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

1997

• Eric Ghysels & Serena Ng, 1997, "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers, CIRANO, number 97s-33, Oct.
• Escribano, Álvaro & Jordá, Óscar, 1997, "Testing nonlinearity: decision rules for selecting between logistic and exponential star models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6216, Sep.
• Donald W.K. Andrews & Moshe Buchinsky, 1997, "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1141R, Aug.
• Donald W.K. Andrews, 1997, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1146R, Nov.
• Pesaran, M Hashem, 1997, "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, volume 107, issue 440, pages 178-191, January.
• Donald W. K. Andrews, 1997, "A Conditional Kolmogorov Test," Econometrica, Econometric Society, volume 65, issue 5, pages 1097-1128, September.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997, "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 7.
• Bierens, Herman J., 1997, "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, volume 77, issue 2, pages 379-404, April.
• Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997, "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, volume 78, issue 2, pages 359-380, June.
• Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997, "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, volume 82, issue 1, pages 157-192.
• Hylleberg, S. & Pagan, A. R., 1997, "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 329-340, September.
• C. Bruneau & E. Jondeau, 1997, "Long-run causality, with an application to international links between long-term interest rates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-26.
• van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9734/A, Jan.
• Blix, M, 1997, "Rational Expectations in a VAR with Markov Switching," Papers, Stockholm - International Economic Studies, number 627.
• Brown, D.J., 1997, "Three Lectures on the Walrasian Hypotheses for Exchange Economies," Papers, Yale - Economic Growth Center, number 782.
• Löthgren, Mickael, 1997, "A Multiple Output Stochastic Ray Frontier Production Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 158, Feb.
• Hagerud, Gustaf E., 1997, "A Smooth Transition ARCH Model for Asset Returns," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 162, Mar.
• Hagerud, Gustaf E., 1997, "Specification Tests for Asymmetric GARCH," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 163, Mar.
• Hagerud, Gustaf E., 1997, "Modeling Nordic Stock Returns with Asymmetric GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 164, Mar.
• Blix, Mårten, 1997, "Rational Expectations in a VAR with Markov Switching," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 627, Oct.
• Biorn, E. & Klette, T.J., 1997, "Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables," Memorandum, Oslo University, Department of Economics, number 1997_016.
• Brännäs, Kurt & Eriksson, Maria, 1997, "Endogeneity in a Binomial Model," Umeå Economic Studies, Umeå University, Department of Economics, number 440, Dec.
• Bergström, Pål & Dahlberg, Matz & Johansson, Eva, 1997, "GMM Bootstrapping and Testing in Dynamic Panels," Working Paper Series, Uppsala University, Department of Economics, number 1997:10, Apr.
• Belsley, David A, 1997, "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, volume 10, issue 3, pages 197-229, August.
• Yin-Wong Cheung & Hung-Gay Fung, 1997, "Information Flows Between Eurodollar Spot and Futures Markets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 4, pages 255-271, December.
• Bilgili, Faik, 1997, "Testing the Ricardian equivalence theorem in the framework of the permanent income hypothesis," MPRA Paper, University Library of Munich, Germany, number 75542, Sep.
• Erik Biørn & Tor Jakob Klette, 1997, "Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation," Discussion Papers, Statistics Norway, Research Department, number 190, Mar.

