Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2008

• 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.

2007

• William A. Barnett & Ikuyasu Usui, 2007, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Functional Structure Inference", DOI: 10.1016/S1571-0386(07)18006-6.
• 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.
• Helinä Laakkonen, 2007, "The Impact of Macroeconomic News on Exchange Rate Volatility," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 1, pages 23-40, Spring.
• Stanislav Anatolyev & Victor Kitov, 2007, "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 2, pages 166-176, Autumn.
• Erik Hjalmarsson & Pär Österholm, 2007, "Testing for cointegration using the Johansen methodology when variables are near-integrated," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 915.
• Giacomo Sbrana, 2007, "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 66, issue 1, pages 3-28, March.
• Joseph P. Byrne & Norbert Fiess, 2007, "Euro Area Inflation: Aggregation Bias and Convergence," Working Papers, Business School - Economics, University of Glasgow, number 2007_41, Oct.
• Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007, "Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 162, Sep.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007, "Inflation and breaks: the validity of the Dickey-Fuller test," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200601, Jun.
• Daniel Ventosa-Santaularia, 2007, "Spurious Instrumental Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200704, Jun, revised Mar 2009.
• Nicolas Million, 2007, "Effet peso : présentation théorique et application à la politique monétaire," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00144659, Mar.
• Kuswanto, Heri & Sibbertsen, Philipp, 2007, "Can we distinguish between common nonlinear time series models and long memory?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-380, Nov.
• Sibbertsen, Philipp & Kruse, Robinson, 2007, "Testing for a break in persistence under long-range dependencies," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-381, Nov.
• Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0652, Feb.
• Ruist, Erik, 2007, "The choice between two hypothesis tests," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 667, Jun.
• Lind, Jo Thori & Mehlum, Halvor, 2007, "With or Without U? The appropriate test for a U shaped relationship," Memorandum, Oslo University, Department of Economics, number 21/2007, Sep.
• Isacsson, Gunnar, 2007, "The trade off between time and money: Is there a difference between real and hypothetical choices?," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2007:3, Mar.
• Katayama, Naoya, 2007, "Seasonally and Fractionally Differenced Time Series," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 25-55, June, DOI: 10.15057/13796.
• Kazuhiko Hayakawa, 2007, "A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-213, May.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0706.
• Ñopo, Hugo R., 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers), Inter-American Development Bank, number 1959, Jul, DOI: http://dx.doi.org/10.18235/0010980.
• Hugo Ñopo, 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications, Inter-American Development Bank, Research Department, number 4532, Jul.
• Bontemps, Christian & Meddahi, Nour, 2007, "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 486, Oct.
• Endy D Tjahjono & Jardine Husman & Desthy Sianipar, 2007, "Pengukuran NAICU pada Sektor Industri Pengolahan Berdasarkan Dual Cost Capacity Utilization," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 4, pages 101-126, April, DOI: https://doi.org/10.21098/bemp.v9i4..
• Helena Chuliá & Hipòlit Torró, 2007, "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, volume 31, issue 3, pages 445-474, September.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2007, "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/07, Feb.
• Maurice Bun & Frank Windmeijer, 2007, "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/07, Mar.
• Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007, "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/07, Sep.
• Wagner, Martin & Hlouskova, Jaroslava, 2007, "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series, Institute for Advanced Studies, number 210, May.
• Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ, 2007, "Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 100-113.
• Turhan KORKMAZ & Emrah İsmail ÇELİK, 2007, "Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 137-154.
• Anup Kumar Bhandari & Pradip Maiti, 2007, "Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 1, pages 71-88, April.
• Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2007, "Inflation Convergence and Divergence within the European Monetary Union," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 95-121, June.
• Daisuke Nagakura, 2007, "Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-20, Nov.
• Pär Österholm & Erik Hjalmarsson, 2007, "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers, International Monetary Fund, number 2007/141, Jun.
• Juan Carlos Escanciano, 2007, "Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-009, Jun.
• Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2007, "Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200709, May, revised May 2007.
• Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas, 2007, "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," IZA Discussion Papers, IZA Network @ LISER, number 2756, Apr.
• Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers, IZA Network @ LISER, number 3254, Dec.
• M. Hashem Pesaran, 2007, "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 265-312, DOI: 10.1002/jae.951.
• Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2007, "Identifying technically efficient fishing vessels: a non-empty, minimal subset approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 729-745, DOI: 10.1002/jae.942.
• Jonathan B. Hill, 2007, "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 747-765, DOI: 10.1002/jae.925.
• Nadine Chlass & Jens J. Krueger, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-032, Jul.
