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

2007

• 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.
• Judith A. Clarke, 2007, "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers, Department of Economics, University of Victoria, number 0701, Apr.
• Qian Chen & David E. Giles, 2007, "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers, Department of Economics, University of Victoria, number 0702, May.
• Anna Tykhonenko, 2007, "La persistance des ecarts de richesse au sein de l’europe elargie: l’apport de l’econometrie des panels heterogenes non-stationnaires," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 54, issue 1, pages 69-86.
• Vincenzo Atella & Noemi Pace & Daniela Vuri, 2007, "Wages and Weight in Europe: Evidence using Quantile Regression Model," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp23_07, Sep.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 784.
• Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol, 2007, "A note on the coefficient of determination in regression models with infinite-variance variables," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,10.
• Günnel, Stefan & Tödter, Karl-Heinz, 2007, "Does Benford's law hold in economic research and forecasting?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,32.
• Herwartz, Helmut & Xu, Fang, 2007, "A new approach to bootstrap inference in functional coefficient models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-15.
• Herwartz, Helmut & Neumann, Michael H., 2007, "A robust bootstrap approach to the Hausman test in stationary panel data models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-29.
• Naujoks, Petra, 2007, "Die Qualität von Berufsakademien aus Unternehmenssicht - eine empirische Untersuchung," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 44353.
• Arnold, Matthias & Weißbach, Rafael, 2007, "Testing large-dimensional correlation," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2007,15.
• Malyutov, Mikhail B. & Wickramasinghe, Chammi Irosha & Li, Sufeng, 2007, "Conditional complexity of compression for authorship attribution," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-057.
• Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich, 2007, "Dependence of stock returns in bull and bear markets," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 9/07.
• Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
• Mark Podolskij & Daniel Ziggel, 2007, "A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-26, Sep.
• Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007, "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Annals of Economics and Statistics, GENES, issue 87-88, pages 11-38.
• Yelou, Clement & Larue, Bruno & Tran, Kien C., 2007, "Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9769, DOI: 10.22004/ag.econ.9769.
• Maynard, Alex & Shimotsu, Katsumi, 2007, "Covariance-based orthogonality tests for regressors with unknown persistence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273598, Feb, DOI: 10.22004/ag.econ.273598.
• MacKinnon, James, 2007, "Bootstrap Hypothesis Testing," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273603, Jun, DOI: 10.22004/ag.econ.273603.
• Luca FANELLI & Giulio PALOMBA, 2007, "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 298, Sep.
• Agostinho S. Rosa, 2007, "Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 8, issue 2, pages 369-397.
• Tomas del Barrio Castro, 2007, "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 170.
• Chiquiar Daniel & Noriega Antonio E. & Ramos Francia Manuel, 2007, "A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers, Banco de México, number 2007-01, Jan.
• Capistrán Carlos, 2007, "Optimality Tests for Multi-Horizon Forecasts," Working Papers, Banco de México, number 2007-14, Dec.
• Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 21-32, January.
• Baillie, Richard T. & Kapetanios, George, 2007, "Testing for Neglected Nonlinearity in Long-Memory Models," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 447-461, October.
• David Afshartous & Michael Wolf, 2007, "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 170, issue 4, pages 1035-1059, October, DOI: 10.1111/j.1467-985X.2007.00494.x.
• Joakim Westerlund & David L. Edgerton, 2007, "New Improved Tests for Cointegration with Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 2, pages 188-224, March, DOI: 10.1111/j.1467-9892.2006.00504.x.
• Tomas del Barrio Castro, 2007, "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 6, pages 910-922, November, DOI: 10.1111/j.1467-9892.2007.00539.x.
• Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007, "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 3, pages 439-444, June, DOI: 10.1111/j.1468-0084.2007.00481.x.
• Joakim Westerlund, 2007, "Testing for Error Correction in Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 6, pages 709-748, December, DOI: 10.1111/j.1468-0084.2007.00477.x.
• Ben Jann, 2007, "MGOF: Stata module to perform goodness-of-fit tests for multinomial data," Statistical Software Components, Boston College Department of Economics, number S456854, revised 18 Jan 2021.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 667, May, revised 05 Sep 2007.
• Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron, 2007, "GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-019, Sep.
• Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire, 2007, "On the Statistical Validation of Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 3-28.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0708.
• Lorenzo Trapani & Giovanni Urga, 2007, "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0711.
• Maurice J.G. Bun & Frank Windmeijer, 2007, "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/595, Mar.
• Taoufik Bouraoui, 2007, "The Impact of Stock Spam on Volumes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 4, pages 411-425.
• Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0657, Mar.
• Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0701, Mar.
• Hsiao, C. & Pesaran, M.H. & Pick, A., 2007, "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0716, Apr.
• Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0775, Dec.
• Carlos Santos & Maria Alberta Oliveira, 2007, "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 10, Jun.
• Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
• Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007, "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/2, Jan, revised Apr 2008.
• Komunjer, Ivana & Echenique, Federico, 2007, "A Test For Monotone Comparative Statics," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt76d4p2kb, Oct.
• Ilze Kalnina & Oliver Linton, 2007, "Inference about Realized Volatility using Infill Subsampling," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 523, Sep.
• Tilmann Rave & Ursula Triebswetter, 2007, "Assessment of different approaches to implementation of the IPPC Directive and their impacts on competitiveness : some evidence from the steel and glass industry ; study on behalf of the European Commission, DG Environment," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 35, October.
• Pierre Bajgrowicz & Olivier Scaillet, 2008, "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-05, May, revised Jul 2009.
• Echenique, Federico & Komunjer, Ivana, 2007, "A test for monotone comparative statics," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1278, Sep.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers, CEMFI, number wp2007_0713.
• María Isabel Restrepo & Diana Constanza Restrepo, 2007, "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
• Merlo, Antonio & Degan, Arianna, 2007, "Do Voters Vote Sincerely?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6165, Mar.
• van der Ploeg, Frederick & Poelhekke, Steven, 2007, "Volatility, Financial Development and the Natural Resource Curse," CEPR Discussion Papers, Centre for Economic Policy Research, number 6513, Oct.
• Pascal Lavergne & Valentin Patilea, 2007, "One for All and All for One : Regression Checks with Many Regressors"," Working Papers, Center for Research in Economics and Statistics, number 2007-12.
• Eric Dickson & Catherine Hafer & Dimitri Landa, 2007, "Cognition and Strategy: A Deliberation Experiment," Working Papers, New York University, Center for Experimental Social Science, number 0016, Nov.
• Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2007, "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070625, Jun.
• Olmo, J., 2007, "An asset pricing model for mean-variance-downside-risk averse investors," Working Papers, Department of Economics, City St George's, University of London, number 07/01.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Olmo, J. & Pilbeam, K., 2007, "A resolution of the forward discount puzzle," Working Papers, Department of Economics, City St George's, University of London, number 07/10.
• Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
• Li, Fuchun, 2007, "Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 221-250, April.
• Andrews, Donald W.K. & Soares, Gustavo, 2007, "Rank Tests For Instrumental Variables Regression With Weak Instruments," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1033-1082, December.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007, "On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1217-1232, December.
• Cicchetti, Domenic V., 2007, "Assessing the Reliability of Blind Wine Tasting: Differentiating Levels of Clinical and Statistical Meaningfulness," Journal of Wine Economics, Cambridge University Press, volume 2, issue 2, pages 196-202, October.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605R, Mar, revised Jul 2007.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1606, Mar.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1608, May.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1620, Jul.
• Donald W.K. Andrews & Gustavo Soares, 2007, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1631, Oct.
• Alfredo A. Romero, 2007, "A Note on the Use of R-squared in Model Selection," Working Papers, Economics Department, William & Mary, number 62, Oct.
• Krüger, Jens & Chlaß, Nadine, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34399.
• Burton A. Abrams & Siyan Wang, 2007, "Government Outlays, Economic Growth and Unemployment: A VAR Model," Working Papers, University of Delaware, Department of Economics, number 07-13, Jul.
• SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007, "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank, 2007, "Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 69-78.
• Faheem Jehangir Khan & Yaser Javed, 2007, "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22203, Jan.
• Chevillon, Guillaume, 2007, "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07021, Aug.
• Jan R. Magnus & Andrey L. Vasnev, 2007, "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 166-192, March.
• Russell Davidson & James G. MacKinnon, 2007, "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, volume 10, issue 3, pages 541-553, November.
• Racine, Jeffrey S. & MacKinnon, James G., 2007, "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5949-5957, August.
• Davidson, Russell & MacKinnon, James G., 2007, "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3259-3281, April.
• Perez-Alonso, Alicia, 2007, "A bootstrap approach to test the conditional symmetry in time series models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3484-3504, April.
• Muller-Furstenberger, Georg & Wagner, Martin, 2007, "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, volume 62, issue 3-4, pages 648-660, May.
• Carmignani, Fabrizio, 2007, "A note on income converge effects in regional integration agreements," Economics Letters, Elsevier, volume 94, issue 3, pages 361-366, March.