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

• 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.
• Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006, "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers, Fondazione Eni Enrico Mattei, number 2006.22, Feb.
• 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.
• Jönsson, Kristian, 2006, "Finite-Sample Stability of the KPSS Test," Working Papers, Lund University, Department of Economics, number 2006:23, Dec.
• Chen, Jing & Chollete, Lorán, 2006, "Financial Distress and Idiosyncratic Volatility: An Empirical Investigation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/8, Aug.
• Simonsen, Ola, 2006, "The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 688, Aug.
• Simonsen, Ola, 2006, "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies, Umeå University, Department of Economics, number 689, Aug.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-14, Nov.
• Hiroaki Chigira & Taku Yamamoto, 2006, "Cointegration, Integration, and Long-Term Forcasting," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-148, Mar.
• Hiroaki Chigira & Taku Yamamoto, 2006, "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-169, Jun.
• Hiroaki Chigira & Taku Yamamoto, 2006, "A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-177, Jul.
• Eiji Kurozumi & Yoichi Arai, 2006, "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-190, Nov.
• Tong Li, 2006, "Simulation based selection of competing structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/06, Aug.
• Frank Windmeijer, 2006, "GMM for panel count data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/06, Oct.
• Adam Rosen, 2006, "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/06, Dec.
• Müller-Fürstenberger, Georg & Wagner, Martin, 2006, "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series, Institute for Advanced Studies, number 183, Jan.
• Wagner, Martin, 2006, "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series, Institute for Advanced Studies, number 197, Nov.
• William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding, 2006, "Ranking Inequality: Applications of Multivariate Subset Selection," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 21.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing for Restricted Stochastic Dominance," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 36.
• Alicia Pérez Alonso, 2006, "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-18, Jul.
• Davidson, Russell & Duclos, Jean-Yves, 2006, "Testing for Restricted Stochastic Dominance," IZA Discussion Papers, IZA Network @ LISER, number 2047, Mar.
• Pesaran, M. Hashem & Timmermann, Allan, 2006, "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers, IZA Network @ LISER, number 2196, Jul.
• Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006, "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers, IZA Network @ LISER, number 2243, Aug.
• Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2006, "Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology," IZA Discussion Papers, IZA Network @ LISER, number 2319, Sep.
• 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, DOI: 10.1002/jae.852.
• James G. MacKinnon & Russell Davidson, 2006, "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 827-833, DOI: 10.1002/jae.873.
• Barbara Rossi & Elena Pesavento, 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, DOI: 10.1002/jae.894.
• Shyh-Wei Chen & Chun-Wei Chen, 2006, "Testing for Nonlinear Granger Causality in the Price-Volume Relations of Taiwan's Stock and Foreign Exchange Markets," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 1, pages 21-51, January.
• Christos Karpetis & Erotokritos Varelas & Spyros Zikos, 2006, "Unit Root Investigation of Greek Real Money Supply and GDP," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 4, pages 449-460, November, DOI: 10.1007/s11294-006-9039-x.
• Atsuyuki Okabe & Toshiaki Satoh, 2006, "Uniform network transformation for points pattern analysis on a non-uniform network," Journal of Geographical Systems, Springer, volume 8, issue 1, pages 25-37, March, DOI: 10.1007/s10109-005-0009-2.
• Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006, "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, volume 25, issue 3, pages 201-212, June, DOI: 10.1007/s11123-006-7639-3.
• Aristeidis Samitas & Dimitris Kenourgios & Nick Konstantopoulos, 2006, "The Small Business Capital Market Behavior in Athens Stock Exchange," Small Business Economics, Springer, volume 27, issue 4, pages 409-417, December, DOI: 10.1007/s11187-005-5254-8.
• Eungwon Nho, 2006, "Statistical Test of the Regional Income Inequality in Korea," Korean Economic Review, Korean Economic Association, volume 22, pages 341-365.
• Jochen Hartwig, 2006, "What Drives Health Care Expenditure? Baumol's Model of "Unbalanced Growth" Revisited," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-133, Mar, DOI: 10.3929/ethz-a-005187505.
