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

2006

• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006, "An Asymptotic Analysis of Nearly Unstable inar (1) Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-44.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2006, "Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-81.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006, "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-45.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-79.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Tests for Independence in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0c6f2c43-aa7d-45c1-9d43-7.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2006, "Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7c1c3728-77f6-4ba2-9753-5.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006, "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 95ec06ea-005b-4c08-a2e6-f.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number a2f56bed-a5de-445c-bf6b-9.
• Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B., 2006, "EU Merger Remedies: A Preliminary Empirical Assessment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 81, Jan.
• Thanasis Stengos & Ximing Wu, 2006, "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2006, Mar.
• Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/2143.
• Juan Carlos Escanciano, 2006, "Joint Diagnostic Tests for Conditional Mean and Variance Specifications," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/06, Feb.
• Luis Alberiko Gil-Alana & Antonio Moreno, 2006, "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/06, Feb.
• Juan Carlos Escanciano & Carlos Velasco, 2006, "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/06, May.
• Javier Hualde & Carlos Velasco, 2006, "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/06, Jun.
• Rafael Torres, 2006, "Possibilities and Limits: Testing in the Fiscal Military State in the Anglo-Spanish War of 1779-1783," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/06, Jun.
• Westerlund, J., 2006, "Testing for error correction in panel data," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 056, Jan, DOI: 10.26481/umamet.2006056.
• He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P., 2006, "Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-12, Jan.
• Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006, "Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-02.
• Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006, "Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-06.
• Harvie, Charles & Pahlavani, Mosayeb, 2006, "Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-09.
• Harvie, Charles & Pahlavani, Mosayeb, 2006, "Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-17.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20064.
• Silvestro Di Sanzo, 2006, "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_21.
• David E. A. Giles, 2006, "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 0603, Aug.
• Ocean Fan Lu & David E. A. Giles, 2006, "Benford's Law and Psychological Barriers in Certain eBay Auctions," Econometrics Working Papers, Department of Economics, University of Victoria, number 0606, Sep.
• David E. A. Giles, 2006, "The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0607, Nov.
• Lopez, Humberto & Serven, Luis, 2006, "A normal relationship ? Poverty, growth, and inequality," Policy Research Working Paper Series, The World Bank, number 3814, Jan.
• Manolis Syllignakis & Georgios Kouretas, 2006, "Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp832, Jul.
• P. Siklos, W. Enders & B. Falk, 2006, "A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0052, revised 2006.
• Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2006, "On the distributional effects of income in an aggregate consumption relation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 4, pages 1221-1243, November, DOI: 10.1111/j.1540-5982.2006.00388.x.
• Fabio Busetti, 2006, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 419-438, May, DOI: 10.1002/jae.852.
• Elena Pesavento & Barbara Rossi, 2006, "Small‐sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1135-1155, December, DOI: 10.1002/jae.894.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006, "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 758.
• Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2006, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 771.
• Clements, Michael P & Harvey, David I, 2006, "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 774.
• Steven Cook, 2006, "Are Stock Prices And Economic Activity Cointegrated? Evidence From The Us, 1950–2005," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-10, DOI: 10.1142/S2010495206500035.
• Bask, Mikael & Liu, Tung & Widerberg, Anna, 2006, "The stability of electricity prices: estimation and inference of the Lyapunov exponents," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2006.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2006, "Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 12/2006.
• Herwartz, Helmut & Xu, Fang, 2006, "Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-07.
• Vance, Colin, 2006, "Marginal Effects and Significance Testing with Heckman's Sample Selection Model: A Methodological Note," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 39.
• Caporale, Guglielmo Maria & Hanck, Christoph, 2006, "Are PPP Tests Erratically Behaved? Some Panel Evidence," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,43.
• Hanck, Christoph, 2006, "For Which Countries did PPP hold? A Multiple Testing Approach," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,47.
• Trenkler, Carsten, 2006, "Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-012.
• Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander, 2006, "Country Default Probabilities: Assessing and Backtesting," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 12/06.
