, School of Economics and Finance, number 629, Jul.
• Ralf Becker & Adam Clements & Andrew McClelland, 2008, "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series, National Centre for Econometric Research, number 24, Mar.
• Boris Brodsky, 2008, "Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 52-63.
• Hall, S.G. & Yhap, B., 2008, "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 17-26, March.
• Stefan, Marius, 2008, "Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 67-91, June.
• Matteo Formenti, 2008, "Indicators and Tests of Sustainability: The Italian Case," Rivista di Politica Economica, SIPI Spa, volume 98, issue 6, pages 123-160, November-.
• Giancarlo Marini & Alessandro Piergallini, 2008, "Indicators and Tests of Fiscal Sustainability: An Integrated Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 111, Jul, revised 11 Jul 2008.
• Vincenzo Atella & Noemi Pace & Daniela Vuri, 2008, "Are employers discriminating with respect to weight? European Evidence using Quantile Regression," CEIS Research Paper, Tor Vergata University, CEIS, number 123, Jul, revised 14 Jul 2008.
• Walter Sosa Escudero & Federico Zincenko, 2008, "Tests for Dynamic Effects in Linear Panel Data Models," Working Papers, Universidad de San Andres, Departamento de Economia, number 95, Feb, revised Feb 2008.
• Joydeep Biswas, 2008, "Does Finance Lead to Economic Growth? An Empirical Assessment of 12 Asian Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 3, pages 229-246, August, DOI: 10.1177/097380100800200301.
• David Meenagh & Patrick Minford & Michael Wickens, 2008, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0801, Sep.
• Pascal Lavergne & Valentin Patilea, 2008, "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers, Department of Economics, Simon Fraser University, number dp08-06, Nov.
• Peter Sephton, 2008, "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, volume 35, issue 3, pages 437-450, November, DOI: 10.1007/s00181-007-0171-0.
• Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.
• John Knight & Stephen Satchell, 2008, "Testing for infinite order stochastic dominance with applications to finance, risk and income inequality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 32, issue 1, pages 35-46, January, DOI: 10.1007/s12197-007-9003-5.
• Harry Kelejian, 2008, "A spatial J-test for model specification against a single or a set of non-nested alternatives," Letters in Spatial and Resource Sciences, Springer, volume 1, issue 1, pages 3-11, April, DOI: 10.1007/s12076-008-0001-9.
• Joseph Romano & Azeem Shaikh & Michael Wolf, 2008, "Control of the false discovery rate under dependence using the bootstrap and subsampling," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 17, issue 3, pages 417-442, November, DOI: 10.1007/s11749-008-0126-6.
• Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2008, "The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/18, Sep.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers, School of Economics, The University of New South Wales, number 2008-10, May.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2008-23, Oct.
• Matz Dahlberg & Eva Mork & Per Tovmo, 2008, "Power properties of the Sargan test in the presence of measurement errors in dynamic panels," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 5, pages 349-353, DOI: 10.1080/13504850500447414.
• 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.

2007

• Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007, "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-03, Jan.
• Karl H. Schlag, 2007, "How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing," Economics Working Papers, European University Institute, number ECO2007/04.
• Frederick van der Ploeg & Steven Poelhekke, 2007, "Volatility, Financial Development and the Natural Resource Curse," Economics Working Papers, European University Institute, number ECO2007/36.
• Mario Cerrato & Christian De Peretti & Nick Sarantis, 2007, "A nonlinear panel unit root test under cross section dependence," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-12.