## 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.

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

*by*Shchetynin, Yevhenii

**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

**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

**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

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

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

**Model Equivalence Tests for Overidentifying Restrictions**

*by*Lavergne, Pascal

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

*by*Yao Luo & Yuanyuan Wan

**Testing for normality with applications**

*by*Marian Vavra

**Role of Platform Providers in Software Ecosystems**

*by*Kibae Kim & Jörn Altmann & Sodam Baek

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

*by*Su Liangjun & Tadao Hoshino

**Likelihood Ratio Test for Change in Persistence**

*by*Skrobotov, Anton

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

*by*Skrobotov, Anton

**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

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

*by*Maxwell L. King & Sivagowry Sriananthakumar

**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

**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

**Testing Missing at Random using Instrumental Variables**

*by*Christoph Breunig & & &

**Nonparametric change-point analysis of volatility**

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

**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

**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

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

*by*Peter M. Robinson & Carlos Velasco

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

*by*James Davidson & Dooruj Rambaccussing

**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

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

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

**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

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

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

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

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

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

**The Italian Firms’ International Activity**

*by*Riccardo Cristadoro & Leandro D’Aurizio

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

*by*Firmin Doko Tchakota & Wenjie Wang

**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

**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

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

*by*Saša Obradović & Milka Grbić

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

*by*Vida VARAHRAMI

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

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

**European exchange rate regimes and purchasing power parity: An empirical study on eleven eurozone countries**

*by*Huang, Chao-Hsi & Yang, Chih-Yuan

**The fateful triangle: Complementarities in performance between product, process and organizational innovation in France and the UK**

*by*Ballot, Gérard & Fakhfakh, Fathi & Galia, Fabrice & Salter, Ammon

**Value at Risk of the main stock market indexes in the European Union (2000–2012)**

*by*Iglesias, Emma M.

**Macroannouncements, bond auctions and rating actions in the European government bond spreads**

*by*Boffelli, Simona & Urga, Giovanni

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

**Empirical likelihood for regression discontinuity design**

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

**Specification test for panel data models with interactive fixed effects**

*by*Su, Liangjun & Jin, Sainan & Zhang, Yonghui

**Nested forecast model comparisons: A new approach to testing equal accuracy**

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

**The power of PANIC**

*by*Westerlund, Joakim

**The effect of recursive detrending on panel unit root tests**

*by*Westerlund, Joakim

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

*by*Robinson, Peter M. & Velasco, Carlos

**Nonparametric rank tests for non-stationary panels**

*by*Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim

**Cross-sectional averages versus principal components**

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

**Jackknife instrumental variable estimation with heteroskedasticity**

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

**LM tests of spatial dependence based on bootstrap critical values**

*by*Yang, Zhenlin

**Specification tests for partially identified models defined by moment inequalities**

*by*Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia

**Inference in semiparametric binary response models with interval data**

*by*Wan, Yuanyuan & Xu, Haiqing

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

*by*Breunig, Christoph

**On the bootstrap for Moran’s I test for spatial dependence**

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

**A residual-based ADF test for stationary cointegration in I(2) settings**

*by*Gomez-Biscarri, Javier & Hualde, Javier

**Improved likelihood ratio tests for cointegration rank in the VAR model**

*by*Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard

**Specification testing for transformation models with an application to generalized accelerated failure-time models**

*by*Lewbel, Arthur & Lu, Xun & Su, Liangjun

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**Inference on factor structures in heterogeneous panels**

*by*Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo

**Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data**

*by*Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco

**Asymmetric information in (private) accident insurance**

*by*Spindler, Martin

**Testing for no factor structures: On the use of Hausman-type statistics**

*by*Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo

**Testing for joint significance in nonstationary ordered choice model**

*by*Xu, Peng

**A model-free test for contagion between crude oil and stock markets**

*by*Pan, Zhiyuan & Zheng, Xu & Gong, Yuting

**Centurial evidence of breaks in the persistence of unemployment**

*by*Ghoshray, Atanu & Stamatogiannis, Michalis P.

**Optimal asymptotic least squares estimation in a singular set-up**

*by*Diez de los Rios, Antonio

**Asymptotic theory for linear diffusions under alternative sampling schemes**

*by*Zhou, Qiankun & Yu, Jun

**Is income inequality persistent? Evidence using panel stationarity tests, 1870–2011**

*by*Islam, Md. Rabiul & Madsen, Jakob B.

**Residual-based test for fractional cointegration**

*by*Wang, Bin & Wang, Man & Chan, Ngai Hang

**Limit theory for an explosive autoregressive process**

*by*Wang, Xiaohu & Yu, Jun

**Variance change-point detection in panel data models**

*by*Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou

**Restoring monotonic power in Wald/LM-type tests**

*by*Wu, Jilin

**The Connection Between Economic Growth And Stock Markets**

*by*Andreea Maria PECE

**Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model**

*by*Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden

**An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS**

*by*Ghassen El Montasser & Rangan Gupta

**Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?**

*by*Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos

**Convergence in U.S. Metropolitan Statistical Areas**

*by*Ghassen El Montasser & Rangan Gupta & Devon Smithers

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Omid Ranjbar & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta

**Spurious Inference in Unidentified Asset-Pricing Models**

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

**Resurrecting weighted least squares**

*by*Joseph P. Romano & Michael Wolf

**Overidentification test in a nonparametric treatment model with unobserved heterogeneity**

*by*Sarnetzki, Florian & Dzemski, Andreas

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Specification Testing in Nonstationary Time Series Models**

*by*Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin

**Donâ€™t Stop â€™Til You Get Enough: a quickest detection approach to HTA**

*by*Daniele Bregantini

**On a simple quickest detection rule for health-care technology assessment**

*by*Daniele Bregantini & Jacco J.J. Thijssen

**â€œThey do know what they are doing ... at least most of them.â€ Asymmetric Information in the (private) Disability Insurance**

*by*Spindler, M.;

**Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?**

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

**Testing for Autocorrelation in Quantile Regression Models**

*by*Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee

**Unit Root Tests In The Presence Of Multiple Breaks In Variance**

*by*SOO-BIN JEONG & BONG-HWAN KIM & TAE-HWAN KIM & HYUNG-HO MOON

**Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing**

*by*JIN SEO CHO & HALBERT WHITE

**Socio-economic explanation of urban sprawl: Evidence from Switzerland, 1970-2010**

*by*Barbara Weilenmann & Tobias Schulz

**A residual-based ADF test for stationary cointegration in I (2) settings**

*by*Javier Gómez Biscarri & Javier Hualde

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

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

*by*Götz T.B. & Hecq A.W.

**Is regularization necessary? A Wald-type test under non-regular conditions**

*by*Duplinskiy A.

**CCE estimation of factor-augmented regression models with more factors than observables**

*by*Karabiyik H. & Urbain J.R.Y.J. & Westerlund J.

**Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series**

*by*J. Isaac Miller

**On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests**

*by*Eric Ghysels & J. Isaac Miller

**A statistical test for forecast evaluation under a discrete loss function**

*by*Francisco Javier Eransus & Alfonso Novales Cinca

**Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions**

*by*Francisco Javier Eransus & Alfonso Novales Cinca

**Simple moment-based tests for value-at-risk models and discrete distribution**

*by*Bontemps, Christian

**A Nonparametric Test of Exogenous Participation in First-Price Auctions**

*by*Nianqing Liu & Yao Luo

**Testing Local Average Treatment Effect Assumptions**

*by*Ismael Mourifie & Yuanyuan Wan

**Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas**

*by*Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A.

**Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties**

*by*Francisco Blasques & Siem Jan Koopman & André Lucas

**Information Theoretic Optimality of Observation driven Time Series Models**

*by*Francisco Blasques & Siem Jan Koopman & André Lucas

**Maximum Likelihood Estimation for Generalized Autoregressive Score Models**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide

**A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk**

*by*Carsten Bormann & Melanie Schienle & Julia Schaumburg

**Fractional Cointegration Rank Estimation**

*by*Katarzyna Lasak & Carlos Velasco

**Testing for Parameter Instability in Competing Modeling Frameworks**

*by*Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas

**Testing Stationarity for Unobserved Components Models**

*by*James Morley & Irina B. Panovska & Tara M. Sinclair

**The convenient calculation of some test statistics in models of discrete choice**

*by*Darryl Holden & Roger Perman

**Specification Test for Panel Data Models with Interactive Fixed Effects**

*by*Liangjun Su & Sainan Jin & Yonghui Zhang

**A Bayesian Chi-Squared Test for Hypothesis Testing**

*by*Yong Li & Xiao-Bin Liu & Jun Yu

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

**Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions**

*by*Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

**Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions**

*by*Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

**Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix**

*by*Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu

**Bootstrap tests in linear models with many regressors**

*by*Patrick Richard

**On the relevance of weaker instruments**

*by*Bertille Antoine & Eric Renault

**Abandonment of Capital Investments and Survival of Small and Medium Enterprises: Evidence from Nigeria**

*by*Sehilat Bolarinwa & Babatunde Yusuf & Khadijah Idowu & Jamiu Tijani

**Refined Personal Factors Underlying Internet Addiction: An Analogy with Pathological Gambling**

*by*Victor K. Y. Chan & Robben S. P. Chong & Josephine K. K. Si & Athena S. I. Cheong

**Performance Appraisal Satisfaction in the Brunei's Civil Service: A Structural Equation Modelling Approach**

*by*Norfarizal Othman

**Consistent Pretesting for Jumps**

*by*Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson

**Scars Of Recessions In A Rigid Labor Market**

*by*Bart Cockx & Corinna Ghirelli

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**How Targeted is Targeted Tax Relief? Evidence from the Unemployment Insurance Youth Hires Program**

*by*Matthew Webb & Arthur Sweetman & Casey Warman

**Eroded Coffee Traceability and Its Impact on Export Coffee Prices for Ethiopia**

*by*Leonard Leung

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

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

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

**Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition**

*by*Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan

**Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca**

*by*RIANE, Nizare

**A simple new test for slope homogeneity in panel data models with interactive effects**

*by*Ando, Tomohiro & Bai, Jushan

**Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication**

*by*Kulaksizoglu, Tamer

**Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation**

*by*Chen, Song Xi & Li, Jun & Zhong, Pingshou

**Poisson qmle of count time series models**

*by*Ahmad, Ali & Francq, Christian

**Modeling and Forecasting Volatility – How Reliable are modern day approaches?**

*by*Mehta, Anirudh & Kanishka, Kunal

**LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises**

*by*Zhu, Ke & Ling, Shiqing

**Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators**

*by*Preinerstorfer, David

**Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH**

*by*Sinha, Pankaj & Agnihotri, Shalini

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Multi-jumps**

*by*Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

**Gene selection for survival data under dependent censoring: a copula-based approach**

*by*Emura, Takeshi & Chen, Yi-Hau

**Contribution des inobservables aux disparités de genre dans la scolarisation et le travail des enfants au Mali**

*by*Keita, Moussa

**Detecting false positives in experimental auctions: A case study of projection bias in food consumption**

*by*Briz, Teresa & Drichoutis, Andreas C. & Nayga, Rodolfo M.

**Sign-based specification tests for martingale difference with conditional heteroscedasity**

*by*Chen, Min & Zhu, Ke

**On the Power of Invariant Tests for Hypotheses on a Covariance Matrix**

*by*Preinerstorfer, David & Pötscher, Benedikt M.

**Robust standard error estimators for panel models: a unifying approach**

*by*Millo, Giovanni

**Estimating and Testing Threshold Regression Models with Multiple Threshold Variables**

*by*Chong, Terence Tai Leung & Yan, Isabel K.

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels**

*by*Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim

**Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach**

*by*Phiri, Andrew & Dube, Wisdom

**Uniform Inference in Nonlinear Models with Mixed Identification Strength**

*by*Xu Cheng

**Testing for no factor structures: on the use of average-type and Hausman-type statistics**

*by*Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani

**Inference on Factor Structures in Heterogeneous Panels**

*by*Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani

**Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models**

*by*Jan F. Kiviet & Milan Pleus & Rutger Poldermans

**Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

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

**Nonparametric Regression Approach to Bayesian Estimation**

*by*Jiti Gao & Han Hong

**A Computational Implementation of GMM**

*by*Jiti Gao & Han Hong

**A Model Validation Procedure**

*by*Julia Polak & Maxwell L. King & Xibin Zhang

**Specification Testing in Structural Nonparametric Cointegration**

*by*Chaohua Dong & Jiti Gao

**A Unified Framework for the Estimation of Intra and Inter Country Food Purchasing Power Parities with Application to Cross Country Comparisons of Food Expenditure: India, Indonesia and Vietnam**

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

**Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?**

*by*Costantini, Mauro & Lupi, Claudio

**Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel**

*by*Badi H. Baltagi & Long Liu

**Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach**

*by*Yoonseok Lee & Sung Jae Jun & Youngki Shin

**A Laplace Stochastic Frontier Model**

*by*William C. Horrace & Christopher F. Parmeter

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. hoogerheide

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

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

**Modelling Heaped Duration Data: An Application to Neonatal Mortality**

*by*Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

**Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach**

*by*Bartalotti, Otavio

**Block Bootstrap Consistency Under Weak Assumptions**

*by*Calhoun, Gray

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

*by*Calhoun, Gray

**Are there long-run diversification gains from the Dow Jones Islamic Finance Index?**

*by*Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos

**Testing for Multiple Bubbles in the BRICS Stock Markets**

*by*Tsangyao Chang & Goodness C. Aye & Rangan Gupta

**The Cult of statistical significance - A Review**

*by*Sripad Motiram

**A Combined Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Testing for a general class of functional inequalities**

*by*Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang HÃ¤rdle

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

*by*YAMAZAKI, Daisuke & KUROZUMI, Eiji

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

*by*Yamamoto, Yohei

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

*by*Petr Parshakov

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

*by*Ekaterina E. Kuzmicheva

**A simple wavelet-based test for serial correlation in panel data models**

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

**A Factor Analytical Approach to Price Discovery**

*by*Westerlund, Joakim & Reese, Simon & Narayan, Paresh

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

*by*Reese, Simon & Westerlund, Joakim

**A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root**

*by*Westerlund, Joakim & Norkute, Milda

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

*by*Westerlund, Joakim & Reese, Simon

**Confirmation: What's in the evidence?**

*by*Kataria, Mitesh

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

*by*Demetrescu, Matei & Sibbertsen, Philipp

**Model Risk in Backtesting Risk Measures**

*by*Evers, Corinna & Rohde, Johannes

**In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors**

*by*Frédéric Jouneau-Sion & Olivier Torrès

**Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks**

*by*Muriel Fadairo & Jianyu Yu

**A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time**

*by*Anton Skrobotov

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

*by*Anton Skrobotov

**Option-implied term structures**

*by*Vogt, Erik

**Evaluating Conditional Forecasts from Vector Autoregressions**

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

**Evaluating Conditional Forecasts from Vector Autoregressions**

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

**Extremal Dependence and Contagion**

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

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

*by*Cadena, Meitner & Kratz, Marie

**On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²**

*by*Kratz, Marie & Nagel , Werner

**Evaluation of Public R&D Policy: A Meta-Regression Analysis**

*by*SYOUM NEGASSI & JEAN-FRANCOIS SATTIN

**Employment Growth, Productivity and Jobs reallocations in Tunisia: A Microdata Analysis**

*by*Mohamed Ali Marouani & Rim Mouelhi

**Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models**

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

**Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions**

*by*Xiaohong Chen & Timothy M. Christensen

**A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models**

*by*Timothy B. Armstrong

**Threshold Regression with Endogeneity**

*by*Ping Yu & Peter C.B. Phillips

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

*by*Timothy B. Armstrong

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

*by*Timothy B. Armstrong

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

*by*Timothy B. Armstrong

**Specification Tests for Nonlinear Dynamic Models**

*by*Igor Kheifets

**Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping**

*by*Russel Davidson & Andrea Monticini

**Testing Equilibrium Multiplicity in Dynamic Games**

*by*Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya

**Linearity and misspecification tests for vector smooth transition regression models**

*by*Terasvirta, Timo & Yang, Yukai

**On Forecast Evaluation**

*by*Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

**Neglected Serial Correlation Tests In Ucarima Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Selection of the number of factors in presence of structural instability: a Monte Carlo study**

*by*Dalibor Stevanovic & Charles Olivier Mao Takongmo

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**The Economics of Bitcoins - Market Characteristics and Price Jumps**

*by*Marc Gronwald

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

*by*Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith

**On the Finite Sample Properties of Pre-Test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Panel Data Gravity Models of International Trade**

*by*Badi H. Baltagi & Peter Egger & Michael Pfaffermayr

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

*by*Javier Hidalgo & Jungyoon Lee

**Pauvreté et arbitrage entre scolarisation et travail des enfants au Mali**

*by*Moussa KEITA

**The Quantile Performance Of Statistical Treatment Rules Using Hypothesis Tests To Allocate A Population To Two Treatments**

*by*Charles F. Manski & Aleksey Tetenov

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

*by*Kazuhiko Hayakawa & Vanessa Smith & Hashem Pesaran

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

*by*Eleanor Sanderson & Frank Windmeijer

**Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?**

*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**

*by*Jose Olmo & William Pouliot

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

*by*Javier Gomez-Biscarri & Javier Hualde

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

*by*Sermin Gungor & Richard Luger

**Detecting false positives in experimental auctions: A case study of projection bias in food consumption**

*by*Teresa Briz & Andreas C. Drichoutis & Rodolfo M. Nayga, Jr

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

*by*Riccardo LUCCHETTI & Claudia PIGINI

**On Bootstrap Validity for Specification Tests with Weak Instruments**

*by*Firmin Doko Tchatoka

**Specification Tests with Weak and Invalid Instruments**

*by*Firmin Doko Tchatoka

**Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso**

*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**

*by*Niels Haldrup & Robinson Kruse

**Spurious regressions and near-multicollinearity, with an application to aid, policies and growth**

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

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

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

**Revealed Preferences in a Heterogeneous Population**

*by*Stefan Hoderlein & Jörg Stoye

**Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia**

*by*Rami Ben Haj - Kacem

**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**

*by*Gagea, Mariana

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

*by*Angelovska, Julijana

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

*by*Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**The capacity of local governments to improve business environment: Evidence from Serbia**

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

**L’élasticité calorie-revenu est-elle faible au Niger ?**

*by*Mahamadou R Tankari

**The Public-Private Pay Gap in the Czech Republic**

*by*Jakub Picka

**The Weak Relation between Foreign Direct Investment and Corruption: A Theoretical and Econometric Study**

*by*Tomáš Evan & Ilya Bolotov

**The Reaction Function of Three Central Banks**

*by*Josef Arlt & Martin Mandel

**Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal**

*by*Martin Mandel & Vladimír Tomšík

**The Beta-convergence Analysis and Regional Disparities in EU-28**

*by*Mihaela Simionescu

**Study of the Normality of a Distribution**

*by*Podaºcã Raluca

**XXI Century Education and its contribution to the employment rate of romanian labour market**

*by*Ioana Viasu

**An analysis of the Romanian labor market under the impact of the contemporary world’s problems using the regression function**

*by*Constanta Popescu & Serb Diana Elena & Andreiana Carmen

**Choosing the More Likely Hypothesis**

*by*Startz, Richard

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

*by*Emilio Rojas & Werner Kristjanpoller

**An Econometric Model for Financial Stability Indicators**

*by*Mihaela Simionescu & Mirela Niculae & Marinel Nedelut

**Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage**

*by*Uwe Hassler & Verena Werkmann

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

*by*Sinisa Slijepcevic & Branimir Blaskovic

**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

**Factor-based prediction of industry-wide bank stress**

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

**One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List**

*by*Mitesh Kataria

**Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange**

*by*Mirzaee Ghazani, Majid & Khalili Araghi, Mansour

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

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

**Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application**

*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**

*by*Yang, Lixiong & Lee, Chingnun & Shie, Fu Shuen

**The origins of the public debt of Italy: Geographically dispersed interests?**

*by*Buiatti, Cesare & Carmeci, Gaetano & Mauro, Luciano

**Spurious regressions and near-multicollinearity, with an application to aid, policies and growth**

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

**Publication selection and the income elasticity of the value of a statistical life**

*by*Doucouliagos, Hristos & Stanley, T.D. & Viscusi, W. Kip

**Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013**

*by*Charles, Amélie & Darné, Olivier

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Cojumps in stock prices: Empirical evidence**

*by*Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.

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

*by*Manahov, Viktor & Hudson, Robert & Linsley, Philip

**Predicting financial stress events: A signal extraction approach**

*by*Christensen, Ian & Li, Fuchun

**Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias**

*by*Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr

**A sovereign risk index for the Eurozone based on stochastic dominance**

*by*Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis

**Testing excess returns on event days: Log returns vs. dollar returns**

*by*Duarte-Silva, Tiago & Tripolski Kimel, Maria

**Price discovery analysis of green equity indices using robust asymmetric vector autoregression**

*by*Cummins, Mark & Garry, Oonagh & Kearney, Claire

**Does cash flow predict returns?**

*by*Narayan, Paresh Kumar & Westerlund, Joakim

**Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations**

*by*Stanescu, Silvia & Tunaru, Radu & Candradewi, Made Reina

**The relationship between energy and equity markets: Evidence from volatility impulse response functions**

*by*Olson, Eric & J. Vivian, Andrew & Wohar, Mark E.

**The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi**

*by*Lopatta, Kerstin & Kaspereit, Thomas

**Oil price risk exposure: The case of the U.S. Travel and Leisure Industry**

*by*Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid

**Diagnosing the distribution of GARCH innovations**

*by*Sun, Pengfei & Zhou, Chen

**A frequency-domain alternative to long-horizon regressions with application to return predictability**

*by*Sizova, Natalia

**Modelling changes in the unconditional variance of long stock return series**

*by*Amado, Cristina & Teräsvirta, Timo

**Identification robust inference in cointegrating regressions**

*by*Khalaf, Lynda & Urga, Giovanni

**Tests based on t-statistics for IV regression with weak instruments**

*by*Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P.

