## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C12: Hypothesis Testing: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Periodically Collapsing Bubbles in the South African Stock Market**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar

**Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP**

*by*Aivazian, Sergei & Afanasiev, Mikhail & Kudrov, Alexander

**Efficient computation of adjusted p-values for resampling-based stepdown multiple testing**

*by*Joseph P. Romano & Michael Wolf

**Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis**

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

**Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries**

*by*Yang Hu & Les Oxley

**Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models**

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

**Structural Break Tests Robust to Regression Misspecification**

*by*Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia

**Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models**

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

**Is the Assumption of Linearity in Factor Models too Strong in Practice?**

*by*Nektarios Aslanidis & Luke Hartigan

**Portmanteau Tests for Linearity of Stationary Time Series**

*by*Zacharias Psaradakis & Marian Vavra

**A meta-analysis examining the nature of trade-offs in microfinance**

*by*Patrick Reichert

**Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks**

*by*Shujie Ma & Liangjun Su

**Testing for Monotonicity in Unobservables under Unconfoundedness**

*by*Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang

**Common Threshold in Quantile Regressions with an Application to Pricing for Reputation**

*by*Liangjun Su & Pai Xu & Heng Ju

**Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap**

*by*Mehmet Fatih TraÅŸ & Esra BallÄ± & Ã‡iler Sigeze

**Difference-in-Differences Inference with Few Treated Clusters**

*by*James G. MacKinnon & Matthew D. Webb

**Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas**

*by*Christophe Andre & Rangan Gupta & John W. Muteba Mwamba

**Studying Complementarities between Modes of Innovation Strategies in Transition Economies**

*by*Berulava, George & Gogokhia, Teimuraz

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**A New Class of Tests for Overidentifying Restrictions in Moment Condition Models**

*by*Wang, Xuexin

**Using Split Samples to Improve Inference about Causal Effects**

*by*Marcel Fafchamps & Julien Labonne

**Discriminating between (in)valid external instruments and (in)valid exclusion restrictions**

*by*Jan F. Kiviet

**Bayesian Indirect Inference and the ABC of GMM**

*by*Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen

**The Fragility of Meta-Regression Models in Observational Research**

*by*Stephan B. Bruns

**Historical urban growth in Europe (1300–1800)**

*by*Rafael González-Val

**Asymptotic Inference for Common Factor Models in the Presence of Jumps**

*by*YAMAMOTO, Yohei

**Monitoring Parameter Constancy with Endogenous Regressors**

*by*KUROZUMI, Eiji

**A note on the power of panel cointegration tests â€“ An application to health care expenditure and gdp**

*by*Giorgia Marini

**On Trend Breaks and Initial Condition in Unit Root Testing**

*by*Anton Skrobotov

**Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models**

*by*Chen, J. & Kobayashi, M. & McAleer, M.J.

**Pooling data across markets in dynamic Markov games**

*by*Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

**Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide**

*by*Xiaohong Chen & Yin Jia Qiu

**Using Split Samples to Improve Inference on Causal Effects**

*by*Fafchamps, Marcel & Labonne, Julien

**Comparing different data descriptors in Indirect Inference tests on DSGE models**

*by*Minford, Patrick & Wickens, Michael & Xu, Yongdeng

**Nonparametric Specification Testing in Random Parameter Models**

*by*Christoph Breunig & Stefan Hoderlein

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach**

*by*Fuchun Li & Hongyu Xiao

**Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Generalized Efficient Inference on Factor Models with Long-Range Dependence**

*by*Yunus Emre Ergemen

**Fixed-b Inference in the Presence of Time-Varying Volatility**

*by*Matei Demetrescu & Christoph Hanck & Robinson Kruse

**Neglected serial correlation tests in UCARIMA models**

*by*Gabriele Fiorentini & Enrique Sentana

**Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis**

*by*Harry H. Kelejian

**Panel bootstrap tests of slope homogeneity**

*by*Johan Blomquist & Joakim Westerlund

**Asymmetry with respect to the memory in stock market volatilities**

*by*Carl Lönnbark

**Antecedents in Influence of Universiti Malaysia Kelantan Staff Job Performance**

*by*Mohd Hafizuddin Hiew Abdulllah & Al-Arabi Mohamed & Muhamad Nasyat Muhamad Nasir & Muhammad Ridzuan Che Hassan & Razli Che Razak

**The Effect of Perceived Quality of Meal Service Provided by Organization on Organizational Commitment and Job Satisfaction**

*by*Erdem, Haluk & Duman, Meral Çalış

**Income, Carbon Emission and Energy Consumption: The Analysis of Linear and Non-Linear Causality Relationship for Turkey**

*by*Doğan, İbrahim & Topallı, Nurgün

**Time planning and Cost Management in Strategic Alliances**

*by*Ana-Maria Giurea

**The Postulate of the Three Regimes of Economic Growth Contradicted by Data**

*by*Ron W. NIELSEN

**Testing Macro Models by Indirect Inference: A Survey for Users**

*by*Vo Phuong Mai Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu

**Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data**

*by*Henry L. Bryant & David A. Bessler

**Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014**

*by*Renato BalbontÃn

**Influence Of Wine Tourism In The Competitiveness Of Micro, Small And Medium-Sized Wineries In Guadalupe Valley, B. C., Mexico, Influencia De La Oferta De Actividades De Enoturismo En La Competitividad De Las Micro, Pequenas Y Medianas Vinicolas De La Ruta Del Vino Del Valle De Guadalupe, B. C., Mexico**

