Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C12: Hypothesis Testing: General

2003

• Quan-Hoang Vuong, 2003, "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-013.RS.
• Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas, 2003, "On the choice of functional form in stochastic frontier modeling," Empirical Economics, Springer, volume 28, issue 1, pages 75-100, January, DOI: 10.1007/s001810100120.
• P. Fève & P. Y. Hénin & P. Jolivaldt, 2003, "Testing for hysteresis: Unemployment persistence and wage adjustment," Empirical Economics, Springer, volume 28, issue 3, pages 535-552, July, DOI: 10.1007/s001810200144.
• James Prieger, 2003, "Bootstrapping the conditional moment test for parametric duration models," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 10, pages 597-600, DOI: 10.1080/1350485032000136379.
• Vasco Gabriel, 2003, "Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 4, pages 411-435, DOI: 10.1081/ETC-120025897.

2002

• Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova, 2002, "A Simple Test for Unit Root Bilinearity," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2002/01, Mar, revised 29 Mar 2002.
• Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET, 2002, "Testing for Concordance Ordering," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp41, Mar.
• Michel DENUIT & Olivier SCAILLET, 2002, "Nonparametric Tests Dependence For Positive Quadrant," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp44, Mar.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp407, Feb.
• Bergman, U. Michael & Hansen, Jan, 2002, "Financial Instability and Monetary Policy: The Swedish Evidence," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 137, Jun.
• Hellström, Jörgen, 2002, "Count Data Modelling and Tourism Demand," Umeå Economic Studies, Umeå University, Department of Economics, number 584, Feb.
• Dahlberg, Matz & Johansson, Eva & Tovmo, Per, 2002, "Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels," Working Paper Series, Uppsala University, Department of Economics, number 2002:13, Jul.
• Fairise, Xavier & Fève, Patrick, 2002, "Labor Adjustment Costs and Complex Eigenvalues," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 156.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/02, Dec.
• Stephen Bond & Frank Windmeijer, 2002, "Finite sample inference for GMM estimators in linear panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/02, May.
• Kunst, Robert M., 2002, "Testing for Stationarity in a Cointegrated System," Economics Series, Institute for Advanced Studies, number 117, Jul.
• Fortin, Ines & Kuzmics, Christoph, 2002, "Tail-Dependence in Stock-Return Pairs," Economics Series, Institute for Advanced Studies, number 126, Nov.
• Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2002, "The Day-of-the-Week Effect Revisited: An Alternative Testing Approach," Economics Series, Institute for Advanced Studies, number 127, Nov.
• Mohsen Bahmani-Oskooee & Raymond Chi Wing Ng, 2002, "Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 2, pages 147-155, August.
• Walter Kramer & Philipp Sibbertsen, 2002, "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 3, pages 235-242, December.
• Raimundo Soto, 2002, "Ajuste Estacional e Integración en Variables Macroeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 116, pages 135-155.
• Mark Trede, 2002, "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, volume 77, issue 1, pages 261-282, December, DOI: 10.1007/BF03052507.
• Mark Trede, 2002, "Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?," Journal of Economics, Springer, volume 9, issue 1, pages 261-282, December, DOI: 10.1007/BF03052507.
• Jenny N. Lye & Joseph G. Hirschberg, 2002, "Tests of Inference for Dummy Variables in Regressions with Logarithmic Transformed Dependent Variables," Department of Economics - Working Papers Series, The University of Melbourne, number 852.
• D.S. Poskitt & C.L. Skeels, 2002, "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series, The University of Melbourne, number 862.
• Peter Hall & Rob J. Hyndman, 2002, "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/02, Sep.
• BONTEMPS, Christian & MEDDAHI, Nour, 2002, "Testing Normality : A GMM Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-14.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-17.
• Christian BONTEMPS & Nour MEDDAHI, 2002, "Testing Normality : A Gmm Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2002.
• Marie-Claude BEAULIEU & Jean-Marie DUFOUR & Lynda KHALAF, 2002, "Testing Mean-Variance Efficiency In Capm With Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2002.
• Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002, "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers, NIPE - Universidade do Minho, number 7/2002.
• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002, "A smooth-transition model of the Australian unemployment rate," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1002, May, revised 01 Jul 2003.
• Chikhi, Mohamed & Terraza, Michel, 2002, "Un essai de prévision non paramétrique de l'action France Télécom
  [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper, University Library of Munich, Germany, number 77268, revised Dec 2003.
• Hugo Kruiniger, 2002, "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 458, Jun.
