## 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.

**Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence**

*by*Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard

**A Panel Analysis of the Impact of Dividend per Share, Dividend Changes and Dividend Payout Ratio on Companies Performance: An Empirical Test of ``the Dividend Signaling Hypothesis"**

*by*Mpinda F. Mvita & Goodness C. Aye

**Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies**

*by*Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun

**To the question about parameterization of national innovation system**

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

**Balanced bootstrap joint confidence bands for structural impulse response functions**

*by*Stefan Bruder & Michael Wolf

**Goodbye smokers' corner: Health effects of school smoking bans**

*by*Pfeifer, Gregor & Reutter, Mirjam & Strohmaier, Kristina

**Same, but different: Testing monetary policy shock measures**

*by*Ettmeier, Stephanie & Kriwoluzky, Alexander

**Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities**

*by*M. Hashem Pesaran & Takashi Yamagata

**Supplements to ¡°Directionally Differentiable Econometric Models¡±**

*by*JIN SEO CHO & HALBERT WHITE

**Directionally Differentiable Econometric Models**

*by*JIN SEO CHO & HALBERT WHITE

**Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test**

*by*Yang Hu & Les Oxley

**Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes**

*by*Yang Hu & Les Oxley

**Testing for volatility co-movement in bivariate stochastic volatility models**

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

**Distribution of residuals in the nonparametric IV model with application to separability testing**

*by*Babii, Andrii & Florens, Jean-Pierre

**A near optimal test for structural breaks when forecasting under square error loss**

*by*Tom Boot & Andreas Pick

**Confidence Intervals in High-Dimensional Regression Based on Regularized Pseudoinverses**

*by*Tom Boot & Didier Nibbering

**Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models**

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

**Testing the Grossman model of medical spending determinants with macroeconomic panel data**

*by*Jochen Hartwig & Jan-Egbert Sturm

**Spatial Differencing: Estimation and Inference**

*by*Federico Belotti & Edoardo Di Porto & Gianluca Santoni

**A general inversion theorem for cointegration**

*by*Massimo Franchi & Paolo Paruolo

**Evaluating Restricted Common Factor models for non-stationary data**

*by*Francesca Di Iorio & Stefano Fachin

**Inference with Correlated Clusters**

*by*Powell, David

**A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application**

*by*Hui, Yongchang & Wong, Wing-Keung & BAI, ZHIDONG & Zhu, Zhen-Zhen

**Conditional Independence test for categorical data using Poisson log-linear model**

*by*Tsagris, Michail

**Patients Compliance and Follow-Up Rate after Tooth Extraction**

*by*Faheem, Samra

**Multidimensional Rank Based Poverty Measures A Case Study: Tunisia**

*by*Chtioui, Naouel & Ayadi, Mohamed

**Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma**

*by*Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T.

**Matching Estimators with Few Treated and Many Control Observations**

*by*Ferman, Bruno

**Cherry Picking with Synthetic Controls**

*by*Ferman, Bruno & Pinto, Cristine & Possebom, Vitor

**Placebo Tests for Synthetic Controls**

*by*Ferman, Bruno & Pinto, Cristine

**Granger causality in dynamic binary short panel data models**

*by*Bartolucci, Francesco & Pigini, Claudia

**Detecting Co-Movements in Noncausal Time Series**

*by*Cubadda, Gianluca & Hecq, Alain & Telg, Sean

**Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models**

*by*Malikov, Emir & Sun, Yiguo

**Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach**

*by*Raihan, Selim & Abdullah, S M & Barkat, Aroni & Siddiqua, Salina

**L’hyperinflation Bulgare de 1997 : Transition, Fragilité Bancaire et Change**

*by*Charles, Sébastien & Marie, Jonathan

**The Framework of Tunisian Textile and Clothing Industry**

*by*Kahia, Montassar

**Testing European Business cycles asymmetry**

*by*Zlatko J. Kovacic & Milos Vilotic

**Deep Learning Bank Distress from News and Numerical Financial Data**

*by*Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin

**Assessing News Contagion in Finance**

*by*Paola Cerchiello & Giancarlo Nicola

**The true significance of ‘high’ correlations between EQ-5D value sets**

*by*Franz Ombler & Michael Albert & Paul Hansen

**Identification of and Correction for Publication Bias**

*by*Isaiah Andrews & Maximilian Kasy

**Empirical Methods for the Law**

*by*Christoph Engel

**Bayesian Assessment of Lorenz and Stochastic Dominance**

*by*David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich

**Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares**

*by*Joe Hirschberg & Jenny Lye

**Identification-robust moment-based tests for Markov-switching in autoregressive models**

*by*Jean-Marie Dufour & Richard Luger

**The Economics of Replication**

*by*Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G.

**Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing**

*by*Byunghoon Kang

**A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates**

*by*Thor Pajhede

**Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models**

*by*Kosaku Takanashi

**Altruism of Healthcare Workers and Job Satisfaction: Findings from a survey in central Vietnam**

*by*Midori MATSUSHIMA & Hiroyuki YAMADA & Yasuharu SHIMAMURA & NGUYEN Minh Tam

**Inequality Indices as Tests of Fairness**

*by*Kanbur, Ravi & Snell, Andy

**The Economics of Replication**

*by*Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G.

**Inequality indices as tests for fairness**

*by*Ravi Kanbur & Andy Snell

**Permutation tests for equality of distributions of functional data**

*by*Federico A. Bugni & Joel L. Horowitz

**Likelihood inference and the role of initial conditions for the dynamic panel data model**

*by*Jose Diogo Barbosa & Marcelo Moreira

**Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects**

*by*Chirok Han & Hyoungjong Kim

**Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments**

*by*Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp

**A Simple Test on Structural Change in Long-Memory Time Series**

*by*Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp

**Can a Repeated Opt-Out Reminder remove hypothetical bias in discrete choice experiments? An application to consumer valuation of novel food products**

*by*Mohammed H. Alemu & Søren B. Olsen

**Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models**

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

**Testing for Extreme Volatility Transmission with Realized Volatility Measures**

*by*Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi

**The Economics of Replication**

*by*Frank Mueller-Langer & Benedikt Fecher & Dietmar Harhoff & Gert G. Wagner

**¿Es el mercado de metales eficiente?**

*by*Diana Carolina Osorio & Luis Eduardo Giron & Lya Paola Sierra

**A Note on Optimal Inference in the Linear IV Model**

*by*Donald W.K. Andrews & Vadim Marmer & Zhengfei Yu

**New Goodness-of-fit Diagnostics for Conditional Discrete Response Models**

*by*Igor Kheifets & Carlos Velasco

**Inequality Indices as Tests of Fairness**

*by*Kanbur, Ravi & Snell, Andy

**Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors**

*by*Elise Coudin & Jean-Marie Dufour

**Spatial Differencing: Estimation and Inference**

*by*Federico Belotti & Edoardo Di Porto & Gianluca Santoni

**Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities**

*by*M. Hashem Pesaran & Takashi Yamagata

**Empirical likelihood for high frequency data**

*by*Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu

**Robust Inference and Testing of Continuity in Threshold Regression Models**

*by*Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo

**Duration Dependence in Employment: Evidence From the Last Half of the 20th Century**

*by*Luke Ignaczak & Marcel-Cristian Voia

**Two-Stage Least Squares as Minimum Distance**

*by*Frank Windmeijer

**Granger causality in dynamic binary short panel data models**

*by*Francesco Bartolucci & Claudia Pigini

**Testing for Stochastic Dominance in Social Networks**

*by*Firmin Doko Tchatoka & Robert Garrard & Virginie Masson

**Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Determinants and impacts of intangible investment: Evidence from Chinese private manufacturing firms**

*by*Shenglang Yang & Yixiao Zhou

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

*by*Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor

**The Role of Religiosity on the Relationship Between Materialism and Fashion Clothing Consumption Among Malaysian Generation Y Consumers**

*by*Mahfuzur Rahman & Mohamed Albaity & Billah Maruf

**Wage Convergence across European Regions : Do International Borders Matter?**

*by*Naveed, Amjad & Naz, Amber & Ahmad, Nisar

**Stability and Satisfaction at Work During the Spanish Economic Crisis**

*by*María C. Sánchez-Sellero & Pedro Sánchez-Sellero & María M. Cruz-González & Francisco J. Sánchez-Sellero

**RCA indices, multinational production and the Ricardian trade model**

*by*Kaveri Deb & William R. Hauk

**Rational choice attitudinalism?**

*by*Charles M. Cameron & Lewis A. Kornhauser

**The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition**

*by*Tolga Omay & Furkan Emirmahmutoğlu

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

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

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

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

**Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey**

*by*Gökgöz, Fazıl & Atmaca, Mete Emin

**Do financial reforms help stabilize inequality?**

*by*Christopoulos, Dimitris & McAdam, Peter

**Bayesian testing for short term interest rate models**

*by*Zhang, Yonghui & Chen, Zhongtian & Li, Yong

**FX technical trading rules can be profitable sometimes!**

*by*Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry

**Modelling oil price-inflation nexus: The role of asymmetries**

*by*Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O.