• Tóth, József & Popovics, Péter András, 2006, "Az ártranszmisszió és az árak aszimmetrikus alakulása Magyarország tejvertikumában
  [Price transmission and asymmetric price development in the vertical structure]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 349-364.
• Jean-Yves Duclos & Russell Davidson, 2006, "Testing for Restricted Stochastic Dominance," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 430, Mar.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing for Restricted Stochastic Dominance," Cahiers de recherche, CIRPEE, number 0609.
• Abdelkrim Araar & Jean-Yves Duclos, 2006, "DAD: a Software for Poverty and Distributive Analysis," Working Papers PMMA, PEP-PMMA, number 2006-10.
• Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier, 2006, "Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 78, Mar.
• William C. Horrace & Beyza P. Ural & Jin Hwa Jung, 2006, "Inter-Industry Gender Wage Gaps by Knowledge Intensity: Discrimination and Technology in Korea," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 79, Mar.
• Badi H. Baltagi, 2006, "Random effects and Spatial Autocorrelations with Equal Weights," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 89, Dec.
• Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006, "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1620106.pdf.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing For Restricted Stochastic Dominance," Departmental Working Papers, McGill University, Department of Economics, number 2006-20, Sep.
• Russell Davidson & James MacKinnon, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers, McGill University, Department of Economics, number 2006-21, Sep.
• Russell Davidson & James MacKinnon, 2006, "Moments Of Iv And Jive Estimators," Departmental Working Papers, McGill University, Department of Economics, number 2006-22, Sep.
• Robert Dixon & William Griffiths, 2006, "Survival on the Titantic: Illustrating Wald and LM Tests for Proportions and Logits," Department of Economics - Working Papers Series, The University of Melbourne, number 964.
• Nicolas Million, 2006, "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v06067, Oct.
• Giovanni Forchini, 2006, "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/06, Nov.
• Azhong Ye & Rob J Hyndman & Zinai Li, 2006, "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/06, May.
• Qin Xiao & Randolph Gee Kwang Tan, 2006, "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0601, Jan.
• Qin Xiao & Randolph Gee Kwang Tan, 2006, "Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0602, Feb.
• M. Collin, 2006, "Inflation persistence in Belgium," Economic Review, National Bank of Belgium, issue ii, pages 23-33, September.
• Jan De Wit, 2006, "Exploring the CDS-Bond Basis," Working Paper Research, National Bank of Belgium, number 104, Nov.
• James H. Stock & Mark W. Watson, 2006, "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0323, Jun.
• A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2006, "Robust Inference with Multi-way Clustering," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0327, Sep.
• Wayne E. Ferson & Andrew F. Siegel, 2006, "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12098, Mar.
• Paula Veiga & Ronald P. Wilder, 2006, "Maternal smoking during pregnancy and birthweight - A propensity score matching approach," NIMA Working Papers, Núcleo de Investigação em Microeconomia Aplicada (NIMA), Universidade do Minho, number 32, Jan.
• Micu Marian, 2006, "Nelinearităţi în convergenţa reală," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2006, "Downside Risk," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1191-1239.
• Thomas Norman, 2006, "Learning to Forgive," Economics Series Working Papers, University of Oxford, Department of Economics, number 296, Dec.
• Arianna Degan & Antonio Merlo, 2006, "Do Voters Vote Sincerely?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-008, Mar.
• Arianna Degan & Antonio Merlo, 2006, "Do Voters Vote Sincerely? Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-006, Mar, revised 03 Jan 2007.
• Lorna E. Amrinto & Hector O. Zapata, 2006, "A semiparametric assessment of export-led growth in the Philippines," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 43, issue 2, pages 1-22, December.
• Haider, Adnan & Butt, M. Sabihuddin, 2006, "The Direction of Causality between Health Spending and GDP: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 23379, Aug, revised 05 Dec 2006.
• Martin, Daniel & Wiley, Donna & Legree, Peter, 2006, "Ethnocentrism and Internal Compensation Structuring: An Experimental Examination of Point Factor Job Evaluation," MPRA Paper, University Library of Munich, Germany, number 28683, Aug.