• Ola Simonsen, 2007, "An empirical model for durations in stocks," Annals of Finance, Springer, volume 3, issue 2, pages 241-255, March, DOI: 10.1007/s10436-006-0048-9.
• Gary Simpson, 2007, "A cautionary note on methods of comparing programmatic efficiency between two or more groups of DMUs in data envelopment analysis," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 141-147, October, DOI: 10.1007/s11123-007-0041-y.
• Jochen Hartwig, 2007, "Can Baumol's Model of Unbalanced Growth Contribute to Explaining the Secular Rise in Health Care Expenditure?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-178, Nov, DOI: 10.3929/ethz-a-005502972.
• BAUMONT, Catherine, 2007, "Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2007-09, Dec.
• Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic.
• Dennis Philip & Chihwa Kao & Giovanni Urga, 2007, "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 96, Jul.
• William C. Horrace & Seth O. Richards, 2007, "A Monte Carlo Study of Efficiency Estimates from Frontier Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 97, Aug.
• 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," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 98, Dec.
• Russell Davidson, 2007, "Bootstrapping Econometric Models," Departmental Working Papers, McGill University, Department of Economics, number 2007-13, Jun.
• Russell Davidson & James G. MacKinnon, 2007, "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers, McGill University, Department of Economics, number 2007-14, Aug.
• Russell Davidson, 2007, "Testing For Restricted Stochastic Dominances: Some Further Results," Departmental Working Papers, McGill University, Department of Economics, number 2007-15, Apr.
• Carlos A. Flores & Alfonso Flores-Lagunes, 2007, "Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment," Working Papers, University of Miami, Department of Economics, number 0706, Sep.
• Carlos A. Flores, 2007, "Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment," Working Papers, University of Miami, Department of Economics, number 0707, Nov.
• J. Hirschberg & J. Lye, 2007, "A Reinterpretation of Interactions in Regressions," Department of Economics - Working Papers Series, The University of Melbourne, number 1015.
• C.L. Skeels, 2007, "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series, The University of Melbourne, number 1020.
• J.G. Hirschberg & J. N. Lye, 2007, "Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews," Department of Economics - Working Papers Series, The University of Melbourne, number 992.
• Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007, "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07039, Sep.
• Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007, "Change in persistence tests for panels," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07040, Oct.
• Nicolas Million, 2007, "Effet peso : présentation théorique et application la politique monétaire," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v07012, Mar.
• Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/07, Feb.
• Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small, 2007, "Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0341, Aug.
• A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007, "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0344, Sep.
• Arianna Degan & Antonio Merlo, 2007, "Do Voters Vote Sincerely?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12922, Feb.
• Charles Z. Liu & Chris F. Kemerer & Michael D. Smith, 2007, "Standards Competition In The Presence Of Digital Conversion Technology: An Empirical Analysis Of The Flash Memory Card Market," Working Papers, NET Institute, number 07-17, Sep, revised Sep 2007.
• Jie Jennifer Zhang & Bing Jing, 2007, "The Impacts of Shopbots on Online Consumer Search," Working Papers, NET Institute, number 07-34, Sep, revised Sep 2007.
• Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, 2007, "Regression-based seasonal unit root tests," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/05, Sep.
• Masato Ubukata & Kosuke Oya, 2007, "Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-03, Feb.
• Masato Ubukata & Kosuke Oya, 2007, "Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-03-Rev, Apr, revised Mar 2008.
• Andrew Ang & Geert Bekaert, 2007, "Stock Return Predictability: Is it There?," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 651-707.
• Glynn, John & Perera, Nelson, 2007, "Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 3, issue 1, pages 63-79, June.
• Yochanan Shachmurove, 2007, "Geography and Industry Meets Venture Capital," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-015, Mar.
• Kyungchul Song, 2007, "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-026, Sep.
• Arianna Degan & Antonio Merlo, 2007, "Do Voters Vote Ideologically?, Third Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-034, Jan, revised 01 Aug 2008.
• Faheem Jehangir Khan & Yaser Javed, 2007, "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:30.
• Matsuki, Takashi & Usami, Ryoichi, 2007, "China's Regional Convergence in Panels with Multiple Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 10167, Mar, revised 17 May 2008.
• Ciuiu, Daniel, 2007, "Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems," MPRA Paper, University Library of Munich, Germany, number 15049.
• Turturean, Ciprian Ionel & Chirila, Ciprian & Chirila, Viorica, 2007, "Sex discrimination within the Romanian labor market – Myth or reallity?," MPRA Paper, University Library of Munich, Germany, number 22283, Dec, revised 01 May 2008.
• Wittenberg, Martin, 2007, "Testing for a common latent variable in a linear regression," MPRA Paper, University Library of Munich, Germany, number 2550, Mar.