*by*Lino Meraz Ruiz & Sonia Elizabeth Maldonado Radillo

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Inference for Optimal Split Point in Conditional Quantiles**

*by*fany88@uw.edu & Ruixuan Liu & Dongming Zhu

**Socially responsible investing and Islamic funds: New perspectives for portfolio allocation**

*by*Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric

**Return and volatility interdependences in up and down markets across developed and emerging countries**

*by*Kundu, Srikanta & Sarkar, Nityananda

**The global EKCs**

*by*Dong, Baomin & Wang, Fei & Guo, Yibei

**Multivariate trend function testing with mixed stationary and integrated disturbances**

*by*Xu, Ke-Li

**Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries**

*by*Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore

**Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks**

*by*Slim, Skander & Dahmene, Meriam

**A test of asymmetric comovement for state-dependent stock returns**

*by*Deng, Kaihua

**On the properties of the constrained Hansen–Jagannathan distance**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**A dual approach to inference for partially identified econometric models**

*by*Kaido, Hiroaki

**Consistent tests for poverty dominance relations**

*by*Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin

**Testing for (in)finite moments**

*by*Trapani, Lorenzo

**Sieve instrumental variable quantile regression estimation of functional coefficient models**

*by*Su, Liangjun & Hoshino, Tadao

**Variation-based tests for volatility misspecification**

*by*Papanicolaou, Alex & Giesecke, Kay

**A direct approach to inference in nonparametric and semiparametric quantile models**

*by*Fan, Yanqin & Liu, Ruixuan

**Some models for stochastic frontiers with endogeneity**

*by*Griffiths, William E. & Hajargasht, Gholamreza

**A weak instrument F-test in linear IV models with multiple endogenous variables**

*by*Sanderson, Eleanor & Windmeijer, Frank

**Series estimation under cross-sectional dependence**

*by*Lee, Jungyoon & Robinson, Peter M.

**Significance test in nonstationary multinomial logit model**

*by*Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina

**On linking risk preferences and time preferences when estimating incentive effects**

*by*Howard, Gregory

**Asymptotic variance of Brier (skill) score in the presence of serial correlation**

*by*Lahiri, Kajal & Yang, Liu

**A nonparametric unit root test under nonstationary volatility**

*by*Eroğlu, Burak Alparslan & Yiğit, Taner

**A robustified Jarque–Bera test for multivariate normality**

*by*Kim, Namhyun

**Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods**

*by*Costantini, Mauro & Lupi, Claudio

**Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis**

*by*Amin Jan & Maran Marimuthu

**Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950**

*by*Sebastián Villarreal Romero & Darío A. Ortiz Navarro

**Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility**

*by*Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson

**Is there publication selection bias in minimum wage research during the five-year period from 2010 to 2014?**

*by*Giotis, Georgios & Chletsos, Michael

**Testing for Granger causality in large mixed-frequency VARs**

*by*Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan

**Comparing predictive accuracy in small samples**

*by*Laura Coroneo & Fabrizio Iacone

**We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"**

*by*YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

**Testing Linearity Using Power Transforms of Regressors**

*by*YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

**Who gives Direction to Statistical Testing? Best Practice meets Mathematically Correct Tests**

*by*Karl H.Schlag

**The statistical combination procedure in measures for risk in financial systems**

*by*Francesca Parpinel

**Testing the lag structure of assets’ realized volatility dynamics**

*by*Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin

**Testing subspace Granger causality**

*by*Majid M. Al-Sadoon

**Testing for Granger Causality in Large Mixed-Frequency VARs**

*by*Götz T.B. & Hecq A.W. & Smeekes S.

**The homogeneous marginal utility of income assumption**

*by*Demuynck T.

**Bayesian and frequentist tests of sign equality and other nonlinear inequalities**

*by*David M. Kaplan

**Education, productivité et gain. Retour sur les approches critiques de l’enchaînement causal de la théorie du capital humain**

*by*Valérie Canals & Claude Diebolt & Magali Jaoul-Grammare

**A fast algorithm for finding the confidence set of large collections of models**

*by*Sylvain Barde

**Complementarity among innovations for exporting in German manufacturing firms**

*by*Susanna Mancinelli & Rosa Bernardini Papalia & Silvia Bertarelli

**Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence**

*by*Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay

**Early intervention and child health: Evidence from a Dublin-based randomized controlled trial**

*by*Orla Doyle & Nick Fitzpatrick & Judy Lovett & Caroline Rawdon

**From Disorder to Order**

*by*Xiao-Guang Yue & Yong Cao & Michael McAleer

**Early intervention and child health: Evidence from a Dublin-based randomized controlled trial**

*by*Orla Doyle & Nick Fitzpatrick & Judy Lovett & Caroline Rawdon

**Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending**

*by*Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló

**Semi-Parametric Seasonal Unit Root Tests**

*by*Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor

**Identifying Two Part Tariff Contracts with Buyer Power: Empirical Estimation on Food Retailing**

*by*Bonnet, Céline & Dubois, Pierre

**Model Equivalence Tests for Overidentifying Restrictions**

*by*Lavergne, Pascal

**Integrated-quantile-based estimation for first price auction models**

*by*Yao Luo & Yuanyuan Wan

**From Disorder to Order**

*by*Xiao-Guang Yue & Yong Cao & Michael McAleer

**Specification Testing in Hawkes Models**

*by*Francine Gresnigt & Erik Kole & Philip Hans Franses

**The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements**

*by*Yao, Wenying & Tian, Jing

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Testing for normality with applications**

