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

2005

• Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005, "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 795-837, August.
• Juhl, Ted & Xiao, Zhijie, 2005, "Partially Linear Models With Unit Roots," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 877-906, October.
• Pesavento, Elena & Rossi, Barbara, 2005, "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, volume 9, issue 4, pages 478-488, September.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown, 2005, "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1526, Jun.
• Donald W.K. Andrews & James H. Stock, 2005, "Inference with Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1530, Aug.
• Taisuke Otsu & Yoon-Jae Whang, 2005, "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1533, Sep.
• Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
• Seung Hyun Hong & Peter C. B. Phillips, 2005, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1541, Dec.
• Kurt A. Hafner, 2005, "International Patent Pattern and Technology Diffusion," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c010_017, Jun.
• Junmin Wan, 2005, "Rational Addiction with Optimal Inventories: Theory and Evidence from Cigarette Purchases in Japan," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0641, Aug.
• Pahlavani, M., 2005, "Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 5, issue 4.
• VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M., 2005, "Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 3, pages 31-44.
• Pahlavani, M., 2005, "Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 4, pages 37-56.
• Franzoni, Francesco & Adrian, Tobias, 2005, "Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM," HEC Research Papers Series, HEC Paris, number 828, Sep.
• Bilke, Laurent, 2005, "Break in the mean and persistence of inflation: a sectoral analysis of French CPI," Working Paper Series, European Central Bank, number 463, Mar.
• Chang, Yoosoon & Song, Wonho, 2005, "Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T," Working Papers, Rice University, Department of Economics, number 2002-06, Jan.
• Park, Joon & Chung, Heetaik, 2005, "Nonstationary Nonlinear Heteroskedasticity in Regression," Working Papers, Rice University, Department of Economics, number 2004-02, Aug.
• Joseph P. Romano & Michael Wolf, 2005, "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, volume 73, issue 4, pages 1237-1282, July.
• Donald W. K. Andrews, 2005, "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, volume 73, issue 5, pages 1551-1585, September.
• Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo, 2005, "Breaking the panels: An application to the GDP per capita," Econometrics Journal, Royal Economic Society, volume 8, issue 2, pages 159-175, July.
• Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana, 2005, "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 1-2, pages 63-96, January.
• McAdam, Peter & McNelis, Paul, 2005, "Forecasting inflation with thick models and neural networks," Economic Modelling, Elsevier, volume 22, issue 5, pages 848-867, September.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2005, "Testing for seasonal unit roots in heterogeneous panels," Economics Letters, Elsevier, volume 86, issue 2, pages 229-235, February.
• Dias, D.A. & Robalo Marques, C. & Neves, P.D. & Santos Silva, J.M.C., 2005, "On the Fisher-Konieczny index of price changes synchronization," Economics Letters, Elsevier, volume 87, issue 2, pages 279-283, May.
• van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005, "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, volume 89, issue 2, pages 193-199, November.
• Corradi, Valentina & Swanson, Norman R., 2005, "Bootstrap specification tests for diffusion processes," Journal of Econometrics, Elsevier, volume 124, issue 1, pages 117-148, January.
• Bontemps, Christian & Meddahi, Nour, 2005, "Testing normality: a GMM approach," Journal of Econometrics, Elsevier, volume 124, issue 1, pages 149-186, January.
• Horrace, William C., 2005, "On ranking and selection from independent truncated normal distributions," Journal of Econometrics, Elsevier, volume 126, issue 2, pages 335-354, June.
• Haldrup, Niels & Montanes, Antonio & Sanso, Andreu, 2005, "Measurement errors and outliers in seasonal unit root testing," Journal of Econometrics, Elsevier, volume 127, issue 1, pages 103-128, July.
• Gonzalo, Jesus & Wolf, Michael, 2005, "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 201-224, August.
• Kocenda, Evzen, 2005, "Beware of breaks in exchange rates: Evidence from European transition countries," Economic Systems, Elsevier, volume 29, issue 3, pages 307-324, September.