• George Kapetanios & Yongcheol Shin, 2002, "Unit Root Tests in Three-Regime SETAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 465, Nov.
• Gonzalo Camba-Mendez & George Kapetanios, 2002, "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers, Queen Mary University of London, School of Economics and Finance, number 468, Nov.
• George Kapetanios, 2002, "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers, Queen Mary University of London, School of Economics and Finance, number 470, Nov.
• George Kapetanios & Yongcheol Shin, 2002, "GLS Detrending for Nonlinear Unit Root Tests," Working Papers, Queen Mary University of London, School of Economics and Finance, number 472, Nov.
• J. Huston McCulloch & E. Richard Percy, Jr., 2002, "A Spline LR Test for Goodness-of-Fit," Computing in Economics and Finance 2002, Society for Computational Economics, number 123, Jul.
• Sarno, Lucio & Valente, Giorgio, 2002, "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 223, Jul.
• Charemza W.W. & M. Lifshits & S. Makarova, 2002, "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002, Society for Computational Economics, number 251, Jul.
• Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002, "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002, Society for Computational Economics, number 345, Jul.
• Noriega, A., & L.M. Soria, 2002, "Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence," Computing in Economics and Finance 2002, Society for Computational Economics, number 353, Jul.
• Toni Gravelle & Maral Kichian & James Morley, 2002, "Detecting shift-contagion in currency and bond markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 58, Jul.
• Quan-Hoang Vuong, 2002, "Empirical Evidence of Conditional Heteroskedasticity in Vietnam’s Stock Returns Time Series," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 02-001.RS.
• Antonio Aznar & Manuel Salvador, 2002, "Weak exogeneity in partially nonstationary models," Spanish Economic Review, Springer;Spanish Economic Association, volume 4, issue 2, pages 139-150.
• Chokri Dridi & Geoffrey Hewings, 2002, "An Investigation of Industry Associations, Association Loops and Economic Complexity: Application to Canada and the United States," Economic Systems Research, Taylor & Francis Journals, volume 14, issue 3, pages 275-296, DOI: 10.1080/0953531022000002512.
• John Galbraith & Aman Ullah & Victoria Zinde-Walsh, 2002, "Estimation Of The Vector Moving Average Model By Vector Autoregression," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 2, pages 205-219, DOI: 10.1081/ETC-120014349.
• Denise Osborn & Paulo Rodrigues, 2002, "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 2, pages 221-241, DOI: 10.1081/ETC-120014350.
• Yanqin Fan & Qi Li, 2002, "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 3, pages 337-352, DOI: 10.1081/ETC-120015787.
• Russell Davidson & James MacKinnon, 2002, "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 4, pages 419-429, DOI: 10.1081/ETC-120015384.
• Peter Nijkamp & Jacques Poot, 2002, "The Last Word on the Wage Curve?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-029/3, Mar, revised 13 Mar 2003.
• Sjoerd Beugelsdijk & Henri L.F. de Groot & Anton B.T.M. van Schaik, 2002, "Trust and Economic Growth," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-049/3, May.
• Frank Kleibergen, 2002, "Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-064/4, Jun.
• Cees Diks, 2002, "Detecting Serial Dependence in Tail Events," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-079/1, Aug.
• Kerkhof, F.L.J. & Melenberg, B., 2002, "Backtesting for Risk-Based Regulatory Capital," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-110.
• Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002, "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-63.
• George G.Djolov, 2002, "Nota técnica 2: An equal Variance Test," Estudios de Economia, University of Chile, Department of Economics, volume 29, issue 2 Year 20, pages 327-339, December.
• Eva Ventura & Cristina Giménez, 2002, "Supply chain management as a competitive advantage in the Spanish grocery sector," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 641, Sep.
• Ulrich K. Müller, 2002, "Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-26, Nov.
• Carl Chiarella & Shenhuai Gao, 2002, "Type I Spurious Regression in Econometrics," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 114, Apr.
• David E. A. Giles, 2002, "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers, Department of Economics, University of Victoria, number 0203, May.
• Florax, R.J.G.M., 2002, "Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0005.
• Bode, Eckhardt & Bickenbach, Frank, 2002, "Markov or not Markov - this should be a question," ERSA conference papers, European Regional Science Association, number ersa02p024, Aug.
• Ines Fortin & Christoph Kuzmics, 2002, "Tail‐dependence in stock‐return pairs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 11, issue 2, pages 89-107, April, DOI: 10.1002/isaf.216.
