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

2004

• Par Osterholm, 2004, "Size properties of cointegration tests in misspecified systems," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 15, pages 919-924, DOI: 10.1080/1350485042000282286.
• Dimitris Georgoutsos & Georgios Kouretas, 2004, "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 1, pages 29-41, DOI: 10.1080/0960310042000164202.
• Einmahl, J.H.J. & de Haan, L.F.M. & Li, D., 2004, "Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-71.
• Magnus, J.R. & Vasnev, A.L., 2004, "Local Sensitivity and Diagnostic Tests," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-105.
• Mushkudiani, N.A. & Einmahl, J.H.J., 2004, "Generalized Probability-Probability Plots," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-84.
• Einmahl, J.H.J. & van Keilegom, I., 2004, "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-12.
• Kalwij, A.S., 2004, "A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-67.
• Magnus, J.R. & Vasnev, A.L., 2004, "Local Sensitivity and Diagnostic Tests," Other publications TiSEM, Tilburg University, School of Economics and Management, number 10722abe-f848-4bfa-a82d-6.
• Einmahl, J.H.J. & van Keilegom, I., 2004, "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 44e08f75-b35d-424e-b33e-0.
• Martin Wagner & Georg M ller-F rstenberger, 2004, "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0418, Dec.
• Eugenio S.A.Bodenrieth H., 2004, "Precios de productos almacenables: implicaciones del modelo de inventarios," Estudios de Economia, University of Chile, Department of Economics, volume 31, issue 1 Year 20, pages 67-78, June.
• Juan Carlos Escanciano, 2004, "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/04, Sep.
• Lauren Bin Dong & David E. A. Giles, 2004, "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0401, Feb.
• Lauren Bin Dong & David E. A. Giles, 2004, "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers, Department of Economics, University of Victoria, number 0402, Apr.
• David E. A. Giles, 2004, "No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)," Econometrics Working Papers, Department of Economics, University of Victoria, number 0403, Apr.
• Lauren Bin Dong, 2004, "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers, Department of Economics, University of Victoria, number 0404, Jul.
• Lauren Bin Dong, 2004, "Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach," Econometrics Working Papers, Department of Economics, University of Victoria, number 0405, Dec.
• Rachel Guillain & Julie Le Gallo & Céline Boiteux-Orain, 2004, "The evolution of the spatial and sectoral patterns in Ile-de-France over 1978-1997," ERSA conference papers, European Regional Science Association, number ersa04p59, Aug.
• Jonathan B. Hill, 2004, "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics, University Library of Munich, Germany, number 0402004, Feb, revised 05 Aug 2005.
• Edoardo Otranto, 2004, "Classifying the Markets Volatility with ARMA Distance Measures," Econometrics, University Library of Munich, Germany, number 0402009, Feb, revised 05 Mar 2004.
• 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," Econometrics, University Library of Munich, Germany, number 0405004, May.
• Elena Pesavento & Barbara Rossi, 2004, "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Econometrics, University Library of Munich, Germany, number 0411002, Nov.
• Fabio Busetti, 2004, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics, University Library of Munich, Germany, number 0411003, Nov.
• Jonathan B. Hill, 2004, "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics, University Library of Munich, Germany, number 0411014, Nov, revised 04 Nov 2005.
• Christophe Godlewski, 2004, "Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case," Finance, University Library of Munich, Germany, number 0409024, Sep.
• Jonathan B. Hill, 2004, "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics, University Library of Munich, Germany, number 0407013, Jul, revised 15 Feb 2006.
• Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2004, "Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 694.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2004, "Testing for Seasonal Unit Roots in Heterogeneous Panels," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 695.
• Donald J. Brown, 2004, "Tests of Independence in Separable Econometric Models," Yale School of Management Working Papers, Yale School of Management, number ysm329, Jul.
• Donald W.K. Andrews & Jae-Young Kim, 2004, "End-of-Sample Cointegration Breakdown Tests," Yale School of Management Working Papers, Yale School of Management, number ysm344, Jul.
• Donald W.K. Andrews, 2004, "Cross-section Regression with Common Shocks," Yale School of Management Working Papers, Yale School of Management, number ysm401, Jul.
