Research classified by Journal of Economic Literature (JEL) codes

---

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

2007

• 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, March.
• 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, February.
• 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.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, volume 97, issue 2, pages 179-184, November.
• Corradi, Valentina & Swanson, Norman R., 2007, "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 699-723, February.
• Chung, Heetaik & Park, Joon Y., 2007, "Nonstationary nonlinear heteroskedasticity in regression," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 230-259, March.
• Blake, Andrew P. & Kapetanios, George, 2007, "Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 472-488, April.
• Smith, Richard J., 2007, "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, volume 138, issue 2, pages 430-460, June.
• Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007, "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 802-826, October.
• Seo, Myung Hwan & Linton, Oliver, 2007, "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 704-735, December.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2007, "Are there Monday effects in stock returns: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 736-755, December.
• Kiefer, Nicholas M. & Larson, C. Erik, 2007, "A simulation estimator for testing the time homogeneity of credit rating transitions," Journal of Empirical Finance, Elsevier, volume 14, issue 5, pages 818-835, December.
• Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007, "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2405-2423, August.
• Uchida, Hirofumi & Nakagawa, Ryuichi, 2007, "Herd behavior in the Japanese loan market: Evidence from bank panel data," Journal of Financial Intermediation, Elsevier, volume 16, issue 4, pages 555-583, October.
• Scaillet, Olivier, 2007, "Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters," Journal of Multivariate Analysis, Elsevier, volume 98, issue 3, pages 533-543, March.
• Cherchye, Laurens & Van Puyenbroeck, Tom, 2007, "Profit efficiency analysis under limited information with an application to German farm types," Omega, Elsevier, volume 35, issue 3, pages 335-349, June.
• Bask, Mikael & Liu, Tung & Widerberg, Anna, 2007, "The stability of electricity prices: Estimation and inference of the Lyapunov exponents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 565-572, DOI: 10.1016/j.physa.2006.10.016.
• Ferda Halicioglu, 2007, "A Multivariate Causality Analysis of Export and Growth for Turkey," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2007_05, Oct.
• Kalnina, Ilze & Linton, Oliver, 2007, "Inference about realized volatility using infill subsampling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4411, Sep.
• Bryan Andrew Kenyon Johnson, 2007, "Políticas nacionais de taxa de câmbio e crise da dívida internacional," Brazilian Journal of Political Economy, FGV EAESP, volume 27, issue 1, pages 60-81, March.
• Noriega, Antonio & Fontenla, Matías, 2007, "La infraestructura y el crecimiento económico en México," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 885-900, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007, "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 901-927, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.

2006

• 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.