*by*Marian Vavra

**Risk-Benefit-Mediated Impact of Determinants on the Adoption of Cloud Federation**

*by*Netsanet Haile & Jorn Altmann

**Role of Platform Providers in Software Ecosystems**

*by*Kibae Kim & Jörn Altmann & Sodam Baek

**Specification Test for Spatial Autoregressive Models**

*by*Su Liangjun & Xi Qu

**On Time-Varying Factor Models: Estimation and Testing**

*by*Su Liangjun & Xia Wang

**Limit Theory for Continuous Time Systems with Mildly Explosive Regressors**

*by*Peter C. B. Phillips & Ye Chen & Jun Yu

**Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models**

*by*Su Liangjun & Tadao Hoshino

**A Study on the Factors Impacting Managersâ€™ Green IT Perceptions**

*by*Serkan Ada & SÃ¼meyra Ceyhan

**The gap between theory and practice in social work**

*by*Hend Almaseb

**Real convergence using TAR panel unit root tests: an application to Southern African Development Community**

*by*Christian Kakese Tipoy

**A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data**

*by*Min Seong Kim & Yixiao Sun & Jingjing Yang

**Robust Forecast Comparison**

*by*Sainan Jin & Valentina Corradi & Norman Swanson

**Likelihood Ratio Test for Change in Persistence**

*by*Skrobotov, Anton

**On Trend, Breaks and Initial Condition in Unit Root Testing**

*by*Skrobotov, Anton

**Change Detection and the Casual Impact of the Yield Curve**

*by*Stan Hurn & Peter C B Phillips & Shuping Shi

**Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown**

*by*Giuseppe Cavaliere & Morten Ã˜rregaard Nielsen & A. M. Robert Taylor

**House prices: bubbles, exuberance or something else? Evidence from euro area countries**

*by*Rita Lourenço & Paulo M.M. Rodrigues

**Covariate-augmented unit root tests with mixed-frequency data**

*by*Cláudia Duarte

**The US Real GNP is Trend-Stationary After All**

*by*Tolga Omay & Rangan Gupta & Giovanni Bonaccolto

**Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI**

*by*Azimi, Mohammad Naim

**Use of maximum entropy in estimating production risks in crop farms**

*by*Kevorchian, Cristian & Gavrilescu, Camelia

**Analysis of dependence of tax behavior on macroeconomic factors: the case of OECD countries**

*by*Sokolovska, Olena & Sokolovskyi, Dmytro

**A Note on Consistent Conditional Moment Tests**

*by*Wang, Xuexin

**Predictive Models for Disaggregate Stock Market Volatility**

*by*Chong, Terence Tai Leung & Lin, Shiyu

**Estimation and Inference of Threshold Regression Models with Measurement Errors**

*by*Chong, Terence Tai Leung & Chen, Haiqiang & Wong, Tsz Nga & Yan, Isabel K.

**Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement**

*by*Kim, Jae & Choi, In

**Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity**

*by*Ferman, Bruno & Pinto, Cristine

**Tests for sphericity in multivariate garch models**

*by*Francq, Christian & Jiménez Gamero, Maria Dolores & Meintanis, Simos

**Hausman tests for the error distribution in conditionally heteroskedastic models**

*by*Zhu, Ke

**How to Choose the Level of Significance: A Pedagogical Note**

*by*Kim, Jae

**A simple nonparametric test for the existence of finite moments**

*by*Fedotenkov, Igor

**A note on the bootstrap method for testing the existence of finite moments**

*by*Fedotenkov, Igor

**Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis**

*by*Medel, Carlos A.

**Producers, Politicians, Warriors, and Forecasters: Who's Who in the Oil Market?**

*by*Medel, Carlos

**Multiple hypothesis testing of market risk forecasting models**

*by*esposito, francesco paolo & cummins, mark

**A misspecification test for finite-mixture logistic models for clustered binary and ordered responses**

*by*Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini

**Is Per Capıta Real GDP Stationary in High Income OECD Countrıes? Evidence from Panel Unıt Root Test With Multiple Structural Breaks**

*by*Dogru, Bülent

**Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina**

*by*Mendez Parra, Maximiliano

**Qml inference for volatility models with covariates**

*by*Francq, Christian & Thieu, Le Quyen

**Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach**

*by*Debgupta, Sanchari

**Bootstrapping the portmanteau tests in weak auto-regressive moving average models**

*by*Zhu, Ke

**Unit Roots and Smooth Transitions: A Replication**

*by*Kulaksizoglu, Tamer

**Economic Growth, Safe Drinking Water and Ground Water Storage: Examining Environmental Kuznets Curve (EKC) in Indian Context**

*by*von Hauff, Michael & Mistri, Avijit

**Economic Growth, Safe Drinking Water and Ground Water Storage: Examining Environmental Kuznets Curve (EKC) in Indian Context**

*by*Hauff, Michael von & Mistri, Avijit

**A simple empirical analysis on the link between socioeconomic status and spatial mobility**

*by*Keita, Moussa

**The employment effect of minimum wage using 77 international studies since 1992: A meta-analysis**

*by*Chletsos, Michael & Giotis, Georgios P.