• Aristeidis G. Samitas, 2004, "Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 7, issue 1, pages 23-38, May.
• Laakkonen, Helinä, 2004, "The impact of macroeconomic news on exchange rate volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2004.
• Knüppel, Malte, 2004, "Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,41.
• Thadewald, Thorsten & Büning, Herbert, 2004, "Jarque-Bera test and its competitors for testing normality: A power comparison," Discussion Papers, Free University Berlin, School of Business & Economics, number 2004/9.
• Sibbertsen, Philipp & Krämer, Walter, 2004, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,31.

2003

• Y. Malevergne & D. Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 4, pages 231-250, DOI: 10.1088/1469-7688/3/4/301.
• Frank Kleibergen & Richard Paap, 2003, "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-003/4, Jan.
• Raymond J.G.M. Florax & Peter Nijkamp, 2003, "Misspecification in Linear Spatial Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-081/3, Oct.
• Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003, "Testing Expected Shortfall Models for Derivative Positions," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-24.
• Michel Lubrano & Luc Bauwens & Alan Kirman & Camelia Protopopescu, 2003, "Ranking Economics Departments in Europe: A Statistical Approach," Journal of the European Economic Association, MIT Press, volume 1, issue 6, pages 1367-1401, December.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003, "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, volume 3, issue 1, pages 1-31, March.
• Andreu Sansó & Vicent Aragó & Josep Lluís Carrion, 2003, "Testing for Changes in the Unconditional Variance of Financial Time Series," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 5, Nov.
• César Calderón & Roberto Duncan, 2003, "Purchasing power parity in an emerging market economy: a long- span study for Chile," Estudios de Economia, University of Chile, Department of Economics, volume 30, issue 1 Year 20, pages 103-132, June.
• Mark McGillivray, 2003, "Modelling Aid Allocation: Issues, Approaches and Results," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2003-49.
• Cristina Giménez & Eva Ventura, 2003, "Logistics-production, logistics-marketing and external integration: Their impact on performance," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 657, Jan.
• Joseph P. Romano & Michael Wolf, 2003, "Stepwise multiple testing as formalized data snooping," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 712, Oct.
• Joseph Romano & Michael Wolf, 2003, "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 727, Dec.
• Juan Carlos Bou & Albert Satorra, 2003, "The persistence of abnormal returns at industry and firm levels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 729, Nov.
• Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,, 2003, "Endogenous growth and Stock Market Development," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0302, Feb.
• Jyh-Yaw Joseph Chen & David E.A. Giles, 2003, "Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0303, Apr.
• Jean‐Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Zaka Ratsimalahelo, 2003, "Rank Test Based On Matrix Perturbation Theory," Econometrics, University Library of Munich, Germany, number 0306008, Jun.
• William C. Horrace, 2003, "On Ranking and Selection from Independent Truncated Normal Distributions," Econometrics, University Library of Munich, Germany, number 0306009, Jun.
• Zaka Ratsimalahelo, 2003, "Strongly Consistent Determination of the Rank of Matrix," Econometrics, University Library of Munich, Germany, number 0307007, Jul.
• Raffaella Giacomini & Halbert White, 2003, "Tests of Conditional Predictive Ability," Econometrics, University Library of Munich, Germany, number 0308001, Aug.
• Yoon-Jae Whang, 2003, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics, University Library of Munich, Germany, number 0310005, Oct.
• Cumhur Ekinci, 2003, "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance, University Library of Munich, Germany, number 0305006, May, revised 22 Nov 2004.
• Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003, "On the Evidence of Non-Linear Structure in Canadian Unemployment," Macroeconomics, University Library of Munich, Germany, number 0311003, Nov.
• Manuel Espitia Escuer & Gema Pastor Agust�n, 2003, "Las Opciones Reales y su influencia en la valoraci�n de empresas," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2003-01, Jan.
• Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda, 2003, "Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,01.
• Kim, Jeong-Ryeol, 2003, "The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,03.
• Deo, Rohit S. & Chen, Willa W., 2003, "The Variance Ratio Statistic at Large Horizons," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,04.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003, "Consistent Testing for Stochastic Dominance under General Sampling Schemes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,31.
