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

2000

• 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, Mar.
• 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.
• Oliver Linton & Douglas Steigerwald, 2000, "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 2, pages 145-174, DOI: 10.1080/07474930008800466.
• Kenneth Stewart & Kenneth Stewart, 2000, "GNR, MGR, and exact misspeclfication testing," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 2, pages 233-240, DOI: 10.1080/07474930008800469.
• Rómulo Chumacero Escudero, 2000, "Se busca una raíz unitaria: evidencia para Chile," Estudios de Economia, University of Chile, Department of Economics, volume 27, issue 1 Year 20, pages 55-68, June.
• Horowitz, Joel L. & Spokoiny, Vladimir G., 2000, "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers, University of Iowa, Department of Economics, number 00-04, Nov.
• David E. A. Giles, 2000, "Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss," Econometrics Working Papers, Department of Economics, University of Victoria, number 0004, Apr.
• David E. A. Giles, 2000, "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers, Department of Economics, University of Victoria, number 0005, Apr.
• Judith A. Giles, 2000, "Testing for Two-Step Granger Noncausality in Trivariate VAR Models," Econometrics Working Papers, Department of Economics, University of Victoria, number 0008, Oct.
• Y. K. Tse & Albert K. C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying correlations," Econometrics, University Library of Munich, Germany, number 0004010, Nov.
• Meier, Carsten-Patrick, 2000, "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung," Kiel Working Papers, Kiel Institute for the World Economy, number 993.
• Gil-Alaña, Luis A., 2000, "Deterministic seasonality versus seasonal fractional integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,106.
• Lanne, Markku & Saikkonen, Pentti, 2000, "Reducing size distortions of parametric stationarity tests," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,12.
• Gil-Alaña, Luis A., 2000, "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,16.
• Desdoigts, Alain, 2000, "Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,42.
• Herwartz, Helmut & Neumann, Michael H., 2000, "Bootstrap inference in single equation error correction models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,87.
• Krämer, Walter & Sibbertsen, Philipp, 2000, "Testing for structural change in the presence of long memory," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,31.

1999

• Niels Haldrup & Michael Jansson, 1999, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-005/4, Feb.
• Jan J.J. Groen & Frank R. Kleibergen, 1999, "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-055/4, Aug.
• Gary Koop & Herman K. van Dijk, 1999, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-072/4, Sep.
• Michael F. Bryan & Stephen G. Cecchetti, 1999, "Inflation And The Distribution Of Price Changes," The Review of Economics and Statistics, MIT Press, volume 81, issue 2, pages 188-196, May.
• Richard Startz & Charles Nelson & Eric Zivot, 1999, "Improved Inference for the Instrumental Variable Estimator," Working Papers, University of Washington, Department of Economics, number 0039, May.
• Horowitz, Joel L. & Spokoiny, Vladimir G., 1999, "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers, University of Iowa, Department of Economics, number 99-02, Jan.
• Harry H. Kelejian & Ingmar R. Prucha, 1999, "On the Asymptotic Distribution of the Moran I Test Statistic with Applications," Electronic Working Papers, University of Maryland, Department of Economics, number 99-002, Feb.
• Albert Satorra, 1999, "Scaled and adjusted restricted tests in multi-sample analysis of moment structures," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 395, Jul.
• Albert Satorra & Peter M. Bentler, 1999, "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 412, Aug.
• Shinn-Juh Lin & Jian Yang, 1999, "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 30, Dec.
• Nguyen Chan & Madanmohan Ghosh & John Whalley, 1999, "Evaluating Tax Reform in Vietnam Using General Equilibrium Methods," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9904.
• Huirong Li & Jian Yang, 1999, "Modeling Stock Volatility with Trading Information," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9909.
• Huirong Li & Jian Yang, 1999, "Stochastic Threshold Models on Interest Rate," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9913.
• Sandra G. Feltham & David E.A. Giles, 1999, "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9912, Aug.