• William C. Horrace, 2002, "On the Ranking Uncertainty of Labor Market Wage Gaps," Econometrics, University Library of Munich, Germany, number 0206003, Jun.
• William C. Horrace, 2002, "Selection Procedures for Order Statistics in Empirical Economic Studies," Econometrics, University Library of Munich, Germany, number 0206005, Jun.
• William C. Horrace, 2002, "Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k," Econometrics, University Library of Munich, Germany, number 0206007, Jun.
• Alex Strashny, 2002, "Trading system evaluation based on past performance: Random Signals Test," Finance, University Library of Munich, Germany, number 0205003, May, revised 10 Jun 2002.
• Kevin Reilly & Luisa Zanchi, 2002, "Industry Wage Differentials: How Many, Big and Significant Are They?," Labor and Demography, University Library of Munich, Germany, number 0209001, Sep.
• Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002, "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional, University Library of Munich, Germany, number 0202001, Feb.
• Chokri Dridi & Geoffrey J.D. Hewings, 2002, "An Investigation of Industry Associations, Association Loops, and Economic Complexity: Application to Canada and the United States," Urban/Regional, University Library of Munich, Germany, number 0210001, Oct, revised 23 Feb 2005.
• Laurens Cherchye & Tom Van Puyenbroeck, 2002, "Profit Efficiency Analysis Under Limited Information. With an Application to German Farm Types," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0202.
• Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2002, "The Properties Of Some Goodness-Of-Fit Tests," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 653.
• Sugita, Katsuhiro, 2002, "Testing For Cointegration Rank Using Bayes Factors," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 654.
• Chakrabarty, Manisha & Schmalenbach, Anke, 2002, "The Representative Agent Hypothesis: An Empirical Test," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 26/2002.
• Neugebauer, Tibor & Selten, Reinhard, 2002, "Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 3/2003.
• Hassler, Uwe & Rodrigues, Paulo M. M., 2002, "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 113.
• Kleinow, Torsten, 2002, "Testing the diffusion coefficient," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,38.
• Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002, "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,6.
• Hafner, Christian M. & Herwartz, Helmut, 2002, "Testing for vector autoregressive dynamics under heteroskedasticity," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,4.
• Ziegler, Andreas, 2002, "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-38.
• Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., , "The Properties of Some Goodness-of-Fit Tests," Economic Research Papers, University of Warwick - Department of Economics, number 269466, DOI: 10.22004/ag.econ.269466.
• Michael Creel, 2002, "Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 509.02, Apr.
• Stephen Bond & Frank Windmeijer, 2002, "Finite sample inference for GMM estimators in linear panel data models," CeMMAP working papers, Institute for Fiscal Studies, number 04/02, May, DOI: 10.1920/wp.cem.2002.0402.
• Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2002, "Level shifts in a panel data based unit root test. An application to the rate of unemployment," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 79.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2002, "Herramientas estadisticas para el estudio de perfiles de riesgo," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 88.
• Lanne, Markku & Saikkonen, Pentti, 2002, "Threshold Autoregressions for Strongly Autocorrelated Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 2, pages 282-289, April.
• Leonie Bell & Tim Jenkinson, 2002, "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1321-1346, June, DOI: 10.1111/1540-6261.00462.
• Niels Haldrup & Peter Lildholdt, 2002, "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 2, pages 155-171, March, DOI: 10.1111/1467-9892.00260.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003, Stata Users Group, number 05, Dec.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 545, Nov, revised 14 Feb 2003.
• Raffaella Giacomini, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics, Boston College Department of Economics, number 583, Jun.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003, Stata Users Group, number 02, Dec.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 433, Mar.
• José Miguel Sales Civera, 2002, "La valoración de empresas asociativas agrarias: una aplicación de la metodología analógico-bursátil," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 41, pages 213-234, August.
• Christian Bontemps & Nour Meddahi, 2002, "Testing Normality: A GMM Approach," CIRANO Working Papers, CIRANO, number 2002s-63, Jul.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
• G. Boero & J. Smith & KF. Wallis, 2002, "The properties of some goodness-of-fit tests," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200209.
• Jesus Otero & Jeremy Smith, 2002, "Seasonal adjustment and cointegration," Borradores de Investigación, Universidad del Rosario, number 3483, Dec.
• LEJEUNE, Bernard, 2002, "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002024, Apr.
• GIRAITIS, Liudas & KOKOSZKA, Piotr & LEIPUS, Remigijus & TEYSSIÈRE, Gilles, 2002, "On the power of R/S-type tests under contiguous and semi long memory alternatives," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002057, Sep.