**Intermediation Financiere Et Croissance Economique En Republique Democratique Du Congo**

*by*LONZO LUBU, Gastonfils & KABWE OMOYI, Fanny

**Is there scientific progress in macroeconomics? The case of the NAIRU**

*by*Dany Lang & Mark Setterfield

**Low-Frequency Econometrics**

*by*Ulrich K. Müller & Mark W. Watson

**Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design**

*by*Vahid Montazerhodjat & Andrew W. Lo

**The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors**

*by*Gabriella Conti & James J. Heckman & Rodrigo Pinto

**Point Optimal Testing: A Survey of the Post 1987 Literature**

*by*Maxwell L. King & Sivagowry Sriananthakumar

**Cross-sectional Independence Test for a Class of Parametric Panel Data Models**

*by*Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo

**Can Ten do it Better? Impact of Red Card in the English Premier League**

*by*Chowdhury, Abdur

**Growth-Globalisation-Emissions Nexus: The Role of Population in Australia**

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

**Growth-Globalisation-Emissions Nexus: The Role of Population in Australia**

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

**Estimates of Spatial Prices in India and their Sensitivity to Alternative Estimation Methods and Choice of Items**

*by*Amita Majumder & Ranjan Ray

**Granger-causal analysis of GARCH models: a Bayesian approach "Abstract: A multivariate GARCH model is used to investigate Granger causality in the conditional variance of time series. Parametric restrictions for the hypothesis of noncausality in conditional variances between two groups of variables, when there are other variables in the system as well, are derived. These novel conditions are convenient for the analysis of potentially large systems of economic variables. To evaluate hypotheses of noncausality, a Bayesian testing procedure is proposed. It avoids the singularity problem that may appear in theWald test and it relaxes the assumption of the existence of higher-order moments of the residuals required in classical tests. "**

*by*Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Egyptian and Syrian commodity markets after the dissolution of the Ottoman Empire: a Bayesian structural VECM analysis**

*by*Laura Panza & Tomasz Wozniak

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

**Granger Causality and Regime Inference in Bayesian Markov-Switching VARs**

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

**Welfare Consequences of Information Aggregation and Optimal Market Size**

*by*William E. Griffiths & Gholamreza Hajargasht

**Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions**

*by*Badi H. Baltagi & Long Liu

**Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term**

*by*Badi H. Baltagi & Chihwa Kao & Long Liu

**Meta-analytic cointegrating rank tests for dependent panels**

*by*Deniz Dilan Karaman Örsal & Antonia Arsova

**A Meta-analysis of the Risk Aversion Coefficients of Natural Resource Managers Evaluated by Stated Preference Methods**

*by*Marielle Brunette & Johanna Choumert & Stéphane Couture & Claire Montagne-Huck

**A Sequential Approach to Combined Clinical Trial and Health Technology Adoption Decisions**

*by*Jacco Thijssen & Daniele Bergantini

**Backtesting Value-at-Risk: A Generalized Markov Framework**

*by*Thor Pajhede

**An Alternative Estimator for Industrial Gender Wage Gaps: A Normalized Regression Approach**

*by*Yun, Myeong-Su & Lin, Eric S.

**The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors**

*by*Conti, Gabriella & Heckman, James J. & Pinto, Rodrigo

**Scars of Recessions in a Rigid Labor Market**

*by*Cockx, Bart & Ghirelli, Corinna

**Robust Confidence Intervals for Average Treatment Effects under Limited Overlap**

*by*Rothe, Christoph

**Inference for functions of partially identified parameters in moment inequality models**

*by*Federico Bugni & Ivan Canay & Xiaoxia Shi

**A discrete model for bootstrap iteration**

*by*Russell Davidson

**A weak instrument F-test in linear IV models with multiple endogenous variables**

*by*Eleanor Sanderson & Frank Windmeijer

**Change point and trend analyses of annual expectile curves of tropical storms**

*by*P. Burdejova & W.K. Härdle & Kokoszka & Q.Xiong

**Testing Missing at Random using Instrumental Variables**

*by*Christoph Breunig & & &

**Nonparametric change-point analysis of volatility**

*by*Markus Bibinger & Moritz Jirak & Mathias Vetter &

**Early intervention and child physical health: Evidence from a Dublin-based randomized controlled trial**

*by*Orla Doyle & Nick Fitzpatrick & Judy Lovett & Caroline Rawdon

**Can Early Intervention Improve Maternal Well-being? Evidence from a Randomized Controlled Trial**

*by*Orla Doyle & Liam Delaney & Christine O'Farrelly & Nick Fitzpatrick & Michael Daly