**Consistent estimation with many moment inequalities**

*by*Menzel, Konrad

**Sieve M inference on irregular parameters**

*by*Chen, Xiaohong & Liao, Zhipeng

**Conditional moment models under semi-strong identification**

*by*Antoine, Bertille & Lavergne, Pascal

**A two-stage procedure for partially identified models**

*by*Kaido, Hiroaki & White, Halbert

**Testing conditional independence via empirical likelihood**

*by*Su, Liangjun & White, Halbert

**A predictability test for a small number of nested models**

*by*Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

**Testing for separability in structural equations**

*by*Lu, Xun & White, Halbert

**Testing for structural stability of factor augmented forecasting models**

*by*Corradi, Valentina & Swanson, Norman R.

**Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix**

*by*Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin

**On the properties of the coefficient of determination in regression models with infinite variance variables**

*by*Kurz-Kim, Jeong-Ryeol & Loretan, Mico

**Nonparametric estimation and inference for conditional density based Granger causality measures**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

**Inference of bidders’ risk attitudes in ascending auctions with endogenous entry**

*by*Fang, Hanming & Tang, Xun

**Pre and post break parameter inference**

*by*Elliott, Graham & Müller, Ulrich K.

**Nonparametric tests for tail monotonicity**

*by*Berghaus, Betina & Bücher, Axel

**Detecting big structural breaks in large factor models**

*by*Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús

**A fast resample method for parametric and semiparametric models**

*by*Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

**Nonparametric inference based on conditional moment inequalities**

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

**Sieve inference on possibly misspecified semi-nonparametric time series models**

*by*Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao

**A new approach to Bayesian hypothesis testing**

*by*Li, Yong & Zeng, Tao & Yu, Jun

**Moment-based tests for individual and time effects in panel data models**

*by*Wu, Jianhong & Li, Guodong

**Specification analysis of linear quantile models**

*by*Escanciano, J.C. & Goh, S.C.

**Testing for heteroskedasticity in fixed effects models**

*by*Juhl, Ted & Sosa-Escudero, Walter

**Semiparametric models with single-index nuisance parameters**

*by*Song, Kyungchul

**Model equivalence tests in a parametric framework**

*by*Lavergne, Pascal

**Estimation and inference for distribution functions and quantile functions in treatment effect models**

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

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

*by*Hsu, Shih-Hsun & Kuan, Chung-Ming

**Testing cointegration relationship in a semiparametric varying coefficient model**

*by*Gu, Jingping & Liang, Zhongwen

**A consistent nonparametric test of parametric regression functional form in fixed effects panel data models**

*by*Lin, Zhongjian & Li, Qi & Sun, Yiguo

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

*by*Vogelsang, Timothy J. & Wagner, Martin

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

*by*Wu, Jianhong & Li, Jinchang

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

*by*Dorn, Sabrina & Egger, Peter H.

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

*by*Neto, David

**Robust thresholding for Diffusion Index forecast**

*by*Le, Vu & Wang, Qing

**Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV**

*by*Lahaye, Jerome & Shaw, Philip

**Testing for structural breaks with local smoothers: A simulation study**

*by*Öztürk, Serda Selin & Stengos, Thanasis

**On testing for nonlinearity in multivariate time series**

*by*Psaradakis, Zacharias & Vávra, Marián

**Enhancing the local power of IVX-based tests in predictive regressions**

*by*Demetrescu, Matei

**A simple spatial dependence test robust to local and distributional misspecifications**

*by*Fang, Ying & Park, Sung Y. & Zhang, Jinfeng

**Is the ‘euro effect’ on trade so small after all? New evidence using gravity equations with panel cointegration techniques**

*by*Camarero, Mariam & Gómez, Estrella & Tamarit, Cecilio

**The maximum number of parameters for the Hausman test when the estimators are from different sets of equations**

*by*Nawata, Kazumitsu & McAleer, Michael

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

*by*Lucchetti, Riccardo & Pigini, Claudia

**Empirical likelihood-based inference for the generalized entropy class of inequality measures**

*by*Mehdi, Tahsin & Stengos, Thanasis

**On the Fisher information matrix of a vector ARMA process**

*by*Bao, Yong & Hua, Ying

**Testing for joint significance in nonstationary binary choice model**

*by*Mao, Guangyu

**A note on tests of sphericity and cross-sectional dependence for fixed effects panel model**

*by*Mao, Guangyu

**Testing for normality in linear regression models using regression and scale equivariant estimators**

*by*Tabri, Rami Victor

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

*by*Iglesias, Emma M.

**Nowcasting causality in mixed frequency vector autoregressive models**

*by*Götz, Thomas B. & Hecq, Alain

**Asymptotic behaviour of tests for a unit root against an explosive alternative**

*by*Harvey, David I. & Leybourne, Stephen J.

**Public and private sector jobs, unreported income and consumption gap in India: Evidence from micro-data**

*by*Saha, Sarani & Roy, Poulomi & Kar, Saibal

**Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity**

*by*Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

**Comparing the accuracy of multivariate density forecasts in selected regions of the copula support**

*by*Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

**Do firms share the same functional form of their growth rate distribution? A statistical test**

*by*Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro

**Financial constraints and corporate investment in Asian countries**

*by*Ameer, Rashid

**Comparative Value Relevance Studies: Country Differences Versus Specification Effects**

*by*Veith, Stefan & Werner, Jörg R.

**Energy Use, Income and Carbon Dioxide Emissions: Direct and Multi-Horizon Causality in Canada**

*by*Patrick Withey

**The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012**

*by*Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna

**Economías de escala publicitarias en grandes empresas en México 2008-2011**

*by*Ignacio Javier Cruz Rodríguez

**State dependence of aggregated risk aversion: Evidence for the German stock market**

*by*Marc Hansen & Helmut Herwartz & Malte Rengel

**Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data**

*by*Sanja Vuković

**Commitment profiles in special groups of employees in Hungary: The role of deliberate commitment**

*by*Zoltán Krajcsák & Tamás Jónás

**ä¸å›½ä¸»è¦å®è§‚å˜é‡çš„ç¨³å®šæ€§æ£€éªŒï¼šåŸºäºŽéžå‚æ•°ä¼°è®¡ä¸ŽBootstrappingçš„ä¸€ä¸ªæ–¹æ³•**

*by*æ–¹é¢– & éƒèŒèŒ

**Comportamiento no lineal en series de productos primarios**

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

**The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets**

*by*Thomas Kaspereit & Kerstin Lopatta

**The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Evaluating misspecification in DSGE models using tests for overidentifying restrictions**

*by*Reicher, Christopher Phillip

**Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation**

*by*Czudaj, Robert & Hanck, Christoph

**Aufs richtige Pferd setzen! Welche Faktoren beeinflussen Zufriedenheit und Verhaltensabsichten von Mitgliedern in deutschen Reitvereinen?**

*by*Kiefer, Stephanie

**Inter-firm R&D networks in pharmaceutical biotechnology: What determines firm's centrality-based partnering capability**

*by*Krogmann, Yin & Riedel, Nadine & Schwalbe, Ulrich

**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

**A single composite financial stress indicator and its real impact in the euro area**

*by*Islami, Mevlud & Kurz-Kim, Jeong-Ryeol

**The empirical (ir)relevance of the interest rate assumption for central bank forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Testing for optimal monetary policy via moment inequalities**

*by*Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Doyle, O.; & Harmon, C.; & Heckman, J.J.; & Logue, C,; & Moon, S.H.;

**Testing for Autocorrelation in Quantile Regression Models**

*by*Lijuan Huo & Tae-Hwan Kim & Yunmi Kim

**Pattern, Determinants and Dynamics of Austrian Service Exports – A Firmlevel Analysis**

*by*Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

**Geographically Weighted Poisson Regression (GWPR) for Analyzing The Malnutrition Data in Java-Indonesia**

*by*Asep saefuddin & Didin Saepudin & Dian Kusumaningrum

**Institutional Polycentrism, Entrepreneurs’ Social Networks, And New Venture Growth**

*by*Bat Batjargal

**Variance estimation for richness measures**

*by*Michał Brzeziński

**A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence**

*by*Giorgio Calzolari & Laura Magazzini

**Extreme Downside Liquidity Risk**

*by*Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian

**In Search of Cushion? Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide**

*by*Weigert, Florian

**Crash Sensitivity and the Cross-Section of Expected Stock Returns**

*by*Ruenzi, Stefan & Weigert, Florian

**Variance Risk Premiums in Foreign Exchange Markets**

*by*Ammann, Manuel & Buesser, Ralf

**Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models**

*by*Audrino, Francesco & Camponovo, Lorenzo

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

*by*Huber, Martin

**Social background's effect of educational attainment: Does method matter?**

*by*BÃ¼chner C.I.R. & Velden R.K.W. van der & Wolbers M.H.J.

**LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics**

*by*Zhou X. & Solberger M.

**A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification**

*by*Solberger M. & Zhou X.

**Social background's effect on educational attainment: does method matter?**

*by*Wolbers M.H.J. & Velden R.K.W. van der & BÃ¼chner C.I.R.

**IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics**

*by*David M. Kaplan

**IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics**

*by*David M. Kaplan & Matt Goldman

**Smoothed Estimating Equations for Instrumental Variables Quantile Regression**

*by*David M. Kaplan & Yixiao Sun

**Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion**

*by*David M. Kaplan

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

*by*Eric Ghysels & J. Isaac Miller

**Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks**

*by*Tae-Hwy Lee & Zhou Xi & Ru Zhang

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J Heckman & Caitriona Logue & Seong Hyeok Moon

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J. Heckman & Caitríona Logue & Seong Hyeok Moon

**Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach**

*by*Ot�vio Bartalotti

**Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Model Equivalence Tests in a Parametric Framework**

*by*Lavergne, Pascal

**Testing for Equilibrium Multiplicity in Dynamic Markov Games**

*by*Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya

**Inference in Semiparametric Binary Response Models with Interval Data**

*by*Yuanyuan Wan & Haiqing Xu

**A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data**

*by*Charles S. Bos & Pawel Janus

**Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support**

*by*Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk

**GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts**

*by*David Ardia & Lennart Hoogerheide

**Analyzing Banks' Opinions on the Loan Supply and Loan Demand Using Multi-Country Bank Lending Survey Data**

*by*Defne Mutluer Kurul

**Reserve Options Mechanism and FX Volatility**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks**

*by*Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Exploring the Meaning of Significance in Experimental Economics**

*by*Andreas Ortman & Le Zhang

**Testing Stationarity for Unobserved Components Models**

*by*James Morley & Irina B. Panovska & Tara M. Sinclair

**Testing for linear and Markov switching DSGE models**

*by*Marian Vavra

**Testing for non-linearity in multivariate stochastic processes**

*by*Marian Vavra

**Testing for marginal asymmetry of weakly dependent processes**

*by*Marian Vavra

**LM Tests of Spatial Dependence Based on Bootstrap Critical Values**

*by*Zhenlin Yang

**Model Selection Tests for Conditional Moment Inequality Models**

*by*Yu-Chin Hsu & Xiaoxia Shi

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

**A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing**

*by*Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

**A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing**

*by*Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

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

*by*Pei Kuang & M. SchrÃ¶der & Q. Wang

**Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)**

*by*Gillian van Heerden and Paul Alagidede

**Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation**

*by*Christoph Hanck & Robert Czudaj

**Testing for Structural Stability of Factor Augmented Forecasting Models**

*by*Valentina Corradi & Norman Swanson

**A J-Test for Panel Models with Fixed Effects, Spatial and Time**

*by*Harry H. Kelejian & Gianfranco Piras

**Restatement of the I-O Coefficient Stability Problem**

*by*Dobrescu, Emilian

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Hypothesis Testing for Arbitrary Bounds**

*by*Jeffrey Penney

**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 Ã˜rregaard Nielsen & A.M. Robert Taylor

**Nonlinearity and Smooth Breaks in Unit Root Testing**

*by*Omay, Tolga & Yildirim, Dilem

**Rtadf: Testing for Bubbles with EViews**

*by*Caspi, Itamar

**Standards of living and health status: the socioeconomic determinants of life expectancy gain in sub-Saharan Africa**

*by*Keita, Moussa

**Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach**

*by*Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher

**Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India**

*by*Hiremath, Gourishankar S & Kumari, Jyoti

**Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach**

*by*Adeniji, Sesan

**Testing for the buffered autoregressive processes**

*by*Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung

**Factor double autoregressive models with application to simultaneous causality testing**

*by*Guo, Shaojun & Ling, Shiqing & Zhu, Ke

**A bootstrapped spectral test for adequacy in weak ARMA models**

*by*Zhu, Ke & Li, Wai-Keung

**Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations**

*by*Chen, Min & Zhu, Ke

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

**Assessing the number of components in a normal mixture: an alternative approach**

*by*Maciejowska, Katarzyna

**Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money**

*by*Tang, Maggie May-Jean & Puah, Chin-Hong & Awang Marikan, Dayang-Affizzah

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Make Almost Stochastic Dominance really Almost**

*by*Guo, Xu & Wong, Wing-Keung & Zhu, Lixing

**Análisis de Estructuras Espaciales Persistentes. Desempleo Departamental en Argentina**

*by*Herrera Gómez, Marcos

**Working Paper: Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy**

*by*Sant'Anna, Pedro H. C.

**Testing for state dependence in binary panel data with individual covariates**

*by*Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**The Effects of Additional Monetary Tightening on Exchange Rates**

*by*Ermişoğlu, Ergun & Akçelik, Yasin & Oduncu, Arif & Taşkın, Temel

**Does long memory matter in forecasting oil price volatility?**

*by*Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests**

*by*Preinerstorfer, David & Pötscher, Benedikt M.

**The drivers of downside equity tail risk**

*by*Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen

**On the pricing and hedging of options for highly volatile periods**

*by*El-Khatib, Youssef & Hatemi-J, Abdulnasser

**A New Asymmetric GARCH Model: Testing, Estimation and Application**

*by*Hatemi-J, Abdulnasser

**Inference in non stationary asymmetric garch models**

*by*Francq, Christian & Zakoian, Jean-Michel

**Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile**

*by*Idrovo Aguirre, Byron & Lennon S., Joaquín

**Detecting dependence between spatial processes**

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

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**Detecting Big Structural Breaks in Large Factor Models**

*by*Liang Chen & Juan Dolado & Jesus Gonzalo

**A wavelet approach to multiple cointegration testing**

*by*Javier Fernandez-Macho

**A Test for the Null of Multiple Cointegrating Vectors**

*by*Javier Fernandez-Macho

**Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J. Heckman & Caitriona Logue & Seong Moon

**The Estimation of Item Specific Intra and Inter Country Food Purchasing Power Parities with Application to Cross Country Comparisons of Food Expenditure: India, Indonesia and Vietnam**

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

**A model specification test for GARCH(1,1) processes**

*by*Leucht, Anne & Neumann, Michael H. & Kreiss, Jens-Peter

**Nonparametric tests for event studies under cross-sectional dependence**

*by*Matteo Pelagatti

**“They do know what they are doing... at least most of them.” Asymmetric Information in the (private) Disability Insurance**

*by*Spindler, Martin

**Not-So-Strong Evidence for Gender Differences in Risk Taking**

*by*Julie A. Nelson

**The Peer Performance of Hedge Funds**

*by*David Ardia & Kris Boudt

**Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence**

*by*Antonia Arsova & Deniz Dilan Karaman Oersal

**Model choice and size distribution: a Bayequentist approach**

*by*John-Oliver Engler & Stefan Baumgaertner

**Identifying Genuine Effects in Observational Research by Means of Meta-Regressions**

*by*Stephan B. Bruns

**One Swallow Doesn't Make a Summer - A Note**

*by*Mitesh Kataria

**Confirmation: What's in the evidence?**

*by*Mitesh Kataria

**Estimation and Inference under Weak IdentiÂ cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function**

*by*Jui-Chung Yang & Ke-Li Xu

**Poverty Trends in Turkey**

*by*Șeker, Sirma Demir & Jenkins, Stephen P.

**Inference with Difference-in-Differences Revisited**

*by*Brewer, Mike & Crossley, Thomas F. & Joyce, Robert

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Doyle, Orla & Harmon, Colm P. & Heckman, James J. & Logue, Caitriona & Moon, Seong Hyeok

**Inference for Inverse Stochastic Dominance**

*by*Francesco Andreoli

**Properties of the maximum likelihood estimator in spacial autoregressive models**

*by*Grant Hillier & Federico Martellosio

**Calculating confidence intervals for continuous and discontinuous functions of parameters**

*by*Tiemen Woutersen & John Ham

**Maximum score estimation of preference parameters for a binary choice model under uncertainty**

*by*Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung

**Estimating demand for differentiated products with error in market shares**

*by*Amit Gandhi & Zhentong Lu & Xiaoxia Shi

**Specification for Partially Identified Models defined by Moment Inequalities**

*by*Federico Bugni & Ivan Canay & Xiaoxia Shi

**Moment-Based Tests for Discrete Distributions**

*by*Bontemps, Christian

**Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models**

*by*Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

**Sharp deviation bounds for quadratic forms**

*by*Vladimir Spokoiny & Mayya Zhilova & &

**Robust Estimation and Inference for Threshold Models with Integrated Regressors**

*by*Haiqiang Chen & & &

**Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines**

*by*Haiqiang Chen & Ying Fang & Yingxing Li &

**Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series**

*by*Yohei Yamamoto

**Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes**

*by*Orla Doyle & Colm Harmon & James J. Heckman & Caitroina Logue & Seong Hyeok Moon

**Testing for Factor Loading Structural Change under Common Breaks**

*by*YAMAMOTO, Yohei & TANAKA, Shinya

**Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed**

*by*Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao

**Basking in the glory of schools: school characteristics and the self-concept of students in mathematics**

*by*Ksenia Tenisheva & Daniel Alexandrov

**The influence of financial constraints and real options on corporate investment decisions**

*by*Ekaterina Kuzmicheva & Kirill Kuzmichev

**Sociometric popularity in a school context**

*by*Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov

**Different levels of social organization in the formation of anti-school attitudes among adolescents**

*by*Valeria Ivaniushina & Daniel Alexandrov

**A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models**

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

**Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements**

*by*Reese, Simon & Li, Yushu

**Assessing the New Keynesian Phillips Curve in the Euro Area Using Disaggregate Data**

*by*Norkute, Milda

**Testing for a unit root in noncausal autoregressive models**

*by*Saikkonen, Pentti & Sandberg , Rickard

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

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

**Testing for Cointegration in a Double-LSTR Framework**

*by*Grote, Claudia & Sibbertsen, Philipp

**Truncated Product Methods for Panel Unit Root Tests**

*by*Xuguang Sheng & Jingyun Yang

**Determinants of Worldwide Software Piracy Losses**

*by*Nicolas Dias Gomes & Pedro André Cerqueira & Luís Alçada Almeida

**Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions**

*by*Anton Skrobotov

**Local Structural Trend Break in Stationarity Testing**

*by*Anton Skrobotov

**On GLS-detrending for deterministic seasonality testing**

*by*Anton Skrobotov

**Misspecification-robust inference in linear asset pricing models with irrelevant risk factors**

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

**Consistent Model Specification Testing**

*by*James Davidson & Andreea G. Halunga

**Quantile regression with clustered data**

*by*Paulo M.D.C. Parente & Joao M.C. Santos Silva

**A Note on Wavelet Correlation and Cointegration**

*by*Fernández Macho, Francisco Javier

**The trade balance in euro countries: a natural case study of periodic integration with a changing mean**

*by*Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit

**From complements to substitutes: Structural breaks in the elasticity of substitution between paid-employment and self-employment in the US**

*by*Emilio Congregado & Vicente Esteve & Antonio A. Golpe

**Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model**

*by*Marc Hallin & Marcelo Moreira J. & Alexei Onatski

**Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming**

*by*Chevillon, Guillaume

**On Uniform Inference in Nonlinear Models with Endogeneity**

*by*Shakeeb Khan & Denis Nekipelov

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

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

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

*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 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

**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**

*by*Jáki, Erika

**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**

*by*Ismail Kucukaksoy & Selcen Onal

**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**

*by*Huan Li

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

**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**

*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

**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

**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 �. 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

**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

**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

**An outlier-robust extreme bounds analysis of the determinants of health-care expenditure growth**

*by*Jochen Hartwig & Jan-Egbert Sturm

**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**

*by*Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn

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

*by*Hayakawa, Kazuhiko & Pesaran, M. Hashem

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

*by*Hayakawa, Kazuhiko & Pesaran, M. Hashem

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

*by*Pesaran, M. Hashem & Yamagata, Takashi

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

*by*Pesaran, M. Hashem & Yamagata, Takashi

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*Pesaran, M. Hashem

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*Pesaran, M. Hashem

**Public and Private Sector Jobs, Unreported Income and Consumption Gap in India: Evidence from Micro-Data**

*by*Kar, Saibal & Roy, Poulomi & Saha, Sarani

**Public and Private Sector Jobs, Unreported Income and Consumption Gap in India: Evidence from Micro-Data**

*by*Kar, Saibal & Roy, Poulomi & Saha, Sarani

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Credit Risk Contagion and the Global Financial Crisis**