• Scarf, Herbert E., 2005, "Optimal inventory policies when sales are discretionary," International Journal of Production Economics, Elsevier, volume 93, issue 1, pages 111-119, January.
• Linton, Oliver & Seo, Myunghwan, 2005, "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4434, Oct.
• Seo, Myung Hwan, 2005, "Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6836, Jan.
• Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers, European University Institute, number ECO2005/05.
• Agostinho S. Rosa, 2005, "Inflação e Défice Orçamental: Que Relação em Portugal?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 17_2005.
• Olivier Scaillet, 2005, "A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp128, Jan.
• Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet, 2005, "A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp143, May.
• Olivier Scaillet, 2005, "Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp145, May.
• Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
• Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp163, Nov.
• Karel Diviš & Petr Teplý, 2005, "Information Efficiency of Central Europe Stock Exchanges (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 9-10, pages 471-482, September.
• Junsoo Lee & John List & Mark Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Natural Field Experiments, The Field Experiments Website, number 00486.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Ventosa-Santaularia & Alfonso Mendoza, 2005, "Non Linear Moving-Average Conditional Heteroskedasticity," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200502, Jan.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005, "Spurious regression under deterministic and stochastic trends," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200503, Jun.
• Christian Bontemps & Nour Meddahi, 2005, "Testing normality: a GMM approach," Post-Print, HAL, number hal-02875105, Jan, DOI: 10.1016/j.jeconom.2004.02.014.
• Xavier Fairise & Patrick Fève, 2005, "Labor adjustment costs and complex eigenvalues," Post-Print, HAL, number hal-04318788, Sep, DOI: 10.1007/s00199-005-0007-0.
• Rothe, Christoph & Sibbertsen, Philipp, 2005, "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-315, Jun.
• Davidson, James & Sibbertsen, Philipp, 2005, "Tests of Bias in Log-Periodogram Regression," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-317, Jun.
• Sibbertsen, Philipp & Krämer, Walter, 2005, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-318, Jun.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 577, Jan, revised 01 Oct 2005.
• He, Changli & Sandberg, Rickard, 2005, "Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 579, Jan, revised 08 Feb 2005.
• He, Changli & Sandberg, Rickard, 2005, "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 580, Jan.
• He, Changli & Sandberg, Rickard, 2005, "Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 581, Jan, revised 18 Feb 2005.
• He, Changli & Sandberg, Rickard, 2005, "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 582, Jan.
• González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
• González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005, "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 604, Aug, revised 11 Oct 2017.
• Westerlund, Joakim, 2005, "New Simple Tests for Panel Cointegration," Working Papers, Lund University, Department of Economics, number 2005:8, Jan.
• Westerlund, Joakim, 2005, "Pooled Unit Root Tests in Panels with a Common Factor," Working Papers, Lund University, Department of Economics, number 2005:9, Jan.
• Westerlund, Joakim, 2005, "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers, Lund University, Department of Economics, number 2005:10, Jan.
• Westerlund, Joakim, 2005, "Testing for Error Correction in Panel Data," Working Papers, Lund University, Department of Economics, number 2005:11, Jan.
• Westerlund, Joakim, 2005, "Testing for Panel Cointegration with Multiple Structural Breaks," Working Papers, Lund University, Department of Economics, number 2005:12, Jan.
• Westerlund, Joakim & Edgerton , David, 2005, "Panel Cointegration Tests with Deterministic Trends and Structural Breaks," Working Papers, Lund University, Department of Economics, number 2005:42, Oct.
• Villani, Mattias, 2005, "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 189, Sep.
• Simonsen, Ola, 2005, "An Empirical Model for Durations in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 657, Apr.
• Welz, Peter & Österholm, Pär, 2005, "Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests," Working Paper Series, Uppsala University, Department of Economics, number 2005:14, Mar.
• Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005, "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2005-08, Nov.
• Kurozumi, Eiji & 黒住, 英司, 2005, "Construction of Stationarity Tests with Less Size Distortions," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2005-12, Nov.
• Hiroaki Chigira, 2005, "A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-126, Nov.