• KOKOSZKA, Piotr & TEYSSIÈRE, Gilles, 2002, "Change-point detection in GARCH models: asymptotic and bootstrap tests," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002065, Dec.
• Jimmy Skoglund & Sune Karlsson, 2002, "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A6-1, Mar.
• Yoosoon Chang & Wonho Song, 2002, "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B5-2, Mar.
• Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002, "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B6-4, Mar.
• Catherine Bac & Yannick le Pen, 2002, "An International Comparison of Health Care Expenditure Determinants," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C5-1, Mar.
• Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo, 2002, "Level shifts in a panel data based unit root test. An application to the rate of unemployment," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C5-2, Mar.
• Stephen Bond & Céline Nauges & Frank Windmeijer, 2002, "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C5-4, Mar.
• Stephen Bond & Frank Windmeijer, 2002, "Finite Sample Inference for GMM Estimators in Linear Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-3, Mar.
• Kilian, Lutz & Inoue, Atsushi, 2002, "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3671, Dec.
• Ibrahim A. Ahmad, 2002, "Nonparametric Inference Based on Sampled Minima," Annals of Economics and Finance, Society for AEF, volume 3, issue 2, pages 453-469, November.
• Saikkonen, Pentti & Lütkepohl, Helmut, 2002, "Testing For A Unit Root In A Time Series With A Level Shift At Unknown Time," Econometric Theory, Cambridge University Press, volume 18, issue 2, pages 313-348, April.
• Andrews, Donald W.K., 2002, "EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS," Econometric Theory, Cambridge University Press, volume 18, issue 5, pages 1040-1085, October.
• Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1356, Feb, revised Mar 2002.
• Ted Juhl & Zhijie Xiao, 2002, "Partially Linear Models with Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1359, Apr.
• Donald W.K. Andrews, 2002, "End-of-Sample Instability Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1369, May.
• Donald W.K. Andrews, 2002, "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1370, May.
• Donald W.K. Andrews & Offer Lieberman, 2002, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1378, Aug.
• Hassler, Uwe & Rodrigues, Paulo M. M., 2002, "Seasonal unit root tests under structural breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 18290.
• Hassler, Uwe & Rodrigues, Paulo M. M., 2002, "Seasonal Unit Root Tests under Structural Breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 37696, Jan.
• Hassler, Uwe & Rodrigues, Paulo M. M., 2009, "Seasonal Unit Root Tests under Structural Breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77565.
• Cook, Steven, 2002, "Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 2, issue 2.
• Inoue, Atsushi & Kilian, Lutz, 2002, "In-sample or out-of-sample tests of predictability: which one should we use?," Working Paper Series, European Central Bank, number 195, Nov.
• Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002, "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 13, Aug.
• Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002, "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 165, Aug.
• Vuri, Daniela, 2002, "Propensity Score Estimates of the Effect of Fertility on Marital Dissolution," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 180, Aug.
• Chang, Yoosoon, 2002, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers, Rice University, Department of Economics, number 2000-01, Jan.
• Donald W. K. Andrews, 2002, "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, volume 70, issue 1, pages 119-162, January.
• Ralph W. Bailey & A. M. Robert Taylor, 2002, "An optimal test against a random walk component in a non-orthogonal unobserved components model," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 520-532, June.
• Yongcheol Shin & Andy Snell, 2002, "Mean Group Tests for Stationarity in Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 107, Aug.
• Laura Serlenga & Yongcheol Shin & Andy Snell, 2002, "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 88, Aug.
• Lanne, Markku & Lutkepohl, Helmut, 2002, "Unit root tests for time series with level shifts: a comparison of different proposals," Economics Letters, Elsevier, volume 75, issue 1, pages 109-114, March.
• Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 143-170, January.
• Boswijk, H. Peter & Lucas, Andre, 2002, "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, volume 108, issue 2, pages 253-280, June.
• Johansen, Soren, 2002, "A small sample correction for tests of hypotheses on the cointegrating vectors," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 195-221, December.
• Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 303-322, December.
• Tan, Baris & Yilmaz, Kamil, 2002, "Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation," European Journal of Operational Research, Elsevier, volume 137, issue 3, pages 524-543, March.
• Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002, "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, volume 18, issue 1, pages 19-30.
• Weron, Rafał, 2002, "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 312, issue 1, pages 285-299, DOI: 10.1016/S0378-4371(02)00961-5.
• Kaiser, Ulrich, 2002, "Measuring knowledge spillovers in manufacturing and services: an empirical assessment of alternative approaches," Research Policy, Elsevier, volume 31, issue 1, pages 125-144, January.
