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

1995

• 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, DOI: 10.21034/sr.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(0x735476d0), 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.
• 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.
• 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.
• 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.

1991

• 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.
• 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.

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

• Niels Haldrup & Peter Lildholdt, , "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-1.
• Niels Haldrup & Peter Lildholdt, , "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-2.
• Niels Haldrup & Antonio Montanés & Andreu Sanso, , "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-8.
• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Morten Oe. Nielsen, , "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-8.
• Morten Oerregaard Nielsen, , "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-6.
• Morten Oerregaard Nielsen, , "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-7.
• Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, , "Lead Time Demand for Simple Exponential Smoothing," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267484, DOI: 10.22004/ag.econ.267484.
• Awotide, Bola Amoke & Awoyemi, Taiwo Timothy & Salman, Kabir Kayode & Diagne, Aliou, 2013, "Impact of Seed Voucher System on Income Inequality and Rice Income per Hectare among Rural Households in Nigeria: A Randomized Control Trial (RCT) Approach," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 52, issue 2, pages 1-23, May, DOI: 10.22004/ag.econ.173642.
• Oana Resceanu, 2011, "Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 84-89.
• Daniel Heymann & Gabriel Montes Rojas, 2018, "On Model-Consistent Expectations in Macroeconomics," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2018-37, Dec.
• Gabriel Montes Rojas, 2019, "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2019-44, May.
• María Noelia Garbero & María Inés Lara, & Monserrat Serio, 2019, "Trade-off between obesity and tobacco consumption," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 65, pages 125-172, January-D.
• Hanfang Xu & Zhen Yao, , "The impact of the south-to-north water diversion project on the usage of water-saving irrigation machinery," Review of Socio - Economic Perspectives, Reviewsep, number 202216, DOI: https://doi.org/10.19275/RSEP137.
• Weshah Razzak and Rabie Nasser, , "A Nonparametric Approach to Evaluating Inflation-Targeting Regimes," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0901.
• Joanna Janczura & Rafal Weron, 2011, "Black swans or dragon kings? A simple test for deviations from the power law," Papers, arXiv.org, number 1102.3712, Feb.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
• Francesco Audrino & Lorenzo Camponovo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Papers, arXiv.org, number 1312.1473, Dec.
• Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Papers, arXiv.org, number cond-mat/0111310, Nov.
• Daniel Ventosa, , "A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 513.02.
• Nikolaos Kourogenis & Phoebe Koundouri, 2010, "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers, Athens University of Economics and Business, number 1022, 00.
• Heng Chen & Walter Engert & Kim Huynh & Gradon Nicholls & Julia Zhu, 2021, "Cash and COVID-19: The Effects of Lifting Containment Measures on Cash Demand and Use," Discussion Papers, Bank of Canada, number 2021-3, Mar, DOI: 10.34989/sdp-2021-3.
• Ignacio Lozano, 2008, "Budget Deficit, Money Growth and Inflation: Evidence from the Colombian Case," Borradores de Economia, Banco de la Republica de Colombia, number 537, Nov, DOI: 10.32468/be.537.
• Daniel Mejía & María Teresa Ramírez & Jorge Tamayo, 2008, "The Demographic Transition in Colombia: Theory and Evidence," Borradores de Economia, Banco de la Republica de Colombia, number 538, Nov, DOI: 10.32468/be.538.
• José Eduardo Gómez González & Inés Paola Orozco Hinojosa, 2009, "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 560, Apr, DOI: 10.32468/be.560.
• José Eduardo Gómez-Gomzález & Inés paola Orozco Hinojosa, 2009, "Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 565, May, DOI: 10.32468/be.565.
• Ignacio Lozano & Enrique Cabrera, 2009, "Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 579, Nov, DOI: 10.32468/be.579.
• Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2009, "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia, Banco de la Republica de Colombia, number 580, Nov, DOI: 10.32468/be.580.
• Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010, "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia, Banco de la Republica de Colombia, number 628, Nov, DOI: 10.32468/be.628.
• Héctor Zárate & Katherine Sánchez & Margarita Marín, 2011, "Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas," Borradores de Economia, Banco de la Republica de Colombia, number 649, Apr, DOI: 10.32468/be.649.
• Tom Doan, 2025, "APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test," Statistical Software Components, Boston College Department of Economics, number RTS00006, revised .
