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

2001

• 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.
• Ulrich K. Müller & Graham Elliott, 2001, "Tests for Unit Roots and the Initial Observation," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-02, Dec.
• Atsushi Inoue & Mototsugu Shintani, 2001, "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0129, Dec, revised Aug 2003.
• Evzen Kocenda, 2001, "Detecting Structural Breaks: Exchange Rates in Transition Economies," Development and Comp Systems, University Library of Munich, Germany, number 0012009, Feb.
• Emmanuel Guerre & Pascal Lavergne, 2001, "Rate-optimal data-driven specification testing in regression models," Econometrics, University Library of Munich, Germany, number 0107001, Jul.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Finance, University Library of Munich, Germany, number 0111003, Nov.
• Sugita, K., 2001, "Bayesian Cointegration Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 591.
• Rafal Weron, 2001, "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/03, DOI: 10.1016/S0378-4371(02)00961-5.
• Chakrabarty, Manisha, 2001, "The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 37/2001.
• Christensen, Björn, 2001, "Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-Ansatz," Kiel Working Papers, Kiel Institute for the World Economy, number 1033.
• Bickenbach, Frank & Bode, Eckhardt, 2001, "Markov or not Markov - this should be a question," Kiel Working Papers, Kiel Institute for the World Economy, number 1086.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001, "Test procedures for unit roots in time series with level shifts at unknown time," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,39.
• Candelon, Bertrand & Gil-Alaña, Luis A., 2001, "Fractional integration and business cycle features," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,46.
• Lanne, Markku & Lütkepohl, Helmut, 2001, "Unit root tests for time series with level shifts: A comparison of different proposals," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,5.
• Gil-Alaña, Luis A., 2001, "The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,66.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001, "Unit root tests in the presence of innovational outliers," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,82.
• 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.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2001, "Spectral based methods to identify common trends and common cycles," Working Paper Series, European Central Bank, number 62, Apr.
• Chang, Yoosoon & Sickles, Robin & Song, Wonho, 2001, "Bootstrapping Unit Root Tests with Covariates," Working Papers, Rice University, Department of Economics, number 2001-07, Sep.
• Mehmet Caner & Bruce E. Hansen, 2001, "Threshold Autoregression with a Unit Root," Econometrica, Econometric Society, volume 69, issue 6, pages 1555-1596, November.
• Rolf Larsson & Johan Lyhagen & Mickael Lothgren, 2001, "Likelihood-based cointegration tests in heterogeneous panels," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-41.
• Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001, "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, volume 73, issue 3, pages 379-388, December.
• Santos Silva, Joao M. C. & Windmeijer, Frank, 2001, "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, volume 104, issue 1, pages 67-89, August.
• H. Kelejian, Harry & Prucha, Ingmar R., 2001, "On the asymptotic distribution of the Moran I test statistic with applications," Journal of Econometrics, Elsevier, volume 104, issue 2, pages 219-257, September.
• Diebold, Francis X. & Inoue, Atsushi, 2001, "Long memory and regime switching," Journal of Econometrics, Elsevier, volume 105, issue 1, pages 131-159, November.
• Zaka Ratsimalahelo, 2001, "Rank Test Based On Matrix Perturbation Theory," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_04, Jul.

2000

• Anthony W. Hughes, 2000, "Testing for Non-Normality in the Presence of One-Sided Slope Parameters," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2000-01.
• Renaud Caulet & Anne Peguin-Feissolle, 2000, "Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels," Annals of Economics and Statistics, GENES, issue 59, pages 177-197.
• MacKinnon, James & Davidson, Russel, 2000, "Improving the Reliability of Bootstrap Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273421, Sep, DOI: 10.22004/ag.econ.273421.
• Lynda Khalaf & Maral Kichian, 2000, "Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry," Staff Working Papers, Bank of Canada, number 00-8, DOI: 10.34989/swp-2000-8.
• Fabio Busetti, 2000, "Testing for Stochastic Trends in Series with Structural Breaks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 385, Oct.
• Patrick Feve & Pierre‐Yves Henin, 2000, "Assessing Effective Sustainability of Fiscal Policy within the G–7," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 62, issue 2, pages 175-195, May, DOI: 10.1111/1468-0084.00167.
• Binder, M. & Hsaio, C. & Pesaran, M.H., 2000, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0003, Apr.
