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

• 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

• Ossama Mikhail & Curtis Eberwein & Jagdish Handa, 2005, "On the evidence of non-linear structure in Canadian unemployment," Applied Economics Letters, Taylor & Francis Journals, volume 12, issue 2, pages 101-104, DOI: 10.1080/1350485042000314325.
• Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005, "The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 4, pages 341-370, DOI: 10.1081/ETC-200040782.
• Atsushi Inoue & Lutz Kilian, 2005, "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 4, pages 371-402, DOI: 10.1081/ETC-200040785.
• 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.
• Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0503, Mar.
• Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 10, Nov.
• Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "The KPSS Test with Two Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 13, Jul.
• Niels Haldrup & Antonio Montañés & Andreu Sansó, 2005, "Testing for Additive Outliers in Seasonally Integrated Time Series," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 15, Jan.
• Rigoberto A. Lopez & Xenia Matschke, 2005, "Food Protection for Sale," Working papers, University of Connecticut, Department of Economics, number 2005-13, May, revised Nov 2005.
• Juan Carlos Escanciano, 2005, "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/05, Feb.
• Juan Carlos Escanciano, 2005, "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/05, May.
• Juan Carlos Escanciano, 2005, "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/05, May.
• Hussain, M. Ershad & Hassan, M. Kabir, 2005, "Basel Capital Requirements and Bank Credit Risk Taking In Developing Countries," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-01.
• D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J., 2005, "An Analysis of the Corporate Cash Holding Decision," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-02, Nov.
• Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal C., 2005, "International Diversification with American Depository Receipts (ADRs)," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-05.
• Al-Zoubi, Haitham A. & Daal, Elton, 2005, "A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-06, Aug.
• D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J., 2005, "Asset Restructuring and the Cost of Capital," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-14.
• Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas, 2005, "Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-05.
• Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb, 2005, "Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-17.
• Pahlavani, Mosayeb, 2005, "Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-25.
• Pahlavani, Mosayeb, 2005, "The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-28.
• Sanidas, Elias, 2005, "The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-29.
• Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "What is what?: A simple time-domain test of long-memory vs. structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 954, Sep.
• Laura Mayoral, 2005, "Further evidence on the statistical properties of real GNP," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 955, May, revised Feb 2006.
• Laura Mayoral, 2005, "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 956, Oct.
• Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 957, Feb.
• Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
• Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005, "Panel Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 165, Aug.
• Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 168, Oct.
• Ye Cai & Mototsugu Shintani, 2005, "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0506, Mar.
• Joon Y. Park & Mototsugu Shintani, 2005, "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 05010, Apr.
• David E. Giles, 2005, "Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions," Econometrics Working Papers, Department of Economics, University of Victoria, number 0505, May.
• Hamdi KHALFAOUI, 2005, "Question de causalité entre développement réel et développement financier : Une notion encore embarrassée," Development and Comp Systems, University Library of Munich, Germany, number 0512020, Dec.
• Willa Chen & Rohit Deo, 2005, "The Variance Ratio Statistic at large Horizons," Econometrics, University Library of Munich, Germany, number 0501003, Jan.
• Isabel Proenca & Joao Santos Silva, 2005, "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics, University Library of Munich, Germany, number 0508008, Aug.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005, "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics, University Library of Munich, Germany, number 0508011, Aug.
• Pierangelo De Pace, 2005, "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics, University Library of Munich, Germany, number 0509011, Sep, revised 14 Feb 2006.
• Kevin D. Hoover & Mark V. Siegler, 2005, "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics, University Library of Munich, Germany, number 0511018, Nov.
• Tibor Neugebauer, 2005, "Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders," Experimental, University Library of Munich, Germany, number 0503007, Mar.
• Tibor Neugebauer & Javier Perote, 2005, "Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets," Experimental, University Library of Munich, Germany, number 0503008, Mar.
• Dimitris Kenourgios & Aristeidis Samitas, 2005, "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance, University Library of Munich, Germany, number 0512010, Dec.
• CHARFEDDINE Lanouar, 2005, "Can the SupLR test discriminate between different switching," International Finance, University Library of Munich, Germany, number 0511002, Nov.
• Fabrizio Carmignani, 2005, "A Note On Income Converge Effects In Regional Integration Agreements," International Trade, University Library of Munich, Germany, number 0506005, Jun.
• Luca De Benedictis & Marco Gallegati, 2005, "Trade balance and terms of trade in U.S.: a time-scale decomposition analysis," International Trade, University Library of Munich, Germany, number 0512016, Dec.
• Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005, "Exploring the Carbon Kuznets Hypothesis," Others, University Library of Munich, Germany, number 0506009, Jun.
• Tomaso Duso & Klaus Gugler & Burcin Yurtoglu, 2005, "EU Merger Remedies: A Preliminary Empirical Assessment," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2005-16, Sep.
• Donald Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers, Yale School of Management, number amz2581, Jun, revised 01 Jul 2005.
• Breitung, Jörg & Pesaran, Mohammad Hashem, 2005, "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,42.
• Hafner, Kurt A., 2005, "International Patent Pattern and Technology Diffusion," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 44.
• Gottschalk, Katrin & Bohl, Martin T., 2005, "Steht der deutsche Aktienmarkt unter politischem Einfluss?," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,1.
• Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005, "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 259, Dec.