**Consistent nonparametric specification tests for stochastic volatility models based on the return distribution**

*by*Zu, Yang & Boswijk, H. Peter

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

*by*Karaman Örsal, Deniz Dilan & Arsova, Antonia

**The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation**

*by*Kiviet, Jan F. & Pleus, Milan

**Asymptotic F and t tests in an efficient GMM setting**

*by*Hwang, Jungbin & Sun, Yixiao

**Testing for prospect and Markowitz stochastic dominance efficiency**

*by*Arvanitis, Stelios & Topaloglou, Nikolas

**Tests of equal accuracy for nested models with estimated factors**

*by*Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit

**On time-varying factor models: Estimation and testing**

*by*Su, Liangjun & Wang, Xia

**A simple consistent test of conditional symmetry in symmetrically trimmed tobit models**

*by*Chen, Tao & Tripathi, Gautam

**Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form**

*by*Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert

**A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation**

*by*Hounyo, Ulrich & Varneskov, Rasmus T.

**Fitting a two phase threshold multiplicative error model**

*by*Perera, Indeewara & Koul, Hira L.

**A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data**

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

**Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination**

*by*Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard

**On the role of the rank condition in CCE estimation of factor-augmented panel regressions**

*by*Karabiyik, Hande & Reese, Simon & Westerlund, Joakim

**Least squares estimation of large dimensional threshold factor models**

*by*Massacci, Daniele

**Resurrecting weighted least squares**

*by*Romano, Joseph P. & Wolf, Michael

**Tests for conditional ellipticity in multivariate GARCH models**

*by*Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G.

**Inference based on many conditional moment inequalities**

*by*Andrews, Donald W.K. & Shi, Xiaoxia

**Inference and testing breaks in large dynamic panels with strong cross sectional dependence**

*by*Hidalgo, Javier & Schafgans, Marcia

**Inference in semiparametric conditional moment models with partial identification**

*by*Hong, Shengjie

**Tests for serial correlation of unknown form in dynamic least squares regression with wavelets**

*by*Li, Meiyu & Gençay, Ramazan

**Monitoring parameter change for time series models with conditional heteroscedasticity**

*by*Huh, Jaewon & Oh, Haejune & Lee, Sangyeol

**On spurious regressions with partial unit root processes**

*by*Tu, Yundong

**The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils**

*by*Samih Antoine Azar & Angelic Salha

**Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors**

*by*Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias

**Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions**

*by*Kiviet Jan F.