1996

• Barthelemy, F. & Lubrano, M., 1996, "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a01.
• Davidson, R. & Mackinnon, J.G., 1996, "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a03.
• Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a09.
• Pinkse, J. & Slade, M., 1996, "A Simple Test for Spatial Correlation in Probit Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a11.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a13.
• An, M.Y., 1996, "Log-Concave Probability Distributions : Theory and Statistical Testing," Papers, Centre for Labour Market and Social Research, Danmark-, number 96-01.
• Normandin, M. & St-Amour, P., 1996, "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Papers, Laval - Recherche en Politique Economique, number 9606.
• Corradi, V. & Swanson, N. & White, H., 1996, "Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes," Papers, Pennsylvania State - Department of Economics, number 4-96-6.
• Jacobson, Tor & Larsson, Rolf, 1996, "Bartlett Corrections in Cointegration Testing," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 134, Nov.
• Kaufmann, Sylvia & Scheicher, Martin, 1996, "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series, Institute for Advanced Studies, number 38, Nov.
• Hansen, Bruce E, 1996, "Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 2, pages 195-198, March-Apr.
• Michele Fratianni & Michael Artis, 1996, "The lira and the pound in the 1992 currency crisis: Fundamentals or speculation?," Open Economies Review, Springer, volume 7, issue 1, pages 573-589, March, DOI: 10.1007/BF01886214.
• Normandin, Michel & St-Amour, Pascal, 1996, "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche, Université Laval - Département d'économique, number 9606.
• Gilbert E. Metcalf, 1996, "Specification Testing in Panel Data With Instrumental Variables," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0123, Jun.
• Wouter J. Den Haan & Andrew Levin, 1996, "Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0195, May.
• Wouter J. Den Haan & Andrew T. Levin, 1996, "A Practitioner's Guide to Robust Covariance Matrix Estimation," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0197, Jun.
• Michael F. Bryan & Stephen G. Cecchetti, 1996, "Inflation and the Distribution of Price Changes," NBER Working Papers, National Bureau of Economic Research, Inc, number 5793, Oct.
• Albert Satorra, 1996, "Fusion of data sets in multivariate linear regression with errors-in-variables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 183, Oct.
• Marta Horvath & Gábor Lugosi, 1996, "A data-dependent skeleton estimate and a scale-sensitive dimension for classification," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 199, Dec.
• Francisco Cribari-Neto, 1996, "On the Corrections to Information Matrix Tests," Econometrics, University Library of Munich, Germany, number 9601001, Jan.
• Mukhtar M. Ali, 1996, "Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model," Econometrics, University Library of Munich, Germany, number 9604001, Apr.
• Jiahui Wang & Eric Zivot, 1996, "Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments," Econometrics, University Library of Munich, Germany, number 9610005, Oct.
• Charles R. Nelson & Richard Startz & Eric Zivot, 1996, "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics, University Library of Munich, Germany, number 9612002, Dec.
• Michel Normandin & Pascal St-Amour, 1996, "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Finance, University Library of Munich, Germany, number 9607001, Jul.
• Mark Yuying An, 1996, "Log-concave Probability Distributions: Theory and Statistical Testing," Game Theory and Information, University Library of Munich, Germany, number 9611002, Nov.
• Linton, O. & Gozalo, P., 1996, "Testing Additivity in Generalized Nonparametric Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,47.
• Schmid, Friedrich & Trede, Mark, 1996, "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/96.
• Tomas del Barrio Castro & Miguel Juan Clar Lopez & Ernest Pons Fanals, 1996, "El filtro de lineas aereas modificadas, integrabilidad y cointegracion," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 11.
• Juan J. Dolado & Francisco Mármol, 1996, "Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes," Working Papers, Banco de España, number 9617.
• Chistiano, Lawrence J & den Haan, Wouter J, 1996, "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 309-327, July.
• Gregory, Allan W & Hansen, Bruce E, 1996, "Tests for Cointegration in Models with Regime and Trend Shifts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 3, pages 555-560, August.
• David A. Belsley, 1996, "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Boston College Working Papers in Economics, Boston College Department of Economics, number 331., Jan.
• Im, K.S., 1996, "Least Square Approach to Non-Normal Disturbances," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9603.
• Jarvis, S. & Kattuman, P.A., 1996, "Construction of Panel Data Through Record Linkage: Application to Hungarian Budget Surveys: 1987, 89, 91," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9611.
• Pesaran, M.H., 1996, "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9612.
• Michel Normandin & Pascal St-Amour, 1996, "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 39, Jan.
• Donald W.K. Andrews, 1996, "A Conditional Kolmogorov Test," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1111R, Apr.
• Oliver Linton & Pedro Gozalo, 1996, "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1140, Nov.
• Wouter Denhaan & Andrew T. Levin, 1996, "VARHAC Covariance Matrix Estimator (FORTRAN)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 63, revised .
• Wouter Denhaan & Andrew T. Levin, 1996, "VARHAC Covariance Matrix Estimator (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 64, revised .
• Wouter Denhaan & Andrew T. Levin, 1996, "VARHAC Covariance Matrix Estimator (RATS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 65, revised .
• Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996, "Optimal changepoint tests for normal linear regression," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 9-38, January.
• Gregory, Allan W. & Hansen, Bruce E., 1996, "Residual-based tests for cointegration in models with regime shifts," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 99-126, January.
• Metcalf, Gilbert E., 1996, "Specification testing in panel data with instrumental variables," Journal of Econometrics, Elsevier, volume 71, issue 1-2, pages 291-307.
• Urzúa, Carlos M., 1996, "Omnibus Tests for Multivariate Normality of Observations and Residuals," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 200304, Dec.
• van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for ARCH in the Presence of Additive Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9659-/A, Jan.