• U.‐G. Gerdtham & M. Löthgren & M. Tambour & C. Rehnberg, 1999, "Internal markets and health care efficiency: a multiple‐output stochastic frontier analysis," Health Economics, John Wiley & Sons, Ltd., volume 8, issue 2, pages 151-164, March, DOI: 10.1002/(SICI)1099-1050(199903)8:2<.
• Richard Startz & Charles Nelson & Eric Zivot, 1999, "Improved Inference for the Instrumental Variable Estimator," Econometrics, University Library of Munich, Germany, number 9905001, May.
• Horowitz, Joel L. & Spokoiny, Vladimir G., 1999, "An adaptive, rate-optimal test of a parametric model against a nonparametric alternative," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,10.
• Saikkonen, Pentti & Lütkepohl, Helmut, 1999, "Testing for unit roots in time series with level shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,27.
• Lütkepohl, Helmut & Müller, Christian & Saikkonen, Pentti, 1999, "Unit root tests for time series with a structural break: When the break point is known," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,33.
• Saikkonen, Pentti & Lütkepohl, Helmut, 1999, "Testing for a unit root in a time series with a level shift at unknown time," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,72.
• Kaiser, Ulrich, 1999, "Measuring Knowledge Spillovers in Manufacturing and Services: An Empirical Assessment of Alternative Approaches," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-62.
• Anthony W. Hughes, 1999, "Hypothesis Testing in the Presence of One-sided Nuisance Parameters," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1999-07.
• MacKinnon, James & Davidson, Russell, 1999, "Artificial Regressions," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273406, Jan, DOI: 10.22004/ag.econ.273406.
• Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "Modelling the French Swap Spread," Working papers, Banque de France, number 65.
• Renaud Lacroix, 1999, "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I," Working papers, Banque de France, number 70.
• Renaud Lacroix, 1999, "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II," Working papers, Banque de France, number 71.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999, "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1647-1691, October, DOI: 10.1111/0022-1082.00163.
• Catherine Bruneau & Eric Jondeau, 1999, "Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 4, pages 545-568, November, DOI: 10.1111/1468-0084.00143.
• Wolfgang Härdle & Alois Kneip, 1999, "Testing a Regression Model When We Have Smooth Alternatives in Mind," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 26, issue 2, pages 221-238, June, DOI: 10.1111/1467-9469.00146.
• Nyblom, Jukka & Harvey, Andrew, 1999, "Tests of Common Stochastic Trends," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9902, Jan.
• Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999, "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9907, Feb.
• Granger, C.W.J. & Pesaran, M. H., 1999, "Economic and Statistical Measures of Forecast Accuracy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9910, May.
• Knight, J. & Satchell, S., 1999, "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9911, Jun.
• Weeks, M. & Orne, C., 1999, "The Statistical Relationship between Bivariate and Multinomial Choice Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9912, Jun.
• Soo-Bin Park, 1999, "A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields," Carleton Economic Papers, Carleton University, Department of Economics, number 99-03.
• Evzen Kocenda, 1999, "Detecting Structural Breaks: Exchange Rates in Transition Economies," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp149, Jun.
• Jean-Marie Dufour, 2000, "Économétrie, théorie des tests et philosophie des sciences," CIRANO Working Papers, CIRANO, number 2000s-47, Oct.
• Jean-Marie Dufour, 2001, "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers, CIRANO, number 2001s-40, May.
• John W. Galbraith, 1999, "Content Horizons for Forecasts of Economic Time Series," CIRANO Working Papers, CIRANO, number 99s-17, Apr.
• M. Galeotti & A. Lanza, 1999, "Desperately seeking (environmental) Kuznets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 199901.
• CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999, "Bartlett identities tests," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999039, Jun.
• Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe, 1999, "Testing for hysteresis : unemployment persistence and wage adjustment," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9911.
• Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999, "Bartlett Identities Tests," Working Papers, Center for Research in Economics and Statistics, number 99-32.
• Konstantinos Giannakas & K. Tran & Vangelis Tzouvelekas, 1999, "On the Choice of Functional Form in Stochastic Frontiers Models: A Box-Cox Approach," Working Papers, University of Crete, Department of Economics, number 9915, Jan.
• Delicado, Pedro & Romo, Juan, 1999, "Constant coefficient tests for random coefficient regression," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6271, Mar.
• Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999, "Bartlett Identities Tests," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999019, Jun.
• Jushan Bai, 1999, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 24, Nov, revised Oct 2000.
• Dijk, Dick van & Franses, Philip Hans, 1999, "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 3, pages 311-340, September.
• Donald W.K. Andrews, 1999, "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1230, Jul.
• Donald W.K. Andrews, 1999, "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1230R, Jul, revised Jan 2001.
• Donald W.K. Andrews & Biao Lu, 1999, "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1233, Aug.
• Donald W. K. Andrews, 1999, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, volume 67, issue 3, pages 543-564, May.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999, "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 38, Oct, revised Oct 1999.
• Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999, "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 46, Feb.
• Yongcheol Shin & Andy Snell, 1999, "Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 70, Dec.
• Jacobson, Tor & Larsson, Rolf, 1999, "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, volume 31, issue 2, pages 203-225, August.
• Peguin-Feissolle, Anne, 1999, "A comparison of the power of some tests for conditional heteroscedasticity," Economics Letters, Elsevier, volume 63, issue 1, pages 5-17, April.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A simple linear time series model with misleading nonlinear properties," Economics Letters, Elsevier, volume 65, issue 3, pages 281-284, December.
• Holden, Steinar & Kolsrud, Dag, 1999, "Noisy signals in target zone regimes:: Theory and Monte Carlo experiments," European Economic Review, Elsevier, volume 43, issue 8, pages 1531-1567, August.
• Fernández Sainz, Ana Isabel & Rodríguez Poo, Juan M. & Villanúa Martín, Inmaculada, 1999, "Finite sample behavior of two step estimators in selection models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Apr.
• Ferreira García, María Eva & Núñez Antón, Vicente Alfredo & Rodríguez Poo, Juan M., 1999, "Two-Stage Nonparametric Regression for Longitudinal Data," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Jan.
• Koop, G. & van Dijk, H.K., 1999, "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9934/A, Oct.
• Johansen, S., 1999, "A Bartlett Correction Factor for Tests on the Cointegrating Relations," Economics Working Papers, European University Institute, number eco99/10.
• Johansen, S., 1999, "A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors," Economics Working Papers, European University Institute, number eco99/9.
• Marzio Galeotti & Alessandro Lanza, 1999, "Desperately Seeking (Environmental) Kuznets," Working Papers, Fondazione Eni Enrico Mattei, number 1999.2, Jan.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9901, DOI: 10.26509/frbc-wp-199901.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-4.
• Peguin-Feissolle, A., 1999, "A Comparison of the Power of Some Tests for Conditional Heteroscedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a22.
• Caulet, R. & Peguin-Feissolle, A., 1999, "Un test d'heteroscedasticite conditionnelle inspire de la modelisation en termes de reseaux neuronaux artificiels," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a23.
• Peguin-Feissolle, A. & Terasvirta, T., 1999, "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a42.
• Denny, K.J. & Harmon, C.P., 1999, "Testing for Sheepskin Effects in Earnings Equations: Evidence for Five Countries," Papers, College Dublin, Department of Political Economy-, number 99/21.
• Haurie, A. & Moresino, F., 1999, "A Stochastic Programming Approach to Manufacturing Flow Control," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.07.
• Tan, B. & Yilmaz, K., 1999, "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers, Koc University, number 99/03.
• Gijbels, I. & Rousson, V., 1999, "A Nonparametric Least-Squares Test for Checking a Polynomial Relationship," Papers, Catholique de Louvain - Institut de statistique, number 9912.