**The Effects of Two Influential Early Childhood Interventions on Health and Healthy Behaviors**

*by*Gabriella Conti & James J. Heckman & Rodrigo Pinto

**Asymptotic Inference for Common Factor Models in the Presence of Jumps**

*by*YAMAMOTO, Yohei

**Confidence Sets for the Break Date Based on Optimal Tests**

*by*KUROZUMI, Eiji & YAMAMOTO, Yohei

**A Note on Testing the LATE Assumptions**

*by*Laffers, Lukas & Mellace, Giovanni

**Future world market prices of milk and feed looking into the crystal ball**

*by*Hansen, Bjørn Gunnar & Li, Yushu

**A Multivariate Test Against Spurious Long Memory**

*by*Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie

**Time-varying risk premium in large cross-sectional equity datasets**

*by*Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier

**Que savons-nous de l’impact économique des parcs scientifiques ? Une revue de la littérature**

*by*Corine Autant-Bernard

**Tests of Equal Accuracy for Nested Models with Estimated Factors**

*by*Goncalves, Silvia & McCracken, Michael W. & Perron, Benoit

**The Evolution of Scale Economies in U.S. Banking**

*by*Wheelock, David C. & Wilson, Paul W.

**Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation**

*by*Gayle, George-Levi & Li, Chen & Miller, Robert A.

**Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy**

*by*Lunsford, Kurt Graden

**Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**From Disorder to Order**

*by*Yue, X-G. & Cao, Y. & McAleer, M.J.

**The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis**

*by*Sebastien Lleo & Bill Ziemba

**Testing competing models for non-negative data with many zeros**

*by*João M. C. Santos Silva & Silvana Tenreyro & Frank Windmeijer

**Non-nested testing of spatial correlation**

*by*Miguel A. Delgado & Peter Robinson

**Refinements in maximum likelihood inference on spatial autocorrelation in panel data**

*by*Peter Robinson & Francesca Rossi

**Poverty trends in Turkey**

*by*Sirma Demir Șeker & Stephen P. Jenkins

**Efficient inference on fractionally integrated panel data models with fixed effects**

*by*Peter M. Robinson & Carlos Velasco

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*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

*by*Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

**Testing the Martingale Hypothesis**

*by*Peter C.B. Phillips & Sainan Jin

**Interpretation and limits of sustainability tests in public finance**

*by*G. LAMÉ & M. LEQUIEN & P.-A. PIONNIER

**Testing for Granger Causality with Mixed Frequency Data**

*by*Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji

**Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series**

*by*Ghysels, Eric & Miller, J. Isaac

**An almost closed form estimator for the EGARCH model**

*by*HAFNER, Christian & LINTON, Oliver

**La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)**

*by*Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo

**Aproximación al fenómeno de histéresis en el mercado laboral para siete áreas metropolitanas en Colombia**

*by*Zambrano Jurado, Juan Carlos

**Measurement and characterization of the middle class in Latin America**

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

**Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso**

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

*by*P.A. Bekker & F. Crudu

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk**

*by*Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou

**On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles**

*by*Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor

**A generalized goodness-of-functional form test for binary and fractional regression models**

*by*Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

**Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects**

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

**Risk and Evidence of Bias in Randomized Controlled Trials in Economics**

*by*Peter Boone & Alex Eble & Diana Elbourne

**Testing Monotonicity in Unobservables with Panel Data**

*by*Liangjun Su & Stefan Hoderlein & Halbert White

**Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness**

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

**Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets**

*by*P Kuang & M Schroder & Q Wang

**Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model**

*by*Rocío Elizondo

**Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances**

*by*Sermin Gungor & Richard Luger

**A Semiparametric Early Warning Model of Financial Stress Events**

*by*Ian Christensen & Fuchun Li

**Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs**

*by*Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**A unified framework for testing in the linear regression model under unknown order of fractional integration**

*by*Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen

**Changes in persistence, spurious regressions and the Fisher hypothesis**

*by*Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

**Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis**

*by*Kuan-Min Wang & Hung-Cheng Lai

**Inflation and relative price variability in Venezuela**

*by*José Contreras & Nora Guarata

**Reserve Options Mechanism:A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix: a test in pensiones civiles del Estado de Michoacán / Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán**

*by*Torre Torres, Oscar V. de la

**The Sway of IMF Policies on the Romanian Economy amid Global Financial Crisis**

*by*Gurgen OHANYAN

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

**Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS**

*by*Jian Zhang & Dongxiang Zhang & Juan Wang & Yue Zhang

**A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability**

*by*Pincheira, Pablo

**Foreign Direct Investment based on Country Risk and other Macroconomic Factors. Econometric Models for Romanian Economy**

*by*Savoiu, Gheorghe & Dinu, Vasile & Ciuca, Suzana

**Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013**

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

**Granger causality between international forign aid, adult mortality and GDP: evidance from panel analysis for 96 countries**

*by*Afridi , M. Asim & Amiri, Arshia

**Survey on statistical inferences in weakly-identified instrumental variable models**

*by*Mikusheva, Anna

**Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)**

*by*Andrey Sinyakov

**Curiosity of Pay-Per-Bid Auctions: Evidence from Bonus.cz Auction Site**

*by*Miroslav Svoboda & Petr Bocák

**Price Dispersion on the Internet: Empirical Comparison of Several Commodities from the Czech Republic**

*by*Jiří Sedláček

**Understanding the functional central limit theorems with some applications to unit root testing with structural change**