**Intercept Homogeneity Test for Fixed Effect Models under Cross-sectional Dependence: Some Insights**

*by*Basak Gopal K. & Das Samarjit

**The Development And The Current Status Of The Capital Market Hypotheses: A Few Benchmarks**

*by*BRATIAN Vasile & BUCUR Amelia

**Total Quality Management Implementation and Guest Satisfaction in Hospitality**

*by*Miroslav Kneževic & Slobodan Cerovic & Vladimir Džamic & Tijana Radojevic

**Chaos in G7 Stock Markets using Over One Century of Data: A Note**

*by*Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros

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

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

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

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

**Improving weighted least squares inference**

*by*Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf

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

*by*Joseph P. Romano & Michael Wolf

**A panel cointegration rank test with structural breaks and cross-sectional dependence**

*by*Karaman Örsal, Deniz Dilan & Arsova, Antonia

**Robust Evaluation of Multivariate Density Forecasts**

*by*Dovern, Jonas & Manner, Hans

**Black Monday, globalization and trading behavior of stock investors**

*by*Kurz-Kim, Jeong-Ryeol

**Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors**

*by*JIN SEO CHO & PETER C.B. PHILLIPS

**Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices**

*by*JIN SEO CHO & PETER C.B. PHILLIPS

**Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**

*by*JIN SEO CHO & MYUNG-HO PARK & PETER C.B. PHILLIPS

**Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach**

*by*Dong-Yop Oh & Hyejin Lee & Karl David Boulware

**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

**Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance**

*by*Adams, Zeno & Fuess, Roland & Glueck, Thorsten

**Hyperinflation bulgare de 1997 : transition, fragilité bancaire et change**

*by*Sébastien Charles & Jonathan Marie

**Data as a common in the sharing economy: a general policy proposal**

*by*Bruno Carballa

**Modeling farmers’ decisions on tea varieties in Vietnam: a multinomial logit analysis**

*by*Phu Nguyen-Van & Cyrielle Poiraud & Nguyen To-The

**Forecast evaluation with factor-augmented models**

*by*Jack Fosten

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

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

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

**Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes**

*by*Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich

**A Hausman Specification Test of Conditional Moment Restrictions**

*by*Lavergne, Pascal & Nguimkeu, Pierre

**Testing for a Threshold in Models with Endogenous Regressors**

*by*Rothfelder, Mario & Boldea, Otilia

**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

**Testing for Symmetry in Weakly Dependent Time Series**

*by*Luke Hartigan

**Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*Luke Hartigan

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

*by*Nektarios Aslanidis & Luke Hartigan

**Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions**

*by*Marian Vavra

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

*by*Zacharias Psaradakis & Marian Vavra

**Exact Properties of the Maximum Likelihood Estimator in Spatial Autoregressive Models**

*by*Grant Hillier & Federico Martellosio

**Undue charges and price discrimination**

*by*Gabriel Garber & Márcio Issao Nakane

**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 Tra? & Esra Ball? & Çiler Sigeze

**Risk management of the Vietnamese banking system: A market research survey**

*by*Matousek, Roman & Nguyen, Thao Ngoc & Stewart, Chris

**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**

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

**Inference with Large Clustered Datasets**

*by*James G. MacKinnon

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

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

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

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

**Forecasting banking crises with dynamic panel probit models**

*by*António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues

**Residual-augmented IVX predictive regression**

*by*Paulo M.M. Rodrigues & Matei Demetrescu

**A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence**

*by*DO ANGO, Simplicio & AMBA OYON, Claude Marius

**Asymmetries in the revenue-expenditure nexus: New evidence from South Africa**

*by*Phiri, Andrew

**A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications**

*by*Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen

**Recurrent explosive behaviour of debt-to-GDP ratio**

*by*Bystrov, Victor & Mackewicz, Michał

**Investigating the impact of national income on environmental pollution. International evidence**

*by*Barra, Cristian & Zotti, Roberto

**On Empirical Distribution of RCA Indices**

*by*Deb, Kaveri & Sengupta, Bodhisattva

**Revisiting the Synthetic Control Estimator**

*by*Ferman, Bruno & Pinto, Cristine

**Quality Work-Life as predictor to Organisational Commitment under contrasting Leadership Styles: I.T Responses from Pakistan's private software houses**

*by*Faizan, Riffat & Zehra, Nasreen

**Training & Development Barometer for Effective Transformation of Organizational Commitment and Overall Performance in Banking Sectors of KPK, Pakistan: Qualitative study of Workforce of Bank of Khyber**

*by*Zehra, Nasreen

**货币供给数量、结构与经济增长—来自adl门限协整检验与时变格兰杰因果关系检验的证据**

*by*Cai, Yifei

**The Relationship between Societal attributes, Feminine Leadership & Management Style: Responses from Pakistan's Urban Region Female-Owned Businesses**

*by*Faizan, Riffat & Haque, Adnan ul

**Une méta-analyse qualitative de la littérature sur les déterminants de l'adoption de l'activity-based costing**

*by*Alcouffe, Simon & Galy, Nadine & Gaté, Loïc

**货币增速剪刀差与股票市场收益率的时变格兰杰因果关系研究**

*by*Cai, Yifei

**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

**Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú]**

*by*Gabriel Rodriguez & Willy Alanya

**Targeting Policies: Multiple Testing and Distributional Treatment Eﬀects**

*by*Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song

**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

**Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models**

*by*Jean-Marie DUFOUR & Richard LUGER

**Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

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

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

**A Random Shock Is Not Random Assignment**

*by*Christoph Engel

**Is there a conditional convergence in the per capita incomes of BIMAROU states in India?**

*by*Ankita Mishra & Vinod Mishra

**Accounting for Multiplicity in Inference on Economics Journal Rankings**

*by*William Horrace & Christopher Parmeter

**A Standardized Method for the Evaluation of Adherence to Practice Guidelines**

*by*Stephanie Thomas

**Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model**

*by*Badi Baltagi & Chihwa Kao & Fa wang

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

*by*Stephan B. Bruns

**Adolescent Brides and Grooms' Education: Theory and Evidence**

*by*Sylvain Dessy, Setou Diarra, Roland Pongou & Setou Diarra & Roland Pongou

**An intersection test for the cointegrating rank in dependent panel data**

*by*Antonia Arsova & Deniz Dilan Karaman Örsal

**Nonparametric tests for the effect of treatment on conditional variance**

*by*Yanchun Jin

**Personality Traits and the Gender Gap in Ideology**

*by*Rebecca Morton & Jean-Robert Tyran & Erik Wengström

**Approximate permutation tests and induced order statistics in the regression discontinuity design**

*by*Ivan A. Canay & Vishal Kamat

**Inference under Covariate-Adaptive Randomization**

*by*Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh

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

*by*Rafael González-Val

**Network Quantile Autoregression**

*by*Xuening Zhu & Wolfgang K. Härdle & Weining Wang & Hangsheng Wang

**Specification Testing in Nonparametric Instrumental Quantile Regression**

*by*Christoph Breunig & & &

**Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors**

*by*Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao

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

*by*YAMAMOTO, Yohei

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**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

**The homogeneous marginal utility of income assumption**

*by*Demuynck T.