1995

• Bruce E. Hansen, 1995, "Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP," Boston College Working Papers in Economics, Boston College Department of Economics, number 296., Mar.
• Bruce E. Hansen, 1995, "Approximate Asymptotic P-Values for Structural Change Tests," Boston College Working Papers in Economics, Boston College Department of Economics, number 297., Apr.
• Eric Ghysels, 1995, "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers, CIRANO, number 95s-16, Mar.
• Eric Ghysels & Alain Guay & Alastair Hall, 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers, CIRANO, number 95s-20, Mar.
• Eric Ghysels & Joann Jasiak, 1995, "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers, CIRANO, number 95s-31, Jun.
• Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers, CIRANO, number 95s-32, Jun.
• Oliver Linton & Douglas G. Steigerwald, 1995, "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1105, Jun.
• Oliver Linton & Pedro Gozalo, 1995, "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1106, Jun.
• An, Mark Yuying, 1995, "Logconcavity versus Logconvexity: A Complete Characterization," Working Papers, Duke University, Department of Economics, number 95-03.
• Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995, "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9527-/A, Jan.
• Psaradakis, Z. & Tzavalis, E., 1995, "Regression-Based Tests for Persistence in Conditional Variances," Discussion Papers, University of Exeter, Department of Economics, number 9501.
• Wouter J. Den Haan & Andrew T. Levin, 1995, "Inferences from parametric and non-parametric covariance matrix estimation procedures," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 504.
• Lawrence J. Christiano & Wouter J. Den Haan, 1995, "Small sample properties of GMM for business cycle analysis," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 95-3.
• Lawrence J. Christiano & Wouter J. Den Haan, 1995, "Small sample properties of GMM for business cycle analysis," Staff Report, Federal Reserve Bank of Minneapolis, number 199.
• Aprahamian, F. & Peguin-Feissolle, A., 1995, "Detecting Nonlinearity by Modelling the Differenced Series," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95a36.
• Hylleberg, S. & Pagan, A.R., 1995, "Seasonal Integration and the Evolving Seasonals Model," Papers, Australian National University - Department of Economics, number 281.
• Vassalou, M., 1995, "Tests of Alternative International Asset Pricing Models," Papers, Columbia - Graduate School of Business, number 95-27.
• Madlener, Reinhard, 1995, "Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle," Economics Series, Institute for Advanced Studies, number 6, Apr.
• Ghysels, E. & Guay, A. & Hall, A., 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9524.
• Ghysels, E., 1995, "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9525.
• Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995, "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9536.
• Ghysels, E. & Guay, A. & Hall, A., 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9524.
• Ghysels, E., 1995, "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9525.
• Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995, "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9536.
• Dale J. Poirier, 1995, "Intermediate Statistics and Econometrics: A Comparative Approach," MIT Press Books, The MIT Press, number 0262161494, edition 1, ISBN: ARRAY(0x6a9cad38), December.
• Lawrence J. Christiano & Wouter J. Den Haan, 1995, "Small Sample Properties of GMM for Business Cycle Analysis," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0177, Mar.
• Zaman, Asad, 1995, "On the inconsistency of the Breusch-Pagan test," MPRA Paper, University Library of Munich, Germany, number 9904, Apr.
• Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz, 1995, "Multivariate unit root tests," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 95-001.RS.
• Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995, "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers, Statistics Norway, Research Department, number 160, Dec.
• Bierens, H.J., 1995, "Nonparametric cointegration analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-123.
• Lemmen, J.J.G. & Eijffinger, S.C.W., 1995, "Financial integration in Europe : Evidence from Euler equation tests," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-32.
• Albert Satorra, 1995, "Asymptotic robustness in multi-sample analysis of multivariate linear relations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 126, Aug.
• J. Bradford De Long & Marco Becht, 1995, ""Excess Volatility" and the German Stock Market, 1870-1990," Economic History, University Library of Munich, Germany, number 9509002, Sep.
• Maurer, Rainer, 1995, "OLS-Estimation of conditional and unconditional sigma- and beta-convergence of per capita income: Implications of Solow-Swan and Ramsey-Cass models," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 698.

1994

• Andrews, Donald W K & Ploberger, Werner, 1994, "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, volume 62, issue 6, pages 1383-1414, November.
• Abadir, Karim, 1994, "The Joint Density of Two Functionals of a Brownian Motion," Discussion Papers, University of Exeter, Department of Economics, number 9403.
• Craig Burnside & Martin S. Eichenbaum, 1994, "Small sample properties of generalized method of moments based Wald tests," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-12.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9403.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9403.
• Craig Burnside & Martin Eichenbaum, 1994, "Small Sample Properties of Generalized Method of Moments Based Wald Tests," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0155, May.
• Silva Lopes, Artur, 1994, "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
  [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper, University Library of Munich, Germany, number 9699, Jun, revised 23 Jul 2008.