• Joshi, Nayan & Bhattarai, Ram Chandra, 2007, "Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market," MPRA Paper, University Library of Munich, Germany, number 27000, Apr.
• Espinosa Méndez, Christian, 2007, "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
  [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper, University Library of Munich, Germany, number 3252, May.
• Travaglini, Guido, 2007, "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper, University Library of Munich, Germany, number 3419, Jun, revised 15 Jun 2007.
• Halicioglu, Ferda, 2007, "A Multivariate Causality Analysis of Export and Growth for Turkey," MPRA Paper, University Library of Munich, Germany, number 3565.
• Lind, Jo Thori & Mehlum, Halvor, 2007, "With or Without U? - The appropriate test for a U shaped relationship," MPRA Paper, University Library of Munich, Germany, number 4823, Sep.
• Shahateet, Mohammed & Al-Tayyeb, Saud, 2007, "Regional consumption inequalities in Jordan: Empirical study," MPRA Paper, University Library of Munich, Germany, number 57400.
• Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007, "Spurious Regression and Trending Variables," MPRA Paper, University Library of Munich, Germany, number 58775.
• Ventosa-Santaulària, Daniel, 2007, "Spurious Instrumental Variables," MPRA Paper, University Library of Munich, Germany, number 58779.
• Serwa, Dobromił, 2007, "Banking crises and nonlinear linkages between credit and output," MPRA Paper, University Library of Munich, Germany, number 5946, Nov.
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2007, "Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 7582, Aug, revised 09 Mar 2008.
• Pesämaa, Ossi & Örtqvist, Daniel & Hair Jr, Josph F, 2007, "It’s all about Trust and Loyalty: Partner Selection Mechanisms in Tourism Networks," MPRA Paper, University Library of Munich, Germany, number 8428, revised 2007.
• Pesämaa, Ossi, 2007, "Development of relationships in interorganizational networks: studies in the tourism and construction industries," MPRA Paper, University Library of Munich, Germany, number 8478.
• Eriksson, Per-Erik & Pesämaa, Ossi, 2007, "Modelling procurement effects on cooperation," MPRA Paper, University Library of Munich, Germany, number 8730.
• Subbotin, Viktor, 2007, "Asymptotic and bootstrap properties of rank regressions," MPRA Paper, University Library of Munich, Germany, number 9030, Nov, revised 20 Mar 2008.
• Jeong, Jinook & Yoon, Byung, 2007, "The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test," MPRA Paper, University Library of Munich, Germany, number 9792, Apr.
• Tran Van Quang, 2007, "Testování slabé formy efektivnosti na českém akciovém trhu
  [Testing the weak form of efficient market hypothesis for the czech stock market]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 751-772, DOI: 10.18267/j.polek.622.
• Alex Maynard & Katsumi Shimotsu, 2007, "Covariance-based Orthogonality Tests For Regressors With Unknown Persistence," Working Paper, Economics Department, Queen's University, number 1122, Feb.
• James G. MacKinnon, 2007, "Bootstrap Hypothesis Testing," Working Paper, Economics Department, Queen's University, number 1127, Jun.
• George Kapetanios & Zacharias Psaradakis, 2007, "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 587, Mar.
• George Kapetanios & Andrew P. Blake, 2007, "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 588, Mar.
• Russell Davidson, 2007, "Bootstrapping econometric models (in Russian)," Quantile, Quantile, issue 3, pages 13-36, September.
• Ralf Becker & Adam Clements & James Curchin, 2007, "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research, number 15, May.
• Ralf Becker & Adam Clements, 2007, "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series, National Centre for Econometric Research, number 17, Jun.
• Ralf Becker & Adam Clements, 2007, "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series, National Centre for Econometric Research, number 18, Jun.
• Antonio Merlo & Arianna Degan, 2007, "Do Voters Vote Sincerely?," 2007 Meeting Papers, Society for Economic Dynamics, number 307.
• Kenneth Kasa, 2007, "Learning and Model Validation," 2007 Meeting Papers, Society for Economic Dynamics, number 548.
• Thanasis Stengos & Ximing Wu†, 2007, "Information-Theoretic Distribution Test with Application to Normality," Working Paper series, Rimini Centre for Economic Analysis, number 24_07, Jul.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series, Rimini Centre for Economic Analysis, number 38_07, Jul.
• Céline Bonnet, 2007, "Économétrie de la concurrence entre produits différenciés : théorie et méthodes empiriques," L'Actualité Economique, Société Canadienne de Science Economique, volume 83, issue 4, pages 555-580.
• Rien Wagenvoort, 2007, "Comparing Distributions: The Harmonic Mass Index: Extension to m Samples," Economic and Financial Reports, European Investment Bank, Economics Department, number 2006/3, Jul.