• Hafner, C.M. & Herwartz, H., 2002, "Testing for vector autoregressive dynamics under heteroskedasticity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-36, Oct.

2001

• David Brownstone & Robert Valletta, 2001, "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 129-141, Fall.
• Temel, Tugrul T., 2001, "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20600, DOI: 10.22004/ag.econ.20600.
• Davidson, Russell & MacKinnon, James, 2001, "Bootstrap Tests: How Many Bootstraps?," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273506, Mar, DOI: 10.22004/ag.econ.273506.
• MacKinnon, James, 2001, "Computing Numerical Distribution Functions in Econometrics," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273507, Dec, DOI: 10.22004/ag.econ.273507.
• Davidson, Russell, 2001, "Artificial Regressions," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273508, Jan, DOI: 10.22004/ag.econ.273508.
• McCracken,M.W. & West,K.D., 2001, "Inference about predictive ability," Working papers, Wisconsin Madison - Social Systems, number 14.
• Richard Luger, 2001, "Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity," Staff Working Papers, Bank of Canada, number 01-2, DOI: 10.34989/swp-2001-2.
• Fuchun Li & Greg Tkacz, 2001, "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers, Bank of Canada, number 01-21, DOI: 10.34989/swp-2001-21.
• Alexandre Debs, 2001, "Testing for a Structural Break in the Volatility of Real GDP Growth in Canada," Staff Working Papers, Bank of Canada, number 01-9, DOI: 10.34989/swp-2001-9.
• Katsuto Tanaka, 2001, "K‐Asymptotics Associated with Deterministic Trends in Integrated and Near‐Integrated Processes," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 1, pages 35-63, March, DOI: 10.1111/1468-5876.00179.
• Yoshihisa Suzuki, 2001, "An Artificial Neural Network Test For Structural Change With Unspecified Parametric Form," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 3, pages 339-365, September, DOI: 10.1111/1468-5876.00199.
• Fabio Busetti & Andrew Harvey, 2001, "Testing for the Presence of a Random Walk in Series with Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 2, pages 127-150, March, DOI: 10.1111/1467-9892.00216.
• Jushan Bai & Serena Ng, 2001, "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 501, Jun.
• Muller, Ulrich & Elliott, Graham, 2001, "Tests for Unit Roots and the Initial Observation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9h99b2sv, Dec.
• Rómulo Chumacero, 2001, "Testing for unit roots using economics," Working Papers Central Bank of Chile, Central Bank of Chile, number 102, Jul.
• Manuel A. Dominguez & Ignacio N. Lobato, 2001, "A Consistent Test for the Martingale Difference Hypothesis," Working Papers, Centro de Investigacion Economica, ITAM, number 0101, Jan.
• Manuel A. Dominguez & Ignacio N. Lobato, 2001, "Size Corrected Power for Bootstrap Tests," Working Papers, Centro de Investigacion Economica, ITAM, number 0102, Jan.
• John W. Galbraith & Victoria Zinde-Walsh, 2001, "Autoregression-Based Estimators for ARFIMA Models," CIRANO Working Papers, CIRANO, number 2001s-11, Feb.
• Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers, CIRANO, number 2001s-25, Apr.
• Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers, CIRANO, number 2001s-54, Sep.
• Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe, 2001, "Testing for unit roots on heterogeneous panels: A sequential approach," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0108.
• Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 133, Jun.
• Alain Guay, 2001, "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 142, Oct.
• Han Hong & Olivier Scaillet & Elie Tamer, 2001, "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers, Center for Research in Economics and Statistics, number 2001-39.
• Mario Coccia, 2001, "Technology Transfer: Spatial Indicators," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200110, Dec.
• DENUIT, Michel & SAILLET, Olivier, 2001, "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001009, Jan, revised 01 Apr 2001.
• G. S. Maddala & Hongyi Li & V. K. Srivastava, 2001, "A Comparative Study of Different Shrinkage Estimators for Panel Data Models," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 1-30, May.
• Qi-Man Shao & Hao Yu & Jun Yu, 2001, "Do Stock Returns Follow a Finite Variance Distribution?," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 467-486, November.
• Donald W.K. Andrews, 2001, "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1334, Oct.
• Mehdi Mosthaghimi, 2001, "Are the New U.S. Composite Leading Economic Indicators More Informative?," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 205-213, January.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2001, "Testing the rank of the Hankel matrix: a statistical approach," Working Paper Series, European Central Bank, number 45, Mar.