**Bayesian and frequentist inequality tests**

*by*David M. Kaplan & Longhao Zhuo

**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 Managers? Green IT Perceptions**

*by*Serkan Ada & Sümeyra 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

**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

**Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests**

*by*Atukeren, Erdal & Cevik, Emrah Ismail & Korkmaz, Turhan

**Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models**

*by*Ghassan, Hassan B. & Taher, Farid B.

**An improved bootstrap test of density ratio ordering**

*by*beare, brendan & shi, xiaoxia

**Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014**

*by*Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew

**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**

*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 A. Bugni & Ivan A. 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

**Empirical likelihood for regression discontinuity design**

*by*Taisuke Otsu & Ke-Li Xu & Yukitoshi Matsushita

**Extremal dependence tests for contagion**

*by*Renée Fry-McKibbin & Cody Yu-Ling Hsiao

**A test of the long memory hypothesis based on self-similarity**

*by*James Davidson & Dooruj Rambaccussing

**Sieve Semiparametric Two-Step GMM under Weak Dependence**

*by*Xiaohong Chen & Zhipeng Liao

**Minimum Distance Testing and Top Income Shares in Korea**

*by*Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips

**Identification- and Singularity-Robust Inference for Moment Condition**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Formal professional relationships between general practitioners and specialists: possible associations with patient health and pharmacy costs**

*by*Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor

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

*by*Bart Cockx & Corinna Ghirelli

**Is a normal copula the right copula?**

*by*Amengual, Dante & Sentana, Enrique

**Testing macro models by indirect inference: a survey for users**

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

**Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results**

*by*Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng

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

*by*Bonnet, Céline & Dubois, Pierre

**Small sample performance of indirect inference on DSGE models**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

**Is a Normal Copula the Right Copula?**

*by*Dante Amengual & Enrique Sentana

**Invariant tests based on M-estimators, estimating functions, and the generalized method of moments**

*by*Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj

**Statistical Testing of DeMark Technical Indicators on Commodity Futures**

*by*Marco LISSANDRIN & Donnacha DALY & Didier SORNETTE

**Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings**

*by*Spencer WHEATLEY & Didier SORNETTE

**Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity**

*by*Kajal Lahiri & Huaming Peng & Xuguang Sheng

**Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation**

*by*Kajal Lahiri & Liu Yang

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

*by*Bart Cockx & Corinna Ghirelli

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

**Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence**

*by*Javier Hidalgo & Marcia M Schafgans

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

*by*Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi

**Testing macro models by indirect inference: a survey for users**

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

**Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results**

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

**Small sample performance of indirect inference on DSGE models**

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

**Methodological Report on Kaul and Wolf's Working Papers on the Effect of Plain Packaging on Smoking Prevalence in Australia and the Criticism Raised by OxyRomandie**

*by*Ben Jann

**Counting Biased Forecasters: An Application of Multiple Testing Techniques**

*by*Fabiana Gomez & David Pacini

**Likelihood Ratio Based Tests for Markov Regime Switching**

*by*Zhongjun Qu & Fan Zhuo

**Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity**

*by*M. E. Bontempi & L. Bottazzi & R. Golinelli

**Extreme risk interdependence**

*by*Polanski, Arnold & Stoja, Evarist

**Testing for Monotonicity in Unobservables under Unconfoundedness**

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

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

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

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

**The Italian Firms’ International Activity**

*by*Riccardo Cristadoro & Leandro D’Aurizio

**Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates**

*by*Fuchun Li

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

*by*Zacharias Psaradakis & Marián Vávra

**A Distance Test of Normality for a Wide Class of Stationary Processes**

*by*Zacharias Psaradakis & Marián Vávra

**A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses**

*by*Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI

**Consistent tests for risk seeking behavior: A stochastic dominance approach Abstract We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) with rejection regions determined by block bootstrap resampling techniques. Under the appropriate conditions we show that they are asymptotically conservative and consistent. We engage into Monte Carlo experiments to assess the nite sample size and power of the tests allowing for the presence of numerical errors. We use them to empirically analyze investor preferences and beliefs by testing whether the value-weighted market portfolio can be considered as efficient according to prospect and Markowitz stochastic dominance criteria when confronted to diversi cation principles made of risky assets. Our results indicate that we cannot reject the hypothesis of prospect stochastic dominance efficiency for the market portfolio. This is supportive of the claim that the particular portfolio can be rationalized as the optimal choice for any S-shaped utility function. Instead, we reject the hypothesis for Markowitz stochastic dominance, which could imply that there exist reverse S-shaped utility functions that do not rationalize the market portfolio**