• Tom Doan, 2025, "APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood," Statistical Software Components, Boston College Department of Economics, number RTS00007, revised .
• Tom Doan, 2025, "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components, Boston College Department of Economics, number RTS00061, revised .
• Tom Doan, 2025, "GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks," Statistical Software Components, Boston College Department of Economics, number RTS00082, revised .
• Tom Doan, 2025, "KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test," Statistical Software Components, Boston College Department of Economics, number RTS00100, revised .
• Tom Doan, 2025, "REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values," Statistical Software Components, Boston College Department of Economics, number RTS00176, revised .
• Tom Doan, 2025, "RATS programs to replicate results from Gregory and Hansen(1996) JOE article," Statistical Software Components, Boston College Department of Economics, number RTZ00081, revised .
• Tom Doan, 2025, "RATS programs to replicate Hansen's examples of Andrews-Ploberger test," Statistical Software Components, Boston College Department of Economics, number RTZ00087, revised .
• Tom Doan, 2025, "RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap," Statistical Software Components, Boston College Department of Economics, number RTZ00089, revised .
• Amine LAHIANI & Olivier SCAILLET, 2008, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-42, Dec.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
• Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, 2009, "Robust Resampling Methods for Time Series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-38, Aug.
• Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET, 2011, "Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-32, Aug.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-40, Aug.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-41, Aug.
• Ilaria Piatti & Fabio Trojani, 2012, "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-42, Jun.
• Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014, "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-44, Jul.
• Patrik Guggenberger, , "Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007," UCLA Economics Online Papers, UCLA Department of Economics, number 414.
• BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia, 2003, "Ranking economics departments in Europe: a statistical approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1694, Jan, DOI: 10.1162/154247603322752575.
• Mali Chivakul & Bernhard Kassner, 2018, "Can Consumption Growth in China Keep Up As Investment Slows?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_026, Dec.
• Peter C.B. Phillips & Ye Chen, , "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1968.
• Jin Seo Cho & Peter C.B. Phillips, , "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1970.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in conditionally heteroskedastic stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_01, Jan, DOI: 10.1093/jjfinec/nbu001.
• Westerlund, Joakim, 2014, "On the asymptotic distribution of the DF-GLS test statistic," Working Papers, Deakin University, Department of Economics, number fe_2014_03, Jan, DOI: 10.1080/02331888.2013.835815.
• Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin, 2014, "The local power of the CADF and CIPS panel unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2014_05, Jan.
• Westerlund, J., 2014, "On the importance of the first observation in GLS detrending in unit root testing," Working Papers, Deakin University, Department of Economics, number fe_2014_07, Jan, DOI: 10.1111/obes.12050.
• Westerlund, Joakim & Norkute, Milda & Narayan, Paresh Kumar, 2014, "A factor analytical approach to the efficient futures market hypothesis," Working Papers, Deakin University, Department of Economics, number fe_2014_12, Jan, DOI: 10.1002/fut.21687.
• Westerlund, Joakim & Mishra, Sagarika, 2014, "A practical note on the determination of the number of factors using information criteria with data-driven penalty," Working Papers, Deakin University, Department of Economics, number fe_2014_15, Jan.
• Narayan, Paresh Kumar & Westerlund, Joakim, 2015, "Does cash flow predict returns?," Working Papers, Deakin University, Department of Economics, number fe_2015_03, Jan, DOI: 10.1016/j.irfa.2014.10.001.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
• Gerard Ballot & Fathi Fakhfakh & Fabrice Gallia & Ammon Salter, 2011, "The Fateful Triangle Complementarities between product, process and organizational innovation in the UK and France," TEPP Working Paper, TEPP, number 2011-05.
• Duc Hong Vo & Ha Minh Nguyen & Anh The Vo & Michael McAleer, 2019, "CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-08, Mar.
• B. Pesaran & G. Wright, , "The Use Of Spreads In Forecasting Medium Term U.K Interest Rates," Working Papers, University of East London, Department of Economics, number 9606.
• Ewa M. Syczewska, , "Stability of Long-Run Relationships for Countries in Transition: A Hansen Test Study," Ace Project Memoranda, Department of Economics, University of Leicester, number 96/4.
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