*by*Juan Carlos Aquino & Gabriel Rodríguez

**How Does the Economic-Financial Crisis Affect Our Education? Study on EU-28 CountriesAbstract:During the last global financial crisis, the unemployment rate grew significantly, reaching dramatic accents among youth. Unemployment phenomenon hit various segments of population with different levels of education, but especially those without an upper secondary education. This paper examines how the latest global financial crisis has influenced major developments in education and training, using, on the one hand, indicators that reflect the general economic picture in EU countries, and, on the other hand, indicators that reflect aspects of the education sector. Also, the paper analyzes the relationship between financial and the non-financial sides of education and training sector. The following indicators were included in the analysis: Participation rate in education, Early leavers from education and training, Total public expenditure on education, General Government Deficit**

*by*Ghita Simona & Titan Emilia & Boboc Cristina

**What Influences Students’ Expectations In What Regards Grades?**

*by*Mare Codruta & Popa Irimie Emil & Span Georgeta Ancuta &

**Inference in the Presence of Weak Instruments: A Selected Survey**

*by*Poskitt, D. S. & Skeels, C. L.

**A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre**

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**Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests**

*by*Otuken Senger

**Turk Bankacilik Sektorunde Faaliyet Gosteren Bankalarin Etkinliklerinin Veri Zarflama Analizi Ile Olculmesi: 2004-2009 Yillari Uygulamasi**

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**Simulación estocástica de esquemas piramidales tipo Ponzi**

*by*Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina

**¡°Convergence¡± or ¡°Divergence¡±? ¡ªRethinking Regional Integration of the Past Two Decades**

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**Models Used for Measuring Customer Engagement**

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**Orthogonal garch matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán**

*by*Oscar De la Torre Torres.

**We Agree That Statistical Significance Proves Essentially Nothing: A Rejoinder to Thomas Mayer**

*by*Stephen T. Ziliak & Deirdre N. McCloskey

**Reply to Deirdre McCloskey and Stephen Ziliak on Statistical Significance**

*by*Thomas Mayer

**Long memory in return structures from developed markets**

*by*Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

**Corruption and persistent informality: An empirical investigation for India**

*by*Dutta, Nabamita & Kar, Saibal & Roy, Sanjukta

**A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance**

*by*Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean

**Comment on: A non-parametric spatial independence test using symbolic entropy**

*by*Elsinger, Helmut

**Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances**

*by*Jin, Fei & Lee, Lung-fei

**Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model**

*by*Qu, Xi & Lee, Lung-fei

**Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model**

*by*Han, Xiaoyi & Lee, Lung-fei

**Interest rates, government purchases and the Taylor rule in recessions and expansions**

*by*López-Villavicencio, Antonia

**Comment on: A new test for chaos and determinism based on symbolic dynamics**

*by*Elsinger, Helmut

**Inference in asset pricing models with a low-variance factor**

*by*Shang, Hua

**Estimation sample selection for discretionary accruals models**

*by*Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine

**Are Southeast Asian real exchange rates mean reverting?**

*by*Bec, Frédérique & Zeng, Songlin

**The contribution of economic fundamentals to movements in exchange rates**

*by*Balke, Nathan S. & Ma, Jun & Wohar, Mark E.

**Performance hypothesis testing with the Sharpe ratio: The case of hedge funds**

*by*Auer, Benjamin R. & Schuhmacher, Frank

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**The January effect for individual corporate bonds**

*by*Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence

**Operational risk escalation: An empirical analysis of UK call centres**

*by*Bryce, Cormac & Cheevers, Carly & Webb, Rob

**Detecting synchronous cycles in financial time series of unequal length**

*by*Reschenhofer, Erhard & Lingler, Michaela

**On detection of volatility spillovers in overlapping stock markets**

*by*Kohonen, Anssi

**Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices**

*by*Perron, Pierre & Chun, Sungju & Vodounou, Cosme

**Two-pass estimation of risk premiums with multicollinear and near-invariant betas**

*by*Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher

**Finite-sample exact tests for linear regressions with bounded dependent variables**

*by*Gossner, Olivier & Schlag, Karl H.

**Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Robust adaptive rate-optimal testing for the white noise hypothesis**

*by*Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána

**What model for entry in first-price auctions? A nonparametric approach**

*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Panel unit root tests in the presence of a multifactor error structure**

*by*Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi

**Testing for structural stability in the whole sample**

*by*Hidalgo, Javier & Seo, Myung Hwan

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Low-frequency robust cointegration testing**

*by*Müller, Ulrich K. & Watson, Mark W.

**Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions**

*by*Kruiniger, Hugo

**Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach**

*by*Chen, Bin & Song, Zhaogang

**Maximum likelihood estimation and uniform inference with sporadic identification failure**

*by*Andrews, Donald W.K. & Cheng, Xu

**Powerful tests for structural changes in volatility**

*by*Xu, Ke-Li

**Chi-squared tests for evaluation and comparison of asset pricing models**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions**

*by*McCulloch, J. Huston & Percy, E. Richard

**Rank tests for short memory stationarity**

*by*Pelagatti, Matteo M. & Sen, Pranab K.

**Partial maximum likelihood estimation of spatial probit models**

*by*Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

**Estimation and inference in unstable nonlinear least squares models**

*by*Boldea, Otilia & Hall, Alastair R.