• Sibbertsen, Philipp & Venetis, Ioannis, 2003, "Distinguishing between long-range dependence and deterministic trends," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,16.
• Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003, "Breaking the panels. An application to the GDP per capita," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 97.
• Fabio Busetti & A. M. Robert Taylor, 2003, "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 470, Mar.
• Fabio Busetti, 2003, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 476, Jun.
• Groen, Jan J J & Kleibergen, Frank, 2003, "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 295-318, April.
• Joseph P. Romano & Michael Wolf, 2015, "Stepwise Multiple Testing as Formalized Data Snooping," Working Papers, Barcelona School of Economics, number 17, Sep.
• Dingding Li & Thanasis Stengos, 2003, "Testing Serial Correlation in Semiparametric Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 3, pages 311-335, May, DOI: 10.1111/1467-9892.00309.
• Markku Lanne & Pentti Saikkonen, 2003, "Reducing size distortions of parametric stationarity tests," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 4, pages 423-439, July, DOI: 10.1111/1467-9892.00314.
• Stephen Hall & David Shepherd, 2003, "Testing for Common Cycles in Money, Nominal Income and Prices," Manchester School, University of Manchester, volume 71, issue s1, pages 68-84, September, DOI: 10.1111/1467-9957.71.s.5.
• Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003, "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 1, pages 91-115, February, DOI: 10.1111/1468-0084.00036.
• Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu, 2003, "Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 891-906, December, DOI: 10.1046/j.0305-9049.2003.00085.x.
• Raffaella Giacomini & Ivana Komunjer, 2003, "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics, Boston College Department of Economics, number 571, Jun.
• Hasan Bakhshi & George Kapetanios & Anthony Yates, 2003, "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers, Bank of England, number 176, Feb.
• Valérie Canals & Claude Diebolt & Magali Jaoul, 2003, "Convergence et disparités régionales du poids de l'enseignement supérieur en France : 1964-2000," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 4, pages 649-669.
• Pesaran, H.M., 2003, "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0305, Jan, DOI: 10.17863/CAM.5111.
• Pesaran, M.H., 2003, "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0346, Oct.
• Im, K.S. & Pesaran, M.H., 2003, "On The Panel Unit Root Tests Using Nonlinear Instrumental Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0347, Oct, DOI: 10.17863/CAM.5079.
• James E. Prieger, 2003, "Bootstrapping the Conditional Moment Test for Parametric Duration Models," Working Papers, University of California, Davis, Department of Economics, number 30, Jul.
• Su, Liangjun & White, Halbert, 2003, "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt35v8g0fm, Oct.
• Hsiao-chuan Chang, 2003, "International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 25-48, May.
• Steven Cook, 2003, "A Note on Business Cycle Non-Linearity in U. S. Consumption," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 247-253, November.
• Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003, "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 454, May.
• Oliver Linton & Yoon-Jae Whang, 2003, "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 463, Nov.
• César Calderón & Roberto Duncan, 2003, "Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 215, Jun.
• Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers, CIRANO, number 2003s-33, Mar.
• Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," CIRANO Working Papers, CIRANO, number 2003s-34, Apr.
• Jean-Marie Dufour, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers, CIRANO, number 2003s-49, Jul.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• Jean-Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• HORVATH, Lajos & KOKOSZKA, Piotr & TEYSSIÈRE , Gilles, 2003, "Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003009, Feb.
• TEYSSIERE, Gilles, 2003, "Interaction models for common long-range dependence in asset price volatilities," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003026, Feb.
• BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia, 2003, "Ranking economics departments in Europe: a statistical approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003050, Jul.
• Donald J. Brown & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395, Jan.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395R, Jan, revised Oct 2006.
• Donald W.K. Andrews & Jae-Young Kim, 2003, "End-of-Sample Cointegration Breakdown Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1404, Mar.
• Donald W.K. Andrews, 2003, "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1428, Jun.
• Boriss Siliverstovs, 2003, "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 382.
• Rossi, Barbara & Pesavento, Elena, 2003, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers, Duke University, Department of Economics, number 03-19.
• Rossi, Barbara & Pesavento, Elena, 2003, "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Working Papers, Duke University, Department of Economics, number 03-23.