• Patrik Buggenberger & Richard Smith, 2005, "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/05, Apr.
• Stephen Bond & Céline Nauges & Frank Windmeijer, 2005, "Unit roots: identification and testing in micro panels," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/05, Jul.
• Richard Smith, 2005, "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/05, Oct.
• Richard Smith, 2005, "Local GEL methods for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/05, Nov.
• Whitney K. Newey & Frank Windmeijer, 2005, "GMM with many weak moment conditions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/05, Dec.
• Kunst, Robert M., 2005, "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series, Institute for Advanced Studies, number 177, Sep.
• Alicia Pérez Alon & Silvestro Di Sanzo, 2005, "Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-34, Dec.
• Ching-Fan Chung, 2005, "Some Misconceptions in Statistical Hypothesis Testing," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 1, issue 1, pages 1-13, January.
• Dunrie A. Greiling & Geoffrey M. Jacquez & Andrew M. Kaufmann & Robert G Rommel, 2005, "Space-time visualization and analysis in the Cancer Atlas Viewer," Journal of Geographical Systems, Springer, volume 7, issue 1, pages 67-84, October, DOI: 10.1007/s10109-005-0150-y.
• Peter Sandholt Jensen & Allan H. Würtz, 2005, "The Ill-Posed Problem in Growth Empirics," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2005-11, Jul.
• Jean-Christian Lambelet & Claudio Sfreddo, 2005, "Le débat sur la croissance économique en Suisse Quelles conclusions ? (text in French)," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.06, May.
• William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding, 2005, "Ranking Inequality: Applications of Multivariate Subset Selection," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 70, Oct.
• E.Panopoulou, 2005, "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1500205, Feb.
• Olan T. Henry & Nilss Olekalns & Sandy Suardi, 2005, "Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics," Department of Economics - Working Papers Series, The University of Melbourne, number 941.
• O.T. Henry & S. Suardi, 2005, "Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect," Department of Economics - Working Papers Series, The University of Melbourne, number 945.
• D.S. Poskitt & C.L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series, The University of Melbourne, number 948.
• J. Hirschberg & J. Lye, 2005, "Interactions in Regressions," Department of Economics - Working Papers Series, The University of Melbourne, number 952.
• Ekaterini Panopoulou, 2005, "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 18, Sep.
• Georgios Chortareas & George Kapetanios, 2005, "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 36, Sep.
• Jahar L. Bhowmik & Maxwell L. King, 2005, "Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/05.
• Jahar L. Bhowmik & Maxwell L. King, 2005, "Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/05.
• Giovanni Forchini, 2005, "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/05, Aug.
• G. Forchini, 2005, "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/05, Sep.
• D. S. Poskitt & C. L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/05, Feb.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-03.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-04.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-05.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-07.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-12.
• DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-17.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2005.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 04-2005.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 05-2005.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2005.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 16-2005.
• DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 22-2005.
• Donald W.K. Andrews & James H. Stock, 2005, "Inference with Weak Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0313, Aug.
• Junsoo Lee & John A. List & Mark Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11487, Jul.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2005, "Downside Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11824, Dec.
• Álvarez, Antonio & Amsler, Christine & Orea, Luis & Schmidt Peter, 2005, "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2005/03.
• Stephen E. Haynes, 2005, "The Empirical Trap of Sign Reversals with Equality Restrictions," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-8, Jan.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2005, "Consistent Testing for Stochastic Dominance under General Sampling Schemes," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 735-765.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 167, Feb.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 196, Dec.
• Coleman, Stephen, 2005, "Testing Theories with Qualitative and Quantitative Predictions," MPRA Paper, University Library of Munich, Germany, number 105171, Sep.
• Martins, J. Albuquerque, 2005, "Sistemas de Gestão. Contabilidade e Finanças: Gestão Pública
  [Management Systems. Accounting and finance: Public Management]," MPRA Paper, University Library of Munich, Germany, number 11009, Nov.
• Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005, "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper, University Library of Munich, Germany, number 2023, revised 2007.