• Altinok, Taner & Lafci, Aydin & Ersoz, Filiz, 2007, "The Statistical Analysis of finding Optium Ratio between Real Aircraft and Simulator Flights: an application to army aviation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 15-25, June.
• Bourbonnais, R. & Vallin, Ph., 2007, "The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 5-23, December.
• Vincenzo Atella & Giorgia Marini, 2007, "Is Health Care Expenditure Really a Luxury Good? Re-assessment and New Evidence Based on OECD Data," Rivista di Politica Economica, SIPI Spa, volume 97, issue 2, pages 87-120, March-Apr.
• Walter Sosa Escudero, 2007, "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers, Universidad de San Andres, Departamento de Economia, number 94, Feb, revised Feb 2007.
• Qin Xiao & Gee Kwang Randolph Tan, 2007, "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Urban Studies, Urban Studies Journal Limited, volume 44, issue 4, pages 865-888, April, DOI: 10.1080/00420980601185650.
• Sanjay Sehgal & Meenakshi Gupta, 2007, "Tests of Technical Analysis in India," Vision, , volume 11, issue 3, pages 11-23, July, DOI: 10.1177/097226290701100303.
• David Meenagh & Patrick Minford & Michael Wickensy, 2007, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0709, Nov, revised Mar 2008.
• Patrick Richard, 2007, "ARMA Sieve bootstrap unit root tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-05, revised Jul 2009.
• Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin, 2007, "Causality in Quantiles and Dynamic Stock Return-Volume Relations," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 07-A006, Jun.
• Michel Clement & Björn Christensen & Sönke Albers & Steffen Guldner, 2007, "Was bringt ein Oscar im Filmgeschäft? Eine empirische Analyse unter Berücksichtigung des Selektionseffekts," Schmalenbach Journal of Business Research, Springer, volume 59, issue 2, pages 198-220, March, DOI: 10.1007/BF03371693.
• Josep Carrion-i-Silvestre & Andreu Sansó, 2007, "The KPSS test with two structural breaks," Spanish Economic Review, Springer;Spanish Economic Association, volume 9, issue 2, pages 105-127, June, DOI: 10.1007/s10108-006-9017-8.
• Jahar Bhowmik & Maxwell King, 2007, "Maximal invariant likelihood based testing of semi-linear models," Statistical Papers, Springer, volume 48, issue 3, pages 357-383, September, DOI: 10.1007/s00362-006-0342-7.
• Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "On the distributional properties of household consumption expenditures. The case of Italy," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/24, Nov.
• David Giles, 2007, "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 3, pages 157-161, DOI: 10.1080/13504850500425667.
• Kurt Brannas & Ola Simonsen, 2007, "Discretized time and conditional duration modelling for stock transaction data," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 8, pages 647-658, DOI: 10.1080/09603100600690044.
• Ahmad Zubaidi Baharumshah & Chan Tze-Haw & Stilianos Fountas, 2007, "Re-examining purchasing power parity for East-Asian currencies: 1976-2002," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 1, pages 75-85, DOI: 10.1080/09603100601018856.
• Per Erik Eriksson & Ossi Pesamaa, 2007, "Modelling procurement effects on cooperation," Construction Management and Economics, Taylor & Francis Journals, volume 25, issue 8, pages 893-901, DOI: 10.1080/01446190701468844.
• Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007, "East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests," Global Economic Review, Taylor & Francis Journals, volume 36, issue 2, pages 103-119, DOI: 10.1080/12265080701374024.
• John C. Frain, 2007, "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0207, Feb.
• Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot, 2007, "The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-052/3, Jul.
• Laura de Dominicis & Giuseppe Arbia & Henri L.F. de Groot, 2007, "The Spatial Distribution of Economic Activities in Italy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-094/3, Dec.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007, "A Method of Moments Estimator of Tail Dependence," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-80.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007, "A Method of Moments Estimator of Tail Dependence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6ee60ab8-3c01-4bd9-aa5e-7.
• Chuan Goh, 2007, "Nonparametric Inferences on Conditional Quantile Processes," Working Papers, University of Toronto, Department of Economics, number tecipa-277, Jan.
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007, "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers, Vancouver School of Economics, number marmer-07-11-22-02-26-44, Nov, revised 18 Feb 2011.
• Jun Ma & Charles Nelson & Richard Startz, 2007, "Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified," Working Papers, University of Washington, Department of Economics, number UWEC-2006-14-P, Mar, revised Mar 2007.
• Luis Nava Puente & Surendra P. Sinha, 2007, "Agreement measure in two faculty classifications," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 24, pages 113-127, july-dece.
• Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.