• Klaeffling, Matt, 2003, "Monetary policy shocks - a nonfundamental look at the data," Working Paper Series, European Central Bank, number 228, May.
• Klaeffling, Matt, 2003, "Macroeconomic modelling of monetary policy," Working Paper Series, European Central Bank, number 257, Sep.
• Schmalenbach, Anke & Manisha Chakrabarty, 2003, "The Representative Agent Hypothesis: An Empirical Test," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 185, Jun.
• Chang, Yoosoon, 2003, "Nonlinear IV Panel Unit Root Tests," Working Papers, Rice University, Department of Economics, number 2003-06, Mar.
• D. W. K. Andrews, 2003, "End-of-Sample Instability Tests," Econometrica, Econometric Society, volume 71, issue 6, pages 1661-1694, November.
• George Kapetanios & Yongcheol Shin, 2003, "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 104, Nov.
• George Kapetanios & Yongcheol Shin, 2003, "GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 108, Jan.
• Gabriel, Vasco J., 2003, "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, volume 78, issue 1, pages 17-25, January.
• Ghysels, Eric & Guay, Alain, 2003, "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, volume 115, issue 1, pages 91-123, July.
• Luger, Richard, 2003, "Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 259-276, August.
• Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003, "Testing panel data regression models with spatial error correlation," Journal of Econometrics, Elsevier, volume 117, issue 1, pages 123-150, November.
• Busetti, Fabio & Taylor, A. M. Robert, 2003, "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, volume 117, issue 1, pages 21-53, November.
• Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003, "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, volume 33, issue 5, pages 557-579, September.
• Hall, Peter G. & Hyndman, Rob J., 2003, "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, volume 64, issue 2, pages 181-189, August.
• Zaka Ratsimalahelo, 2003, "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_04, Jun.
• Linton, Oliver & Whang, Yoon-Jae, 2003, "A quantilogram approach to evaluating directional predictability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2112, Nov.
• Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003, "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2206, May.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003, "Consistent testing for stochastic dominance under general sampling schemes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2208, Dec.
• Kevin T. Reilly & Luisa Zanchi, 2003, "Industry wage differentials: how many, big and significant are they?," International Journal of Manpower, Emerald Group Publishing Limited, volume 24, issue 4, pages 367-398, June, DOI: 10.1108/01437720310485906.
• Kleibergen, F.R. & Paap, R., 2003, "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-01, Feb.
• Daniela VURI, 2003, "Propensity Score Estimates of the Effects of Fertility on Marital Dissolution," Economics Working Papers, European University Institute, number ECO2003/04.
• Agostinho S. Rosa, 2003, "Inflação Portuguesa: pelos custos ou monetária?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 6_2003.
• Jaroslav Heømánek & Jiøí Podpiera, 2003, "Interest and Noninterest Profits and Profitability in the Czech Banking Sector (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 53, issue 7-8, pages 316-333, July.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Post-Print, HAL, number hal-00520539, DOI: 10.1088/1469-7688/3/4/301.
• Yannick Malevergne & Didier Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependence," Post-Print, HAL, number hal-02312888, Aug.
• Petzold, Max & Jonsson, Robert, 2003, "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics, University of Gothenburg, Department of Economics, number 102, Aug.
• Westerlund, Joakim, 2003, "A Panel CUSUM Test of the Null of Cointegration," Working Papers, Lund University, Department of Economics, number 2003:15, Nov.
• Brännäs, Kurt & Simonsen, Ola, 2003, "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 610, May.
• Österholm, Pär, 2003, "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series, Uppsala University, Department of Economics, number 2003:21, Aug.
• Yamamoto, Taku & 山本, 拓 & Kurozumi, Eiji & 黒住, 英司, 2003, "Tests for Long-Run Granger Non-Causality in Cointegrated Systems," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2003-12, Jun.
• Chigira, Hiroaki & 千木良, 弘明 & Yamamoto, Taku & 山本, 拓, 2003, "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2003-13, Jul.
• Hiroaki Chigira & Taku Yamamoto, 2003, "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d03-07, Dec.
• Patrik Buggenberger & Richard Smith, 2003, "Generalized empirical likelihood estimators and tests under partial, weak and strong identification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/03, Jul.