• Aman Ullah & Tae-Hwy Lee, 2000, "Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models," Working papers, Centre for Development Economics, Delhi School of Economics, number 77, Mar.
• Jansson, Michael & Haldrup, Niels Prof., 2000, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt5b13w0rp, Jun.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt01j3m1h6, Jun.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2k0780sh, Jun.
• Raimundo Soto, 2000, "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile, Central Bank of Chile, number 73, Jun.
• Rómulo Chumacero, 2000, "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 86, Dec.
• Jean-Marie Dufour & Joann Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers, CIRANO, number 2000s-13, Apr.
• Jean-Marie Dufour & Lynda Khalaf, 2000, "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers, CIRANO, number 2000s-15, May.
• Jean-Marie Dufour & Lynda Khalaf, 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," CIRANO Working Papers, CIRANO, number 2000s-16, May.
• Jean-Marie Dufour & Olivier Torrès, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers, CIRANO, number 2000s-17, May.
• Dimitris Georgoutsos & George Kouretas, 2000, "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers, University of Crete, Department of Economics, number 0001, 00, revised 00 Jul 2001.
• Mario Coccia, 2000, "Technology Transfer: Spatial Analysis," 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 200001, Jun.
• Mario Coccia, 2000, "Syn Method as a Tool to Measure the Endogenous Performance in the R&D Organizations," 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 200005, Jun.
• Mario Coccia, 2000, "Satisfaction, Work Involvement and R&D Performance," 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 200006, Jun.
• Marzio Galeotti & Alessandro Lanza, 2000, "Desperately Seeking Environmental Kuznets," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 137, Jun.
• Jushan Bai, 2000, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 303-339, November.
• Nyblom, Jukka & Harvey, Andrew, 2000, "Tests Of Common Stochastic Trends," Econometric Theory, Cambridge University Press, volume 16, issue 2, pages 176-199, April.
• Johansen, Søren, 2000, "A Bartlett Correction Factor For Tests On The Cointegrating Relations," Econometric Theory, Cambridge University Press, volume 16, issue 5, pages 740-778, October.
• Yoosoon Chang, 2000, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1251, Mar.
• Donald W.K. Andrews, 2000, "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1269, Jul.
• Herbert E. Scarf, 2000, "Optimal Inventory Policies When Sales Are Discretionary," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1270, Aug.
• Yiu Kuen Tse & Albert K. C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0250, Aug.
• Helmut Luetkepohl & Pentti Saikkonen, 2000, "Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0342, Aug.
• Sune Karlsson & Jimmy Skoglund, 2000, "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1178, Aug.
• Rolf Larsson & Johan Lyhagen, 2000, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1313, Aug.
• Jean-Marie Dufour & Alain Trognon, 2000, "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1420, Aug.
• Jean-Marie Dufour & Joanna Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1536, Aug.
• Yoosoon Chang, 2000, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1585, Aug.
• Charles Nelson & Richard Startz & Eric Zivot, 2000, "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1600, Aug.
• George Kapetanios & Yongcheol Shin, 2000, "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 60, Jul.
• George Kapetanios & Yongcheol Shin & Andy Snell, 2000, "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 69, Mar.
• Karlsson, Sune & Lothgren, Mickael, 2000, "On the power and interpretation of panel unit root tests," Economics Letters, Elsevier, volume 66, issue 3, pages 249-255, March.
• Ellison, Glenn & Ellison, Sara Fisher, 2000, "A simple framework for nonparametric specification testing," Journal of Econometrics, Elsevier, volume 96, issue 1, pages 1-23, May.
• Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000, "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, volume 96, issue 1, pages 39-73, May.
• Hansen, Bruce E., 2000, "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, volume 97, issue 1, pages 93-115, July.
• Koop, Gary & Dijk, Herman K. Van, 2000, "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 261-291, August.
• Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000, "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 293-343, August.
• Dufour, Jean-Marie & Torres, Olivier, 2000, "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 255-289, December.
• Gerdtham, Ulf-G. & Lothgren, Mickael, 2000, "On stationarity and cointegration of international health expenditure and GDP," Journal of Health Economics, Elsevier, volume 19, issue 4, pages 461-475, July.
• Hidalgo, Javier, 2000, "Nonparametric test for causality with long-range dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6866, Apr.