• Joshi, Nayan & K.C, Fatta Bahadur, 2005, "The Nepalese stock market: Efficiency and calendar anomalies," MPRA Paper, University Library of Munich, Germany, number 26999, Apr.
• Espinosa Méndez, Christian, 2005, "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
  [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper, University Library of Munich, Germany, number 2794, Oct, revised 30 Jun 2006.
• Cabrera-Castellanos, Luis F. & Lozano-Cortés, René, 2005, "Convergencia Regional en México: Una Prueba de Cointegración en Precios
  [Regional Convergence in Mexico: A Cointegration Test with Price Index]," MPRA Paper, University Library of Munich, Germany, number 4058.
• Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng, 2005, "A complementary test for ADF test with an application to the exchange rates returns," MPRA Paper, University Library of Munich, Germany, number 518.
• Ventosa-Santaulària, Daniel & Mendoza V., Alfonso, 2005, "Non Linear Moving-Average Conditional Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 58769.
• Leeb, Hannes & Pötscher, Benedikt M., 2005, "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper, University Library of Munich, Germany, number 72, Apr.
• Tomescu Dumitrescu, C., 2005, "ANOVA în cercetrările de marketing," MPRA Paper, University Library of Munich, Germany, number 7737, Oct, revised 2007.
• Richard T. Baillie & George Kapetanios, 2005, "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 528, Apr.
• George Kapetanios, 2005, "Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 534, May.
• George Kapetanios, 2005, "Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 535, May.
• George Kapetanios & M. Hashem Pesaran, 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 536, May.
• Gonzalo Camba-Mendez & George Kapetanios, 2005, "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers, Queen Mary University of London, School of Economics and Finance, number 541, May.
• George Kapetanios, 2005, "A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 551, Dec.
• Bonnet, C., 2005, "Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200512.
• Aaron Smallwood; Alex Maynard; Mark Wohar, 2005, "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005, Society for Computational Economics, number 384, Nov.
• M. Hashem Pesaran & Takashi Yamagata, 2005, "Testing Slope Homogeneity in Large Panels," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.14, Jan.
• Cheng Hsiao & Siyan Wang, 2005, "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.23, May.
• Jörg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.32, Aug.
• Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005, "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-014.RS.
• Okyay Uçan, 2005, "Türkiye’de Otomotiv Sektörü Dış Ticaretinin Gelişimi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2005-2.
• Narinder Kumar & Gobind Mehta & Virender Kumar*, 2005, "A Class of Two-Stage Selection Procedures Using L-Statistics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 3, pages 241-261, August, DOI: 10.1007/s10182-005-0203-z.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005, "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, volume 30, issue 1, pages 77-91, January, DOI: 10.1007/s00181-004-0222-8.
• H. Bakhshi & G. Kapetanios & T. Yates, 2005, "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, volume 30, issue 3, pages 539-553, October, DOI: 10.1007/s00181-005-0262-8.
• William C. Horrace, 2005, "On the ranking uncertainty of labor market wage gaps," Journal of Population Economics, Springer;European Society for Population Economics, volume 18, issue 1, pages 181-187, September, DOI: 10.1007/s00148-004-0186-1.
• Bernd W. Wirtz & Patrick Vogt, 2005, "Determinanten der Unternehmenswechselbereitschaft in der Internetökonomie — eine empirische Analyse zum Fluktuationsphänomen bei Internet Start-up Unternehmen," Schmalenbach Journal of Business Research, Springer, volume 57, issue 3, pages 260-276, May, DOI: 10.1007/BF03372766.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.

2004

• de Pooter, M.D. & van Dijk, D.J.C., 2004, "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-38, Sep.
• van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004, "Testing for causality in variance in the presence of breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-48, Nov.
• Nikolaos Dritsakis & Antonios Adamopoulos, 2004, "The Causal Relationship Between Domestic Private Consumption and Wholesale Prices: The Case of European Union," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 53-64.
• Paulo M. M. Rodrigues, 2004, "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers, European University Institute, number ECO2004/31.