• Kunst, Robert M., 2003, "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series, Institute for Advanced Studies, number 130, May.
• Junfu Zhang, 2003, "Revisiting Residential Segregation by Income: A Monte Carlo Test," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 1, pages 27-37, April.
• Roberto Hernández-Paniagua, 2003, "Estimadores Obtenidos De La Hipótesis De Eficiencia Especulativa En El Mercado Cambiario," 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 2, issue 4, pages 321-338, Diciembre.
• Mark McGillivray, 2003, "Modelling Aid Allocation: Issues, Approaches And Results," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 28, issue 1, pages 171-188, June.
• L.A. Gil-Alana, 2003, "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 1, pages 23-38, August, DOI: 10.1023/A:1024553430101.
• Tóth, József, 2003, "Aszimmetrikus árhatások az osztrák húsiparban - hazai tanulságokkal
  [Asymmetric price effects in the Austrian meat industry—lessons for this country]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 370-380.
• Edith Madsen, 2003, "Using GMM when testing for a unit root in panels where the time-series dimension is fixed," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2003-11, Aug.
• Edith Madsen, 2003, "Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2003-13, Aug.
• Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003, "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/03, Jul.
• Y.K. Tse & Xibin Zhang, 2003, "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/03, Mar.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-08.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-09.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-12.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2003.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2003.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2003.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2003.
• Stehpen Hall, 2003, "Measuring the Correlation of Shocks between the UK and the Core of Europe," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 213, Mar.
• Vuong, Quan-Hoang, 2003, "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," OSF Preprints, Center for Open Science, number ahrjd, Sep, DOI: 10.31219/osf.io/ahrjd.
• Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge, 2003, "Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien
  [Nonlinear trend and co-trending in the Tunisian real effective exchange rate]," MPRA Paper, University Library of Munich, Germany, number 30249, Jun.
• Piotr Eliasz & James H. Stock & Mark W. Watson, 2003, "Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model," Working Papers, Princeton University. Economics Department., number 2003-1, Nov.
• George Kapetanios, 2003, "Determining the Stationarity Properties of Individual Series in Panel Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 495, Jul.
• Andrew P. Blake & George Kapetanios, 2003, "Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean," Working Papers, Queen Mary University of London, School of Economics and Finance, number 496, Jul.
• George Kapetanios & Yongcheol Shin & Andy Snell, 2003, "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 497, Jul.
• George Kapetanios, 2003, "Determining the Poolability of Individual Series in Panel Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 499, Jul.
• George Kapetanios & Yongcheol Shin, 2003, "Testing for Nonstationary Long Memory against Nonlinear Ergodic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 500, Jul.
• Carol Alexander & Dimitri Lvov, 2003, "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-03, Jan.
• Alessandro Bucciol, 2003, "Household Portfolios Efficiency in the Presence of Restrictions on Investment Opportunities," Rivista di Politica Economica, SIPI Spa, volume 93, issue 6, pages 29-67, November-.
• M. Dumont & G. Rayp & P. Willem & O. Thas, 2003, "Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 03/172, Apr.
• Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers, Rutgers University, Department of Economics, number 200311, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers, Rutgers University, Department of Economics, number 200320, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200321, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers, Rutgers University, Department of Economics, number 200322, Oct.
• Roy van der Weide & Remco Peters, 2003, "The Evolution of Expectations Towards Expiration," Computing in Economics and Finance 2003, Society for Computational Economics, number 199, Aug.
• Michal Greszta, 2003, "Testing stationarity of AR(1) process with symmetric stable disturbance," Computing in Economics and Finance 2003, Society for Computational Economics, number 217, Aug.
• Athina Kanioura & Paul Turner, 2003, "The Error Correction Model as a Test for Cointegration," Working Papers, The University of Sheffield, Department of Economics, number 2003001, Mar, revised Mar 2003.
• Chung-Ming Kuan & Wei-Ming Lee, 2003, "A New Test of the Martingale Difference Hypothesis," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 03-A001, Nov.
• Yi-Ting Chen & Chung-Ming Kuan, 2003, "A Generalized Jarque-Bera Test of Conditional Normality," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 03-A003, Nov.