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

1998

• Michel Normandin & Pascal St-Amour, 1998, "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 265-281.
• Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998, "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 5, pages 567-585.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 98-4, Apr.
• Snyder, R.D. & Koehler, A.B. & Ord, J.K., 1998, "Lead Time demand for Simple Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/98.
• DUFOUR, Jean-Marie & JASIAK, Joanna, 1998, "Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9812.
• PERRON, Pierre & VODOUNOU, Cosme, 1998, "Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9816.
• Glenn Ellison & Sara Fisher Ellison, 1998, "A Simple Framework for Nonparametric Specification Testing," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0234, Sep.
• Torben G. Anderson & Tim Bollerslev & Ashish Das, 1998, "Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6666, Jul.
• Bilgili, Faik, 1998, "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper, University Library of Munich, Germany, number 75967.
• Bilgili, Faik & Bilgili, Emine, 1998, "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama
  [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 80866.
• Allan Gregory & Alfred Haug, 1998, "Conflicts Among Tests For Cointegration," Working Paper, Economics Department, Queen's University, number 973, Aug.
• David Crawford & Robert Pollak & Francis Vella, 1998, "Simple inference in multinomial and ordered logit," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 3, pages 289-299, DOI: 10.1080/07474939808800417.
• Michael Harrison & Glenn Treacy, 1998, "Testing for Parameter Instability using the R/S Statistic," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 9821.
• Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani, 1998, "Diagnostic Tools for Nonlinearity in Spatial Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-072/3, Jul.
• Eric Ghysels & Serena Ng, 1998, "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 535-548, November.
• Horowitz, J.L. & Savin, N.E., 1998, "Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue," Working Papers, University of Iowa, Department of Economics, number 98-07, Jul.
• Seref Saygili, 1998, "Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry," Studies in Economics, School of Economics, University of Kent, number 9810, Apr.
• Pedro Delicado & Juan Romo, 1998, "Constant coefficient tests for random coefficient regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 329, Nov.
• Madanmohan Ghosh & John Whalley, 1999, "Endogenous Effort and Intersectoral Labour Transfers Under Industrialization," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9903.
• Kevin F. Ryan & David E. A. Giles, 1998, "Testing for Unit Roots With Missing Observations," Department Discussion Papers, Department of Economics, University of Victoria, number 9802, Apr.
• Kevin F. Ryan & David E. A. Giles, 1998, "Testing for Unit Roots With Missing Observations," Econometrics Working Papers, Department of Economics, University of Victoria, number 9802, Apr.
• Linda F. DeBenedictis, & David E. A. Giles, 1998, "Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances," Econometrics Working Papers, Department of Economics, University of Victoria, number 9806, May.
• David E. A. Giles, 1998, "The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 9807, Jun.
• David E. A. Giles, 1998, "The Underground Economy: Minimizing the Size of Government," Econometrics Working Papers, Department of Economics, University of Victoria, number 9808, Mar.
• Kenneth G. Stewart, 1998, "Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions," Econometrics Working Papers, Department of Economics, University of Victoria, number 9811, Nov.
• Luis Vildosola, 1998, "Economia sintetica," GE, Growth, Math methods, University Library of Munich, Germany, number 9805002, Jun.
• Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno, 1998, "Response surfaces for the dickey-fuller unit root test with structural breaks," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 25.
• Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno, 1998, "Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 38.
• Catherine Bruno & Eric Jondeau, 1998, "Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates," Working papers, Banque de France, number 53.
• Eric Ghysels & Serena Ng, 1998, "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," Boston College Working Papers in Economics, Boston College Department of Economics, number 403, Mar.
• Jushan Bai & Serena Ng, 1998, "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 410, Aug.
• Oscar Jorda, 1998, "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers, University of California, Davis, Department of Economics, number 207, Jan.
• Eric Ghysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers, CIRANO, number 98s-19, Jun.
• Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe, 1998, "Feedback covariates unit root tests : an application to the sustainability of fiscal policy," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9810.
• Fève, Patrick & Hénin, Pierre-Yves, 1998, "Assessing effective sustainability of fiscal policy within the G-7," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9815.
• Bayoumi, Tamim & MacDonald, Ronald, 1998, "Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1932, Jul.
• Heinrich, Georges, 1998, "Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2039, Dec.
• Eric Guysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 61, Jun.
• Eric Ghysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 98-37.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1176, May.
• Jiahui Wang & Eric Zivot, 1998, "Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, volume 66, issue 6, pages 1389-1404, November.
• Kramer, Walter, 1998, "Fractional integration and the augmented Dickey-Fuller Test," Economics Letters, Elsevier, volume 61, issue 3, pages 269-272, December.
• Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998, "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, volume 82, issue 2, pages 209-233, February.
• An, Mark Yuying, 1998, "Logconcavity versus Logconvexity: A Complete Characterization," Journal of Economic Theory, Elsevier, volume 80, issue 2, pages 350-369, June.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119144, Oct.
• Busetti, Fabio & Harvey, Andrew, 1998, "Testing for the presence of a random walk in series with structural breaks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6870, Dec.