*by*Stelios Arvanitis & Nikolas Topaloglou

**On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions**

*by*Firmin Doko Tchatoka & Wenjie Wang

**Treatment Effects with Many Covariates and Heteroskedasticity**

*by*Matias D. Cattaneo & Michael Jansson & Whitney K. Newey

**A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation**

*by*Ulrich Hounyo & Rasmus T. Varneskov

**Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination**

*by*Bent Jesper Christensen & Rasmus T. Varneskov

**The Effect of Shocks: An Empirical Analysis of Ethiopia**

*by*Yilebes Addisu Damtie

**Business Sample Survey Measurement on Statistical Thinking and Methods Adoption: The Case of Croatian Small Enterprises**

*by*Berislav Zmuk

**Survey Effects of Oil Income on Nonoil Export (Case Study: Iran)**

*by*Varahrami, Vida

**Testing the violation of conservatism accounting principle. Case study on Romanian listed entities**

*by*Ovidiu Constantin BUNGET & Eusebiu Raducu BUREANA

**Quality of Life Indicators in Selected European Countries: Hierarchical Cluster Analysis Approach**

*by*Žmuk Berislav

**Determinantes del isomorfismo institucional de las sociedades cooperativas de ahorro y préstamos en México**

*by*Graciela Lara Gómez & Felipe A. Pérez Sosa

**Inflation by Producer Price Index – predictive factor for Inflation by Consumer Price Index? The case of Romania**

*by*Roxana Cristina VILCU (MANACHE)

**Spatial Evolution And Agglomerative Forces Of China**

*by*Huan Li & Vincent Hogan

**Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)**

*by*Tanrıöver, Banu & Çöllü, Duygu Arslantürk

**Co-integration and error correction: Representation, estimation, and testing**

*by*Engle, Robert & Granger, Clive

**Effects of imports on technical efficiency in Russian food industry**

*by*Shchetynin, Yevhenii

**About regional convergence clubs in the European Union**

*by*Mihaela Simionescu

**Comparing Equation of Exchange and Wage-Cost Mark-up Identity for Turkish Economy**

*by*Rahmi Yamak & Havvanur Feyza Erdem & Fatma Kolcu

**Consumer’s Behaviour in East Slovakia after Euro Introduction during the Crisis**

*by*Eva Litavcová & Robert Bucki & Róbert Štefko & Petr Suchánek & Sylvia Jenčová

**Causality Relationship between Financial Intermediation by Banks and Economic Growth: Evidence from Serbia**

*by*Saša Obradović & Milka Grbić

**Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?**

*by*Osabuohien-Irabor Osarumwense

**Unfolding Analysis of Work Conditions Affecting Employees’ Health According to their Positions in the Area of Solid Waste || Análisis unfolding de las condiciones de trabajo que afectan la salud de los empleados según sus puestos en el área de residuos sólidos**

*by*Aquino Llinares, Nieves

**Effects of the Global Financial Crisis on the Resources of Health System in Romania**

*by*Simona Ghita & Emilia Titan & Cristina Boboc

**Statistical Study on the Need for a Preliminary Assessment of the Effectiveness of the Implementation Process of ERP-Systems in Bulgarian SMEs**

*by*Natalia Futekova & Vladimir Monov

**Quantitative methods applied in the analysis of teenagers problems**

*by*Constanţa Popescu & Mohammad Jaradat & Şerb Diana & Cicioc Nicoleta

**Inflow and Outflow Potentials of Foreign Direct Investment in the Russian Economy: Numerical Estimation Based on the Gravity Approach**

*by*Drapkin, I. & Mariev, O. & Chukavina, K.

**Is Your Boss Really Smarter Than You Are? The Influence of the Length of Employment and the Level of Hierarchy on Employee Knowledge about Risk Management**

*by*Michael Schwandt

**Impact of Social Media on the Stock Market: Evidence from Tweets**

*by*Vojtěch Fiala & Svatopluk Kapounek & Ondřej Veselý

**Relevance of risk information for depositorsâ€™ judgment and decision-making**

*by*Kathrin Jordan

**Cruising through the millennium - 2003-13 changes in American Daily life**

*by*John P. Robinson & Elena Tracy & Yoonjoo Lee

**Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets**

*by*Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

**Survey Effects of Oil Income on Nonoil Export Case Study: Iran**

*by*Vida VARAHRAMI

**Severity and Controllability of Service Failures as Perceived by Passengers in Airline Industry**

*by*Purva Hegde DESAI & M. Fatima DeSOUZA

**Effects of Higher Education on the Unconditional Distribution of Financial Literacy**

*by*Zhi-fang Su & Yujen Hsiao & Mei-Yuan Chen

**Impact of defence spending on economic growth in Africa: The Nigerian case**

*by*Joseph Boniface Ajefu*

**Why resist? examining the impact of technological Advancement and perceived usefulness on Malaysians’ switching intentions: The moderators**