• Müller, Bettina, 2006, "Human capital and successful academic spin-off," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-081.
• Niels Haldrup & Andreu Sansó, 2006, "A Note on the Vogelsang Test for Additive Outliers," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-01, Jan.
• Peter Sandholt Jensen & Allan H. Würtz, 2006, "On determining the importance of a regressor with small and undersized samples," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-08, Jul.
• Stanislav Anatolyev, 2006, "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers, New Economic School (NES), number w0071, Aug.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, New Economic School (NES), number w0075, Dec.
• Olivier Roodenburg & Ard H.J. den Reijer, 2006, "Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 4, pages 337-356.
• William C. Horrace, 2006, "Selection Procedures for Economics," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 4, pages 357-374.
• Galeotti, Marzio & Manera, Matteo & Lanza, Alessandro, 2006, "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Climate Change Modelling and Policy Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12045, DOI: 10.22004/ag.econ.12045.
• Langyintuo, Augustine S. & Mungoma, Catherine, 2006, "The Effect of Household Wealth on Input Market Participation in Southern Africa," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25630, DOI: 10.22004/ag.econ.25630.
• Bonnet, Céline & Dubois, Pierre & Simioni, Michel, 2006, "Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25685, DOI: 10.22004/ag.econ.25685.
• MacKinnon, James, 2006, "Applications of the Fast Double Bootstrap," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273459, Feb, DOI: 10.22004/ag.econ.273459.
• Davidson, Russell & MacKinnon, James, 2006, "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273460, Feb, DOI: 10.22004/ag.econ.273460.
• MacKinnon, James, 2006, "Bootstrap Methods in Econometrics," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273466, Feb, DOI: 10.22004/ag.econ.273466.
• Davidson, Russell & MacKinnon, James, 2006, "Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273514, Mar, DOI: 10.22004/ag.econ.273514.
• Racine, Jeff & MacKinnon, James, 2006, "Inference via Kernel Smoothing of Bootstrap P Values," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273530, Mar, DOI: 10.22004/ag.econ.273530.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273539, Feb, DOI: 10.22004/ag.econ.273539.
• Veeman, Michele M. & Li, Yu, 2006, "Canadian Consumers' Preferences for Food Safety and Agricultural Environment Safety," Consumer and Market Demand Network Papers, University of Alberta, Department of Resource Economics and Environmental Sociology, number 91557, Feb, DOI: 10.22004/ag.econ.91557.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, , "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269651, DOI: 10.22004/ag.econ.269651.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, , "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269741, DOI: 10.22004/ag.econ.269741.
• Clements, Michael P. & Harvey, David I., , "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269744, DOI: 10.22004/ag.econ.269744.
• Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers, Yale University, Economic Growth Center, number 28395, DOI: 10.22004/ag.econ.28395.
• Diks, C.G.H. & Panchenko, V., 2006, "Rank-based entropy tests for serial independence," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-14.
• Ana Paula M. Avellar & Patrick Franco Alves, 2006, "Avaliação De Impacto De Programas De Incentivos Fiscais À Inovação – Um Estudo Sobre Os Efeitos Do Pdti No Brasil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 101.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006, "Bootstrapping pairs in Distance-Based Regression," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 154.
• Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006, "Testing for multicointegration in panel data with common factors," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 160.
• Jean-Marie Dufour & David Tessier, 2006, "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers, Bank of Canada, number 06-39, DOI: 10.34989/swp-2006-39.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006, "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers, Bank of Canada, number 06-4, DOI: 10.34989/swp-2006-4.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006, "Spurious Regression and Econometric Trends," Working Papers, Banco de México, number 2006-05, Apr.
• Ysusi Carla, 2006, "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers, Banco de México, number 2006-10, Sep.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006, "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers, Banco de México, number 2006-12, Dec.
• Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006, "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano, number unimi-1027, May.
• Escanciano, J. Carlos, 2006, "Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 531-541, June.
• Olivier de Bandt & Catherine Bruno & Alexis Flageollet, 2006, "Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area," Working papers, Banque de France, number 145.