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Testing functional inequalities**

*by*Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae

**Testing the predictive power of the term structure without data snooping bias**

*by*Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan

**Hypothesis testing for arbitrary bounds**

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**A specification test for discrete choice models**

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**Power monotonicity in detecting volatility levels change**

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**Semiparametric selection of seasonal cointegrating ranks using information criteria**

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**On a general class of long run variance estimators**

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**A simple test for the ignorability of non-compliance in experiments**

*by*Huber, Martin

**Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures**

*by*Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo

**GLS-based unit root tests for bounded processes**

*by*Carrion-i-Silvestre, Josep Lluís & Gadea, María Dolores

**A variable addition test for exogeneity in structural threshold models**

*by*Massacci, Daniele

**On the estimation and inference in factor-augmented panel regressions with correlated loadings**

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**An adaptive truncated product method for combining dependent p-values**

*by*Sheng, Xuguang & Yang, Jingyun

**Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts**

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**On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models**

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**Alternative representations for cointegrated panels with global stochastic trends**

*by*Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim

**A wavelet analysis of international risk-sharing**

*by*Trezzi, Riccardo

**Partial unit root and linear spurious regression: A Monte Carlo simulation study**

*by*Zhang, Lingxiang

**Is the Environmental Kuznets Curve for deforestation a threatened theory? A meta-analysis of the literature**

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**The performance of commodity trading advisors: A mean-variance-ratio test approach**

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**Nonlinear adjustment to the mean reversion of consumption–income ratio**

*by*Elmi, Zahra (Mila) & Ranjbar, Omid

**Testing volatility persistence on Markov switching stochastic volatility models**

*by*Pan, Qi & Li, Yong

**Forecasting volatility in the Chinese stock market under model uncertainty**

*by*Li, Yong & Huang, Wei-Ping & Zhang, Jie

**Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break**

*by*Matsuki, Takashi & Sugimoto, Kimiko

**Stochastic dominance relationships between stock and stock index futures markets: International evidence**

*by*Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W.

**Testing for Granger non-causality using the autoregressive metric**

*by*Di Iorio, Francesca & Triacca, Umberto

**Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP**

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

**Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries**

*by*Serranito, Francisco

**Conditional market beta for REITs: A comparison of modeling techniques**

*by*Zhou, Jian

**Determinants and price discovery of China sovereign credit default swaps**

*by*Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan

**On the implementation and use of factor-augmented regressions in panel data**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology**

*by*Gu, Lulu & Reed, W. Robert

**Simple unit root testing in generally trending data with an application to precious metal prices in Asia**

*by*Westerlund, Joakim

**Earnings Predictability, Value Relevance, and Employee Expenses**

*by*Schiemann, Frank & Guenther, Thomas

**Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies**

*by*Samih Antoine Azar

**Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters**

*by*Ibrahim Arisoy

**Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy**

*by*Gabriela OPAIT

**The Architecture of the Territorial Indexes through the Standardisation Method**

*by*Gabriela OPAIT

**Desagregacion multivariada del PIB sectorial del departamento de Bolivar**

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

**Is the role of international health aid on adult mortality efficient? Evidence from developing countries using DEA approach**

*by*Arshia Amiri & Asim Afridi

**Money-price relationships under a currency board system: The case of Argentina**

*by*Selahattin Togay & Nezir Kose

**Nature et impacts des effets spatiaux sur les valeurs immobilières. Le cas de l'espace urbanisé parisien**

*by*Catherine Baumont & Diego Legros

**Is Discretionary Fiscal Policy Effective? Evidences for Tunisia and Egypt**

*by*Sarra BEN SLIMANE & Moez BEN TAHAR

**Dynamic strategy for sustainable business development: mania or hazard?**

*by*Jarmila Šebestová & Kateřina Nowáková

**Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filings**

*by*Henselmann, Klaus & Scherr, Elisabeth & Ditter, Dominik

**No Contagion, only Globalization and Flight to Quality**

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

**An Analysis of Variances for Prices Trends on The Residential Property Market of Timisoara**

*by*Ciprian SIPOS

**Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)**

*by*Noriega, Antonio E. & Rodríguez, Cid Alonso

**A practical two-step method for testing moment inequalities**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Controlling the danger of false discoveries in estimating multiple treatment effects**

*by*Dan Wunderli

**Statistical test for the mathematical theory of democracy**

*by*Tangian, Andranik

**IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance**

*by*Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina

**Untersuchung von Indikatoren zur Qualitätsmessung von Reitschulen in Deutschland**

*by*Kiefer, Stephanie

**Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability**

*by*Heufer, Jan

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**Content analysis of XBRL filings as an efficient supplement of bankruptcy prediction? Empirical evidence based on US GAAP annual reports**

*by*Henselmann, Klaus & Scherr, Elisabeth

**Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior**

*by*Jang, Tae-Seok

**Efficient bootstrap with weakly dependent processes**

*by*Francesco Bravo & Federico Crudu

**Testing CAPM with a Large Number of Assets**

*by*M Hashem Pesaran & Takashi Yamagata

**Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications**

*by*David E. Giles

**Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument**

*by*Huber, Martin

**Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures**

*by*J. Isaac Miller

**Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China**

*by*Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

**On Distribution Free Test for Discrete Distributions and an Extension to Continuous Time**

*by*Khmaladze, E.V.

**Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes**

*by*Jan F. Kiviet

**Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model**

*by*H. Peter Boswijk & Michael Jansson & Morten Ø. Nielsen

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Doko Tchatoka, Firmin & Dufour, Jean-Marie

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

**On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments**

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**No contagion, only globalization and flight to quality**

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky**

*by*Marie Briere & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz

**Robust Deviance Information Criterion for Latent Variable Models**

*by*Yong Li & Tao Zeng & Jun Yu

**Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes**

*by*Qiankun Zhou & Jun Yu

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models**

*by*Stephen G. Donald & Yu-Chin Hsu

**Improving the Power of Tests of Stochastic Dominance**

*by*Stephen G. Donald & Yu-Chin Hsu

**Smooth Transitions, Asymmetric Adjustment and Unit Roots**

*by*Juan Carlos Cuestas & Javier Ordóñez

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Model Validation and Learning**

*by*In-Koo Cho & Ken Kasa

**Efficient Inference with Poor Instruments: a General Framework**

*by*Bertille Antoine & Eric Renault

**Efficient Minimum Distance Estimation with Multiple Rates of Convergence**

*by*Bertille Antoine & Eric Renault

**Estimating the inflation threshold for South Africa**

*by*Temitope L.A. Leshoro

**Asymptotic F Test in a GMM Framework with Cross Sectional Dependence**

*by*Min Seong Kim & Yixiao Sun

**Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability**

*by*Jan Heufer

**Measuring Human Development: A Stochastic Dominance Approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

**Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests**

*by*Rabah Arezki & Kaddour Hadri & Eiji Kurozumi & Yao Rao

**Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model**

*by*H. Peter Boswijk & Michael Jansson & Morten Ã˜rregaard Nielsen

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

**Numerical distribution functions of fractional unit root and cointegration tests**

*by*James G. MacKinnon & Morten Ørregaard Nielsen

**Quantile regression for long memory testing: A case of realized volatility**

*by*Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia

**Impact of subsidized inputs credits on land allocation and market-oriented agriculture in rural households in Mali**

*by*Keita, Moussa

**Industrial production and Confidence after the crisis: what's going on?**

*by*Malgarini, Marco

**The Role of Foreign Trade in Economic Growth and Individual Heterogeneity Problem in Panel Data: The Case of African Countries**

*by*CHRISTIAN L., NGUENA

**On a Class of Estimation and Test for Long Memory**

*by*Fu, Hui

**Consequential Effects of Defence Expenditure on Economic Growth of Saudi Arabia: 1970-2012**

*by*Ageli, Mohammed Moosa & Zaidan, Shatha Mousa

**Testing Independence for a Large Number of High–Dimensional Random Vectors**

*by*Gao, Jiti & Pan, Guangming & Yang, Yanrong

**Exchange rate modelling for Lithuania and Switzerland**

*by*Rimgailaite, Ramune

**Portfolio optimization based on divergence measures**

*by*Chalabi, Yohan & Wuertz, Diethelm

**A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective**

*by*Makan, Chandni & Ahuja, Avneet Kaur & Chauhan, Saakshi

**The influence of eco-innovation supply chain practices on business eco-efficiency**

*by*Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V.

**Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Non-renewable resource prices. A robust evaluation from the stationarity perspective**

*by*Presno, María José & Landajo, Manuel & Fernández, Paula

**Improved tests for spatial correlation**

*by*Robinson, Peter M. & Rossi, Francesca

**Audits and logistic regression, deciding what really matters in service processes: a case study of a government funding agency for research grants**

*by*Samohyl, Robert

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**Possibilities and Limits: Testing in the Fiscal Military State in the Anglo-Spanish War of 1779-1783**

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**EU Merger Remedies: A Preliminary Empirical Assessment**

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**Local Asymptotic Normality and Efficient Estimation for inar (P) Models**

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**Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology**

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**An Asymptotic Analysis of Nearly Unstable inar (1) Models**

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**Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities**

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**Breaking trend panel unit root tests**

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**GMM Based Tests for Locally Misspecified Models**

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**Two-part tariffs versus linear pricing between manufacturers and retailers : empirical tests on differentiated products markets**

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**Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions**

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**Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates**

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**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**

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**Applications of the Fast Double Bootstrap**

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**Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity**

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**Testing For Restricted Stochastic Dominance**

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**Testing for Restricted Stochastic Dominance**

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**Testing for Restricted Stochastic Dominance**

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**Test for the null hypothesis of cointegration with reduced size distortion**

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**Cointegration, Integration, and Long-Term Forcasting**

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**Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks**

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**Stock Data, Trade Durations, And Limit Order Book Information**

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**The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden**

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**Financial Distress and Idiosyncratic Volatility: An Empirical Investigation**

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**Spurious Regression and Trending Variables**

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**Unit Roots and Structural Breaks: A Survey of the Literature**

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**Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis**

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**On the Robustness of Robustness Checks of the Environmental Kuznets Curve**

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**Cointegration in Panel Data with Breaks and Cross-Section Dependence**

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**Designing Non-Parametric Estimates and Tests for Means**

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**A Stochastic Theory of Geographic Concentration and the Empirical Evidence in Germany**

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**The Regional Industry-size Distribution - An Analysis of all Types of Industries in Germany**

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**Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach**

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**Testing For Equality Between Two Copulas**

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**Testing Dependence Among Serially Correlated Multi-category Variables**

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**A Bias-Adjusted LM Test of Error Cross Section Independence**

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**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

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