• Puah, Chin-Hong & Habibullah, Muzafar Shah & Lau, Evan & Abu Mansor, Shazali, 2006, "Testing long-run monetary neutrality in Malaysia: Revisiting divisia money," MPRA Paper, University Library of Munich, Germany, number 31750, Apr.
• Sowell, Fallaw, 2006, "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper, University Library of Munich, Germany, number 3356, Jul, revised May 2007.
• Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus, 2006, "Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?," MPRA Paper, University Library of Munich, Germany, number 3370, Oct.
• Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006, "Income convergence: fresh evidence from the Nordic countries," MPRA Paper, University Library of Munich, Germany, number 3637, revised Mar 2007.
• Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping, 2006, "Testing long-run neutrality of money: evidence from Malaysian stock market," MPRA Paper, University Library of Munich, Germany, number 37676.
• Barnett, William A. & Usui, Ikuyasu, 2006, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper, University Library of Munich, Germany, number 410, Oct.
• Shahateet, Mohammed, 2006, "How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys," MPRA Paper, University Library of Munich, Germany, number 57118.
• Ventosa-Santaularària, Daniel & Gómez, Manuel, 2006, "Inflation and Breaks: the validity of the Dickey-Fuller test," MPRA Paper, University Library of Munich, Germany, number 58773.
• Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj, 2006, "The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion," MPRA Paper, University Library of Munich, Germany, number 6090, May, revised 22 Nov 2007.
• Pötscher, Benedikt M., 2006, "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper, University Library of Munich, Germany, number 73, Mar, revised Jul 2006.
• Pesämaa, Ossi & Hair Jr, Joseph F, 2006, "More than friendship is required : an empirical test of cooperative firm strategies," MPRA Paper, University Library of Munich, Germany, number 8427, revised 2007.
• Jeong, Jinook, 2006, "Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models," MPRA Paper, University Library of Munich, Germany, number 9789, Apr, revised Mar 2007.
• Jeong, Jinook & Kang, Byunguk, 2006, "Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 9791, Dec, revised May 2008.
• James G. MacKinnon, 2006, "Applications Of The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1023, Feb.
• James G. MacKinnon & Russell Davidson, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1024, Feb.
• James G. MacKinnon, 2006, "Bootstrap Methods In Econometrics," Working Paper, Economics Department, Queen's University, number 1028, Feb.
• James G. MacKinnon & Russell Davidson, 2006, "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1044, Mar.
• James G. MacKinnon & Jeff Racine, 2006, "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper, Economics Department, Queen's University, number 1054, Mar.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper, Economics Department, Queen's University, number 1063, Feb.
• Katsumi Shimotsu, 2006, "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper, Economics Department, Queen's University, number 1101, Dec.
• Hugo Kruiniger, 2006, "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 560, Apr.
• George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006, "Panels with Nonstationary Multifactor Error Structures," Working Papers, Queen Mary University of London, School of Economics and Finance, number 569, Sep.
• Richard T. Baillie & George Kapetanios, 2006, "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 570, Sep.
• Hugo Kruiniger, 2006, "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 582, Dec.
• Stan Hurn & Ralf Becker, 2006, "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers, School of Economics and Finance, Queensland University of Technology, number 2006-02, Jun.
• Bonnet, C. & Dubois, P. & Simioni, M., 2006, "Two-part tariffs versus linear pricing between manufacturers and retailers : empirical tests on differentiated products markets," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200604.
• In-Koo Cho & Kenneth Kasa, 2006, "Learning and Model Validation," 2006 Meeting Papers, Society for Economic Dynamics, number 178.
• Apostolos Serletis & Jason Vaccaro, 2006, "Panel Data Evidence on the Demand for Money," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 4, pages 525-549.
• Walter Sosa Escudero & Anil K. Bera, 2006, "GMM Based Tests for Locally Misspecified Models," Working Papers, Universidad de San Andres, Departamento de Economia, number 93, Sep, revised Sep 2006.
• George Filis, 2006, "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 121-133, August, DOI: 10.1177/097265270600500201.
• Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato, 2006, "Spurious regression and econometric trends," Computing in Economics and Finance 2006, Society for Computational Economics, number 151, Jul.