• Agostinho S. Rosa, 2004, "Uma Estimação da Curva de Phillips para Portugal," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 8_2004.
• Jean-David FERMANIAN & Olivier SCAILLET, 2004, "Some Statistical Pitfalls In Copula Modeling For Financial Applications," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp108, Mar.
• František Turnovec, 2004, "Economic Research in the Czech Republic: Entering International Academic Market," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 47, revised 2004.
• Gema Pastor Agustin, Manuel Espitia Escuer, 2004, "Real Options, Uncertainty and Firm Value," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 2, pages 116-140, December.
• Xiao, Zhijie & Lima, Luiz Renato, 2004, "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 528, Mar.
• Enrique Sentana & Francisco Penaranda, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers, Financial Markets Group, number dp497, May.
• Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp508, Sep.
• Michael Jansson & Marcelo J. Moreira, 2004, "Optimal Inference in Regression Models with Nearly Integrated Regressors," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2047.
• Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004, "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2048.
• Alain Desdoigts, 2004, "Neoclassical Convergence Versus Technological Catch-Up : A Contribution for Reaching a Consensus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00007815, Dec.
• Alain Desdoigts, 2004, "Neoclassical Convergence Versus Technological Catch-Up : A Contribution for Reaching a Consensus," Post-Print, HAL, number halshs-00007815, Dec.
• González Gómez, Andrés, 2004, "A smooth permanent surge process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 572, Dec.
• Eriksson , Åsa, 2004, "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers, Lund University, Department of Economics, number 2004:29, Dec.
• Gitlesen, Jens Petter & Thorsen, Inge & Ubøe, Jan, 2004, "Misspecifications due to aggregation of data in models for journeys-to-work," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2004/13, Oct.
• Alexius, Annika, 2004, "Far Out on the Yield Curve," Working Paper Series, Uppsala University, Department of Economics, number 2004:12, Jun.
• Bonnet, Céline & Dubois, Pierre & Simioni, Michel, 2004, "Two-Part Tariffs versus Linear Pricing between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 370, Jun, revised Apr 2006.
• Caporale, Guglielmo Maria & Pittis, Nikitas, 2004, "Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence," Economics Series, Institute for Advanced Studies, number 157, May.
• Ekaterini Panopoulou, 2005, "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp067, Apr.
• Paresh Kumar Narayan & Russell Smyth, 2004, "Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1990," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 1, pages 1-11, April.
• Noé Arón Fuentes & Alberto Godínez Plascencia, 2004, "Tests Of Purchasing Power Parity With Structural Break In The Mexican Economy," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 277-301, Septiembr.
• Paulo M.M. Rodrigues & Antonio Rubia, 2004, "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-11, Mar.
• Hsiao, Cheng & Pesaran, M. Hashem, 2004, "Random Coefficient Panel Data Models," IZA Discussion Papers, IZA Network @ LISER, number 1236, Aug.
• Pesaran, M. Hashem, 2004, "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers, IZA Network @ LISER, number 1240, Aug.
• Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman, 2004, "Stock Market Development And Economic Growth: The Causal Linkage," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 1, pages 33-50, June.
• Giorgio Valente & Lucio Sarno, 2004, "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 8, pages 541-557, DOI: 10.1002/for.930.
• Jinook Jeong, 2004, "An Endogeneity-Corrected Bootstrap Test On Instrument Relevance In Instrumental Variables Estimation," Korean Economic Review, Korean Economic Association, volume 20, pages 3-33.
• Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004, "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/09, Nov.
• GUILLAIN, Rachel & LE GALLO, Julie & BOITEUX-ORAIN, Céline, 2004, "The evolution of the spatial and sectoral patterns in Ile-De-France over 1978-1997," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2004-02, Mar.
• D van Dijk & D R Osborn & M Sensier, 2004, "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 45.
• Olan T. Henry & Sandy Suardi, 2004, "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series, The University of Melbourne, number 924.
• Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 32, Sep.
• B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004, "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/04, Jun.