• Christiano, L.J. & Vigfusson, R.J., 1999, "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers, London School of Economics - Centre for Labour Economics, number 9901.
• Richard Startz & Charles Nelson & Eric Zivot, 1999, "Improved Inference for the Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0039, May.
• Li, D. & Stengos, T., 1999, "Testing Serial Correlation in Semiparametric Time Series Model," Working Papers, University of Guelph, Department of Economics and Finance, number 1999-4.
• Anne Peguin-Feissolle, 1999, "A comparison of the power of some tests for conditional heteroscedasticity," Post-Print, HAL, number halshs-00390157.
• Lyhagen, Johan & Forsberg, Lars, 1999, "Starting values in estimation of cointegrating vectors with restrictions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 297, Feb.
• Karlsson, Sune & Löthgren, Mickael, 1999, "On the power and interpretation of panel unit root tests," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 299, Feb.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 300, Feb.
• Söderberg, Hans & Lyhagen, Johan, 1999, "Testing for Independence in Multivariate Duration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 302, Feb.
• Andersson, Jonas & Lyhagen, Johan, 1999, "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 303, Feb.
• Andersson, Michael K. & Karlsson, Sune, 1999, "Bootstrapping Error Component Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 304, Feb, revised 30 Jun 2000.
• Andersson, Michael K., 1999, "A Normality Test for the Mean Estimator," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 310, Feb.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "An ARCH Robust STAR Test," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 317, May.
• Larsson, Rolf & Lyhagen, Johan, 1999, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 331, Sep.
• Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999, "A general framework for testing the Granger noncausality hypothesis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 343, Nov.
• Brännäs, Kurt & Hellström, Jörgen, 1999, "Generalized Integer-Valued Autoregression," Umeå Economic Studies, Umeå University, Department of Economics, number 501, Apr.
• Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999, "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies, Umeå University, Department of Economics, number 503, Apr.
• Joao Santos Silva Santos Silva & Frank Windmeijer, 1999, "Two-part multiple spell models for health care demand," IFS Working Papers, Institute for Fiscal Studies, number W99/02, Feb.
• van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 539-562, Sept.-Oct.
• MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 563-577, Sept.-Oct.
• Imad Moosa, 1999, "Testing the currency-substitution model under the German hyperinflation," Journal of Economics, Springer, volume 70, issue 1, pages 61-78, February, DOI: 10.1007/BF01226144.
• Alberto HOLLY & Lucien GARDIOL, 1999, "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9915, Sep.
• John W. Galbraith, 1999, "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 1999-01, Apr.
• Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L., 1999, "Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools," Department of Economics - Working Papers Series, The University of Melbourne, number 692.
• Creedy, J., 1999, "Take-Up of Means-Tested Benefits with Labour Supply Variations," Department of Economics - Working Papers Series, The University of Melbourne, number 695.
• Hall, S. & Sheperd, D., 1999, "Testing for Common Cycles in Money, Nominal Income and Prices," Department of Economics - Working Papers Series, The University of Melbourne, number 697.
• Maharaj, E.A., 1999, "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/99, Sep.
• Andrew Ang & Geert Bekaert, 1999, "International Asset Allocation with Time-Varying Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 7056, Mar.
• Tamim Bayoumi & Ronald MacDonald, 1999, "Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions," IMF Staff Papers, Palgrave Macmillan, volume 46, issue 1, pages 1-5.
• Bilgili, Faik, 1999, "Türkiye'de bütçe açıklarının makro ekonomik sonuçları
  [The macroeconomic effects of budget deficits in Turkey]," MPRA Paper, University Library of Munich, Germany, number 75639.
• Bilgili, Faik, 1999, "Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi
  [An evaluation of New Classical arguments on budget policies]," MPRA Paper, University Library of Munich, Germany, number 80771.