• JAMES G. MacKINNON, 2006, "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, volume 82, issue s1, pages 2-18, September, DOI: 10.1111/j.1475-4932.2006.00328.x.
• Taku Yamamoto & Eiji Kurozumi, 2006, "Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 5, pages 703-723, September, DOI: 10.1111/j.1467-9892.2006.00484.x.
• Joakim Westerlund, 2006, "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 1, pages 101-132, February, DOI: 10.1111/j.1468-0084.2006.00154.x.
• Josep Lluís Carrion‐i‐Silvestre & Andreu Sansó, 2006, "Testing the Null of Cointegration with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 5, pages 623-646, October, DOI: 10.1111/j.1468-0084.2006.00180.x.
• Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2006, "Testing for Multicointegration in Panel Data with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 721-739, December, DOI: 10.1111/j.1468-0084.2006.00453.x.
• Andrés González & Timo Teräsvirta, 2006, "Simulation‐based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 797-812, December, DOI: 10.1111/j.1468-0084.2006.00457.x.
• Laura Mayoral, 2006, "Further Evidence on the Statistical Properties of Real GNP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 901-920, December, DOI: 10.1111/j.1468-0084.2006.00462.x.
• Rigoberto A. Lopez & Xenia Matschke, 2006, "Food Protection for Sale," Review of International Economics, Wiley Blackwell, volume 14, issue 3, pages 380-391, August, DOI: 10.1111/j.1467-9396.2006.00630.x.
• Ai Deng Author-X-Name-First: Ai, 2006, "Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-027, May.
• Frank Windmeijer, 2006, "GMM for panel count data models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/591, Oct.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-18, Sep.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Are PPP Tests Erratically Behaved? Some Panel Evidence," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-22, Oct.
• Tung Liu & Courtenay Cliff Stone, 2006, "Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy," Working Papers, Ball State University, Department of Economics, number 200601, Mar, revised May 2007.
• Mikael Bask & Tung Liu & Anna Widerberg, 2006, "The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent," Working Papers, Ball State University, Department of Economics, number 200603, Apr, revised Apr 2006.
• Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006, "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0641, May.
• Pesaran, M.H. & Timmermann, A., 2006, "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0648, Jul.
• Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006, "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0651, Aug.
• Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006, "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers, University of California, Davis, Department of Economics, number 128, Jul.
• Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006, "Macroeconomic Instability in the European Monetary System?," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2006/06.
• Ilze Kalnina & Oliver Linton, 2006, "Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 509, Oct.
• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series, CESifo, number 1811.
• Stanislav Anatolyev, 2006, "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers, Center for Economic and Financial Research (CEFIR), number w0071, Aug.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, Center for Economic and Financial Research (CEFIR), number w0075, Dec.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006, "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 382, Dec.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
• Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
• Maurice Doyon & Lota Tamini & Virginie Simard & Kent Messer & Harry M. Kaiser, 2006, "L'économie expérimentale pour l'analyse de modifications au système centralisé de vente du quota laitier au Québec," CIRANO Working Papers, CIRANO, number 2006s-23, Nov.
• Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2006, "On the distributional effects of income in an aggregate consumption relation," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 4, pages 1221-1243, November.
• Joon Y. Park & Mototsugu Shintani, 2006, "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography, UCLA Department of Economics, number 321307000000000316, Sep.
• Luis Fernando Gamboa & José Alberto Guerra, 2006, "Una evaluación estática y dinámica de los cambios en calidad de vida en Colombia durante 1997-2003," Revista de Economía del Rosario, Universidad del Rosario.
• María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2006, "¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006, "Selecting Copulas for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5652, Apr.
• van der Ploeg, Frederick, 2006, "Challenges and Opportunities for Resource Rich Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5688, May.
• Dubois, Pierre & Bonnet, Céline & Simioni, Michel, 2006, "Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6016, Dec.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2006, "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach," Working Papers, University of Crete, Department of Economics, number 0717, Oct.