• Arnab Kumar Laha, 2006, "Analysis of Regime Switching Behaviour of Indian Stock Markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 249, Jul.
• Pui Sun Tam & University of Macau, 2006, "Breaking trend panel unit root tests," Computing in Economics and Finance 2006, Society for Computational Economics, number 341, Jul.
• Valentyn Panchenko, 2006, "Evaluating the Predictive Abilities of Semiparametric Multivariate Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 382, Jul.
• Elena Andreou, 2006, "Monotonic Power in tests for structural change in the mean based on orthonormal series filtering," Computing in Economics and Finance 2006, Society for Computational Economics, number 394, Jul.
• Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan, 2006, "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006, Society for Computational Economics, number 63, Jul.
• Christian Francq & Jean-Michel Zakoïan, 2006, "Inference in GARCH when some coefficients are equal to zero," Computing in Economics and Finance 2006, Society for Computational Economics, number 64, Jul.
• Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
• Cheng Hsiao & Qi Li & Jeff Racine, 2006, "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.47, Apr.
• Chung-Ming Kuan & Yu-Wei Hsieh, 2006, "Improved HAC Covariance Matrix Estimation Based on Forecast Errors," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 06-A008, Sep.
• Wei-Ming Lee & Chung-Ming Kuan, 2006, "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 06-A009, Sep.
• Kyoo il Kim, 2006, "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Working Papers, Singapore Management University, School of Economics, number 20-2006, Sep.
• André Farber & Van Nam Nguyen & Quan-Hoang Vuong, 2006, "Policy impacts on Vietnam stock markets: a case of anomalies and disequilibria 2000-2006," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-005.RS, Apr.
• Wolf Krumbholz & Andreas Rohr, 2006, "The operating characteristic of double sampling plans by variables when the standard deviation is unknown," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 2, pages 233-251, June, DOI: 10.1007/s10182-006-0232-2.
• Christoph Rothe & Philipp Sibbertsen, 2006, "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 439-456, September, DOI: 10.1007/s10182-006-0244-y.
• Xavier Fairise & Patrick Fève, 2006, "Labor adjustment costs and complex eigenvalues," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 1, pages 95-110, September, DOI: 10.1007/s00199-005-0007-0.
• Olivier Bandt & Catherine Bruneau & Alexis Flageollet, 2006, "Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area," Springer Books, Springer, "Convergence or Divergence in Europe?", DOI: 10.1007/3-540-32611-1_7.
• Boriss Siliverstovs, 2006, "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, volume 38, issue 7, pages 819-833, DOI: 10.1080/00036840500398760.
• Jaroslava Hlouskova & Martin Wagner, 2006, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 1, pages 85-116, DOI: 10.1080/07474930500545504.
• Leopold Simar & Valentin Zelenyuk, 2006, "On Testing Equality of Distributions of Technical Efficiency Scores," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 4, pages 497-522, DOI: 10.1080/07474930600972582.
• Vicente Esteve & Francisco Requena, 2006, "A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change," International Journal of the Economics of Business, Taylor & Francis Journals, volume 13, issue 1, pages 111-128, DOI: 10.1080/13571510500520036.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Tests for Independence in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-80.
• 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.

2005

• Joakim Westerlund, 2005, "New Simple Tests for Panel Cointegration," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 3, pages 297-316, DOI: 10.1080/07474930500243019.
• Takashi Yamagata & Chris Orme, 2005, "On Testing Sample Selection Bias Under the Multicollinearity Problem," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 4, pages 467-481, DOI: 10.1080/02770900500406132.
• H. Peter Boswijk & Franc Klaassen, 2005, "Why Frequency Matters for Unit Root Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-119/4, Nov.
• Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot, 2005, "Correcting for Primary Study Misspecifications in Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-029/3, Mar, revised 31 Jan 2013.
• Reza Anglingkusumo, 2005, "Stability of the Demand for Real Narrow Money in lndonesia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-051/4, May.
• Reza Anglingkusumo, 2005, "Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-054/4, May.
• Jeroen Hinloopen & Charles van Marrewijk, 2005, "Comparing Distributions: The Harmonic Mass Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-122/1, Dec, revised 30 Dec 2005.