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

• 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.

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.