• Olmo, J., 2006, "A new family of estimators for the extremal index," Working Papers, Department of Economics, City St George's, University of London, number 06/01.
• Robert D. Coleman, 2006, "Asset Pricing Simultaneities: Phases and Patterns," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 49-76, May.
• Salah A. Nusair, 2006, "Real Interest Rate Parity: Evidence from Industrialized Countries," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 425-457, November.
• Whang, Yoon-Jae, 2006, "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 173-205, April.
• Chen, Willa W. & Deo, Rohit S., 2006, "The Variance Ratio Statistic At Large Horizons," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 206-234, April.
• Baltagi, Badi H., 2006, "Random Effects And Spatial Autocorrelation With Equal Weights," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 973-984, October.
• Escanciano, J. Carlos, 2006, "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, volume 22, issue 6, pages 1030-1051, December.
• Quandt, Richard E., 2006, "Measurement and Inference in Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 1, issue 1, pages 7-30, April.
• Donald W.K. Andrews & Gustavo Soares, 2006, "Rank Tests for Instrumental Variables Regression with Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1564, Mar.
• Afef Boughanmi & Bruno Deffains, 2006, "Droit, gouvernance d’entreprise et structure du système financier:une analyse économétrique du cas français (1980-2004)," Revue Finance Contrôle Stratégie, revues.org, volume 9, issue 4, pages 33-66, December.
• Stanley, T. D. & Doucouliagos, Hristos, 2006, "Publication bias in minimum-wage research? Card and Krueger redux," Working Papers, Deakin University, Department of Economics, number eco_2006_16, Jan.
• Stanley, T. D., 2006, "Meta-regression methods for detecting and estimating empirical effects in the presence of publication selection," Working Papers, Deakin University, Department of Economics, number eco_2006_20, Jan.
• Jayanthakumaran, K. & Pahlavani, M., 2006, "Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Kyoo il Kim, 2006, "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22451, Jan.
• Busetti, Fabio & Forni, Lorenzo & Harvey, Andrew & Venditti, Fabrizio, 2006, "Inflation convergence and divergence within the European Monetary Union," Working Paper Series, European Central Bank, number 574, Jan.
• Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís, 2006, "Cointegration in panel data with breaks and cross-section dependence," Working Paper Series, European Central Bank, number 591, Feb.
• Choi, Hwan-sik & Kiefer, Nicholas M., 2006, "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers, Cornell University, Center for Analytic Economics, number 06-09, Sep.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers, Cornell University, Center for Analytic Economics, number 06-10, Sep.
• Michael Jansson & Marcelo J. Moreira, 2006, "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, volume 74, issue 3, pages 681-714, May.
• Raffaella Giacomini & Halbert White, 2006, "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, volume 74, issue 6, pages 1545-1578, November.
• Yongcheol Shin & Andy Snell, 2006, "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, volume 9, issue 1, pages 123-158, March.
• George Kapetanios & Yongcheol Shin, 2006, "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, volume 9, issue 2, pages 252-278, July.
• Kapetanios, George, 2006, "Choosing the optimal set of instruments from large instrument sets," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 2, pages 612-620, November.
• Escanciano, J. Carlos & Velasco, Carlos, 2006, "Testing the martingale difference hypothesis using integrated regression functions," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 4, pages 2278-2294, December.
• Kapetanios, George, 2006, "Cluster analysis of panel data sets using non-standard optimisation of information criteria," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 8, pages 1389-1408, August.
• Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006, "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1707-1727.
• Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
• Sibbertsen, Philipp & Kramer, Walter, 2006, "The power of the KPSS-test for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 91, issue 3, pages 321-324, June.
• Rodrigues, Paulo M.M., 2006, "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, volume 91, issue 3, pages 413-419, June.
• Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, volume 130, issue 1, pages 123-142, January.
• Corradi, Valentina & Swanson, Norman R., 2006, "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 195-229, May.
• Harding, Don & Pagan, Adrian, 2006, "Synchronization of cycles," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 59-79, May.
• Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006, "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 337-362, June.
• Kleibergen, Frank & Paap, Richard, 2006, "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 97-126, July.