*by*Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov

**A Framework for Extracting the Probability of Default from Stock Option Prices**

*by*Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov

**Local identification of nonparametric and semiparametric models**

*by*Xiaohong Chen & Victor Chernozhukov & Sokbae 'Simon' Lee & Whitney Newey

**Intersection bounds: estimation and inference**

*by*Victor Chernozhukov & Sokbae 'Simon' Lee & Adam Rosen

**Exogeneity in semiparametric moment condition models**

*by*Paulo Parente & Richard Smith

**Averaging of moment condition estimators**

*by*Xiaohong Chen & David T. Jacho-Chavez & Oliver Linton

**Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability**

*by*Chang-Jin Kim & Cheolbeom Park

**Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA**

*by*Márcio Laurini & Márcio Alves Diniz

**Measuring the impact of critical incidents on brand personality**

*by*Sven Tischer & & &

**Brand equity â€“ how is it affected by critical incidents and what moderates the effect**

*by*Sven Tischer & Lutz Hildebrandt & &

**Simultaneous test procedures in terms of p-value copulae**

*by*Thorsten Dickhaus & Jakob Gierl & &

**Simultaneous Statistical Inference in Dynamic Factor Models**

*by*Thorsten Dickhaus & &

**Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data**

*by*Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri

**Testing for Multiple Structural Changes with Non-Homogeneous Regressors**

*by*Eiji Kurozumi

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

*by*Lönnbark, Carl

**Essays on Credit Markets and Banking**

*by*Holmberg, Ulf

**Error Corrected Disequilibrium**

*by*Holmberg, Ulf

**Born to Run Behind? Persistent Relative Age Effects on Earnings**

*by*Roed Larsen, Erling & Solli, Ingeborg

**Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models**

*by*Li, Dao & He, Changli

**Testing for Linear Cointegration Against Smooth-Transition Cointegration**

*by*Li, Dao & He, Changli

**Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series**

*by*Mantalos, Panagiotis & Karagrigoriou, Alex

**Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation**

*by*Mantalos, Panagiotis

**Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems**

*by*Li, Yushu

**The Role of Hypothesis Testing in the Molding of Econometric Models**

*by*Kevin D. Hoover

**On tests for linearity against STAR models with deterministic trends**

*by*Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

**Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests**

*by*Tolga Omay & Mubariz Hasanov & Nuri Uçar

**Re-examining Purchasing Power Parity for the Australian Real Exchange Rate**

*by*Mubariz Hasanov

**Measuring human development: a stochastic dominance approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**Trend and initial condition in stationarity tests: the asymptotic analysis**

*by*Anton Skrobotov

**Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion - in Russian**

*by*Anton Skrobotov

**Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion**

*by*Anton Skrobotov

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

*by*Tomasz Wozniak

**Granger-causal analysis of VARMA-GARCH models**

*by*Tomasz Wozniak

**Bayesian Testing of Granger Causality in Markov-Switching VARs**

*by*Matthieu Droumaguet & Tomasz Wozniak

**Are Southeast Asian Real Exchange Rates Mean Reverting?**

*by*Frédérique Bec & Songlin Zeng

**The euro impact on trade. Long run evidence with structural breaks**

*by*Mariam Camarero & Estrella Gómez & Cecilio Tamarit

**Job Creation and the Self-employed Firm Size: evidence from Spain**

*by*Emilio Congregado & Vicente Esteve & Antonio A. Golpe

**Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area**

*by*Chevillon, Guillaume

**ARFIMA Process : Tests and Applications at a White Noise Process, A Random Walk Process and the Stock Exchange Index CAC 40**

*by*Maftei, Magda Mara & Bourbonnais, Régis

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

*by*Szafarz, Ariane & Chapelle, Ariane & Brière, Marie

**Sieve Inference on Semi-nonparametric Time Series Models**

*by*Xiaohong Chen & Zhipeng Liao & Yixiao Sun

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

*by*Javier Hidalgo-Moreno & Myung Hwan Seo

**Nonparametric estimation and inference for Granger causality measures**

*by*Abderrahim Taamouti & Taoufik Bouezmarni & Anouar El Ghouch

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Testing macroeconomic models by indirect inference on unfiltered data**

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

**Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments**

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

**DESCENTRALIZACIÓN FISCAL Y LAS VARIABLES DE ESTABILIDAD: Contraste empírico desde la estadística no paramétrica**

*by*Milton Samuel Camelo Rincón

**Explorando la relación entre el IPC e IPP: El caso colombiano**

*by*Wilmer O. Martínez R & Edgar Caicedo G. & Evelyn J. Tique C.

**Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica**

*by*Wilmer O. Martínez R & Manuel D. Hernández

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Tax Reform and Coordination in a Currency Union**

*by*Benjamin Carton

**Model Adequacy Checks for Discrete Choice Dynamic Models**

*by*Igor Kheifets & Carlos Velasco

**Instrumental variables estimation and inference in the presence of many exogenous regressors**

*by*Stanislav Anatolyev

**A Generalized Spatial Panel Data Model with Random Effects**

*by*Badi H. Baltagi & Peter Egger & Michael Pfaffermayr

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

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*M. Hashem Pesaran

**Testing for Structural Stability in the Whole Sample**

*by*Javier Hidalgo & Myung Hwan Seo

**The environmental Kuznets curve for deforestation: a threatened theory? A meta-analysis**

*by*K. Herve DAKPO & Pascale COMBES MOTEL & Johanna CHOUMERT

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Testing macroeconomic models by indirect inference on unfiltered data**

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

**Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments**

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

**Ziliak and McClosky’s Criticisms of Significance Tests: A Damage Assessment**

*by*Thomas Mayer

**Evolution of coupled lives' dependency across generations and pricing impact**

*by*Elisa Luciano & Jaap Spreeuw & Elena Vigna

**Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology**

*by*Lulu Gu & W. Robert Reed

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

*by*Hayakawa, K. & Pesaran, M.H.

**Testing CAPM with a Large Number of Assets (Updated 28th March 2012)**

*by*Pesaran, M. H. & Yamagata, T.

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*Pesaran, M. H.

**Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models**

*by*Arthur Lewbel & Xun Lu & Liangjun Su

**On detecting end-of-sample instabilities**

*by*Fabio Busetti

**Testing Non-linearity Using a Modified Q Test**

*by*Marian Vavra

**Combination of "Combinations of P-values**

*by*Xuguang Sheng & Lan Cheng

**Stock Return and Cash Flow Predictability: The Role of Volatility Risk**

*by*Tim Bollerslev & Lai Xu & Hao Zhou

**Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics**

*by*Peter Reinhard Hansen & Allan Timmermann

**Choice of Sample Split in Out-of-Sample Forecast Evaluation**

*by*Peter Reinhard Hansen & Allan Timmermann

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

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

**On tests for linearity against STAR models with deterministic trends**

*by*Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen

**Modelling conditional correlations of asset returns: A smooth transition approach**

*by*Annastiina Silvennoinen & Timo Teräsvirta

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

*by*Cristina Amado & Timo Teräsvirta

**The Power of Unit Root Tests Against Nonlinear Local Alternatives**

*by*Matei Demetrescu & Robinson Kruse

**Detection Of Nonlinear Events In Turkish Stock Market**

*by*Veli YILANCI

**Joint Audit and Accuracy of the Auditor's Report: An Empirical Study**

*by*Julia Baldauf & Rudolf Steckel

**Verification Of Decisions Correctness Using Econometric Methods**

*by*ALBICI MIHAELA & TESELIOS DELIA

**Creating Loyalty in CoLLective Hedonic Services: The RoLe of Satisfaction and Psychological Sense of Community**

*by*Jan Drengner & Steffen Jahn & Hansjörg Gaus

**Short Term Hedging Using Futures Contracts**

*by*Maria CARACOTA DIMITRIU & Ioana – Diana PAUN

**Industry Risk: Main Factor of the Investment Decision Sustainability**

*by*Felicia Alina DINU

**Sudden Changes In Volatility In Central And Eastern Europe Foreign Exchange Markets**

*by*Todea, Alexandru & Platon, Diana

**El consumo y el Efecto Trinquete en América Latina**

*by*Liquitaya Briceño, José D.

**Effects of fixed capital investments on technical efficiency in food industry**

*by*Shchetynin, Yevhenii & Nazrullaeva, Eugenia

**Causality between Financial Development and Economic Growth: Evidence from an Indian State**

*by*Farah Hussain & Deb Kumar Chakraborty

**Bootstrap inference about integrated volatility (in Russian)**

*by*Andrey Rafalson

**Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?**

*by*Josef Arlt & Martin Mandel

**Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan**

*by*Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed

**Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima**

*by*Gabriel Rodríguez & Alfredo Vargas

**Estimación de reservas en una compañía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap || Estimating the Reserves in Insurance Companies: An Excel Application of the Chain-Ladder Method and Bootstrap**

*by*Álvarez-Jareño, José Antonio & Coll-Serrano, Vicente

**Difference Test Between Two Environments - Econometric Method of Substantiating the Decision**

*by*Albici Mihaela & Teselios Delia & ntonescu Eugenia

**A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta**

*by*Aivaz Kamer Ainur & Albu Lucian-Liviu

**The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level**

*by*Aivaz Kamer Ainur

**Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory**

*by*Jian Wu & Zhengjun Zhang & Yong Zhao

**Análisis de la participación laboral de la mujer en el mercado ecuatoriano**

*by*Juan Carlos García & Patricia Cortez

**How Informative Are Central Bank Assessments of Macroeconomic Risks?**

*by*Malte Knüppel & Guido Schultefrankenfeld

**Improving the Forecasting Power of Volatility Models**

*by*Ahmed Bensaida

**Marketing Strategies for the Primary Sector: An Empirical Study**

*by*L. Tsourgiannis & M. Warren & A. Karasavvoglou & J. Eddison

**A k-sample homogeneity test: the Harmonic Weighted Mass index**

*by*Jeroen Hinloopen & Rien J.L.M. Wagenvoort & Charles van Marrewijk

**Ajuste del ingreso en México con un enfoque bayesiano**

*by*Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

**The effect of structural breaks on the Engle-Granger test for cointegration**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**Statistical Significance in the New Tom and the Old Tom: A Reply to Thomas Mayer**

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

**Ziliak and McCloskey's Criticisms of Significance Tests: An Assessment**

*by*Thomas Mayer

**Parasal Soklarin Asimetrik Etkileri: Teori ve Turkiye Uygulamasi**

*by*Banu TANRIOVER & Nebiye YAMAK

**Bayesian Unit Root Test for Time Series Models with Structural Break in Variance**

*by*Rishi Kumar & Jitendra Kumar & Anoop Chaturvedi

**The distribution of household consumption-expenditure budget shares**

*by*Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio

**Testing the growth effects of structural change**

*by*Hartwig, Jochen

**Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon**

*by*Khan, Walayet & Vieito, João Paulo

**LM tests for spatial correlation in spatial models with limited dependent variables**

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

**How close a relationship does a capital market have with other such markets? The case of Taiwan from the Asian financial crisis**

*by*Lee, Chingnun & Shie, Fu Shuen & Chang, Chiao Yi

**Trends and random walks in macroeconomic time series: A reappraisal**

*by*Charles, Amélie & Darné, Olivier

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

*by*Brière, Marie & Chapelle, Ariane & Szafarz, Ariane

**Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates**

*by*Charles, Amélie & Darné, Olivier & Kim, Jae H.

**Technical trading revisited: False discoveries, persistence tests, and transaction costs**

*by*Bajgrowicz, Pierre & Scaillet, Olivier

**Testing conditional factor models**

*by*Ang, Andrew & Kristensen, Dennis

**Unilateral divorce versus child custody and child support in the U.S**

*by*González-Val, Rafael & Marcén, Miriam

**Earnings management and auditor specialization in the post-sox era: An examination of the banking industry**

*by*DeBoskey, David Gregory & Jiang, Wei

**Breaks in the breaks: An analysis of divorce rates in Europe**

*by*González-Val, Rafael & Marcén, Miriam

**Commodity volatility breaks**

*by*Vivian, Andrew & Wohar, Mark E.

**Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach**

*by*Lee, David & Li, Wai Keung & Wong, Tony Siu Tung

**An improved test for statistical arbitrage**

*by*Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch

**Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing**

*by*Fosten, Jack

**A new country risk index for emerging markets: A stochastic dominance approach**

*by*Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas

**Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models**

*by*Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol

**A simple approach to standardized-residuals-based higher-moment tests**

*by*Chen, Yi-Ting

**Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets**

*by*Lazăr, Dorina & Todea, Alexandru & Filip, Diana

**Higher order properties of the wild bootstrap under misspecification**

*by*Kline, Patrick & Santos, Andres

**Nonparametric estimation and inference about the overlap of two distributions**

*by*Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae

**Optimal comparison of misspecified moment restriction models under a chosen measure of fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Inference in regression models with many regressors**

*by*Anatolyev, Stanislav

**Efficient minimum distance estimation with multiple rates of convergence**

*by*Antoine, Bertille & Renault, Eric

**Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach**

*by*Peñaranda, Francisco & Sentana, Enrique

**Inference regarding multiple structural changes in linear models with endogenous regressors**

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

**Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels**

*by*Bennala, Nezar & Hallin, Marc & Paindaveine, Davy

**Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models**

*by*Fanelli, Luca

**In-sample tests of predictive ability: A new approach**

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

**Spurious regressions in technical trading**

*by*Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke

**Persistence-robust surplus-lag Granger causality testing**

*by*Bauer, Dietmar & Maynard, Alex

**Robust inference in nonstationary time series models**

*by*Xiao, Zhijie

**Robustifying multivariate trend tests to nonstationary volatility**

*by*Xu, Ke-Li

**Taking a new contour: A novel approach to panel unit root tests**

*by*Chang, Yoosoon

**Statistical tests for multiple forecast comparison**

*by*Mariano, Roberto S. & Preve, Daniel

**Jumps in equilibrium prices and market microstructure noise**

*by*Lee, Suzanne S. & Mykland, Per A.

**Empirical implementation of nonparametric first-price auction models**

*by*Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.

**Semiparametric GMM estimation of spatial autoregressive models**

*by*Su, Liangjun

**Residual based tests for cointegration in dependent panels**

*by*Chang, Yoosoon & Nguyen, Chi Mai

**Functional regression of continuous state distributions**

*by*Park, Joon Y. & Qian, Junhui

**Specification testing in nonparametric instrumental variable estimation**

*by*Horowitz, Joel L.

**Testing for non-nested conditional moment restrictions using unconditional empirical likelihood**

*by*Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae

**Robust subsampling**

*by*Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio

**Hahn–Hausman test as a specification test**

*by*Lee, Yoonseok & Okui, Ryo

**Simple and powerful GMM over-identification tests with accurate size**

*by*Sun, Yixiao & Kim, Min Seong

**A simple test for regression specification with non-nested alternatives**

*by*Hagemann, Andreas

**Bayesian hypothesis testing in latent variable models**

*by*Li, Yong & Yu, Jun

**Statistical treatment choice based on asymmetric minimax regret criteria**

*by*Tetenov, Aleksey

**A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters**

*by*Guggenberger, Patrik

**A new test for monopoly with limited cost data**

*by*Moul, Charles C.

**A simple test for linearity against exponential smooth transition models with endogenous variables**

*by*Massacci, Daniele

**Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break**

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

**Testing forecasting model versatility**

*by*Taylor, Nicholas

**Jointly testing linearity and nonstationarity within threshold autoregressions**

*by*Pitarakis, Jean-Yves

**On tests for linearity against STAR models with deterministic trends**

*by*Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

**Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia**

*by*Paradiso, Antonio & Rao, B. Bhaskara

**Performance of nonlinear instrumental variable unit root tests using recursive detrending methods**

*by*Lee, Hyejin & Meng, Ming & Lee, Junsoo

**The flexible Fourier form and Dickey–Fuller type unit root tests**

*by*Enders, Walter & Lee, Junsoo

**A simple nonstationary-volatility robust panel unit root test**

*by*Demetrescu, Matei & Hanck, Christoph

**Testing the single-factor model in the presence of persistent regressors**

*by*Miyanishi, Masako

**On the interpretation of panel unit root tests**

*by*Pesaran, M. Hashem

**Granger causality between total expenditure on health and GDP in OECD: Evidence from the Toda–Yamamoto approach**

*by*Amiri, Arshia & Ventelou, Bruno

**A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models**

*by*Lin, Eric S. & Chou, Ta-Sheng

**Size improvement of the KPSS test using sieve bootstraps**

*by*Lee, Jin & Lee, Young Im

**A test for complementarities among multiple technologies that avoids the curse of dimensionality**

*by*Yu, Li & Hurley, Terrance & Kliebenstein, James & Orazem, Peter

**Testing the functional constraints on parameters in regressions with variables of different frequency**

*by*Kvedaras, Virmantas & Zemlys, Vaidotas

**Heteroskedasticity-robust inference in finite samples**

*by*Hausman, Jerry & Palmer, Christopher

**Historical financial analogies of the current crisis**

*by*Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón

**A note on the relation between local power and robustness to misspecification**

*by*Guggenberger, Patrik

**A cautionary note on tests of overidentifying restrictions**

*by*Parente, Paulo M.D.C. & Santos Silva, J.M.C.

**Testing for bivariate stochastic dominance using inequality restrictions**

*by*Stengos, Thanasis & Thompson, Brennan S.

**Specification tests and tests for overidentifying restrictions in panel data models with selection**

*by*Semykina, Anastasia

**A simple panel stationarity test in the presence of serial correlation and a common factor**

*by*Hadri, Kaddour & Kurozumi, Eiji

**Kernel-based estimation of semiparametric regression in triangular systems**

*by*Martins-Filho, Carlos & Yao, Feng

**Test for linearity against STAR models with deterministic trends**

*by*Zhang, Lingxiang

**Long memory and changing persistence**

*by*Kruse, Robinson & Sibbertsen, Philipp

**A Hausman test for non-ignorability**

*by*Bücker, Michael & Krämer, Walter & Arnold, Matthias

**Beta-convergence and sigma-convergence in corporate governance in Europe**

*by*Matos, Pedro Verga & Faustino, Horácio C.

**Testing for a unit root in the presence of stochastic volatility and leverage effect**

*by*Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie

**Examining the evidence of purchasing power parity by recursive mean adjustment**

*by*Kim, Hyeongwoo & Moh, Young-Kyu

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

*by*Haidar, Jamal Ibrahim

**Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach**

*by*Zanin, Luca & Marra, Giampiero

**Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test**

*by*Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie

**ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia**

*by*Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param

**Staged investments in entrepreneurial financing**

*by*Dahiya, Sandeep & Ray, Korok

**Using SARFIMA Model to Study and Predict the Iran’s Oil Supply**

*by*Hamidreza Mostafaei & Leila Sakhabakhsh

**Does Uncovered Interest Rate Parity Hold in Turkey?**

*by*Özcan Karahan & Olcay Çolak

**The Effects Of Monetary Policy On Real Farm Prices In South Africa**

*by*Goodness C. AYE & Rangan GUPTA

**Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007**

*by*Issa ALI & Reetu VERMA

**Performance financière de l’investissement socialement responsable (ISR):une méta-analyse - Financial Performance of Socially Responsible Investment (SRI):A meta-analysis**

*by*Christophe Revelli & Jean-Laurent Viviani

**The Role of the Continuous Variables Indices in the Life -Testing Research**

*by*Gabriela OPAIT

**Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia**

*by*Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily

**La informalidad laboral en América Latina: ¿explicación estructuralista o institucionalista?**

*by*Diana Marcela Jiménez

**Tax Reform and Coordination in a Currency Union**

*by*Benjamin Carton

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

*by*Jean-Bernard Chatelain & Kirsten Ralf

**Are Bankers Successful in Forecasting the Direction of Credit Volume and Interest rates?**

*by*Defne MUTLUER KURUL

**The Analysis of the Attitudes of Secondary School Students towards Grief**

*by*Seher Balci Celik

**Benefits of a marketing cooperative in transition agriculture: Mórakert purchasing and service co-operative**

*by*Zoltán Bakucs & Imre Fertő & Gábor G. Szabó

**Effect of Securitization on the Bank’s Equity Risk in the U.S**

*by*Pituwan Poramapojn

**The Effects of Monetary Policy On Real Farm Prices in South Africa**

*by*Goodness C. Aye & Rangan Gupta

**Revisiting the labor hoarding employment demand model: an economic order quantity approach**

*by*Platt, Harlan & Platt, Marjorie B. Platt

**Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement**

*by*Gregor N. F. Weiß

**Testing for monotonicity in expected asset returns**

*by*Joseph P. Romano & Michael Wolf

**Evaluating the calibration of multi-step-ahead density forecasts using raw moments**

*by*Knüppel, Malte

**Evaluating macroeconomic risk forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**How informative are central bank assessments of macroeconomic risks?**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?**

*by*Rafael González-Val & Jose Olmo

**Black swans or dragon kings? A simple test for deviations from the power law**

*by*Joanna Janczura & Rafal Weron

**Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study**

*by*Ewa Syczewska

**Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values**

*by*David E. Giles & Ryan T. Godwin

**The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference**

*by*Kenneth G. Stewart

**Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance**

*by*Christopher J. Bennett & Ricardas Zitikis

**A Permutation-based Combination of Sign Tests for Assessing Habitat Selection**

*by*Lorenzo Fattorini & Caterina Pisani & Francesco Riga & Marco Zaccaroni

**Testing instrument validity in sample selection models**

*by*Huber, Martin & Mellace, Giovanni

**Testing instrument validity for LATE identification based on inequality moment constraints**

*by*Huber, Martin & Mellace, Giovanni

**Quantile Regression in the Presence of Sample Selection**

*by*Huber, Martin & Melly, Blaise

**Cointegrating MiDaS Regressions and a MiDaS Test**

*by*J. Isaac Miller

**L’évolution de la segmentation du marché du travail en France : 1973-2007**

*by*Magali Jaoul-Grammare

**Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary**

*by*Dong Jin Lee

**Testing Conditional Symmetry Without Smoothing**

*by*Tao Chen & Gautam Tripathi

**Monitoring Child Well-being in the European Union: Measuring cumulative deprivation**

*by*Geranda Notten & Keetie Roelen

**Experimental Estimates of the Impacts of Class Size on Test Scores: Robustness and Heterogeneity**

*by*Ding, Weili & Lehrer, Steven F.

**Measuring the economic efficiency of Italian agricultural enterprises**

*by*Darina Zaimova

**A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)**

*by*Hallin, M. & van den Akker, R. & Werker, B.J.M.

**Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann**

*by*Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk

**Asymptotically Informative Prior for Bayesian Analysis**

*by*Ao Yuan & Jan G. de Gooijer

**On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic**

*by*Jeroen Hinloopen

**Is Combined Microfinance an Instrument to enhance Sustainable Pro-Poor Public Policy Outcomes?**

*by*Koen Rossel-Cambier

**Understanding the Dynamics of Product Diversification on Microfinance Performance Outcomes: A Case Study in Barbados**

*by*Koen Rossel-Cambier

**Bayesian Hypothesis Testing in Latent Variable Models**

*by*Yong Li & Jun Yu

**On the Properties of Regression Tests of Asset Return Predictability**

*by*Seongman Moon & Carlos Velasco

**Do Foreign Excess Return Regressions Convey Valid Information?**

*by*Seongman Moon & Carlos Velasco

**Conditional Moment Models under Semi-Strong Identification**

*by*Bertille Antoine & Pascal Lavergne

**The Phantom Menace of Omitted Variables – A Comment**

*by*Nolan Ritter & Colin Vance

**Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States**

*by*Mario Jovanovic

**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**

*by*Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen

**Testing for a rational bubble under long memory**

*by*M. FRÖMMEL & R. KRUSE

**Testing the One-Part Fractional Response Model against an Alternative Two-Part Model**

*by*Oberhofer, Harald & Pfaffermayr, Michael

**Covariate Unit Root Tests with Good Size and Power**

*by*Fossati, Sebastian

**Asymmetric unemployment rate dynamics in Australia**

*by*Gunnar Bardsen & Stan Hurn & Zoe McHugh

**Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns**

*by*Paulo M.M. Rodrigues & Nazarii Salish

**A Class of Robust Tests in Augmented Predictive Regressions**

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

**Influence de la négociation intra-ménage sur les dépenses d’éducation dans les ménages au Mali**

*by*Keita, Moussa

**City price convergence in Turkey with structural breaks**

*by*Bilgili, Faik

**Bayes multivariate signification tests and Granger causality**

*by*Ciuiu, Daniel

**Inflación Internacional Relevante para Costa Rica**

*by*Leon, Jorge & Segura, Carlos & Vasquez, Jose Pablo

**Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation**

*by*Mynbaev, Kairat

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**Detección de Dependencia Espacial mediante Análisis Simbólico**

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

**¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos**

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

**Testing for weak form market efficiency in Indian foreign exchange market**

*by*Sasikumar, Anoop

**Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia**

*by*Puah, Chin-Hong & Chong, Lucy Lee-Yun & Jais, Mohamad

**Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector**

*by*Wong, Shirly Siew-Ling & Puah, Chin-Hong & Shazali, Abu Mansor

**The case for higher frequency inflation expectations**

*by*Guzman, Giselle C.

**One for all and all for one: regression checks with many regressors**

*by*Lavergne, Pascal & Patilea, Valentin

**A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?**

*by*Antonio, Paradiso & Kumar, Saten & Rao, B Bhaskara

**Effect of employment guarantee on access to credit: Evidence from rural India**

*by*Saraswat, Deepak

**Financial Inclusion in India: A case-study of West Bengal**

*by*Chattopadhyay, Sadhan Kumar

**Interpreting interaction terms in linear and non-linear models: A cautionary tale**

*by*Drichoutis, Andreas

**Goodness-of-fit testing for the marginal distribution of regime-switching models**

*by*Janczura, Joanna & Weron, Rafal

**A nonparametric hypothesis test via the Bootstrap resampling**

*by*Temel, Tugrul

**Detecting big structural breaks in large factor models**

*by*Chen, Liang & Dolado, Juan Jose & Gonzalo, Jesus

**Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector**

*by*Sinha, Pankaj & Gupta, Sushant

**Patterns in U.S. urban growth (1790–2000)**

*by*González-Val, Rafael & Lanaspa, Luis

**Why inferential statistics are inappropriate for development studies and how the same data can be better used**

*by*Ballinger, Clint

**Testing for non-causality by using the Autoregressive Metric**

*by*Di Iorio, Francesca & Triacca, Umberto

**Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia**

*by*Paradiso, Antonio & Rao, B. Bhaskara

**Black swans or dragon kings? A simple test for deviations from the power law**

*by*Janczura, Joanna & Weron, Rafal

**Technical efficiency of hospital psychiatric care in Bulgaria – assessment using Data Envelopment Analysis**

*by*Kundurjiev, T. & Salchev, Petko

**How Rational are the Expected Inflation Rate in Australia?**

*by*Paradiso, Antonio & Rao, B. Bhaskara

**Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange**

*by*Ahmed, Walid M.A.

**Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version**

*by*Xu Cheng & Zhipeng Liao

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version**

*by*Hanming Fang & Xun Tang

**First-Round Entrepreneurial Investments: Where, When and Why?**

*by*Yochanan Shachmurove

**Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima**

*by*Gabriel Rodríguez & Alfredo Vargas

**Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change**

*by*Juan Carlos Aquino & Gabriel Rodríguez

**Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations**

*by*Cristina Amado & Timo Teräsvirta

**Modelling Volatility by Variance Decomposition**

*by*Cristina Amado & Timo Teräsvirta

**Heteroskedasticity-Robust Inference in Finite Samples**

*by*Jerry A. Hausman & Christopher J. Palmer

**Testing Conditional Factor Models**

*by*Andrew Ang & Dennis Kristensen

**Empirical Implementation of Nonparametric First-Price Auction Models**

*by*Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price

**Higher Order Properties of the Wild Bootstrap Under Misspecification**

*by*Patrick M. Kline & Andres Santos

**Skew-normal shocks in the linear state space form DSGE model**

*by*Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch

**Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices**

*by*Yin Liao & Heather M. Anderson

**Real Exchange Rate Movements in Developed and Developing Economies: an Interpretation of the Balassa-Samuelson's Framework**

*by*Taya Dumrongrittikul

**Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes**

*by*Md Atikur Rahman Khan & D.S. Poskitt

**A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors**

*by*Jiti Gao & Maxwell King

**A New Modelling Test: The Univariate MT-STAR Model**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**A test for a new modelling: The Univariate MT-STAR Model**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Tests of Structural Changes in Conditional Distributions with Unknown Changepoints**

*by*Dominique Guegan & Philippe de Peretti

**Panel-CADF Testing with R: Panel Unit Root Tests Made Easy**

*by*Lupi, Claudio

**FDR Control in the Presence of an Unknown Correlation Structure**

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

**Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary**

*by*Badi H. Baltagi & Chihwa Kao & Sanggon Na

**A Robust Multi-Dimensional Poverty Profile for Uganda**

*by*Sebastian Levine & James Muwonge & Yele Maweki Batana

**Testing for IIA with the Hausman-McFadden Test**

*by*Vijverberg, Wim P.

**Testing for IIA with the Hausman-McFadden Test**

*by*Vijverberg, Wim P.

**Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters**

*by*Ham, John C. & Woutersen, Tiemen

**Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters**

*by*Ham, John C. & Woutersen, Tiemen

**Informal Sector and Corruption: An Empirical Investigation for India**

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

**Informal Sector and Corruption: An Empirical Investigation for India**

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

**The euro effect on trade: evidence in gravity equations using panel cointegration techniques**

*by*Cecilio R. Tamarit Escalona & Estrella Gómez

**A Fixed-b Perspective on the Phillips-Perron Unit Root Tests**

*by*Vogelsang, Timothy J. & Wagner, Martin

**Nonparametric Rank Tests for Non-stationary Panels**

*by*Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim

**Cointegrating Polynomial Regressions**

*by*Hong, Seung Hyun & Wagner, Martin

**Growth in a cross-section of cities: location, increasing returns or random growth?**

*by*Rafael González-Val & Jose Olmo

**Linking corporate reputation and shareholder value using the publication of reputation rankings**

*by*Sven Tischer & Lutz Hildebrandt

**The impact of context and promotion on consumer responses and preferences in out-of-stock situations**

*by*Nicole Wiebach & Jana L. Diels

**Customer Reactions in Out-of-Stock Situations â€“ Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?**

*by*Jana Luisa Diels & Nicole Wiebach

**Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes**

*by*Eiji Kurozumi & Khashbaatar Dashtseren

**Monitoring a change in persistence of a long range dependent time series**

*by*Heinen, Florian & Willert, Juliane

**Two competitive models and their identification problem: The ESTAR and TSTAR model**

*by*Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp

**A note on testing for purchasing power parity**

*by*Heinen, Florian

**The dynamics of real exchange rates - A reconsideration**

*by*Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

**Testing for Bivariate Stochastic Dominance Using Inequality Restrictions**

*by*Thanasis Stengos & Brennan S. Thompson

**Are Euro exchange rates markets efficient? New evidence from a large panel**

*by*Adrian Wai-Kong Cheung & Jen-Je Su & Astrophel Kim Choo

**The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market**

*by*Jason West

**Heteroskedasticity Testing Through Comparison of Wald-Type Statistics**

*by*José Murteira & Esmeralda Ramalho & Joaquim Ramalho

**A nonlinear panel unit root test under cross section dependence**

*by*Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis

**Sector-based explanation of vertical integration in distribution systems; Evidence from France**

*by*Magali Chaudey & Muriel Fadairo & Gwennaël Solard

**Why royalties ? Evidence from French distribution networks**

*by*Muriel Fadairo

**A Trend Deduction Model of Fluctuating Oil Prices**

*by*Haiyan Xu & ZhongXiang Zhang

**A Cautionary Note on Tests for Overidentifying Restrictions**

*by*Paulo M.D.C. Parente & Joao M.C. Santos Silva

**Time-Varying Beta Estimators in the Mexican Emerging Market**

*by*Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan

**Extending the Hausman Test to Check for the presence of Outliers**

*by*Catherine Dehon & Marjorie Gassner & Vincenzo Verardi

**Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy**

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

**Government Outlays, Economic Growth and Unemployment: A VAR Model**

*by*Siyan Wang & Burton A. Abrams

**Are Estimates of the Value of a Statistical Life Exaggerated?**

*by*Hristos Doucouliagos & T.D. Stanley & Margaret Giles

**Stationarity Changes in Long-Run Fossil Resource Prices: Evidence from Persistence Break Testing**

*by*Aleksandar Zaklan & Jan Abrell & Anne Neumann

**A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices**

*by*Marina Theodosiou & Filip Zikes

**Nonparametric Inference Based on Conditional Moment Inequalities**

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

**Nonparametric Inference Based on Conditional Moment Inequalities**

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

**Nonparametric Inference Based on Conditional Moment Inequalities**

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

**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**

*by*Yonghui Zhang & Liangjun Su & Peter C.B. Phillips

**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**

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

**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**

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

**On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family**

*by*Lorenzo Camponovo & Taisuke Otsu

**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**

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

**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**

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

**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**

*by*Donald W.K. Andrews

**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**

*by*Donald W.K. Andrews

**Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests**

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

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

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

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

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

**Empirical Likelihood for Regression Discontinuity Design**

*by*Taisuke Otsu & Ke-Li Xu

**Robustness of Bootstrap in Instrumental Variable Regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**Local Identification of Nonparametric and Semiparametric Models**

*by*Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey

**Local Identification of Nonparametric and Semiparametric Models**

*by*Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey

**Breakdown Point Theory for Implied Probability Bootstrap**

*by*Lorenzo Camponovo & Taisuke Otsu

**Empirical Likelihood for Nonparametric Additive Models**

*by*Taisuke Otsu

**Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions**

*by*Yukitoshi Matsushita & Taisuke Otsu

**A Simple Test for Identification in GMM under Conditional Moment Restrictions**

*by*Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu

**Detecting big structural breaks in large factor models**

*by*Liang Chen & Juan José Dolado & Jesús Gonzalo

**Corporate Governance and Financial Development: A Study of the French Case**

*by*Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains

**Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo**

*by*Martha Misas A. & Juan Carlos Parra A. & Enrique López E.

**Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia**

*by*Diego Alonso Agudelo Rueda

**Cuantificación de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicación a la Encuesta Mensual de Expectativas Económicas**

*by*Héctor Zárate & Katherine Sánchez & Margarita Marín

**The perceptions of an island community towards cruise tourism: A factor analysis**

*by*G. Del Chiappa & M. Meleddu & M. Pulina

**Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility**

*by*Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

**Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors**

*by*Elise Coudin & Jean-Marie Dufour

**Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments**

*by*Iglesias, Emma M. & Phillips, Garry D.A.

**One For All or All For One? Using Multiple-listing Information in Event Studies**

*by*Lulu Gu & W. Robert Reed

**Structural Breaks - An Instrumental Variable Approach**

*by*Conniffe, Denis & Kelly, Robert

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

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

**Testing for Panel Cointegration Using Common Correlated Effects**

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

**Stationarity, structural breaks, and economic growth in Mexico: 1895-2008**

*by*Antonio E. Noriega & Cid Alonso Rodríguez-Pérez

**A Simple Test for Spurious Regressions**

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

**Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach**

*by*Raúl Ibarra-Ramírez

**Bootstrap LR tests of stationarity, common trends and cointegration**

*by*Fabio Busetti & Silvestro di Sanzo

**Testing for East-West contagion in the European banking sector during the financial crisis**

*by*Emidio Cocozza & Paolo Piselli

**Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study**

*by*Riccardo LUCCHETTI & Claudia PIGINI

**Are the Poverty Effects of Trade Policies Invisible?**

*by*Monika Verma & Thomas Hertel & Ernesto Valenzuela

**Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems**

*by*Yushu Li

**Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations**

*by*Cristina Amado & Timo Teräsvirta

**A Simple Test for Spurious Regressions**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**Nonparametric Detection and Estimation of Structural Change**

*by*Dennis Kristensen

**Modelling Volatility by Variance Decomposition**

*by*Cristina Amado & Timo Teräsvirta

**Specific Human Capital as a Source of Superior Team Performance**

*by*Egon Franck & Stephan Nüesch & Jan Pieper

**Foreign Direct Investment: Localization And Institutional Determinants**

*by*Nuno Carlos LEITÃO

**La teoría del ingreso permanente: un análisis empírico**

*by*Liquitaya Briceño, José D.

**Mediating Role of Affective Commitment in HRM Practices and Turnover Intention Relationship: A Study in a Developing Context**

*by*Joarder, Mohd H. R. , & Sharif,, Mohmad Yazam & Ahmmed, Kawsar

**Performance Feedback: Individual Based Reflections and the Effect on Motivation**

*by*Kaymaz, Kurtulus

**Dynamics of market orientation in Croatian economy**

*by*Bruno Grbac & Ivana First

**Fiscal Deficit and Inflation: An empirical analysis for India**

*by*Aviral Kumar Tiwari & A. P. Tiwari

**Application of FIGARCH and EWMA Models on Stock Indices PX and BUX**

*by*Zdeněk Štolc

**Interactions Between Organizational Size and Some IT Factors in the Context of ERP Success Assessment: An Exploratory Investigation**

*by*Eduard Edelhauser & Andreea Ionică & Lucian Lupu Dima

**ERP and BI Implementation in Romanian Organizations and Their Influence on Manager's Decision: A Case Study**

*by*Eduard Edelhauser

**Strategic quality management on business to business market in Bosnia and Herzegovina**

*by*Zijada Rahimic & Kenan Ustovic

**Determination Of Residual Value Within The Cost Benefit Analysis For The Projects Financed By The European Union**

*by*Droj Laurentiu

**Sensitivity of the Trade Openness in Nepal**

*by*Shashi Kant Chaudhary

**Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado/The Performance of the Budgetary Target of the Central Government in Spain**

*by*LEAL LINARES, TERESA & PÉREZ GARCÍA, JAVIER J.

**What Fuels Publication Bias? Theoretical and Empirical Analyses of Risk Factors Using the Caliper Test**

*by*Katrin Auspurg & Thomas Hinz

**Are Most Published Research Findings False?**

*by*Andreas Diekmann

**“True Believers” or Numerical Terrorism at the Nuclear Power Plant**

*by*Walter Krämer & Gerhard Arminger

**The Nature of Trends in the Per Capita Real GDP of Gulf Cooperation Council (GCC) Countries: Some Evidence and Implications**

*by*Ismail H Genc & Musa Darayseh & Bassam AbuAl-Foul

**Physical infrastructure and development of secondary sector:an econometric analysis for six states in India**

*by*Anupam Ghosh

**Applications of Parametric and Nonparametric Tests for Event Studies on ISE**

*by*Handan YOLSAL

**Un modelo matemático para esquemas piramidales tipo Ponzi**

*by*Juan Mayorga-Zambrano

**A Procedure for Testing Granger Causality of Infinite Order**

*by*Fathali Firoozi & Donald Lien

**How Corruption Affects Social Expenditures: Evidence From Russia**

*by*Yuriy Timofeyev

**A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data**

*by*Hadri, Kaddour & Kurozumi, Eiji

**Quantitative vs. Qualitative Criteria for Credit Risk Assessment**

*by*João O. Soares, Joaquim P. Pina, Manuel S. Ribeiro, Margarida Catalão-Lopes

**Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices**

*by*Admin Starcevic & Timothy Rodgers

**Paradoja Feldstein-Horioka: el caso de México (1950-2007)**

*by*Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària

**“Lucky” numbers, unlucky consumers**

*by*Yang, Zili

**A trinomial test for paired data when there are many ties**

*by*Bian, Guorui & McAleer, Michael & Wong, Wing-Keung

**Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE**

*by*Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel

**Hypothesis testing in linear regression when k/n is large**

*by*Calhoun, Gray

**Inference with dependent data using cluster covariance estimators**

*by*Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B.

**Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments**

*by*Hsu, Shih-Hsun & Kuan, Chung-Ming

**A consistent nonparametric test for nonlinear causality—Specification in time series regression**

*by*Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho

**A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters**

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

**A robust test for multivariate normality**

*by*Jönsson, Kristian

**A nonparametric test for path dependence in discrete panel data**

*by*Kasy, Maximilian

**Common stocks as a hedge against inflation: Evidence from century-long US data**

*by*Kim, Jae H. & Ryoo, Heajin H.

**Testing for serial correlation and random effects in a two-way error component regression model**

*by*Wu, Jianhong & Zhu, Lixing

**Testing for structural breaks in factor loadings: An application to international business cycle**

*by*Bueno, José Luis Cendejas & Santos, Sonia de Lucas & Rodríguez, Ma Jesús Delgado & Ayuso, Inmaculada Álvarez

**How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference**

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

**CAMEL vs. discriminante, un análisis de riesgo al sistema financiero venezolano**

*by*Jesús Yoel Crespo

**Sesgos en estimación, tamaño y potencia de una prueba sobre el parámetro de memoria larga en modelos ARFIMA**

*by*Castaño Vélez, Elkin & Gallón Gómez, Santiago Alejandro & Gómez Portilla, Karoll

**Testing for poverty dominance: an application to Canada**

*by*Wen-Hao Chen & Jean-Yves Duclos

**The Effects of Currency Futures Trading on Turkish Currency Market**

*by*Arif Oduncu

**Taylor Rule Revisited: from an Econometric Point of View**

*by*Claudia Kurz & Jeong-Ryeol Kurz-Kim

**Inflation and Budget Deficit: What is the Relationship in Portugal?**

*by*Agostinho S. Rosa

**Examining The University Students' Environmental Protection Commitments And Environment-Friendly Consumption Behaviors**

*by*Veysel Yilmaz & Talha Arslan

**Development And Diversification Of Services - An Approach At Tourism Services Level In Romania**

*by*Andreea Daniela Moraru

**Do We Identify Synergies In Public Mergers/Acqusitions: Before And During The Economic Crisis**

*by*Oana Resceanu

**Follow-Up Of Fisher F Test With Significantly Low Values In Small Samples**

*by*Alina BARBU

**The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk**

*by*Walter Krämer

**An Analysis of Supply Response for Natural Rubber in Cambodia**

*by*Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana

**An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa**

*by*Mehmet Balcilar & Rangan Gupta & Zahra Shah

**The Effect of Option listing on the Underlying Stock Volume Volatility Relation : A Study of French Underlying Stock Efficiency**

*by*Jouaber, Kaouther & Tekaya, Rim

**The Contagion between Corporate and Personal Bankruptcy**

*by*Platt, Harlan & Demirkan, Sebhattan

**The Combined Employment Effects of Minimum Wages and Labor Market Regulation—a Meta-Analysis**

*by*Bernhard Boockmann

**Leverage and covariance matrix estimation in finite-sample IV regressions**

*by*Andreas Steinhauer & Tobias Wuergler

**Robust performance hypothesis testing with the variance**

*by*Olivier Ledoit & Michael Wolf

**Multiple tests for the performance of different investment strategies**

*by*Frahm, Gabriel & Wickern, Tobias & Wiechers, Christof

**Robust estimation of integrated variance and quarticity under flat price and no trading bias**

*by*Schulz, Frowin C.

**Tender prices in local bus transport in Germany - an application of alternative regression techniques**

*by*Beck, Arne & Walter, Matthias

**Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen**

*by*Lang, Michael & Cremers, Heinz & Hentze, Rainald

**The first shall be last: serial position effects in the case contestants evaluate each other**

*by*Haigner, Stefan D. & Jenewein, Stefan & Müller, Hans-Christian & Wakolbinger, Florian

**Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables**

*by*Leslie G. Godrey

**A robust test for error cross-section correlation in panel models**

*by*L Godfrey & T Yamagata

**Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test**

*by*Ewa M. Syczewska

**Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation**

*by*Mikko Packalen & Tony Wirjanto

**On Statistical Inference for Inequality Measures Calculated from Complex Survey Data**

*by*Judith A. Clarke & Nilanjana Roy

**Testing for covariate balance using quantile regression and resampling methods**

*by*Martin Huber

**A unifying approach to the empirical evaluation of asset pricing models**

*by*Francisco Peñaranda & Enrique Sentana

**Finite sample nonparametric tests for linear regressions**

*by*Karl Schlag & Olivier Gossner

**A note on testing for complementarity and substitutability in the case of multiple practices**

*by*Carree, Martin & Lokshin, Boris & Belderbos, René

**Assessing Innovations in International Research and Development Practice**

*by*Pant, Laxmi P.

