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

2006

• Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series, CESifo, number 1811.
• Stanislav Anatolyev, 2006, "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers, Center for Economic and Financial Research (CEFIR), number w0071, Aug.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, Center for Economic and Financial Research (CEFIR), number w0075, Dec.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006, "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 382, Dec.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
• Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
• Maurice Doyon & Lota Tamini & Virginie Simard & Kent Messer & Harry M. Kaiser, 2006, "L'économie expérimentale pour l'analyse de modifications au système centralisé de vente du quota laitier au Québec," CIRANO Working Papers, CIRANO, number 2006s-23, Nov.
• Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2006, "On the distributional effects of income in an aggregate consumption relation," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 4, pages 1221-1243, November.
• Joon Y. Park & Mototsugu Shintani, 2006, "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography, UCLA Department of Economics, number 321307000000000316, Sep.
• Luis Fernando Gamboa & José Alberto Guerra, 2006, "Una evaluación estática y dinámica de los cambios en calidad de vida en Colombia durante 1997-2003," Revista de Economía del Rosario, Universidad del Rosario.
• María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2006, "¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006, "Selecting Copulas for Risk Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 5652, Apr.
• van der Ploeg, Frederick, 2006, "Challenges and Opportunities for Resource Rich Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 5688, May.
• Dubois, Pierre & Bonnet, Céline & Simioni, Michel, 2006, "Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 6016, Dec.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2006, "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach," Working Papers, University of Crete, Department of Economics, number 0717, Oct.
• Olmo, J., 2006, "A new family of estimators for the extremal index," Working Papers, Department of Economics, City St George's, University of London, number 06/01.
• Robert D. Coleman, 2006, "Asset Pricing Simultaneities: Phases and Patterns," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 49-76, May.
• Salah A. Nusair, 2006, "Real Interest Rate Parity: Evidence from Industrialized Countries," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 425-457, November.
• Whang, Yoon-Jae, 2006, "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 173-205, April.
• Chen, Willa W. & Deo, Rohit S., 2006, "The Variance Ratio Statistic At Large Horizons," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 206-234, April.
• Baltagi, Badi H., 2006, "Random Effects And Spatial Autocorrelation With Equal Weights," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 973-984, October.
• Escanciano, J. Carlos, 2006, "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, volume 22, issue 6, pages 1030-1051, December.
• Quandt, Richard E., 2006, "Measurement and Inference in Wine Tasting," Journal of Wine Economics, Cambridge University Press, volume 1, issue 1, pages 7-30, April.
• Donald W.K. Andrews & Gustavo Soares, 2006, "Rank Tests for Instrumental Variables Regression with Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1564, Mar.
• Afef Boughanmi & Bruno Deffains, 2006, "Droit, gouvernance d’entreprise et structure du système financier:une analyse économétrique du cas français (1980-2004)," Revue Finance Contrôle Stratégie, revues.org, volume 9, issue 4, pages 33-66, December.
• Stanley, T. D. & Doucouliagos, Hristos, 2006, "Publication bias in minimum-wage research? Card and Krueger redux," Working Papers, Deakin University, Department of Economics, number eco_2006_16, Jan.
• Stanley, T. D., 2006, "Meta-regression methods for detecting and estimating empirical effects in the presence of publication selection," Working Papers, Deakin University, Department of Economics, number eco_2006_20, Jan.
• Jayanthakumaran, K. & Pahlavani, M., 2006, "Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Kyoo il Kim, 2006, "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22451, Jan.
• Busetti, Fabio & Forni, Lorenzo & Harvey, Andrew & Venditti, Fabrizio, 2006, "Inflation convergence and divergence within the European Monetary Union," Working Paper Series, European Central Bank, number 574, Jan.
• Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís, 2006, "Cointegration in panel data with breaks and cross-section dependence," Working Paper Series, European Central Bank, number 591, Feb.
• Choi, Hwan-sik & Kiefer, Nicholas M., 2006, "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers, Cornell University, Center for Analytic Economics, number 06-09, Sep.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers, Cornell University, Center for Analytic Economics, number 06-10, Sep.