• Alain Desdoigts, 2000, "Neoclassical Convergence Versus Technological Catch-Up: A Contribution for Reaching a Consensus," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 00-08.
• Evžen Koèenda & Juraj Valachy, 2000, "Exchange Rates and Monetary Measures," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 9, pages 503-511, September.
• Davidson, R., 2000, "Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a09.
• Busetti, F., 2000, "Testing for Stochastic Trends in Series with Structural Breaks," Papers, Banca Italia - Servizio di Studi, number 385.
• Lanne, M. & Saikkonen, P., 2000, "Threshold Autoregression for Strongly Autocorrelated Time Series," University of Helsinki, Department of Economics, Department of Economics, number 489.
• Kauppi, H., 2000, "Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend," University of Helsinki, Department of Economics, Department of Economics, number 497.
• Fairise, X. & Feve, P., 2000, "Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.57.
• Renaud Caulet & Anne Peguin-Feissolle, 2000, "Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels," Post-Print, HAL, number halshs-00390155, DOI: 10.2307/20076247.
• Lyhagen, Johan, 2000, "The seasonal KPSS statistic," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 354, Jan.
• Larsson, Rolf & Lyhagen, Johan, 2000, "Testing for common cointegrating rank in dynamic panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 378, Apr.
• Karlsson, Sune & Skoglund, Jimmy, 2000, "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 383, May.
• Lyhagen, Johan, 2000, "Why not use standard panel unit root test for testing PPP," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 413, Nov.
• de Luna, Xavier & Johansson, Per, 2000, "Testing exogeneity in cross-section regression by sorting data," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2000:2, Apr.
• Andersson, Michael K. & Gredenhoff, Mikael P., 2000, "Improving Fractional Integration Tests With Bootstrap Distributions," Working Papers, National Institute of Economic Research, number 74, Jun.
• Bask, Mikael, 2000, "A Positive Lyapunov Exponent in Swedish Exchange Rates?," Umeå Economic Studies, Umeå University, Department of Economics, number 528, Mar.
• Frank Windmeijer, 2000, "A finite sample correction for the variance of linear two-step GMM estimators," IFS Working Papers, Institute for Fiscal Studies, number W00/19, Nov.
• Creedy, J. & Scutella, R., 2000, "Means-Tested Benefits, Incentives and Earnings Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 752.
• DUFOUR, Jean-Marie, 2000, "Économétrie, théorie des tests et philosophie des sciences," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-14.
• Dufour, J.M., 2000, "Econometrie, theorie des tests et philosophie des sciences," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-14.
• Wouter J. den Haan & Andrew T. Levin, 2000, "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0255, Jun.
• Francis X. Diebold & Atsushi Inoue, 2000, "Long Memory and Regime Switching," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0264, Nov.
• Vasco J. Gabriel & Luis F. Martins, 2000, "The Properties of Cointegration Tests in Models with Structural Change," NIPE Working Papers, NIPE - Universidade do Minho, number 1/2000.
• Vasco J. Gabriel & Luis F. Martins, 2000, "The Forecast Performance of Long Memory and Markov Switching Models," NIPE Working Papers, NIPE - Universidade do Minho, number 2/2000.
• George Kapetanios, 2000, "Testing for a unit root against nonlinear star models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 164, May.
• Bell, L. & Jenkinson, T., 2000, "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," Economics Series Working Papers, University of Oxford, Department of Economics, number 9924.
• James G. MacKinnon & Russell Davidson, 2000, "Improving The Reliability Of Bootstrap Tests," Working Paper, Economics Department, Queen's University, number 995, Sep.
• Maral Kichian & Linda Khalaf, 2000, "Testing The Pricing-To-Market Hypothesis Case Of The Transportation Equipment Industry," Computing in Economics and Finance 2000, Society for Computational Economics, number 58, Jul.
• Thomas Lux, 2000, "On moment condition failure in German stock returns: an application of recent advances in extreme value statistics," Empirical Economics, Springer, volume 25, issue 4, pages 641-652.
• Terje Skjerpen & Anders Rygh Swensen, 2000, "Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables," Discussion Papers, Statistics Norway, Research Department, number 289, Nov.
• Russell Davidson & James MacKinnon, 2000, "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 1, pages 55-68, DOI: 10.1080/07474930008800459.