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

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 & Smith & 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, Centre for Economic Policy Research, 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.
• 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.

2001

• Valentina Corradi & Norman R. Swanson, 2001, "Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error," Discussion Papers, University of Exeter, Department of Economics, number 0101, Feb.
• Valentina Corradi & Norman R. Swanson, 2001, "A Randomized Procedure for Choosing Data Transformation," Discussion Papers, University of Exeter, Department of Economics, number 0105, Jun.
• Hong, H. & Scaillet, O. & Tamer, E., 2001, "A fast Subsampling Method for Nonlinear Dynamic Models," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 2001.09.
• Skoglund, Jimmy & Karlsson, Sune, 2001, "Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0432, Feb.
• Skoglund, Jimmy & Karlsson, Sune, 2001, "Specification and estimation of random effects models with serial correlation of general form," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0433, Feb.
• Skoglund, Jimmy, 2001, "A simple efficient GMM estimator of GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0434, Feb.
• Löf, Mårten, 2001, "Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0439, Mar.
• de Luna, Xavier & Johansson, Per, 2001, "Testing exogeneity under distributional misspecification," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2001:9, Jul.
• Mario Coccia, 2001, "Satisfaction, work involvement and R&D performance," International Journal of Human Resources Development and Management, Inderscience Enterprises Ltd, volume 1, issue 2/3/4, pages 268-282.
• Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001, "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers, Institute for Fiscal Studies, number W01/02, Feb.
• Matteo Ciccarelli, 2001, "Testing Restrictions In Normal Data Models Using Gibbs Sampling," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-17, Jun.
• Ángel León & Antonio Rubia, 2001, "Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-04, Mar.
• Antonio Rubia, 2001, "Testing For Weekly Seasonal Unit Roots In Daily Electricity Demand: Evidence From Deregulated Markets," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-21, Oct.
• Rolf Aaberge, 2001, "Sampling Errors and Cross-Country Comparisons of Income Inequality," Journal of Income Distribution, Ad libros publications inc., volume 10, issue 1-2, pages 6-6, June.
• Meier Carsten-Patrick, 2001, "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland. Eine Anmerkung / Trends and Cycles in Germany’s Real Gross Domestic Product. A Note," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 2, pages 168-178, April, DOI: 10.1515/jbnst-2001-0204.
• Jorge Hugo Barrientos Marín, 2001, "Calidad de la educación y rendimiento académico en Bogotá," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 021.
• Jorge Hugo Barrientos Marín, 2001, "Características del plantel y calidad de la educación en Bogotá," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 022.
• Dufour, Jean-Marie & Khalaf, Lynda, 2001, "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche, Université Laval - Département d'économique, number 0111.
• Dufour, Jean-Marie & Khalaf, Lynda, 2001, "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche, GREEN, number 0105.
• Chang, H.-C., 2001, "International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan," Department of Economics - Working Papers Series, The University of Melbourne, number 783.
• McLean, A., 2001, "On the Nature and Role of Hypothesis Tests," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/01, Jun.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-08.
• DUFOUR, Jean-Marie, 2001, "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-15.
• Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-08.
• Dufour, J.M., 2001, "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-15.
• Andrew Ang & Geert Bekaert, 2001, "Stock Return Predictability: Is it There?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8207, Apr.
• Andrew Ang & Joseph Chen & Yuhang Xing, 2001, "Downside Risk and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 8643, Dec.
• Vasco J. Gabriel, 2001, "Cointegration and the joint confirmation hypothesis," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2001.
• Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2001, "A simple method for testing cointegration subject to regime changes," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2001.
• Vasco J. Gabriel, 2001, "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers, NIPE - Universidade do Minho, number 7/2001.