• James G. MacKinnon & Russell Davidson, 1999, "Artificial Regressions," Working Paper, Economics Department, Queen's University, number 978, Jan.
• Kien C. Tran, 1999, "Testing for structural change in the dynamic adjustment model with autoregressive errors," Empirical Economics, Springer, volume 24, issue 1, pages 61-76.
• Kivilcim Metin & Ilker Muslu, 1999, "Money demand, the Cagan model, testing rational expectations vs adaptive expectations: The case of Turkey," Empirical Economics, Springer, volume 24, issue 3, pages 415-426.
• Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah, 1999, "articles: Welfare reform and spatial matchingbetween clients and jobs," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 195-211.
• Rolf Aaberge, 1999, "Samling Errors and Cross-Country Comparisons of Income Inequality," Discussion Papers, Statistics Norway, Research Department, number 252, Mar.
• Giovanna Vertova, 1999, "Stability In National Patterns Of Technological Specialisation:Some Historical Evidence From Patent Data," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 8, issue 4, pages 331-354, DOI: 10.1080/10438599900000014.

1998

• P. Jenkins, Stephen & Demir Seker, Sirma, 2013, "Poverty trends in Turkey," ISER Working Paper Series, Institute for Social and Economic Research, number 2013-29, Dec.
• Allan Timmermann & Halbert White & Ryan Sullivan, 1998, "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers, Financial Markets Group, number dp303, Sep.
• Davidson, R., 1998, "Efficiency and Robustness in a Geometrical Perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a15.
• Korsholm, L., 1998, "Likelihood Ratio Test in the Correlated Gamma-Frailty Model," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-11.
• Zhang, J., 1998, "Multiple Hypotheses Testing with Partial Prior Information," Papers, Catholique de Louvain - Institut de statistique, number 9801.
• Mouchart, M. & Scheihing, E., 1998, "Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test," Papers, Catholique de Louvain - Institut de statistique, number 9807.
• Hardle, W. & Kneip, A., 1998, "Testing a Regression Model when we Have Smooth Alternatives in Mind," Papers, Catholique de Louvain - Institut de statistique, number 9808.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1998, "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 218, Jan.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1998, "Power and Bias of Likelihood Based Inference in the Cointegration Model under Fractional Cointegration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 221, Feb.
• Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas, 1998, "Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 222, Feb.
• Ermini, Luigi, 1998, "A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 230, Mar.
• Gerdtham, Ulf-G. & Löthgren, Mickael, 1998, "On stationarity and cointegration of international health expenditure and GDP," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 232, Apr, revised 29 Jan 1999.
• Lyhagen, Johan, 1998, "Maximum likelihood estimation of the multivariate fractional cointegrating model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 233, Apr.
• Briggs, Andrew & Tambour, Magnus, 1998, "The design and analysis of stochastic cost-effectiveness studies for the evaluation of health care interventions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 234, Apr.
• Gerdtham, Ulf-G. & Löthgren, Mickael, 1998, "Health Care System Effects on Cost Efficiency in the OECD Countries," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 247, Jun.
• Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998, "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 250, Aug, revised 27 Aug 1998.
• Gerdtham, Ulf-G. & Löthgren, Mickael, 1998, "International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 258, Sep.
• Skalin, Joakim, 1998, "Testing linearity against smooth transition autoregression using a parametric bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 276, Oct, revised 13 Dec 1998.
• Bask, Mikael, 1998, "Essays on Exchange Rates: Deterministic Chaos and Technical Analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 465, May.
• Georges Heinrich, 1998, "Changing Times, Testing Times: A Bootstrap Analysis of Poverty and Inequality using the PACO Database," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 9802.
• Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998, "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 1119-1146, November.
• West, Kenneth D & McCracken, Michael W, 1998, "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 817-840, November.
• Mr. Ronald MacDonald & Mr. Tamim Bayoumi, 1998, "Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions," IMF Working Papers, International Monetary Fund, number 1998/069, May.