**A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels**

*by*J. Isaac Miller

**HEGY Tests in the Presence of Moving Averages**

*by*Tomás del Barrio Castro & Denise R. Osborn

**Weak Identification in Fuzzy Regression Discontinuity Designs**

*by*Feir, Donna & Lemieux, Thomas & Marmer, Vadim

**Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France**

*by*Bonnet, Céline & Dubois, Pierre

**Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis**

*by*Amélie Charles & Olivier Darné & Jae H Kim

**Specification Analysis of Structural Quantile Regression Models**

*by*Juan Carlos Escanciano & Chuan Goh

**Testing for Bivariate Spherical Symmetry**

*by*Einmahl, J.H.J. & Gantner, M.

**Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic**

*by*Jeroen Hinloopen & Rien Wagenvoort

**Some Exact Tests for Manifest Properties of Latent Trait Models**

*by*Jan G. de Gooijer & Ao Yuan

**An Expanded Scope For Qualitative Economics**

*by*Andrew J. Buck & George M. Lady

**Qualitative Matrices and Information**

*by*Andrew J. Buck & George M. Lady

**Do Multiple Financial Services Enhance the Poverty Outreach of Microfinance Institutions?**

*by*Koen Rossel-Cambier

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

*by*Qiankun Zhou & Jun Yu

**Kernel smoothing end of sample instability tests P values**

*by*Patrick Richard

**Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques**

*by*Ansgar Belke & Robert Czudaj

**Fixed, Random, or Something in Between? – A Variant of HAUSMAN’s Specifi cation Test for Panel Data Estimators**

*by*Manuel Frondel & Colin Vance

**What do we know about real exchange rate nonlinearities?**

*by*R. KRUSE & M. FRÖMMEL & L. MENKHOFF & P. SIBBERTSEN

**Dynamic Specification Tests for Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Evaluating Value-at-Risk Models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**Critical Values for Cointegration Tests**

*by*James G. MacKinnon

**The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance**

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

**A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing**

*by*Chen, Song Xi & Qin, Yingli

**Testing for a Deterministic Trend when there is Evidence of Unit-Root**

*by*Gómez, Manuel & Ventosa-Santaulària, Daniel

**Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan**

*by*Emura, Takeshi & Katsuyama, Hitomi & Wang, Jinfang

**Can statistics do without artefacts?**

*by*Chatelain, Jean-Bernard

**Confidence sets for some partially identified parameters**

*by*Fan, Yanqin & Park, Sang Soo

**A Non-Parametric Approach to Spatial Causality**

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

**An inflation expectations horserace**

*by*Guzman, Giselle C.

**Factors Affecting job satisfaction of employees in Pakistani banking sector**

*by*Ahmed Imran, Hunjra & Muhammad Irfan, Chani & Sher, Aslam & Muhammad, Azam & Kashif-Ur, Rehman

**Subset hypotheses testing and instrument exclusion in the linear IV regression**

*by*Doko Tchatoka, Firmin

**Portmanteau goodness-of-fit test for asymmetric power GARCH models**

*by*Carbon, Michel & Francq, Christian

**Computing and estimating information matrices of weak arma models**

*by*Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian

**Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach**

*by*Omay, Nazli C. & Karadagli, Ece C.

**A Statistical Test of City Growth: Location, Increasing Returns and Random Growth**

*by*González-Val, Rafael & Olmo, Jose

**A trend deduction model of fluctuating oil prices**

*by*Xu, Haiyan & Zhang, ZhongXiang

**A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007**

*by*Di Iorio, Francesca & Fachin, Stefano

**Une approche Macroprudentielle du risque systémique en zone CEMAC**

*by*Nguenang, Christian & Kamgna, Sévérin yves & Tinang, Nzeusseu Jules

**Unilateral Divorce vs. Child Custody and Child Support in the U.S**

*by*González-Val, Rafael & Marcén, Miriam

**Is trade deficit sustainable in India? An inquiry**

*by*Tiwari, Aviral

**Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity**

*by*HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki

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

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

**Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne**

*by*Mynbaev, Kairat

**A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters**

*by*Parker, Thomas

**Goodness-of-fit testing for regime-switching models**

*by*Janczura, Joanna & Weron, Rafal

**An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models**

*by*Parker, Thomas

**Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment**

*by*Kim, Hyeongwoo & Moh, Young-Kyu

**Strict stationarity testing and estimation of explosive ARCH models**

*by*Francq, Christian & Zakoian, Jean-Michel

**Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India**

*by*Patnaik, Unmesh & Narayanan, K

**A Note on the Oil Price Trend and GARCH Shocks**

*by*Jing, Li & Thompson, Henry

**Sukukization: Islamic Economic Risk Factors in Shari’ah View**

*by*Alsayyed, Nidal

**On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses**

*by*Duchesne, Pierre & Francq, Christian

**Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals**

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

**Accruals, Investment and Errors-in-Variables**

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

**On rank estimation in semidefinite matrices**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**Location, Location, Location: Entrepreneurial Finance Meets Economic Geography**

*by*Emanuel Shachmurove & Yochanan Shachmurove

**Énvironmental Economics and Venture Capital**

*by*Emanuel Shachmurove & Yochanan Shachmurove

**Panel Estimation for Worriers**

*by*Markus Eberhardt & Anindya Banerjee and J. James Reade

**The Pungent Smell of 'Red Herrings': subsoil assets, rents, volatility and the resource curse**

*by*Rick van der Ploeg & Steven Poelhekke

**Independence Tests based on Symbolic Dynamics**

*by*Helmut Elsinger

**A Score Based Approach to Wild Bootstrap Inference**

*by*Patrick M. Kline & Andres Santos

**Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data**

*by*Yacine Aït-Sahalia & Jean Jacod

**A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data**

*by*Brendan P.M. McCabe & Gael Martin & Keith Freeland

**Dual P-Values, Evidential Tension and Balanced Tests**

*by*D.S. Poskitt & Arivalzahan Sengarapillai

**An omnibus test to detect time-heterogeneity in time series**

*by*Dominique Guegan & Philippe de Peretti

**Testing unit roots and long range dependence of foreign exchange**

*by*Dominique Guegan & Zhiping Lu

**The Power of some Standard tests of stationarity against changes in the unconditional variance**

*by*Ibrahim Ahamada & Mohamed Boutahar

**A KPSS better than KPSS. Rank tests for short memory stationarity**

*by*Matteo Pelagatti & Pranab Sen

**Testing for Welfare Comparisons when Populations Differ in Size**

*by*Jean-Yves Duclos & Agnès Zabsonré

**Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France**

*by*Georges Dionne & Pierre-Carl Michaud & Maki Dahchour

**Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**Testing for Mobility Dominance**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis**

*by*Amélie Charles & Olivier Darné & Jae H Kim

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Testing the growth effects of structural change**

*by*Jochen Hartwig

**‘Baumol’s diseases’: the case of Switzerland**

*by*Jochen Hartwig

**The Combined Employment Effects of Minimum Wages and Labor Market Regulation: A Meta-Analysis**

*by*Boockmann, Bernhard

**The Combined Employment Effects of Minimum Wages and Labor Market Regulation: A Meta-Analysis**

*by*Boockmann, Bernhard

**Testing for Structural Breaks at Unknown Time: A Steeplechase**

*by*Makram El-Shagi & Sebastian Giesen

**Hypothesis Testing in Linear Regression when K/N is Large**

*by*Calhoun, Gray

**Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components**

*by*Ma, Jun & Nelson, Charles R.

**Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France**

*by*Bonnet, Céline & Dubois, Pierre

**Remote Access – Eine Welt ohne Mikrodaten??**

*by*Gerd Ronning & Philipp Bleninger & Jörg Drechsler & Christopher Gürke

**The Combined Employment Effects of Minimum Wages and Labor Market Regulation – A Meta-analysis**

*by*Bernhard Boockmann

**Context Effects as Customer Reaction on Delisting of Brands**

*by*Nicole Wiebach & Lutz Hildebrandt

**Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings**

*by*Ggens, Tue & Wⅱtz, Allan

**Brukernes erfaringer med fastlege-ordningen 2001-2008 - Trender i bruk, tilgjengelighet og fornøydhet**

*by*Godager, Geir & Iversen, Tor

**Exploiting Parallelization in Spatial Statistics: an Applied Survey using R**

*by*Bivand, Roger

**Long memory and changing persistence**

*by*Kruse, Robinson & Sibbertsen, Philipp

**Peaks vs. Components**

*by*Vollmer, Sebastian & Holzmann, Hajo & Schwaiger, Florian

**Evaluating a class of nonlinear time series models**

*by*Heinen, Florian

**Identification problems in ESTAR models and a new model**

*by*Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp

**Persistence-robust Granger causality testing**

*by*Dietmar Bauer & Alex Maynard

**Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks**

*by*Vitali Alexeev & Alex Maynard

**The geography of French creative class: An exploratory spatial data analysis**

*by*Sébastien CHANTELOT (ESC Bretagne Brest) & Stéphanie PERES (USC INRA 2032 GAIA) & Stéphane VIROL (GREThA, UMR CNRS 5113)

**A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates**

*by*Christian de Peretti & Carole Siani & Mario Cerrato

**Knowledge diffusion and innovation policies within the European regions: Challenges based on recent empirical evidence**

*by*Corinne Autant-Bernard & Muriel Fadairo & Nadine Massard

**A New Solution to Time Series Inference in Spurious Regression Problems**

*by*Hrishikesh D. Vinod

**Benford's Law and Fraud Detection. Facts and Legends**

*by*Andreas Diekmann & Ben Jann

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W.K.

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W.K.

**Testing for Zipf’s Law: A Common Pitfall**

*by*Urzúa, Carlos M.

**A Gaussian Test for Cointegration**

*by*Tilak Abeysinghe & Gulasekaran Rajaguru

**Growth Rate Estimation in the presence of Unit Roots**

*by*Monojit Chatterji & Homagni Choudhury

**Testing for Weak Identification in Possibly Nonlinear Models**

*by*Barbara Rossi & Atsushi Inoue

**Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques**

*by*Ansgar Belke & Robert Czudaj

**Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks**

*by*Tekaya, Rim & Jouaber, Kaouther

**Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps**

*by*Marina Theodosiou

**Estimation and Inference with Weak, Semi-strong, and Strong Identification**

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

**Estimation and Inference with Weak, Semi-strong, and Strong Identification**

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

**Dating the Timeline of Financial Bubbles during the Subprime Crisis**

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

**Inference Based on Conditional Moment Inequalities**

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

**Inference Based on Conditional Moment Inequalities**

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

**Inference Based on Conditional Moment Inequalities**

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

**Bartlett-type Correction of Distance Metric Test**

*by*Wanling Huang & Artem Prokhorov

**Non Linear Contracting and Endogenous Buyer Power between Manufacturers and Retailers: Empirical Evidence on Food Retailing in France**

*by*Bonnet, Céline & Dubois, Pierre

**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**

*by*Peñaranda, Francisco & Sentana, Enrique

**Interaction Effects in Econometrics**

*by*Ozer-Balli, Hatice & Sørensen, Bent E

**Some Problems in the Testing of DSGE Models**

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

**Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?**

*by*Diego Alonso Agudelo Rueda

**Z-Estimators and Auxiliary Information under Weak Dependence**

*by*F. Crudu

**A Unifying Approach To The Empirical Evaluation Of Asset Pricing Models**

*by*Francisco Peñaranda & Enrique Sentana

**Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM**

*by*Manuel Dominguez & Ignacio Lobato

**Co-movement of Fundamentals: Structural Changes in the Business Cycle**

*by*Stefan Erdorf & Nicolas Heinrichs

**Alternative versions of the RESET test for binary response index models: a comparative study**

*by*Esmeralda A. Ramalho & Joaquim Ramalho

**Fractional regression models for second stage DEA efficiency analyses**

*by*Esmeralda A. Ramalho, & Joaquim J.S. Ramalho & Pedro D. Henriques

**Natural Resources: Curse or Blessing?**

*by*Frederick Van der Ploeg

**The Pungent Smell of "Red Herrings": Subsoil Assets, Rents, Volatility and the Resource Curse**

*by*Frederick Van der Ploeg & Steven Poelhekke

**Mostly Pointless Spatial Econometrics?**

*by*Steve Gibbons & Henry G. Overman

**Robust Inference with Clustered Data**

*by*A. Colin Cameron & Douglas L. Miller

**Robust Inference with Clustered Data**

*by*A. Colin Cameron & Douglas L. Miller

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter**

*by*Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia

**Estimation of a nonlinear Taylor rule using real-time U.S. data**

*by*Zisimos Koustas & Jean-Francois Lamarche

**Structural change tests for GEL criteria**

*by*Alain Guay & Jean-Francois Lamarche

**Linking Granger Causality and the Pearl Causal Model with Settable Systems**

*by*Halbert White & Karim Chalak & Xun Lu

**Testing a Conditional Form of Exogeneity**

*by*Halbert White & Karim Chalak

**Panel Estimation for Worriers**

*by*Aninday Banerjee & Markus Eberhardt & J James Reade

**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**

*by*Francisco Peñaranda & Enrique Sentana

**Spurious Long-Horizon Regression in Econometrics**

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

**Testing non-linear dependence in the hedge fund industry**

*by*Javier Mencía

**Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach**

*by*Sermin Gungor & Richard Luger

**Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment**

*by*Hyeongwoo Kim & Young-Kyu Moh

**The Model Confidence Set**

*by*Peter R. Hansen & Asger Lunde & James M. Nason

**A Bootstrap Cointegration Rank Test for Panels of VAR Models**

*by*Laurent A.F. Callot

**Estimating the effect of a variable in a high-dimensional regression model**

*by*Peter Sandholt Jensen & Allan H. Würtz

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

*by*James G. MacKinnon & Morten Ørregaard Nielsen

**Asymptotic normality of the QMLE in the level-effect ARCH model**

*by*Christian M. Dahl & Emma M. Iglesias

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Long memory and changing persistence**

*by*Robinson Kruse & Philipp Sibbertsen

**Testing for rational bubbles in a co-explosive vector autoregression**

*by*Tom Engsted & Bent Nielsen

**Asymmetric unemployment rate dynamics in Australia**

*by*Gunnar Bårdsen & Stan Hurn & Zoë McHugh

**Les Facteurs Déterminants De La Performance Sociale Et De La Performance Financière Des Institutions De Microfinance Dans La Région Mena : Une Analyse En Coupe Instantanée**

*by*Philippe ADAIR & Imène BERGUIGA

**Baumol's Diseases: The Case of Switzerland**

*by*Jochen Hartwig

**ANALIZA ATRAKCYJNOscI INWESTYCJI W SPolKI ODPOWIEDZIALNE SPOlECZNIE (SRI) NA PODSTAWIE RANKINGU GLOBAL 100**

*by*Piotr Kazmierkiewicz

**A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”**

*by*Eisenstat, Eric

**Framing Influence on Fairness Perceptions of Differential Prices**

*by*Catoiu, Iacob & Vranceanu, Diana Maria & Tatu, Cristian

**Informational Criteria for the Homoscedasticity of Errors**

*by*Ciuiu, Daniel

**Size Distortion of Bootstrap Tests: an Example from Unit Root Testing**

*by*Russell Davidson

**On the Relevance of the Bayesian Approach to Statistics**

*by*Christian P. Robert

**Government Expenditure and National Income: Causality Tests for Twelve New Members of E.E**

*by*Chaido Dritsaki & Melina Dritsaki

**Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto**

*by*Eddy Lizarazu Alanez & Jose A. Villasenor Alva

**Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada**

*by*Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo

**International Organizations and the Theory of Clubs = Una interpretación de las organizaciones internacionales utilizando la Teoría de los Clubes**

*by*Faíña Medín, José Andrés & García Lorenzo, Antonio & López-Rodríguez, Jesús

**On the power of direct tests for rational expectations against the alternative of constant gain learning**

*by*Victor Bystrov & Anna Staszewska-Bystrova

**Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems**

*by*Lukasz Lach

**Estimation Biases, Size and Power of a Test on the Long Memory Parameter in ARFIMA Models**

*by*Elkin Castaño & Santiago Gallón & Karoll Gómez

**Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties**

*by*Andreas Ziegler

**Information matrix test An application using Pareto’s original income distribution data**

*by*Enlinson Mattos & Vladimir Ponczek

**Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration**

*by*Guglielmo Maria Caporale & Luis A. Gil-Alana

**Gender and agricultural productivity in a surplus labor, traditional economy:empirical evidence from Nepal**

*by*Hassan Y. Aly & Michael P. Shields

**Differences Between Harmonized Indices of Consumer Prices and Consumer Price Indices in Selected Countries**

*by*Zuzana Milecová

**Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators**

*by*Marina Turuntseva & Tatiana Kiblitskaya

**Credit Market Development and Economic Growth: An Empirical Analysis for Ireland**

*by*Adamopoulos Antonios

**Econometric Errors in an _Applied Economics_ Article**

*by*Dimitris Hatzinikolaou

**Innovación, financiación pública y tamaño empresarial**

*by*Vila Alonso, Mercedes & Ferro Soto, Carlos & Guisado González, Manuel

**Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests**

*by*Sonali DAS , Rangan GUPTA & Patrick A. KAYA

**Statistical Analysis Through Factors Path Method**

*by*Gabriela OPAIT

**The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania**

*by*Gabriela OPAIT

**El supuesto de normalidad: ¿mito o realidad?**

*by*Myrian Vergara & Giovany Babativa

**Calidad En El Servicio Y Satisfacción De Los Estudiantes De La Facultad De Ciencias Económicas De La Universidad De Cartagena: Caso Administración**

*by*JUAN CARLOS VERGARA SCHMALBACH & MARIA DE LOS ANGELES DIAZ MARRUGO & ADOLFO ENRIQUE HERNANDEZ LUNA & OMAR HARVEY LOPEZ CUERVO

**Statistical inference for testing Gini Coefficients: An application for Colombia**

*by*Luis Fernando Gamboa & Andrés García-Suaza & Jesús Otero

**Un Modelo de alerta temprana para el sistema financiero colombiano**

*by*José Eduardo Gómez-González & Inés Paola Orozco Hinojosa

**Caos en el mercado de commodities**

*by*Christian Espinosa Méndez

**Desigualdad y leyes de potencia**

*by*Yalila Aljure Jiménez & Jorge Andrés Gallego

**Innis Lecture: Inference on income distributions**

*by*Russell Davidson

**Testing for Granger Causality in the Presence of Chaotic Dynamics**

*by*Dimitrios Hristu-Varsakelis & Catherine Kyrtsou

**Gaussian Analysis of Non-Gaussian Time Series**

*by*Dimitris Kugiuntzis & Efthimia Bora-Senta

**Profile of Organizations in Bulgaria with Adopted ISO 9001**

*by*Albena Iossiofova

**Hypothesis Testing in Econometrics**

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

**Valuing The Impact Of Synergies On Public Mergers/Acqusitions In The Pharmaceutical Sector On The European Capital Markets**

*by*Oana Resceanu

**The Role Of Individual Values In Personal Development**

*by*Mariana Gagea & Andreea Iacobuta

**Study on the Students’ Perception of Knowledge Usefulness and Necessity Concerning Tourists’ Protection**

*by*Valentin Niţă & Gina Ionela Butnaru

**multiple testing**

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

**Testing Under Local Misspecification and Artificial Regressions**

*by*Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas

**Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests**

*by*Sonali Das & Rangan Gupta & Patrick Agu Kaya

**Choices of wine consumption: measure of interaction terms and attributes**

*by*Magali Aubert & VÃ©ronique Meuriot

**A Nonlinear Panel Unit Root Test under Cross Section Dependence**

*by*Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis

**How does option listing affect the underlying stock price duration ? A study of French underlying stock efficiency**

*by*Jouaber, Kaouther & Tekaya, Rim

**Consonance and the closure method in multiple testing**

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

**Fund-of-funds construction by statistical multiple testing methods**

*by*Michael Wolf & Dan Wunderli

**Hypothesis testing in econometrics**

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

**Does interdisciplinarity lead to higher employment growth of academic spinoffs?**

*by*Müller, Bettina

**Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model**

*by*Gürtler, Marc & Rauh, Ronald

**False discoveries in mutual fund performance: Measuring luck in estimated alphas**

*by*Barras, Laurent & Scaillet, Olivier & Wermers, Russ

**The effects of variance breaks on homogenous panel unit root tests**

*by*Herwartz, Helmut & Siedenburg, Florian

**A new approach to unit root testing**

*by*Herwartz, Helmut & Siedenburg, Florian

**Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach**

*by*Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten

**Testing for structural breaks in dynamic factor models**

*by*Breitung, Jörg & Eickmeier, Sandra

**Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)**

*by*Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron

**Unit Root in Unemployment - New Evidence from Nonparametric Tests**

*by*Jürgen Holl & Robert M. Kunst

**On Statistical Inference for Inequality Measures Calculated from Complex Survey Data**

*by*Judith A. Clarke & Nilanjana Roy

**Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions**

*by*Christopher J. Bennett

**p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate**

*by*Christopher J. Bennett

**Understanding portfolio efficiency with conditioning information**

*by*Francisco Peñaranda

**The Deaton paradox in a long memory context with structural breaks**

*by*Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho

**Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process**

*by*Dong Jin Lee

**Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models**

*by*Keith Finlay & Leandro M. Magnusson

**Efficient Semiparametric Detection of Changes in Trend**

*by*Chuan Goh

**Non Parametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Wang

**Generalized Methods of Trimmed Moments**

*by*Cizek, P.