1997

• Chen Chunlai, 1997, "Foreign Direct Investment and Trade: An Empirical Investigation of the Evidence from China," Chinese Economies Research Centre (CERC) Working Papers, University of Adelaide, Chinese Economies Research Centre, number 1997-11.
• West, K.D. & McCracken, M.W., 1997, "Regression-Based Tests of Predictive Ability," Working papers, Wisconsin Madison - Social Systems, number 9710.
• Marmol, F. & Reboredo, J.C., 1997, "On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 379.97.
• Marmol, F. & Reboredo, J.C., 1997, "Detecting Unbalanced Regressions Using the Durbin-Watson Test," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 380.97.
• Andreu Sanso & Ernest Pons Fanals & Manuel Artis Ortuno & Jordi Surinach Caralt, 1997, "Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 16.
• Hansen, Bruce E, 1997, "Approximate Asymptotic P Values for Structural-Change Tests," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 60-67, January.
• Bruce E. Hansen & Mehmet Caner, 1997, "Threshold Autoregressions with a Unit Root," Boston College Working Papers in Economics, Boston College Department of Economics, number 381, Aug.
• Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997, "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9706.
• 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.
• Gary Koop & Herman K. van Dijk & Henk Hoek, 1997, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-078/4, Aug.
• Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997, "Testing the Predicitive Value of Subjective Labour Supply Data," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-25.
• van der Genugten, B.B., 1997, "Canonical Partitions in the Restricted Linear Model," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-67.
• Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997, "Testing the Predicitive Value of Subjective Labour Supply Data," Other publications TiSEM, Tilburg University, School of Economics and Management, number 84746c09-c5a3-46ba-a5e8-5.
• Parks, R.W. & Savin, N.E. & Wurtz, A.H., 1997, "The Power of Hessian and Outer Product Based Wald and LM Tests," Working Papers, University of Iowa, Department of Economics, number 97-02.
• Andras Antos & Gábor Lugosi, 1997, "Strong minimax lower bounds for learning," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 197, Jan.
• Sanjeev R. Kulkarni & Gábor Lugosi, 1997, "Minimax lower bounds for the two-armed bandit problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 206, Feb.
• Pedro Delicado & Iolanda Placencia, 1997, "Comparing and validating hypothesis test procedures: Graphical and numerical tools," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 210, Apr.
• Boswijk, H. Peter & Lucas, André, 1997, "Semi-nonparametric cointegration testing," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0041.
• Krämer, Walter, 1997, "Fractional integration and the augmented dickey-fuller test," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,06.

1996

• 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.
• 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.

1995

• 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(0x901ef610), 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, number 698.
• 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.

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 to the literature published until 1992)]," 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.