• Michael Jansson & Marcelo J. Moreira, 2006, "Optimal Inference in Regression Models with Nearly Integrated Regressors," Econometrica, Econometric Society, volume 74, issue 3, pages 681-714, May.
• Raffaella Giacomini & Halbert White, 2006, "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, volume 74, issue 6, pages 1545-1578, November.
• Yongcheol Shin & Andy Snell, 2006, "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, volume 9, issue 1, pages 123-158, March.
• George Kapetanios & Yongcheol Shin, 2006, "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, volume 9, issue 2, pages 252-278, July.
• Kapetanios, George, 2006, "Choosing the optimal set of instruments from large instrument sets," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 2, pages 612-620, November.
• Escanciano, J. Carlos & Velasco, Carlos, 2006, "Testing the martingale difference hypothesis using integrated regression functions," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 4, pages 2278-2294, December.
• Kapetanios, George, 2006, "Cluster analysis of panel data sets using non-standard optimisation of information criteria," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 8, pages 1389-1408, August.
• Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006, "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1707-1727.
• Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
• Sibbertsen, Philipp & Kramer, Walter, 2006, "The power of the KPSS-test for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 91, issue 3, pages 321-324, June.
• Rodrigues, Paulo M.M., 2006, "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, volume 91, issue 3, pages 413-419, June.
• Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, volume 130, issue 1, pages 123-142, January.
• Corradi, Valentina & Swanson, Norman R., 2006, "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 195-229, May.
• Harding, Don & Pagan, Adrian, 2006, "Synchronization of cycles," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 59-79, May.
• Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006, "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 337-362, June.
• Kleibergen, Frank & Paap, Richard, 2006, "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 97-126, July.
• Davidson, Russell & MacKinnon, James G., 2006, "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 421-441, August.
• Dufour, Jean-Marie, 2006, "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 443-477, August.
• Inoue, Atsushi & Shintani, Mototsugu, 2006, "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 531-555, August.
• Hong, H. & Scaillet, O., 2006, "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 557-578, August.
• Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006, "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 673-702, August.
• Corradi, Valentina & Swanson, Norman R., 2006, "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 779-806, August.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2006, "Modified tests for a change in persistence," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 441-469, October.
• Hsiao, Cheng & Wang, Siyan, 2006, "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 427-463.
• Gravelle, Toni & Kichian, Maral & Morley, James, 2006, "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, volume 68, issue 2, pages 409-423, March.
• Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006, "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, volume 51, issue 3, pages 354-370, May.
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALM test for normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-01, revised .
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the ALMP test for multivariate normality," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-02, revised .
• Urzúa, Carlos M., 2006, "Gauss procedure to compute the LMZ test for Zipf's law," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-03, revised .
• Rajagopal, 2006, "Consumer Response to Seasonal Clearance Sales: Experimental Analysis of Consumer Personality Traits in Self Service Stores," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-03-MKT, Aug.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers, Economic Growth Center, Yale University, number 946, Oct.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2006, "Are there Monday effects in stock returns: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24520, Sep.
• Kalnina, Ilze & Linton, Oliver, 2006, "Estimating quadratic variation consistently in the presence of correlated measurement error," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4413, Oct.
• Rotger, G.P. & Franses, Ph.H.B.F., 2006, "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-38, Sep.
• Jorge H. del Castillo-Spíndola, 2006, "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 21, issue 2, pages 275-297.
• Thomas Brenner, 2006, "The Regional Industry-size Distribution - An Analysis of all Types of Industries in Germany," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2005-16, Mar.
• T. Brenner, 2006, "A Stochastic Theory of Geographic Concentration and the Empirical Evidence in Germany," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2005-23, Sep.
• Karl H. Schlag, 2006, "Designing Non-Parametric Estimates and Tests for Means," Economics Working Papers, European University Institute, number ECO2006/26.
• Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006, "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers, European University Institute, number ECO2006/5.
• 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.