*by*Nik Mohd Hazrul Nik Hashim & Ameet Pandit & Syed Shah Alam & Rosli Abdul Manan

**“Revenue-led Spending” or “Spending-led Revenue” : Evidence from Iran (1978-2012)**

*by*Abbas ali Rezaei

**El papel de las bluelaws en los modelos de evolución de los for¬matos comerciales**

*by*Javier de la Ballina Ballina & Rodolfo Vázquez

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

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**Testing For A General Class Of Functional Inequalities**

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**Out-Of-Sample Comparisons of Overfit Models**

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**Improving the Finite Sample Performance of Tests for a Shift in Mean**

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**A Modified Confidence Set for the Structural Break Date in Linear Regression Models**

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**Russian Mutual Funds: Skill vs. Luck**

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**The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions**

*by*Ekaterina E. Kuzmicheva

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*by*Li, Yushu & Andersson, Fredrik N. G.

**A Factor Analytical Approach to Price Discovery**

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**PANICCA - PANIC on Cross-Section Averages**

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**Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors**

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**Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility**

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**Model Risk in Backtesting Risk Measures**

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*by*Muriel Fadairo & Jianyu Yu

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*by*Anton Skrobotov

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**Evaluating Conditional Forecasts from Vector Autoregressions**

*by*Clark, Todd E. & McCracken, Michael W.

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**Extremal Dependence and Contagion**

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**An Extension of the Class of Regularly Varying Functions**

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**On the Choice of Test Statistic for Conditional Moment Inequalities**

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**Adaptive Testing on a Regression Function at a Point**

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*by*Terasvirta, Timo & Yang, Yukai

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**Testing a Large Number of Hypotheses in Approximate Factor Models**

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**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects**

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**Panel Data Gravity Models of International Trade**

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**A Cusum Test of Common Trends in Large Heterogeneous Panels**

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**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects**

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**A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables**

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*by*A. Geraci & D. Fabbri & C. Monfardini

**Testing for Panel Cointegration using Common Correlated Effects Estimators**

*by*Anindya Banerjee & Josep Lluis Carrion-i-Silvestre

**Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry**

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**A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings**

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**Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings**

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**A simple and effective misspecification test for the double-hurdle model**

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*by*Firmin Doko Tchatoka

**Specification Tests with Weak and Invalid Instruments**

*by*Firmin Doko Tchatoka

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*by*Mehmet Caner & Anders Bredahl Kock

**Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets**

*by*Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor

**Discriminating between fractional integration and spurious long memory**

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**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

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**The Beta-Convergence Analysis And Regional Disparites In Eu-28**

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**Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns**

*by*Radu Lupu

**Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model**

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**Month Related Seasonality on the Macedonian Stock Market**

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**Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests**

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*by*Vesna Jankovic Milic & Jelena Stankovic & Srdjan Marinkovic

**Hedge Fund Managers: Luck and Dynamic Assessment**

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**Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach**

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**An Econometric Model for Financial Stability Indicators**

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**Square Density Weighted Average Derivatives Estimation of Single Index Models**

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**Statistical detection of fraud in the reporting of Croatian public companies**

*by*Sinisa Slijepcevic & Branimir Blaskovic

**Overseas Performance Of Chilean Pension Funds,Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero**

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**The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks**

*by*Mohsen Mehrara & Abbas Ali Rezaei

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*by*Grover, Sean P. & McCracken, Michael W.

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

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*by*Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M.

**Who mimics whom in the equity fund market? Evidence from the Korean equity fund market**

*by*Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min

**How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test**

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**New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming**

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**A new approach to Bayesian hypothesis testing**

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**Constructing smooth tests without estimating the eigenpairs of the limiting process**

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**Integrated modified OLS estimation and fixed-b inference for cointegrating regressions**

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**Testing for individual and time effects in panel data models with interactive effects**

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**Small-sample inference with spatial HAC estimators**

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**The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break**

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**Testing of the mean reversion parameter in continuous time models**

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*by*Ghita Simona & Titan Emilia & Boboc Cristina

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

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

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*by*Jáki, Erika

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*by*Otuken Senger

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*by*Ismail Kucukaksoy & Selcen Onal

**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

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*by*Huan Li

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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*by*Oscar De la Torre Torres.

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*by*Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

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

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*by*Thomas Mayer

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

*by*Bhattacharya, Sharad Nath & Bhattacharya, Mousumi

**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

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*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

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*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

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*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

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*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**

*by*Penney, Jeffrey

**A specification test for discrete choice models**

*by*Chicu, Mark & Masten, Matthew A.

**Power monotonicity in detecting volatility levels change**

*by*Xu, Ke-Li

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

*by*Seong, Byeongchan

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

*by*Zhang, Xianyang & Shao, Xiaofeng

**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**

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

**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**

*by*Ulu, Yasemin

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

*by*Lee, Taewook

**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**

*by*Choumert, Johanna & Combes Motel, Pascale & Dakpo, Hervé K.