**Spot Variance Path Estimation and its Application to High Frequency Jump Testing**

*by*Charles S. Bos & Pawel Janus & Siem Jan Koopman

**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

*by*Maurice J.G. Bun & Frank Windmeijer

**Tracing the Base: A Topographic Test for Collusive Basing-Point Pricing**

*by*Iwan Bos & Maarten Pieter Schinkel

**Money Price Relationship under the Currency Board System: The Case of Argentina**

*by*Selahattin Togay & Nezir Kose

**Consistent estimation of zero-inflated count models**

*by*Kevin E. Staub & Rainer Winkelmann

**Simple tests for exogeneity of a binary explanatory variable in count data regression models**

*by*Kevin E. Staub

**Effects of Ownership and Market Share on Performance of Mobile Operators in MENA Region**

*by*Almas Heshmati & Rachid El-Rhinaoui

**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**

*by*Peter C.B.Phillips & Jin Seo Cho & Chirok Han

**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**

*by*Peter C.B.Phillips & Jin Seo Cho & Chirok Han

**ADL tests for threshold cointegration**

*by*Jing Li & Junsoo Lee

**A Gaussian Test for Cointegration**

*by*Gulasekaran Rajaguru & Tilak Abeysinghe

**Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity**

*by*Arnab Bhattacharjee

**The ‘Puzzles’ Methodology: En Route to Indirect Inference?**

*by*Vo Phuong Mai Le & Patrick Minford & Michael Wickens

**Regression with Imputed Covariates:a Generalized Missing Indicator Approach**

*by*Valentino Dardanoni & Salvatore Modica & Franco Peracchi

**EFR 2009-01 A factor analysis approach to measuring European loan and bond market integration**

*by*Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena

**The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?**

*by*Dastoor, Naorayex

**Errors-in-Variables Estimation with No Instruments**

*by*Ramazan Gencay & Nikola Gradojevic

**Forecast performance of implied volatility and the impact of the volatility risk premium**

*by*Ralf Becker & Adam Clements & Christopher Coleman-Fenn

**Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients**

*by*Alain Guay & Emmanuel Guerre & Štěpána Lazarová

**Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots**

*by*Michael Jansson & Morten Ørregaard Nielsen

**Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis**

*by*Michael Jansson & Morten Ørregaard Nielsen

**On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend**

*by*Luís Catela Nunes & Paulo M.M. Rodrigues

**Testing Quasi-independence for Truncation Data**

*by*Emura, Takeshi & Wang, Weijing

**La profitabilité des secteurs de l’économie sénégalaise**

*by*Diagne, Youssoupha S & Sène, Serigne Moustapha

**اختبار أثر مزاحمة الإنفاق الحكومي للإستثمار الخاص في الاقتصاد السعودي عبر المعاينة المعادة**

*by*Ghassan, Hassan B. & Alhajhoj, Hassan R.

**Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation**

*by*Vossler, Christian A.

**Partial identification of the distribution of treatment effects and its confidence sets**

*by*Fan, Yanqin & Park, Sang Soo

**Testing Panel Cointegration with Unobservable Dynamic Common Factors**

*by*Bai, Jushan & Carrion-i-Silvestre, Josep Lluis

**La Zone Méditerranéenne Face à la Pollution de L’air : Une Investigation Econométrique**

*by*Sebri, Maamar

**Neoclassical versus frontier production models? Testing for the skewness of regression residuals**

*by*Kuosmanen, Timo & Fosgerau, Mogens

**GMM Estimation with Noncausal Instruments**

*by*Lanne, Markku & Saikkonen, Pentti

**Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan**

*by*Khan, Zahid & Asghar, Zahid

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test**

*by*Wuertz, Diethelm & Katzgraber, Helmut

**Testing the weak-form market efficiency and the day of the week effects of some African countries**

*by*Batuo Enowbi, Michael & Guidi, Francesco & Mlambo, Kupukile

**Medición de resultados de las facultades de economía de Colombia en el ECAES ¿Existe alguna diferencia entre estas?**

*by*Gonzalez Buitrago, Daniel Jose

**Multiple Testing Techniques in Growth Econometrics**

*by*Deckers, Thomas & Hanck, Christoph

**A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated**

*by*Caner, Mehmet & Sandler Morrill, Melinda

**Normal versus Noncentral Chi-square Asymptotics of Misspecified Models**

*by*Chun, So Yeon & Alexander, Shapiro

**Macro-Prudential Monitoring Indicators for CEMAC Banking System**

*by*Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian

**Non-renewable Resource Prices: Structural Breaks and Long Term Trends**

*by*Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain

**Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC**

*by*KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian

**R/S analysis and DFA: finite sample properties and confidence intervals**

*by*Kristoufek, Ladislav

**To Estimate An Equation Explaining The Determinants Of Dowry**

*by*Afzal, Sarwat

**Are stock exchanges integrated in the world? - A critical Analysis**

*by*Varadi, Vijay Kumar & Boppana, Nagarjuna

**Inferencia Estadística**

*by*Alfaro, Rodrigo

**Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand**

*by*Holt, Matthew T. & Balagtas, Joseph V.

**Breaks in the Breaks: A Time-Series Analysis of Divorce Rates**

*by*González-Val, Rafael & Marcén, Miriam

**Bartlett's formula for a general class of non linear processes**

*by*Francq, Christian & Zakoian, Jean-Michel

**Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version**

*by*Kyungchul Song

**U.S. Venture Capital Meets Clean-Technology**

*by*Emanuel Shachmurove & Yochanan Shachmurove

**Venture Capital Meets Industrial Sector and Location**

*by*Emanuel Shachmurove & Yochanan Shachmurove

**Testing Predictive Ability and Power Robustification**

*by*Kyungchul Song

**Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity**

*by*Yochanan Shachmurove

**Two-Step Extremum Estimation with Estimated Single-Indices**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling**

*by*Kyungchul Song

**Testing Unilateral and Bilateral Link Formation**

*by*Marcel Fafchamps & Margherita Comola

**The Volatility Curse and Financial Development: Revisiting the Paradox of Plenty**

*by*Rick van der Ploeg & Steven Poelhekke

**Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology**

*by*Raymond Kan & Cesare Robotti & Jay Shanken

**Student sorting and bias in value added estimation: Selection on observables and unobservables**

*by*Jesse Rothstein

**A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case**

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

**Covariate Augmented Dickey-Fuller Tests with R**

*by*Lupi, Claudio

**A robust version of the KPSS test based on ranks**

*by*Matteo Pelagatti & Pranab Sen

**New panel tests to assess inflation persistence**

*by*Roy Cerqueti & Mauro Costantini & Luciano Gutierrez

**A Generalized Spatial Panel Data Model with Random Effects**

*by*Badi H. Baltagi & Peter Egger & Michael Pfafermayr

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti

**Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients**

*by*Alain Guay & Emmanuel Guerre & Stepana Lazarova

**A factor analysis approch to measuring European loan and bond market integration**

*by*Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena

**The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome**

*by*Stephen Hall & Sahar S. Qaqeesh

**A panel Granger-causality test of endogenous vs. exogenous growth**

*by*Jochen Hartwig

**Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability**

*by*William Barnett & Philippe de Peretti

**How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?**

*by*Bjerk, David

**How Much Can We Trust Causal Interpretations of Fixed-Effects Estimators in the Context of Criminality?**

*by*Bjerk, David J.

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**The Financial and Operating Performance of Privatized Firms in Sweden**

*by*Tatahi, Motasam & Heshmati, Almas

**The Financial and Operating Performance of Privatized Firms in Sweden**

*by*Tatahi, Motasam & Heshmati, Almas

**Is East Germany Catching Up? A Time Series Perspective**

*by*Bernd Aumann & Rolf Scheufele

**Do process innovations boost SMEs productivity growth?**

*by*Juan Antonio Máñez Castillejo & Amparo Sanchis Llopis & Juan A. Sanchis Llopis & María Engracia Rochina Barrachina

**Public Debt and Economic Growth: a Granger Causality Panel Data Approach**

*by*António Afonso & Sebastian Hauptmeier

**On the Identification of Fiscal Policy Behavior**

*by*Bing Li

**Inconsistency of a Unit Root Test against Stochastic Unit Root Processes**

*by*Daisuke Nagakura

**Finite Sample Correction Factors for Panel Cointegration Tests**

*by*Hlouskova, Jaroslava & Wagner, Martin

**A Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**

*by*Jin Seo Cho & Chirok-Han & Peter C. B. Phillips

**Testing for a Constant Mean Function using Functional Regression**

*by*Jin Seo Cho & Meng Huang & Halbert White

**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**

*by*Chirok Han & Jin Seo Cho & Peter C. B. Phillips

**Generalized Runs Test for the IID Hypothesis**

*by*Jin Seo Cho & Halbert White

**Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models**

*by*Jin Seo Cho & Halbert White

**Spectral estimation of the fractional order of a LÃ©vy process**

*by*Denis Belomestny

**On the Existence of the Moments of the Asymptotic Trace Statistic**

*by*Deniz Dilan Karaman Ã–rsal & Bernd Droge

**Panel Cointegration Testing in the Presence of a Time Trend**

*by*Bernd Droge & Deniz Dilan Karaman Ã–rsal

**Reducing the Size Distortion of the KPSS Test**

*by*Eiji Kurozumi & Shinya Tanaka

**Cluster sample inference using sensitivity analysis: the case with few groups**

*by*Vikström, Johan

**Testing for Unit Roots in Panel Time Series Models with Multiple Breaks**

*by*Westerlund, Joakim

**Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production**

*by*Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan

**Testing for Long Memory Against ESTAR Nonlinearities**

*by*Kuswanto, Heri & Sibbertsen, Philipp

**A New Simple Test Against Spurious Long Memory Using Temporal Aggregation**

*by*Kuswanto, Heri

**Testing for a break in persistence under long-range dependencies and mean shifts**

*by*Sibbertsen, Philipp & Willert, Juliane

**New Evidence on the Pricing and Performance of Initial Public Offerings in Thailand: 1997-2008**

*by*Andrew C. Worthington & Jirapun Chorruk

**The Pricing and Performance of IPOs for Small-and-medium-sized Enterprises: Emerging Market Evidence**

*by*Andrew C. Worthington & Jirapun Chorruk

**Framing effects of risk communication in health-related decision making. Learning from a discrete choice experiment**

*by*Florence Nguyen & Marie-Odile Carrere & Nora Moumjid

**Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog**

*by*de Boer, P.M.C. & Paap, R.

**Testing for seasonal unit roots in monthly panels of time series**

*by*Kunst, R.M. & Franses, Ph.H.B.F.

**Nonparametric estimation of a polarization measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Understanding portfolio efficiency with conditioning information**

*by*Francisco Peñaranda

**Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption**

*by*Miksjuk Alexei

**Marginal and Interaction Effects in Ordered Response Models**

*by*Debdulal Mallick

**A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests**

*by*Marc Hallin & Ramon van den Akker & Bas Werker

**A Gaussian Test for Cointegration**

*by*Tilak Abeysinghe & Gulasekaran Rajaguru

**The impact of stock spams on volatility**

*by*Taoufik Bouraoui

**The Volatility Curse: Revisiting the Paradox of Plenty**

*by*Frederick van der Ploeg & Steven Poelhekke

**Nutzung und Wirkung von Video-Content in Online-Jobbörsen: Erkenntnisse einer explorativen Studie. Video Content on recruitment websites: Perception, Usage and Effects**

*by*Sven Pagel & Sebastian Goldstein

**A Specification Test for Instrumental Variables Regression with Many Instruments**

*by*Yoonseok Lee & Ryo Okui

**Nonparametric Tests of Conditional Treatment Effects**

*by*Sokbae Lee & Yoon-Jae Whang

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Vadim Marmer & Taisuke Otsu

**On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions**

*by*Yuichi Kitamura & Andres Santos & Azeem M. Shaikh

**Nonparametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**An Improved Bootstrap Test of Stochastic Dominance**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**

*by*Jin Seo Cho & Chirok Han & Peter C.B. Phillips

**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**

*by*Chirok Han & Jin Seo Cho & Peter C.B. Phillips

**Principal Components and Long Run Implications of Multivariate Diffusions**

*by*Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman

**Nonlinearity and Temporal Dependence**

*by*Xiaohong Chen & Lars P. Hansen & Marine Carrasco

**Nonparametric estimation of a polarization measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Estimation of tail thickness parameters from GJR-GARCH models**

*by*Emma M. Iglesias & Oliver Linton

**Evaluating Value-at-Risk models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**A nonparametric copula based test for conditional independence with applications to granger causality**

*by*Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti

**Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs**

*by*Sergio Mayordomo & Juan Ignacio Peña & Juan Romo

**Testing Unilateral and Bilateral Link Formation**

*by*Margherita Comola & Marcel Fafchamps

**Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors**

*by*Nikolay Gospodinov & Ye Tao

**The 'Puzzles' Methodology: en route to Indirect Inference?**

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

**How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference**

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

**Testing Unilateral and Bilateral Link Formation**

*by*Comola, Margherita & Fafchamps, Marcel

**Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference**

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

**A nonparametric copula based test for conditional independence with applications to Granger causality**

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim

**Analisis de regresion**

*by*Ignacio Velez-Pareja

**Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno Colombiano**

*by*Ignacio Lozano & Enrique Cabrera

**Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano**

*by*José Eduardo Gómez González & Inés Paola Orozco

**Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia**

*by*José Eduardo Gómez-González & Inés Paola Orozco Hinojosa

**Statistical inference for testing gini coefficients: an application for Colombia**

*by*Luis Fernando Gamboa & Andrés García & Jesús Otero

**GMM, Generalized Empirical Likelihood, and Time Series**

*by*F. Crudu

**Dynamic Specification Tests For Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti

**Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model**

*by*Frédérique Bec & Mélika Ben Salem & Marine Carrasco

**Nonlinearity and Temporal Dependence**

*by*Xiaohong Chen & Lars P. Hansen & Marine Carrasco

**Blunt Instruments: On Establishing the Causes of Economic Growth**

*by*Michael Clemens & Samuel Bazzi

**Inference in Regression Models with Many Regressors**

*by*Stanislav Anatolyev

**Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models**

*by*Esmeralda A. Ramalho & Joaquim J. S. Ramalho

**Alternative estimating and testing empirical strategies for fractional regression models**

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

**The Volatility Curse: Revisiting the Paradox of Plenty**

*by*Frederick Van der Ploeg & Steven Poelhekke

**Efficient Estimation of a Multivariate Multiplicative Volatility Model**

*by*Christian M. Hafner & Oliver Linton

**An Alternative Way of ComputingEfficient Instrumental VariableEstimators**

*by*Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton

**Nonparametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Hipótese de convergência: uma análise para a América Latina e o leste asiático entre 1960 e 2000**

*by*Geovana Lorena Bertussi & Lízia de Figueiredo

**A Correction Function Approach to Solve the Incidental Parameter Problem**

*by*Li, GuangJie & Leon-Gonzalez, Roberto

**Some problems in the testing of DSGE models**

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

**Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference**

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

**The 'Puzzles' methodology: en route to Indirect Inference?**

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

**Robust Inference with Multi-way Clustering**

*by*Jonah B. Gelbach & Doug Miller

**Robust Inference with Multi-way Clustering**

*by*A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller & Doug Miller

**Statistical Treatment Choice Based on Asymmetric Minimax Regret Criteria**

*by*Aleksey Tetenov

**A Distributional Analysis of Treatment Effects on Subpopulations of a Socioeconomic Experiment**

*by*Marcel Voia & Liqun Wang & Ricardas Zitikis

**A Nonparametric Analysis Of Canadian Employment Patterns**

*by*Luke Ignaczak & Marcel Voia

**Instrumental variable estimation of a nonlinear Taylor rule**

*by*Zisimos Koustas & Jean-Francois Lamarche

**Structural change tests based on implied probabilities for GEL criteria**

*by*Alain Guay & Jean-Francois Lamarche

**More Reliable Inference for Segregation Indices**

*by*Rebecca Allen & Simon Burgess & Frank Windmeijer

**Simple Regression Based Tests for Spatial Dependence**

*by*Benjamin Born & Jörg Breitung

**How Many Consumers are Rational?**

*by*Stefan Hoderlein

**Testing for poverty dominance: an application to Canada**

*by*Wen-Hao Chen & Jean-Yves Duclos

**On the dynamics of inflation persistence around the world**

*by*Antonio E. Noriega & Manuel Ramos Francia

**Comparing forecast accuracy: A Monte Carlo investigation**

*by*Fabio Busetti & Juri Marcucci & Giovanni Veronese

**Distributional tests in multivariate dynamic models with Normal and Student t innovations**

*by*Javier Mencía & Enrique Sentana

**A Consistent Test for Multivariate Conditional Distributions**

*by*Fuchun Li & Greg Tkacz

**Testing for Financial Contagion with Applications to the Canadian Banking System**

*by*Fuchun Li

**Testing for Poverty Dominance: An Application to Canada**

*by*Jean-Yves Duclos & Wen-Hao Chen

**Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary**

*by*Christian M. Dahl & Emma M. Iglesias

**Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots**

*by*Michael Jansson & Morten Ørregaard Nielsen

**Testing a parametric function against a nonparametric alternative in IV and GMM settings**

*by*Tue Gørgens & Allan Würtz

**What do we know about real exchange rate non-linearities?**

*by*Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen

**Robust Data-Driven Inference for Density-Weighted Average Derivatives**

*by*Matias D. Cattaneo & Richard K. Crump & Michael Jansson

**Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models**

*by*Dennis Kristensen

**Detection of additive outliers in seasonal time series**

*by*Niels Haldrup & Antonio Montañés & Andreu Sansó

**Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis**

*by*Michael Jansson & Morten Ørregaard Nielsen

**Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak**

*by*Tom Engsted

**Testing Conditional Factor Models**

*by*Dennis Kristensen & Andrew Ang

**Jump Testing and the Speed of Market Adjustment**

*by*Torben B. Rasmussen

**An Empirical Study of Value Creation Criteria: Case of Iran**

*by*Godratallah TALEBNYA & Mahdi SALEHI & Hashem VALIPOUR & Zahra YOUSEFI

**Macro-Prudential Monitoring Indicators For Cemac Banking System**

*by*Severin Yves KAMGNA & Nzesseu Jules TINANG & Kinfak Christian TSOMBOU

**Are stock exchanges integrated in the world? – A critical analysis**

*by*Vijay Kumar VARADI & Nagarjuna BOPPANA

**Regional per Capita-Income - The Importance of Region-Specific Production Factors**

*by*Dirk Fornahl & Axel Johannes Schaffer & Jochen Siegele

**The Effect from National Diversity on Team Production – Empirical Evidence from the Sports Industry**

*by*Leif Brandes & Egon Franck & Philipp Theiler

**Numerical and Monte Carlo Methods to make Normal Residues in Regression**

*by*Ciuiu, Daniel

**Multicollinearity In Applied Economics Research And The Bayesian Linear Regression**

*by*Eisenstat, Eric

**Inflation and Stock Market: CPI and S&P**

*by*Mayevsky, Vladimir & Slutskin, Lev

**Detection of Structural Breaks in Copula Models**

*by*Brodsky, Boris & Penikas, Henry & Safaryan, Irina

**On the creative climate and innovativeness at the country level**

*by*Cene Bavec

**Testing for Restricted Stochastic Dominance: Some Further Results**

*by*Russell Davidson

**Restriction Testing in Binary Choice Model with I(1) Regressors**

*by*Wojciech Grabowski

**Competitiveness among Asian Exporters in the World Rice Market**

*by*Muhammad Ilyas & Tahir Mukhtar & Muhammad Tariq Javed

**Foreign Portfolio Investment and Economic Growth in Malaysia**

*by*Jarita Duasa & Salina H. Kassim

**Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R**

*by*Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen

**Sistema de diagnóstico de gestión adaptado del cuadro de mando integral y del modelo EFQM de excelencia®. Aplicación a las Cajas Rurales/Management Diagnosis System Based On The Balanced Scorecard And The EFQM Excellence Model. Application To Rural Banks**

*by*MARTÍNEZ-VILANOVA MARTÍNEZ, ANA Mª & RODENES ADAM, MANUEL

**Assessing the Accuracy of Event Forecasts**

*by*Ching-Chuan Tsong

**Macroeconomic efault Modeling and Stress Testing**

*by*Dietske Simons & Ferdinand Rolwes

**Measurement Of Inefficiencies In Bangladesh Banking Industry Using Stochastic Frontier Production Function**

*by*Abdus Samad

**Construction of Stationarity Tests with Less Size Distortions**

*by*Kurozumi, Eiji

**Regresión espuria en especificaciones dinámicas**

*by*Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària

**Testing for jumps in the EGARCH process**

*by*Shi, Xiuhong & Kobayashi, Masahito

**The impact of structural breaks on the integration of the ASEAN-5 stock markets**

*by*Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L.

**Testing for jumps in the stochastic volatility models**

*by*Kobayashi, Masahito

**Half-Life Deviations from PPP in the South African Development Community (SADC)**

*by*Thabo M. Mokoena & Gupta, R. & Van Eyden, R.