1993

• Ellison, G. & Ellison, F., 1993, "A Simple Framework for Non-Parametric Specification Testing," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1662.
• Joshua D. Angrist & Alan B. Krueger, 1993, "Split Sample Instrumental Variables," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 699, Oct.
• Walter Kraemer & Gerhard Arminger, 2010, ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series, CESifo, number 3180.
• Toda, Hiro Y & Phillips, Peter C B, 1993, "Vector Autoregressions and Causality," Econometrica, Econometric Society, volume 61, issue 6, pages 1367-1393, November.

1992

• Donald W.K. Andrews & Werner Ploberger, 1992, "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1015, Apr.
• Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992, "Optimal Changepoint Tests for Normal Linear Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1016, Apr.
• Donald W.K. Andrews, 1992, "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1020, May.
• Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992, "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, volume 54, issue 1-3, pages 159-178.
• Donald N. McCloskey, 1992, "Other Things Equal," Eastern Economic Journal, Eastern Economic Association, volume 18, issue 3, pages 359-361, Summer.
• Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012, "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 985.
• Hansen, Bruce E, 1992, "The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 61-82, Suppl. De.
• Allan Gregory & Bruce E. Hansen, 1992, "Residual-based Tests For Cointegration In Models With Regime Shifts," Working Paper, Economics Department, Queen's University, number 862, Nov.
• Gregory, A.W. & Hansen, B.E., 1992, "Residual-Based Tests for Cointegration in Models with Regime Shifts," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 335.

1991

• Metcalf, G.E., 1991, "Specification Testing In Panel Data With Instrumental Variables," Papers, Princeton, Department of Economics - Econometric Research Program, number 358.
• Hoe Ee Khor & Ms. Liliana Rojas-Suárez, 1991, "Interest Rates in Mexico: The Role of Exchange Rate Expectations and International Creditworthiness," IMF Working Papers, International Monetary Fund, number 1991/012, Jan.
• Hoe E. Khor & Liliana Rojas-Suarez, 1991, "Interest Rates in Mexico: The Role of Exchange Rate Expectations and International Creditworthiness," IMF Staff Papers, Palgrave Macmillan, volume 38, issue 4, pages 850-871, December.
• Allan Gregory & James M. Nason, 1991, "Testing For Structural Breaks," Working Paper, Economics Department, Queen's University, number 827, Jul.
• Gregory, Allan W. & Nason, James M., 1991, "Testing for Structural Breaks," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273225, Jul, DOI: 10.22004/ag.econ.273225.
• Soo-Bin Park, 1991, "The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model," Carleton Economic Papers, Carleton University, Department of Economics, number 91-06.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1001, Oct.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 977, May.
• Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 979, May.

1990

• Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990, "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers, Michigan State - Econometrics and Economic Theory, number 8905.

1989

• Dutta, Jayasri & Zaman, Asad, 1989, "What Do Heteroskedasticity Tests Detect?," MPRA Paper, University Library of Munich, Germany, number 113344, Apr, revised Dec 1992.

1988

1987

• Engle, Robert F & Granger, Clive W J, 1987, "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, volume 55, issue 2, pages 251-276, March.
• Newey, Whitney K & West, Kenneth D, 1987, "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, volume 55, issue 3, pages 703-708, May.

1986

• Bollerslev, Tim, 1986, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 31, issue 3, pages 307-327, April.
• Tim Bollerslev, 1986, "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 1986/01, Sep.
• Whitney K. Newey & Kenneth D. West, 1986, "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0055, Apr.
• Hillier, Grant, 1986, "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper, University Library of Munich, Germany, number 15804.

1985

• MacKinnon, James G. & White, Halbert, 1985, "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, volume 29, issue 3, pages 305-325, September.

1984

• Davidson, Russell & MacKinnon, James G., 1984, "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, volume 25, issue 3, pages 241-262, July.

1983

• James G. MacKinnon & Halbert White, 1983, "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper, Economics Department, Queen's University, number 537.
• James G. MacKinnon, 1983, "Model Specification Tests Against Non-Nested Alternatives," Working Paper, Economics Department, Queen's University, number 573.

1982

• Russell Davidson & James G. MacKinnon, 1982, "Convenient Specification Tests for Logit and Probit Models," Working Paper, Economics Department, Queen's University, number 514.

201

0

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