• David Afshartous & Michael Wolf, 2005, "Avoiding Data Snooping in Multilevel and Mixed Effects Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 260, Dec.
• Rigoberto A. Lopez & Xenia Matschke, 2005, "Food Protection for Sale," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 085.
• Niels Haldrup & Michael Jansson, 2005, "Improving Size and Power in Unit Root Testing," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-02, Mar.
• Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-03, Mar.
• Valérie Canals & Claude Diebolt & Magali Jaoul, 2005, "Higher Education and Convergence in France: 1964-2000," Working Papers, Association Française de Cliométrie (AFC), number 05-09.
• Agbola, Frank W., 2005, "Optimal intertemporal investment in Australian agriculture: An empirical investigation," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 6, issue 2, pages 1-11, DOI: 10.22004/ag.econ.44094.
• Kristofersson, Dadi & Rickertsen, Kyrre, 2005, "High-Grading in a Quota-Regulated Fishery, with Empirical Evidence from the Icelandic Cod Fishery," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24722, DOI: 10.22004/ag.econ.24722.
• Kostov, Philip & Patton, Myles & Moss, Joan E. & McErlean, Seamus, 2005, "Does Gibrat's Law Hold Amongst Dairy Farmers in Northern Ireland?," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24775, DOI: 10.22004/ag.econ.24775.
• Lopez, Rigoberto A. & Matschke, Xenia, 2005, "Food Protection for Sale," Research Reports, University of Connecticut, Food Marketing Policy Center, number 25195, DOI: 10.22004/ag.econ.25195.
• Junsoo Lee & John A. List & Mark C. Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers, Department of Economics, Appalachian State University, number 05-20.
• Asmaa Ahmed, 2005, "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
• Marusia Ivanova, 2005, "Sales Forecasting Using Artificial Neural Networks," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 60-81.
• Fuchun Li, 2005, "Testing the Parametric Specification of the Diffusion Function in a Diffusion Process," Staff Working Papers, Bank of Canada, number 05-35, DOI: 10.34989/swp-2005-35.
• Joseph P. Romano & Michael Wolf, 2005, "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 94-108, March.
• Giacomini, Raffaella & Komunjer, Ivana, 2005, "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 416-431, October.
• Jushan Bai & Serena Ng, 2005, "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 49-60, January.
• Laurent Bilke, 2005, "Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI," Working papers, Banque de France, number 122.
• Feng Zhu, 2005, "A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000," BIS Working Papers, Bank for International Settlements, number 184, Oct.
• Peter Nijkamp & Jacques Poot, 2005, "The Last Word on the Wage Curve?," Journal of Economic Surveys, Wiley Blackwell, volume 19, issue 3, pages 421-450, July, DOI: 10.1111/j.0950-0804.2005.00254.x.
• Gonzalo Camba‐Mendez & George Kapetanios, 2005, "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 1, pages 37-48, January, DOI: 10.1111/j.1467-9892.2005.00389.x.
• Joakim Westerlund, 2005, "A Panel CUSUM Test of the Null of Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 2, pages 231-262, April, DOI: 10.1111/j.1468-0084.2004.00118.x.
• Michel Dumont & Glenn Rayp & Olivier Thas & Peter Willemé, 2005, "Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 3, pages 421-433, June, DOI: 10.1111/j.1468-0084.2005.00126.x.
• Niels Haldrup & Peter Lildholdt, 2005, "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 2, pages 159-179, May, DOI: 10.1111/j.1467-9574.2005.00285.x.
• Jörg Breitung & Samarjit Das, 2005, "Panel unit root tests under cross‐sectional dependence," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 4, pages 414-433, November, DOI: 10.1111/j.1467-9574.2005.00299.x.
• Alain Guay & Jean-Francois Lamarche, 2005, "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers, Brock University, Department of Economics, number 0804, Jul, revised Oct 2008.
• Surach Tanboon, 2005, "On the Validity and Refinement of the Use of Rainfall as Instrument for Transitory Income," Working Papers, Monetary Policy Group, Bank of Thailand, number 2005-10, Jan.
• Pesaran, M.H. & Yamagata. T., 2005, "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0513, Mar.
• Kapetanios, G. & Pesaran, M.H., 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0520, May.
• Yamagata. T., 2005, "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0522, May.
• Breitung, J. & Pesaran, M.H., 2005, "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0535, Aug.
• Busetti, F. & Harvey, A., 2008, "When is a copula constant? A test for changing relationships," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0841, Aug.
• Myunghwan Seo, 2005, "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 484, Jan.
• Joerg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," CESifo Working Paper Series, CESifo, number 1565.
• Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-18, Sep.
• Jean-Marie Dufour, 2005, "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers, CIRANO, number 2005s-02, Feb.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers, CIRANO, number 2005s-26, Aug.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers, CIRANO, number 2005s-30, Aug.
• Héctor Mauricio Nunez Amortegui, 2005, "Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo," Revista de Economía del Rosario, Universidad del Rosario.
• Lettau, Martin & Van Nieuwerburgh, Stijn, 2005, "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers, Centre for Economic Policy Research, number 5355, Nov.
• Liangjun Su & Sainan Jin, 2005, "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 251-261, November.
• Guggenberger, Patrik & Smith, Richard J., 2005, "Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 667-709, August.
• Busetti, Fabio & Taylor, A.M. Robert, 2005, "Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 757-794, August.