**The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation**

*by*Gabriela OPAIT

**On the purchasing power parity for Latin-American countries**

*by*Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade

**Economic Efficiency Assessment Methods of the Information Security Systems**

*by*Joackim Kalamaris

**The Effects Of Basel Ii Criteria On The Financing Of Small And Medium Sized Enterprises (Smes)- A Survey About The Smes Operating In The Textile Sector In Bursa**

*by*Melek Acar Boyacioglu & Alper Yazici

**Methodology to evaluate the Quality of Public Services**

*by*Catalin Popescu & Tatiana Cucu & Luminita Ion-Boussier & Jean-Marie Boussier & Augustin Mitu

**Half-Life Deviations from PPP in the SADC**

*by*Thabo Mokoena & Rangan Gupta & Renee van Eyden

**A Nonlinear Panel Unit Root Test under Cross Section Dependence**

*by*Mario Cerrato & Christian de Peretti & Nick Sarantis

**The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households**

*by*Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo

**A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices**

*by*Zhongjun Qu & Pierre Perron

**Balanced Control of Generalized Error Rates**

*by*Joseph P. Romano & Michael Wolf

**Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling**

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

**Robust Performance Hypothesis Testing with the Sharpe Ratio**

*by*Oliver Ledoit & Michael Wolf

**Optimal testing of multiple hypotheses with common effect direction**

*by*Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf

**An intersection test for panel unit roots**

*by*Hanck, Christoph

**Is double trouble? How to combine cointegration tests**

*by*Bayer, Christian & Hanck, Christoph

**Thünens Theorie des 'naturgemäßen Lohns': Zur Entdeckung des Grenzproduktivitätsprinzips in der Theorie der funktionellen Einkommensverteilung**

*by*Stelter, Robert

**How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

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

**Banking crises and nonlinear linkages between credit and output**

*by*Dobromil Serwa

**Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems**

*by*Nedeljkovic, Milan

**Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence**

*by*Otero, Jesús & Smith, Jeremy & Giulietti, Monica

**The E¤ect of Rurality on Mental and Physical Health**

*by*Steven Stern & Elizabeth Merwin & Emily Hauenstein & Ivora Hinton & Virgina Rovnyak & Melvin Wilson & Ishan Williams & Irma Mahone

**Modelling structural change using broken sticks**

*by*Don Webber & Paul White & Angela Helvin

**A new method for constructing exact tests without making any assumptions**

*by*Karl Schlag

**Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach**

*by*Francisco Peñaranda & Enrique Sentana

**Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference**

*by*Karl Schlag

**Exact tests for correlation and for the slope in simple linear regressions without making assumptions**

*by*Karl Schlag

**An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka**

*by*Verma, Reetu & Perera, Nelson

**The significance of Sampling Design on Inference: An Analysis of Binary Outcome Model of Children’s Schooling Using Indonesian Large Multi-stage Sampling Data**

*by*Ekki Syamsulhakim

**Parametric and Semiparametric Efficient Tests for Parameter Instability**

*by*Dong Jin Lee

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Tests in Censored Models when the Structural Parameters Are Not Identified**

*by*Leandro M. Magnusson

**Inference in Limited Dependent Variable Models Robust to Weak Identification**

*by*Leandro M. Magnusson

**Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**A K-sample Homogeneity Test based on the Quantification of the p-p Plot**

*by*Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk

**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Out-of-sample comparison of copula specifications in multivariate density forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**One for All and All for One:Regression Checks With Many Regressors**

*by*Pascal Lavergne & Valentin Patilea

**Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar**

*by*Kin-Yip Ho & Albert K Tsui

**Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model**

*by*Arnab Bhattacharjee

**Testing a DSGE model of the EU using indirect inference**

*by*David Meenagh & Patrick Minford & Michael Wickens

**Testing a DSGE model of the EU using indirect inference**

*by*David Meenagh & Patrick Minford & Michael Wickens

**Tests for Dynamic Effects in Linear Panel Data Models**

*by*Walter Sosa Escudero & Federico Zincenko

**Is Double Trouble? – How to Combine Cointegration Tests**

*by*Christian Bayer & Christoph Hanck

**A Nonlinear Unit Root Test in the Presence of an Unknown Break**

*by*Stephan Popp

**Are employers discriminating with respect to weight? European Evidence using Quantile Regression**

*by*Vincenzo Atella & Noemi Pace & Daniela Vuri

**Indicators and Tests of Fiscal Sustainability: An Integrated Approach**

*by*Giancarlo Marini & Alessandro Piergallini

**The Jump component of S&P 500 volatility and the VIX index**

*by*Ralf Becker & Adam Clements & Andrew McClelland

**Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels**

*by*Georgios Chortareas & George Kapetanios

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

*by*Russell Davidson & James G. MacKinnon

**Wild Bootstrap Tests for IV Regression**

*by*Russell Davidson & James G. MacKinnon

**Gibrat’s law for countries**

*by*González-Val, Rafael & Sanso-Navarro, Marcos

**Marginal and Interaction Effects in Ordered Response Models**

*by*Mallick, Debdulal

**Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS**

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

**Inference regarding multiple structural changes in linear models estimated via two stage least squares**

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

**Cooperative Strategies for Improving the Tourism Industry in Remote Geographic Regions: An Addition to Trust and Commitment Theory with one Key Mediating Construct**

*by*Pesämaa, Ossi & Hair Jr, Joseph F

**Imposing Monotonicity Nonparametrically in First-Price Auctions**

*by*Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.

**Are any growth theories linear? Why we should care about what the evidence tells us**

*by*Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

**An Alternative Sense of Asymptotic Efficiency**

*by*Mueller, Ulrich

**Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression**

*by*Martellosio, Federico

**Spurious Regression**

*by*Ventosa-Santaulària, Daniel

**Spurious Instrumental Variables**

*by*Ventosa-Santaulària, Daniel

**Using sentiment surveys to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)**

*by*Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy

**On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries**

*by*Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali

**Instrument endogeneity and identification-robust tests: some analytical results**

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

**Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI**

*by*Cavalcante, Mileno

**Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN**

*by*Othman, Redzuan & Salleh, Norlida Hanim Mohd

**A stochastic frontier approach to measuring regional technical efficiency in China**

*by*Yu, Yihua

**Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons**

*by*Francq, Christian & Zakoian, Jean-Michel

**Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space**

*by*Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel

**Normality Testing- A New Direction**

*by*Islam, Tanweer ul

**FuelWatch: evidence-based-policy or policy based evidence?**

*by*Harding, Don

**On the J-test for nonnested hypotheses and Bayesian extension**

*by*Rao, Surekha & Ghali, Moheb & Krieg, John

**Herd behaviour in Malaysian capital market: An empirical analysis**

*by*Duasa, Jarita & Kassim, Salina

**Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability**

*by*Barnett, William A. & de Peretti, Philippe

**Hot money and economic performance: An empirical analysis**

*by*Duasa, Jarita & Kassim, Salina

**Testing Performace of Random Access Memory Using Linear Models**

*by*Tošenovský, Filip

**Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach**

*by*Hanck, Christoph

**Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation**

*by*Hanck, Christoph

**Quelques bénéfices heuristiques d’une redéfinition du profit**

*by*Kroës, Romain M.

**Causal Relationship Between Exports and Agricultural GDP in Pakistan**

*by*Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad

**A Simple Hypothesis Test for Heteroscedasticity**

*by*Venier, Guido

**Income convergence of divergence? Study on selected Muslim countries**

*by*Duasa, Jarita

**Is external debt an effective way of bringing economic reforms?**

*by*Gul, Adnan

**Testing for spatial autocorrelation: the regressors that make the power disappear**

*by*Martellosio, Federico

**Dartboard Tests for the Location Quotient**

*by*Paulo Guimarães & Octávio Figueiredo & Douglas Woodward

**Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’**

*by*Larry G. Epstein & Jawwad Noor & Alvaro Sandroni

**Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary**

*by*Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang

**Testing Distributional Inequalities and Asymptotic Bias**

*by*Kyungchul Song

**Challenges and Opportunities for Resource Rich Economies**

*by*Frederick van der Ploeg

**Volatility, Financial Development and the Natural Resource Curse**

*by*Frederick van der Ploeg & Steven Poelhekke

**A Test for Dependence and Covariance Estimator of Market Microstructure Noise**

*by*Masato Ubukata & Kosuke Oya

**Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure**

*by*Cristina Amado & Timo Teräsvirta

**Inferences for Selected Location Quotients with Applications to Health Outcomes**

*by*Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa

**Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments**

*by*Ibrahim Ahamada & Philippe Jolivaldt

**The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics**

*by*Abdou Kâ Diongue & Dominique Guegan

**Testing fractional order of long memory processes : a Monte Carlo study**

*by*Laurent Ferrara & Dominique Guegan & Zhiping Lu

**Change in persistence tests for panels: An update and some new results**

*by*Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano

**Confidence Intervals for Estimates of Elasticities**

*by*J. G. Hirschberg, J. N. Lye & D. J. Slottje

**A Refined Bootstrap For Heavy Tailed Distributions**

*by*Russell Davidson & Adriana Cornea

**Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model**

*by*Badi H. Baltagi & Seuck Heun Song & Jae Hyeok Kwon

**Testing for Random Effects and Spatial Lag Dependence in Panel Data Models**

*by*Badi H. Baltagi & Long Liu

**Testing for Poverty Dominance: an Application to Canada**

*by*Wen-Hao Chen & Jean-Yves Duclos

**The Information Content of Implied Probabilities to Detect Structural Change**

*by*Alain Guay & Jean-François Lamarche

**Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**STATA tip: A quick trick to perform a Roy-Zellner test for poolability in Stata**

*by*Andrea Vaona

**Has health capital formation cured ‘Baumol’s Disease’? – Panel Granger causality evidence for OECD countries**

*by*Jochen Hartwig

**Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels**

*by*David Maddison & Katrin Rehdanz

**What do Scientists Want: Money or Fame?**

*by*Devrim Göktepe & Prashanth Mahagaonkar

**Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania**

*by*Shombe, Nicolaus Herman

**Inconsistencies in Reported Employment Characteristics among Employed Stayers**

*by*Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo

**Inconsistencies in Reported Employment Characteristics among Employed Stayers**

*by*Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo

**Testing for Poverty Dominance: An Application to Canada**

*by*Chen, Wen-Hao & Duclos, Jean-Yves

**Testing for Poverty Dominance: An Application to Canada**

*by*Chen, Wen-Hao & Duclos, Jean-Yves

**A test for complementarities among multiple technologies that avoids the curse of dimensionality**

*by*Yu, Li & Hurley, Terrance M. & Kliebenstein, James & Orazem, Peter

**Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions**

*by*Giuseppe Ragusa

**Panel Data Stochastic Convergence Analysis of the Mexican Regions**

*by*Josep Lluís Carrion-i-Silvestre & Vicente German-Soto

**Spurious Regressions in Technical Trading: Momentum or Contrarian?**

*by*Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura

**Nonlinear Cointegration Analysis and the Environmental Kuznets Curve**

*by*Hong, Seung Hyun & Wagner, Martin

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance**

*by*Bonnet, Céline & Dubois, Pierre

**Testing Multiplicative Error Models Using Conditional Moment Tests**

*by*Nikolaus Hautsch

**Testing Monotonicity of Pricing Kernels**

*by*Yuri Golubev & Wolfgang Härdle & Roman Timonfeev

**A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence**

*by*Kaddour Hadri & Eiji Kurozumi

**A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence**

*by*Hadri, Kaddour & Kurozumi, Eiji

**Inter-organizational commitment in tourism networks in U.S**

*by*Pesämaa, Ossi & Hair Jr, Joseph F & Haahti, Antti

**Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure**

*by*Amado, Cristina & Teräsvirta, Timo

**Price convergence and geographic dimension of market integration: Evidence from China**

*by*Ritola, Maria

**A Study on "Spurious Long Memory in Nonlinear Time Series Models"**

*by*Kuswanto, Heri & Sibbertsen, Philipp

**A new unit root test against ESTAR based on a class of modified statistics**

*by*Kruse, Robinson

**Rational bubbles and fractional integration**

*by*Kruse, Robinson

**Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries**

*by*Mario Cerrato & Christian de Peretti & Chris Stewart

**Tests of Bias in Log-Periodogram Regression**

*by*James Davidson & Philipp Sibbertsen

**Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples**

*by*Ben Jann

**Federal Funds Rate Stationarity: New Evidence**

*by*Frédérique BEC, Charbel BASSIL

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**A Nonparametric Approach to Evaluating Inflation-Targeting Regimes**

*by*Weshah Razzak & Rabie Nasser

**Nonlinearity and Temporal Dependence**

*by*Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine

**A New Hausmann Type Test to Detect the Presence of Influential Outliers**

*by*Catherine Dehon & Marjorie Gassner & Vincenzo Verardi

**Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar**

*by*Kin-Yip Ho & Albert K Tsui

**Tests for Unbalanced Error Component Models Under Local Misspecication**

*by*Walter Sosa Escudero & Anil K. Bera

**Publication Selection Bias in Minimum-Wage Research? A Meta-Regression Analysis**

*by*Hristos Doucouliagos & T.D. Stanley

**Marginal and Interaction Effects in Ordered Response Models**

*by*Debdulal Mallick

**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**

*by*Donald W.K. Andrews & Panle Jia

**Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure**

*by*Donald W.K. Andrews & Panle Jia

**Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood**

*by*Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang

**Nonlinearity and Temporal Dependence**

*by*Xiaohong Chen & Lars P. Hansen & Marine Carrasco

**The Impact of a Hausman Pretest on the Size of Hypothesis Tests**

*by*Patrik Guggenberger

**Simple Wald tests of the fractional integration parameter : an overview of new results**

*by*Juan Jose Dolado & Jesus Gonzalo & Laura Mayoral

**Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**Measuring causality between volatility and returns with high-frequency data**

*by*Jean-Marie Dufour & René García & Abderrahim Taamouti

**Short and long run causality measures: theory and inference**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results**

*by*Dikaios Tserkezos & Konstantinos Tsagarakis

**Law, Corporate Governance and Financial System: Econometric Analysis of French Case**

*by*Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou

**Inference on Vertical Contracts between Manufacturers and Retailers Allowing for Non Linear Pricing and Resale Price Maintenance**

*by*Bonnet, Céline & Dubois, Pierre

**Testing a Model of the UK by the Method of Indirect Inference**

*by*Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos

**Testing a DSGE Model of the EU Using Indirect Inference**

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

**Budget Deficit, Money Growth and Inflation: Evidence from the Colombian Case**

*by*Ignacio Lozano

**The Econometrics Of Mean-Variance Efficiency Tests: A Survey**

*by*Enrique Sentana

**A Comparison Of Mean-Variance Efficiency Tests**

*by*Enrique Sentana & Dante Amegual

**Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations**

*by*Enrique Sentana & Javier Mencía

**Specification Testing in Models with Many Instruments**

*by*Stanislav Anatolyev & Nikolay Gospodinov

**Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference**

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

**Testing a DSGE model of the EU using indirect inference**

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

**International Income Comparisons and Location Choice: Methodology, Analysis, and Implications**

*by*Vivek Dehejia & Marcel Voia

**Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence**

*by*Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos

**Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain**

*by*Million, N.

**A Note on the Dynamics of Persistence in US Inflation**

*by*Noriega Antonio E. & Ramos Francia Manuel

**Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models**

*by*Christian Conrad & Enno Mammen

**Likelihood based testing for no fractional cointegration**

*by*Katarzyna Lasak

**Optimal inference in dynamic models with conditional moment restrictions**

*by*Bent Jesper Christensen & Michael Sørensen

**The limiting behavior of the estimated parameters in a misspecified random field regression model**

*by*Christian M. Dahl & Yu Qin

**Consumption growth and time-varying expected stock returns**

*by*Stig Vinther Møller

**The limiting properties of the QMLE in a general class of asymmetric volatility models**

*by*Christian M. Dahl & Emma M. Iglesias

**A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models**

*by*Mark Podolskij & Daniel Ziggel

**Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure**

*by*Christina Amado & Timo Teräsvirta

**Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model**

*by*Annastiina Silvennoinen & Timo Teräsvirta

**Evaluation of the Income Convergence Hypothesis in Ten New Members of the European Union. A Panel Unit Root Approach**

*by*Ranjpour Reza & Karimi Takanlou Zahra

**Argentinean real exchange rate 1900-2006, test purchasing power parity theory**

*by*Marcos José Dal Bianco

**The Influence of Temporal Choice, Correlation, and Sample Size on Income Convergence**

*by*Naghshpour, Shahdad

**Indicators and Tests of Sustainability: The Italian Case**

*by*Matteo Formenti

**Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey**

*by*Stefan, Marius

**Measuring the Correlation of Shocks Between the UK and the Core of Europe**

*by*Hall, S.G. & Yhap, B.

**Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series**

*by*Brodsky, Boris

**On Estimation of Volatility of Financial Time Series for Pricing Derivatives**

*by*Michal Černý

**Problemas econométricos de los modelos de diferencias en diferencias**

*by*VICENS OTERO, JOSÉ

**The Hausman Test Statistic can be Negative even Asymptotically**

*by*Sven Schreiber

**Competitive Dynamics, Global Industry Cycles, Integration-Responsiveness, and Financial Performance in Emerging and Industrialized Country Markets**

*by*Julius H. Johnson, Jr. & Dinesh A. Mirchandani & Seng-Su Tsang

**La estimación de precios en mercados con producto diferenciado**

*by*María josé Moral

**Statistical Inference for Risk-Adjusted Performance Measure**

*by*Miranda Lam

**Varianza condicional de medias móviles no-lineales**

*by*Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar

**Policy focus: A robust normative evaluation of India's performance in allocating risks of death**

*by*Nicolas Gravel & Abhiroop Mukhopadhyay & Benoit Tarroux

**The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions**

*by*Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin

**An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka**

*by*PERERA, Nelson & VARMA, Reetu

**Does Policy Interest Rate Have Asymmetric Adjustment: Case Of Jordan**

*by*Osama D. Sweidan

**Avaliação de Impacto de Programas de Incentivos Fiscais à Inovação - Um Estudo sobre os Efeitos do PDTI no Brasil**

*by*Ana Paula M. Avellar & Patrick Franco Alves

**Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise**

*by*Masato Ubukata & Kosuke Oya

**Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise**

*by*Masato Ubukata & Kosuke Oya

**The Effect from National Diversity on Team Production - Empirical Evidence from the Sports Industry**

*by*Leif Brandes & Egon Franck & Philipp Theiler

**Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model**

*by*Silvennoinen, Annastiina & Teräsvirta, Timo

**Statistique appliquée à la Gestion (8e éd.)**

*by*Giard, Vincent

**GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses**

*by*Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron

**Assessment of different approaches to implementation of the IPPC Directive and their impacts on competitiveness : some evidence from the steel and glass industry ; study on behalf of the European Commission, DG Environment**

*by*Tilmann Rave & Ursula Triebswetter

**Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama**

*by*Turhan KORKMAZ & Emrah İsmail ÇELİK

**Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması**

*by*Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ

**Pruebas de comportamiento caótico en índices bursátiles americanos**

*by*Parisi, Franco & Espinosa, Christian & Parisi, Antonino

**La infraestructura y el crecimiento económico en México**

*by*Noriega, Antonio & Fontenla, Matías

**Dependence of stock returns in bull and bear markets**

*by*Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich

**Testing large-dimensional correlation**

*by*Arnold, Matthias & Weißbach, Rafael

**A robust bootstrap approach to the Hausman test in stationary panel data models**

*by*Herwartz, Helmut & Neumann, Michael H.

**A new approach to bootstrap inference in functional coefficient models**

*by*Herwartz, Helmut & Xu, Fang

**Does Benford's law hold in economic research and forecasting?**

*by*Günnel, Stefan & Tödter, Karl-Heinz

**A note on the coefficient of determination in regression models with infinite-variance variables**

*by*Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol

**Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence**

*by*Giulietti, Monica & Otero, Jesus & Smith, Jeremy

**Wages and Weight in Europe: Evidence using Quantile Regression Model**

*by*Vincenzo Atella & Noemi Pace & Daniela Vuri

**General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic**

*by*Qian Chen & David E. Giles

**On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty**

*by*Judith A. Clarke

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Francesco Audrino & Fabio Trojani

**What Model for Entry in First-Price Auctions? A Nonparametric Approach**

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

**Nonparametric Inferences on Conditional Quantile Processes**

*by*Chuan Goh

**A Method of Moments Estimator of Tail Dependence**

*by*Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J.