• Yochanan Shachmurove, 2001, "Annualized Returns of Venture-Backed Public Companies Categorized by Stage of Financing: An Empirical Investigation of IPOS in the Last Three Decades," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 6, issue 1, pages 44-58, Spring.
• Mynbaev, Kairat, 2001, "The strengths and weaknesses of L2 approximable regressors," MPRA Paper, University Library of Munich, Germany, number 9056.
• James G. MacKinnon & Russell Davidson, 2001, "Bootstrap Tests: How Many Bootstraps?," Working Paper, Economics Department, Queen's University, number 1036, Mar.
• James G. MacKinnon, 2001, "Computing Numerical Distribution Functions In Econometrics," Working Paper, Economics Department, Queen's University, number 1037, Dec.
• James G. MacKinnon & Russell Davidson, 2001, "Artificial Regressions," Working Paper, Economics Department, Queen's University, number 1038, Jan.
• Asmara Jamaleh, 2001, "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, volume 91, issue 2, pages 79-132, February.
• Leonie Bell & Tim Jenkinson, 2001, "New evidence of the impact of dividend taxation and on the identity of the marginal investor," OFRC Working Papers Series, Oxford Financial Research Centre, number 2001fe14.
• Nikolay Gospodinov, 2001, "Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity," Computing in Economics and Finance 2001, Society for Computational Economics, number 136, Apr.
• Nikolay Gospodinov, 2001, "Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments," Computing in Economics and Finance 2001, Society for Computational Economics, number 150, Apr.
• Romulo Chumacero, 2001, "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001, Society for Computational Economics, number 2, Apr.
• Katsuhiro Sugita, 2001, "Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching," Computing in Economics and Finance 2001, Society for Computational Economics, number 33, Apr.
• Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001, Society for Computational Economics, number 36, Apr.
• Michael K. Andersson & Sune Karlsson, 2001, "Bootstrapping Error Component Models," Computational Statistics, Springer, volume 16, issue 2, pages 221-231, July, DOI: 10.1007/s001800100061.
• Herman J. Bierens & Donna K. Ginther, 2001, "Integrated Conditional Moment testing of quantile regression models," Empirical Economics, Springer, volume 26, issue 1, pages 307-324.
• Sophie Robé & Reinhold Kosfeld, 2001, "Testing for nonlinearities in German bank stock returns," Empirical Economics, Springer, volume 26, issue 3, pages 581-597.
• Albert Satorra & Peter Bentler, 2001, "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, volume 66, issue 4, pages 507-514, December, DOI: 10.1007/BF02296192.
• Álvaro Escribano & Oscar Jordá, 2001, "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer;Spanish Economic Association, volume 3, issue 3, pages 193-209.
• Kevin Denny & Colm Harmon, 2001, "Testing for sheepskin effects in earnings equations: evidence for five countries," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 9, pages 635-637, DOI: 10.1080/13504850010028625.
• Gordon Anderson, 2001, "The Power And Size Of Nonparametric Tests For Common Distributional Characteristics," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 1-30, DOI: 10.1081/ETC-100104077.
• Kazumitsu Nawata & Michael McAleer, 2001, "Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 105-112, DOI: 10.1081/ETC-100104082.
• Badi Baltagi & Dong Li, 2001, "Double Length Artificial Regressions For Testing Spatial Dependence," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 31-40, DOI: 10.1081/ETC-100104078.
• Thanasis Stengos & Yiguo Sun, 2001, "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 41-60, DOI: 10.1081/ETC-100104079.
• Akira Tokihisa & Shigeyuki Hamori, 2001, "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 187-200, DOI: 10.1081/ETC-100103822.
• Kurt Brannas & Jorgen Hellstrom, 2001, "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 425-443, DOI: 10.1081/ETC-100106998.
• Badi Baltagi & Qi Li, 2001, "Estimation Of Econometric Models With Nonparametrically Specified Risk Terms," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 445-460, DOI: 10.1081/ETC-100106999.
• Salah Nusair, 2001, "Testing for PPP in developing countries using confirmatory analysis and different base countries: an application to Asian countries," International Economic Journal, Taylor & Francis Journals, volume 18, issue 4, pages 467-489, DOI: 10.1080/1016873042000299945.
• Noud P.A. van Giersbergen & Jan F. Kiviet, 2001, "How to implement the Bootstrap in Static or Stable Dynamic Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-119/4, Dec.
• Jesús Gonzalo & Michael Wolf, 2001, "Subsampling inference in threshold autoregressive models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 573, Oct.
• Olivier Ledoit & Michael Wolf, 2001, "Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 575, Oct.