• Davidson, Russell & MacKinnon, James G., 2006, "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 421-441, August.
• Dufour, Jean-Marie, 2006, "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 443-477, August.
• Inoue, Atsushi & Shintani, Mototsugu, 2006, "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 531-555, August.
• Hong, H. & Scaillet, O., 2006, "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 557-578, August.
• Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006, "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 673-702, August.
• Corradi, Valentina & Swanson, Norman R., 2006, "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 779-806, August.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2006, "Modified tests for a change in persistence," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 441-469, October.
• Hsiao, Cheng & Wang, Siyan, 2006, "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 427-463.
• Gravelle, Toni & Kichian, Maral & Morley, James, 2006, "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, volume 68, issue 2, pages 409-423, March.
• Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006, "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, volume 51, issue 3, pages 354-370, May.
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALM test for normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-01, revised .
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-02, revised .
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the LMZ test for Zipf's law," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-03, revised .
• Rajagopal, 2006, "Consumer Response to Seasonal Clearance Sales: Experimental Analysis of Consumer Personality Traits in Self Service Stores," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-03-MKT, Aug.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers, Economic Growth Center, Yale University, number 946, Oct.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2006, "Are there Monday effects in stock returns: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24520, Sep.
• Kalnina, Ilze & Linton, Oliver, 2006, "Estimating quadratic variation consistently in the presence of correlated measurement error," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4413, Oct.
• Rotger, G.P. & Franses, Ph.H.B.F., 2006, "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-38, Sep.
• Jorge H. del Castillo-Spíndola, 2006, "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 21, issue 2, pages 275-297.
• Thomas Brenner, 2006, "The Regional Industry-size Distribution - An Analysis of all Types of Industries in Germany," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2005-16, Mar.
• T. Brenner, 2006, "A Stochastic Theory of Geographic Concentration and the Empirical Evidence in Germany," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2005-23, Sep.
• Karl H. Schlag, 2006, "Designing Non-Parametric Estimates and Tests for Means," Economics Working Papers, European University Institute, number ECO2006/26.
• Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006, "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers, European University Institute, number ECO2006/5.
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• Robert W. Rich & Joseph Tracy, 2006, "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports, Federal Reserve Bank of New York, number 253, Jul.
• Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006, "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers, Financial Markets Group, number dp568, Sep.
• Gauri Khanna, 2006, "Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2006, Oct.
• Joseph P. Byrne & Roger Perman, 2006, "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers, Business School - Economics, University of Glasgow, number 2006_10, Oct.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006, "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200701, Sep, revised Jan 2007.
• Thanasis Stengos & Ximing Wu, 2006, "Information-Theoretic Distribution Test with Application to Normality," Working Papers, University of Guelph, Department of Economics and Finance, number 0604.
• Nicolas Million, 2006, "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119051, Oct.
• Russell Davidson & James Mackinnon, 2006, "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers, HAL, number halshs-00439247.
• Carlsson, Fredrik & Johansson-Stenman, Olof, 2006, "Should We Trust Hypothetical Referenda? Test and Identification Problems," Working Papers in Economics, University of Gothenburg, Department of Economics, number 189, Jan, revised 24 Jan 2006.
• Westerlund, Joakim & Edgerton , David, 2006, "New Improved Tests for Cointegration with Structural Breaks," Working Papers, Lund University, Department of Economics, number 2006:3, Jan.
• Westerlund, Joakim & Edgerton, David, 2006, "Simple Tests for Cointegration in Dependent Panels with Structural Breaks," Working Papers, Lund University, Department of Economics, number 2006:13, May, revised 28 Jan 2007.
• Westerlund, Joakim & Costantini, Mauro, 2006, "Panel Cointegration and the Neutrality of Money," Working Papers, Lund University, Department of Economics, number 2006:18, Aug.
• Jönsson, Kristian, 2006, "Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated," Working Papers, Lund University, Department of Economics, number 2006:20, Oct, revised 09 Nov 2009.
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