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

*by*Bai, Zhidong & Phoon, Kok Fai & Wang, Keyan & Wong, Wing-Keung

**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

**The Conceptual Model Of Health Care Productivity**

*by*Associate Professor Ciprian Sipos Ph.D. & Maria Toth, Ph.D. Student & Professor Alexandru Jivan, Ph.D.

**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

**The Viewer Behaviors During 'Prime-Time' Commercials in Turkish Channels**

*by*Dilek Altas & Hakan Oztunc

**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

**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

**Sustainability of fiscal policy: the case of Albania**

*by*Shijaku, Gerti

**Cyclical Mackey Glass Model for Oil Bull Seasonal**

*by*Melhem, Sadek & terraza, Michel & chikhi, Mohamed

**Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria**

*by*Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel

**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

**Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values**

*by*Leeb, Hannes & Pötscher, Benedikt M.

**A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law**

*by*Kalaichelvan, Mohandass & Lim Kai Jie, Shawn

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

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

**Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations**

*by*Jang, Tae-Seok

**Specification Tests with Weak and Invalid Instruments**

*by*Doko Tchatoka, Firmin Sabro

**On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments**

*by*Doko Tchatoka, Firmin

**Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations**

*by*Jang, Tae-Seok

**Zeitpunktsignale zum aktiven Portfoliomanagement**

*by*Czinkota, Thomas

**Determinants of the exit decision of foreign banks in India**

*by*Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash

**Interaction effects in econometrics**

*by*Balli, Hatice Ozer & Sorensen, Bent E.

**Symmetric Jackknife Instrumental Variable Estimation**

*by*Bekker, Paul A. & Crudu, Federico

**Rationality of business operational forecasts: evidence from Malaysian distributive trade sector**

*by*Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah

**Identifying observed factors in approximate factor models: estimation and hypothesis testing**

*by*Chen, Liang

**On detection of volatility spillovers in simultaneously open stock markets**

*by*Kohonen, Anssi

**The transmission process of financial crises across the emerging markets: an alternative consideration**

*by*Abdurrahman, Korkmaz

**Cointegration, causality and Wagner’s law with disaggregated data: evidence from Turkey, 1968-2004**

*by*Kucukkale, Yakup & Yamak, Rahmi

**Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia**

*by*Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan

**On whether foreign direct investment catalyzes economic development in Nigeria**

*by*OKPARA, GODWIN CHIGOZIE

**On the distributional properties of size, pro fit and growth of Icelandic firms**

*by*Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur

**Firms' Accruals and Tobin’s q**

*by*Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret

**Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments**

*by*Xu Cheng & Zhipeng Liao

**Inference on Factor Structures in Heterogeneous Panels**

*by*Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani

**Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts**

*by*Elena Rusticelli

**Modelling Changes in the Unconditional Variance of Long Stock Return Series**

*by*Cristina Amado & Timo Terasvirta

**The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation**

*by*Jan F. KIVIET & Milan PLEUS

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

*by*Jan F. KIVIET

**Supposedly Strong Instruments and Good Leverage Points**

*by*Darwin Ugarte Ontiveros & Vincenzo Verardi

**An Improved Nonparametric Unit-Root Test**

*by*Jiti Gao & Maxwell King

**Independence Test for High Dimensional Random Vectors**

*by*G. Pan & J. Gao & Y. Yang & M. Guo

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

*by*Jean-Bernard Chatelain & Kirsten Ralf

**Trade and productivity: self-selection or learning-by-exporting in India**

*by*Jamal Ibrahim Haidar

**Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance**

*by*Jean-Bernard Chatelain & Kirsten Ralf

**Comparaison of several estimation procedures for long term behavior**

*by*Dominique Guegan & Zhiping Lu & BeiJia Zhu

**A copula-based analysis of false discovery rate control under dependence assumptions**

*by*Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio

**Goodness-of-fit tests based on series estimators in nonparametric instrumental regression**

*by*Breunig, Christoph

**Testing Causality Between Two Vectors in Multivariate GARCH Models**

*by*Tomasz Wozniak

**Asymmetric Information in the Market for Automobile Insurance: Evidence from Germany**

*by*Spindler, Martin & Winter, Joachim & Hagmayer, Steffen

**Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world**

*by*Vahidin Jeleskovic & Benjamin Schwanebeck

**The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data**

*by*Georges Dionne

**A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance**

*by*Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet

**Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?**

*by*Raphaël Chiappini

**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

**A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos**

*by*William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen

**On the distributional properties of size, profit and growth of Icelandic firms**

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

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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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**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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**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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