**The Spatial Distribution of Economic Activities in Italy**

*by*Laura de Dominicis & Giuseppe Arbia & Henri L.F. de Groot

**The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment**

*by*Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot

**Small sample power of tests of normality when the alternative is an alpha-stable distribution**

*by*John C. Frain

**On the distributional properties of household consumption expenditures. The case of Italy**

*by*Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso

**Causality in Quantiles and Dynamic Stock Return-Volume Relations**

*by*Chia-Chang Chuang & Chung-Ming Kuan & Hsin-yi Lin

**ARMA Sieve bootstrap unit root tests**

*by*Patrick Richard

**A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models**

*by*Arnab Bhattacharjee

**Testing a DSGE model of the EU using indirect inference**

*by*David Meenagh & Patrick Minford & Michael Wickensy

**Testing for Persistence in the Error Component Model:A One-Sided Approach**

*by*Walter Sosa Escudero

**Comparing Distributions: The Harmonic Mass Index: Extension to m Samples**

*by*Wagenvoort, Rien

**On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models**

*by*Gabriele Fiorentini & Enrique Sentana

**We derive general distribution tests based on the method of Maximum Entropy density**

*by*Thanasis Stengos & Ximing Wu†

**Forecasting stock market volatility conditional on macroeconomic conditions**

*by*Ralf Becker & Adam Clements

**Are combination forecasts of S&P 500 volatility statistically superior?**

*by*Ralf Becker & Adam Clements

**Does implied volatility reflect a wider information set than econometric forecasts?**

*by*Ralf Becker & Adam Clements & James Curchin

**Boosting Estimation of RBF Neural Networks for Dependent Data**

*by*George Kapetanios & Andrew P. Blake

**Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence**

*by*George Kapetanios & Zacharias Psaradakis

**Bootstrap Hypothesis Testing**

*by*James G. MacKinnon

**Covariance-based orthogonality tests for regressors with unknown persistence**

*by*Alex Maynard & Katsumi Shimotsu

**The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test**

*by*Jeong, Jinook & Yoon, Byung

**Asymptotic and bootstrap properties of rank regressions**

*by*Subbotin, Viktor

**Modelling procurement effects on cooperation**

*by*Eriksson, Per-Erik & Pesämaa, Ossi

**Development of relationships in interorganizational networks: studies in the tourism and construction industries**

*by*Pesämaa, Ossi

**It’s all about Trust and Loyalty: Partner Selection Mechanisms in Tourism Networks**

*by*Pesämaa, Ossi & Örtqvist, Daniel & Hair Jr, Josph F

**Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange**

*by*Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu

**Comparison of time series with unequal length**

*by*Caiado, Jorge & Crato, Nuno & Peña, Daniel

**Banking crises and nonlinear linkages between credit and output**

*by*Serwa, Dobromił

**Spurious Instrumental Variables**

*by*Ventosa-Santaulària, Daniel

**Spurious Regression and Trending Variables**

*by*Noriega, Antonio E. & Ventosa-Santaulària, Daniel

**Regional consumption inequalities in Jordan: Empirical study**

*by*Shahateet, Mohammed & Al-Tayyeb, Saud

**With or Without U? - The appropriate test for a U shaped relationship**

*by*Lind, Jo Thori & Mehlum, Halvor

**A Multivariate Causality Analysis of Export and Growth for Turkey**

*by*Halicioglu, Ferda

**The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001**

*by*Travaglini, Guido

**Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno**

*by*Espinosa Méndez, Christian

**Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market**

*by*Joshi, Nayan & Bhattarai, Ram Chandra

**Testing for a common latent variable in a linear regression**

*by*Wittenberg, Martin

**Sex discrimination within the Romanian labor market – Myth or reallity?**

*by*Turturean, Ciprian Ionel & Chirila, Ciprian & Chirila, Viorica

**Bayes, Neyman and Neyman-Bayes Inference for Queueing Systems**

*by*Ciuiu, Daniel

**China's Regional Convergence in Panels with Multiple Structural Breaks**

*by*Matsuki, Takashi & Usami, Ryoichi

**Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan**

*by*Faheem Jehangir Khan & Yaser Javed

**Do Voters Vote Ideologically?, Third Version**

*by*Arianna Degan & Antonio Merlo

**Testing Conditional Independence via Rosenblatt Transforms**

*by*Kyungchul Song

**Geography and Industry Meets Venture Capital**

*by*Yochanan Shachmurove

**The Impacts of Shopbots on Online Consumer Search**

*by*Jie Jennifer Zhang & Bing Jing

**Standards Competition In The Presence Of Digital Conversion Technology: An Empirical Analysis Of The Flash Memory Card Market**

*by*Charles Z. Liu & Chris F. Kemerer & Michael D. Smith

**Do Voters Vote Sincerely?**

*by*Arianna Degan & Antonio Merlo

**Bootstrap-Based Improvements for Inference with Clustered Errors**

*by*A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller

**Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security**

*by*Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small

**Semiparametric estimation of the dependence parameter of the error terms in multivariate regression**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**Effet peso : présentation théorique et application à la politique monétaire**

*by*Nicolas Million

**Change in persistence tests for panels**

*by*Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano

**A Panel-CADF Test for Unit Roots**

*by*Costantini, Mauro & Lupi, Claudio & Popp, Stephan

**Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews**

*by*J.G. Hirschberg & J. N. Lye

**Conceptual Frameworks and Experimental Design in Simultaneous Equations**

*by*C.L. Skeels

**A Reinterpretation of Interactions in Regressions**

*by*J. Hirschberg & J. Lye

**On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling**

*by*Riccardo Borgoni & Piero Quatto

**Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment**

*by*Carlos A. Flores

**Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Testing For Restricted Stochastic Dominances: Some Further Results**

*by*Russell Davidson

**Wild Bootstrap Tests For Iv Regression**

*by*Russell Davidson & James G. MacKinnon

**Bootstrapping Econometric Models**

*by*Russell Davidson

**A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances**

*by*Badi H. Baltagi & Peter Egger & Michael Pfaffermayr

**A Monte Carlo Study of Efficiency Estimates from Frontier Models**

*by*William C. Horrace & Seth O. Richards

**Testing for Instability in Factor Structure of Yield Curves**

*by*Dennis Philip & Chihwa Kao & Giovanni Urga

**Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective**

*by*BAUMONT, Catherine

**Can Baumol's Model of Unbalanced Growth Contribute to Explaining the Secular Rise in Health Care Expenditure? An Alternative Test**

*by*Jochen Hartwig

**Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations**

*by*Nadine Chlass & Jens J. Krueger

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

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

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

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

**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas

**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**

*by*Cheng Hsiao & M. Hashem Pesaran & Andreas Pick

**Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit**

*by*Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre

**Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

**Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process**

*by*Daisuke Nagakura

**The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study**

*by*Wagner, Martin & Hlouskova, Jaroslava

**Instrumental variable estimation with heteroskedasticity and many instruments**

*by*Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson

**The weak instrument problem of the system GMM estimator in dynamic panel data models**

*by*Maurice Bun & Frank Windmeijer

**Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative**

*by*Joel Horowitz & Sokbae 'Simon' Lee

**Testing Distributional Assumptions: A GMM Approach**

*by*Bontemps, Christian & Meddahi, Nour

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Conditional Complexity of Compression for Authorship Attribution**

*by*Mikhail B. Malyutov & Chammi I. Wickramasinghe & Sufeng Li

**A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models**

*by*Kazuhiko Hayakawa

**The trade off between time and money: Is there a difference between real and hypothetical choices?**

*by*Isacsson, Gunnar

**With or Without U? The appropriate test for a U shaped relationship**

*by*Lind, Jo Thori & Mehlum, Halvor

**The choice between two hypothesis tests**

*by*Ruist, Erik

**Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model**

*by*Nakatani, Tomoaki & Teräsvirta, Timo

**Testing for a break in persistence under long-range dependencies**

*by*Sibbertsen, Philipp & Kruse, Robinson

**Can we distinguish between common nonlinear time series models and long memory?**

*by*Kuswanto, Heri & Sibbertsen, Philipp

**Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income**

*by*Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod

**Euro Area Inflation: Aggregation Bias and Convergence**

*by*Joseph P. Byrne & Norbert Fiess

**A nonlinear panel unit root test under cross section dependence**

*by*Mario Cerrato & Christian De Peretti & Nick Sarantis

**Volatility, Financial Development and the Natural Resource Curse**

*by*Frederick van der Ploeg & Steven Poelhekke

**How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing**

*by*Karl H. Schlag

**Inference about realized volatility using infill subsampling**

*by*Ilze Kalnina & Oliver Linton

**A Multivariate Causality Analysis of Export and Growth for Turkey**

*by*Ferda Halicioglu

**Inference in the Presence of Stochastic and Deterministic Trends**

*by*Chevillon, Guillaume

**Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan**

*by*Faheem Jehangir Khan & Yaser Javed

**Government Outlays, Economic Growth and Unemployment: A VAR Model**

*by*Burton A. Abrams & Siyan Wang

**The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects**

*by*Vallin, Philippe & Bourbonnais, Régis

**A Note on the Use of R-squared in Model Selection**

*by*Alfredo A. Romero

**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**

*by*Donald W.K. Andrews & Gustavo Soares

**Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities**

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

**Applications of Subsampling, Hybrid, and Size-Correction Methods**

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

**Hybrid and Size-Corrected Subsample Methods**

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

**The Limit of Finite-Sample Size and a Problem with Subsampling**

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

**The Limit of Finite-Sample Size and a Problem with Subsampling**

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

**Cognition and Strategy: A Deliberation Experiment**

*by*Eric Dickson & Catherine Hafer & Dimitri Landa

**Volatility, Financial Development and the Natural Resource Curse**

*by*Poelhekke, Steven & van der Ploeg, Frederick

**Do Voters Vote Sincerely?**

*by*Degan, Arianna & Merlo, Antonio

**Simulation based Bayesian econometric inference: principles and some recent computational advances**

*by*HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

**On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models**

*by*Enrique Sentana & Gabriele Fiorentini

**Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs**

*by*Pierre Bajgrowicz & Olivier Scaillet

**Inference about Realized Volatility using Infill Subsampling**

*by*Ilze Kalnina & Oliver Linton

**Testing a model of the UK by the method of indirect inference**

*by*Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David

**Discriminating mean and variance shifts**

*by*Carlos Santos

**Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling**

*by*Carlos Santos & Maria Alberta Oliveira

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

*by*Pesaran, M.H. & Smit, L.V. & Yamagata, T.

**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**

*by*Hsiao, C. & Pesaran, M.H. & Pick, A.

**Tests of time-invariance**

*by*Busettti, F. & Harvey, A.

**Tests of time-invariance**

*by*Busettti, F. & Harvey, A.

**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

*by*Maurice J.G. Bun & Frank Windmeijer

**Micro versus Macro Cointegration in Heterogeneous Panels**

*by*Lorenzo Trapani & Giovanni Urga

**Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Optimality Tests for Multi-Horizon Forecasts**

*by*Carlos Capistrán

**Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience**

*by*Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega

**Using the HEGY Procedure When Not All Roots Are Present**

*by*Tomas del Barrio Castro

**Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics**

*by*Luca FANELLI & Giulio PALOMBA

**A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models**

*by*Mark Podolskij & Daniel Ziggel

**Risk, Jumps, and Diversification**

*by*Tim Bollerslev & Tzuo Hann Law & George Tauchen

**Die Qualität von Berufsakademien aus Unternehmenssicht - eine empirische Untersuchung**

*by*Naujoks, Petra

**La persistance des ecarts de richesse au sein de leurope elargie: lapport de leconometrie des panels heterogenes non-stationnaires**

*by*Anna Tykhonenko

**Agreement measure in two faculty classifications**

*by*Luis Nava Puente & Surendra P. Sinha

**Is Health Care Expenditure Really a Luxury Good? Re-assessment and New Evidence Based on OECD Data**

*by*Vincenzo Atella & Giorgia Marini

**The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects**

*by*Bourbonnais, R. & Vallin, Ph.

**The Statistical Analysis of finding Optium Ratio between Real Aircraft and Simulator Flights: an application to army aviation**

*by*Altinok, Taner & Lafci, Aydin & Ersoz, Filiz

**Bootstrapping econometric models (in Russian)**

*by*Russell Davidson

**Testing the weak form of efficient market hypothesis for the czech stock market**

*by*Tran Van Quang

**Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones**

*by*Glynn, John & Perera, Nelson

**El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral**

*by*Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

**Inflation Convergence and Divergence within the European Monetary Union**

*by*Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti

**Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study**

*by*Anup Kumar Bhandari & Pradip Maiti

**Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española**

*by*Helena Chuliá & Hipòlit Torró

**Seasonally and Fractionally Differenced Time Series**

*by*Katayama, Naoya

**Testing for Model Selection in Predicting Aggregate Variables**

*by*Giacomo Sbrana

**Using All Observations when Forecasting under Structural Breaks**

*by*Stanislav Anatolyev & Victor Kitov

**The Impact of Macroeconomic News on Exchange Rate Volatility**

*by*Helinä Laakkonen

**Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model**

*by*JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank

**Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001**

*by*SANTOS, Carlos & OLIVEIRA, Maria Alberta

**El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral**

*by*María Isabel Restrepo & Diana Constanza Restrepo

**The Impact of Stock Spam on Volumes**

*by*Taoufik Bouraoui

**Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?**

*by*Agostinho S. Rosa

**Stochastic unit-root bilinear processes**

*by*Christian Francq & Svetlana Makarova & Jean-Michel ZakoÃ¯an

**Monotonic Power in tests for structural change in the mean based on orthonormal series filtering**

*by*Elena Andreou

**Evaluating the Predictive Abilities of Semiparametric Multivariate Models**

*by*Valentyn Panchenko

**Analysis of Regime Switching Behaviour of Indian Stock Markets**

*by*Arnab Kumar Laha

**Spurious regression and econometric trends**

*by*Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-SantaulÃ ria & School of Economics, University of Guanajuato

**Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated**

*by*Jönsson, Kristian

**Panel Cointegration and the Neutrality of Money**

*by*Westerlund, Joakim & Costantini, Mauro

**Simple Tests for Cointegration in Dependent Panels with Structural Breaks**

*by*Westerlund, Joakim & Edgerton, David

**New Improved Tests for Cointegration with Structural Breaks**

*by*Westerlund, Joakim & Edgerton , David

**Information-Theoretic Distribution Test with Application to Normality**

*by*Thanasis Stengos & Ximing Wu

**Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process**

*by*Ai Deng Author-X-Name-First: Ai

**Panel Data Evidence on the Demand for Money**

*by*Serletis, Apostolos & Vaccaro, Jason

**Selection Procedures for Economics**

*by*William C. Horrace

**Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?**

*by*Olivier Roodenburg & Ard H.J. den Reijer

**Human capital and successful academic spin-off**

*by*Müller, Bettina

**Country Default Probabilities: Assessing and Backtesting**

*by*Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander

**For Which Countries did PPP hold? A Multiple Testing Approach**

*by*Hanck, Christoph

**Are PPP Tests Erratically Behaved? Some Panel Evidence**

*by*Caporale, Guglielmo Maria & Hanck, Christoph

**Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration**

*by*Herwartz, Helmut & Xu, Fang

**Forecast Encompassing Tests and Probability Forecasts**

*by*Clements, Michael P & Harvey, David I

**Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence**

*by*Giulietti, Monica & Otero, Jesús & Smith, Jeremy

**Testing for stationarity in heterogeneous panel data in the presence of cross section dependence**

*by*Giulietti, Monica & Otero, Jesus & Smith, Jeremy

**A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models**

*by*P. Siklos, W. Enders & B. Falk

**Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration**

*by*Manolis Syllignakis & Georgios Kouretas

**The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data**

*by*David E. A. Giles

**Benford's Law and Psychological Barriers in Certain eBay Auctions**

*by*Ocean Fan Lu & David E. A. Giles

**Spurious Regressions With Time-Series data: Further Asymptotic Results**

*by*David E. A. Giles

**Output fluctuations persistence: Do cyclical shocks matter?**

*by*Silvestro Di Sanzo

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005**

*by*Harvie, Charles & Pahlavani, Mosayeb

**Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models**

*by*Harvie, Charles & Pahlavani, Mosayeb

**Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test**

*by*Jayanthakumaran, Kankesu & Pahlavani, Mosayeb

**Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test**

*by*Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman

**Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances**

*by*He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P.

**Joint Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

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

*by*Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B.

**Goodness-of-Fit Tests in Nonparametric Regression**

*by*Einmahl, J.H.J. & van Keilegom, I.

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

*by*Drost, F.C. & van den Akker, R. & Werker, B.J.M.

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

*by*Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P.

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

*by*Drost, F.C. & van den Akker, R. & Werker, B.J.M.

**Tests for Independence in Nonparametric Regression**

*by*Einmahl, J.H.J. & van Keilegom, I.

**Policy impacts on Vietnam stock markets: a case of anomalies and disequilibria 2000-2006**

*by*André Farber & Van Nam Nguyen & Quan Hoang Vuong

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

*by*Kyoo il Kim

**Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix**

*by*Wei-Ming Lee & Chung-Ming Kuan

**Improved HAC Covariance Matrix Estimation Based on Forecast Errors**

*by*Chung-Ming Kuan & Yu-Wei Hsieh

**A Consistent Model Specification Test with Mixed Discrete and Continuous Data**

*by*Cheng Hsiao & Qi Li & Jeff Racine

**Inference in GARCH when some coefficients are equal to zero**

*by*Christian Francq & Jean-Michel ZakoÃ¯an

**Breaking trend panel unit root tests**

*by*Pui Sun Tam & University of Macau

**GMM Based Tests for Locally Misspecified Models**

*by*Walter Sosa Escudero & Anil K. Bera

**Marginal Effects and Significance Testing with Heckman’s Sample Selection Model: A Methodological Note**

*by*Colin Vance

**Learning and Model Validation**

*by*In-Koo Cho & Kenneth Kasa

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

*by*Bonnet, C. & Dubois, P. & Simioni, M.

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

*by*Hugo Kruiniger

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

*by*Richard T. Baillie & George Kapetanios

**Panels with Nonstationary Multifactor Error Structures**

*by*George Kapetanios & M. Hashem Pesaran & Takashi Yamagata

**GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data**

*by*Hugo Kruiniger

**Simple (but effective) tests of long memory versus structural breaks**

*by*Katsumi Shimotsu

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Inference via kernel smoothing of bootstrap P values**

*by*Jeff Racine & James G. MacKinnon

**Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap**

*by*Russell Davidson & James G. MacKinnon

**Bootstrap Methods in Econometrics**

*by*James G. MacKinnon

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

*by*Russell Davidson & James G. MacKinnon

**Applications of the Fast Double Bootstrap**

*by*James G. MacKinnon

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

*by*Jeong, Jinook & Kang, Byunguk

**Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models**

*by*Jeong, Jinook

**More than friendship is required : an empirical test of cooperative firm strategies**

*by*Pesämaa, Ossi & Hair Jr, Joseph F

**The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation**

*by*Pötscher, Benedikt M.

**The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion**

*by*Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Aggarwal, Raj

**Inflation and Breaks: the validity of the Dickey-Fuller test**

*by*Ventosa-Santaularària, Daniel & Gómez, Manuel

**How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys**

*by*Shahateet, Mohammed

**The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model**

*by*Barnett, William A. & Usui, Ikuyasu

**Testing long-run neutrality of money: evidence from Malaysian stock market**

*by*Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping

**Income convergence: fresh evidence from the Nordic countries**

*by*Liew, Venus Khim-Sen & Ahmad, Yusuf

**Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?**

*by*Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus

**The Empirical Saddlepoint Approximation for GMM Estimators**

*by*Sowell, Fallaw

**Testing long-run monetary neutrality in Malaysia: Revisiting divisia money**

*by*Puah, Chin-Hong & Habibullah, Muzafar Shah & Lau, Evan & Abu Mansor, Shazali

**Ethnocentrism and Internal Compensation Structuring: An Experimental Examination of Point Factor Job Evaluation**

*by*Martin, Daniel & Wiley, Donna & Legree, Peter

**The Direction of Causality between Health Spending and GDP: The Case of Pakistan**

*by*Haider, Adnan & Butt, M. Sabihuddin

**Do Voters Vote Sincerely? Second Version**

*by*Arianna Degan & Antonio Merlo

**Do Voters Vote Sincerely?**

*by*Arianna Degan & Antonio Merlo

**Learning to Forgive**

*by*Thomas Norman

**The Persistence and Predictive Power of the Dividend-Price Ratio**

*by*Cheolbeom Park

**Maternal smoking during pregnancy and birthweight - A propensity score matching approach**

*by*Paula Veiga & Ronald P. Wilder

**Testing Portfolio Efficiency with Conditioning Information**

*by*Wayne E. Ferson & Andrew F. Siegel

**Robust Inference with Multi-way Clustering**

*by*A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller

**Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression**

*by*James H. Stock & Mark W. Watson

**Exploring the CDS-Bond Basis**

*by*Jan De Wit

**Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul**

*by*Qin Xiao & Randolph Gee Kwang Tan

**Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles**

*by*Qin Xiao & Randolph Gee Kwang Tan

**Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity**

*by*Azhong Ye & Rob J Hyndman & Zinai Li

**Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations**

*by*Giovanni Forchini

**Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain**

*by*Nicolas Million

**Survival on the Titantic: Illustrating Wald and LM Tests for Proportions and Logits**

*by*Robert Dixon & William Griffiths

**The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling**

*by*Piero Quatto & Riccardo Borgoni

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

*by*Marzio Galeotti & Matteo Manera & Alessandro Lanza

**Moments Of Iv And Jive Estimators**

*by*Russell Davidson & James MacKinnon

**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**

*by*Russell Davidson & James MacKinnon

**Testing For Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots**

*by*Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis

**Random effects and Spatial Autocorrelations with Equal Weights**

*by*Badi H. Baltagi

**Inter-Industry Gender Wage Gaps by Knowledge Intensity: Discrimination and Technology in Korea**

*by*William C. Horrace & Beyza P. Ural & Jin Hwa Jung

**Identifying Technically Efficient Fishing Vessels: A Non-Empty, Minimal Subset Approach**

*by*Alfonso Flores-Lagunes & William C. Horrace & Kurt E. Schnier

**DAD: a Software for Poverty and Distributive Analysis**

*by*Abdelkrim Araar & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**What Drives Health Care Expenditure? Baumol’s Model of ‘Unbalanced Growth’ Revisited**

*by*Jochen Hartwig

**Human Capital and Successful Academic Spin-Off**

*by*Bettina Müller

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

*by*Laurens Cherchye & Bram De Rock & Frederic Vermeulen

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

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**Panels with Nonstationary Multifactor Error Structures**

*by*Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi

**Panels with Nonstationary Multifactor Error Structures**

*by*George Kapetanios & M. Hashem Pesaran & Takashi Yamagata

**Testing Dependence among Serially Correlated Multi-Category Variables**

*by*Pesaran, M. Hashem & Timmermann, Allan

**Testing Dependence among Serially Correlated Multi-Category Variables**

*by*M. Hashem Pesaran & Allan Timmermann

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

*by*Davidson, Russell & Duclos, Jean-Yves

**A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models**

*by*Alicia Pérez Alonso

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Ranking Inequality: Applications of Multivariate Subset Selection**

*by*William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding

**The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?**

*by*Wagner, Martin

**Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems**

*by*Müller-Fürstenberger, Georg & Wagner, Martin

**Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities**

*by*Adam Rosen

**GMM for panel count data models**

*by*Frank Windmeijer

**Simulation based selection of competing structural econometric models**

*by*Tong Li

**Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

*by*Carsten Trenkler

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

*by*Eiji Kurozumi & Yoichi Arai

**A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples**

*by*Hiroaki Chigira & Taku Yamamoto

**Forcasting in large cointegrated processes**

*by*Hiroaki Chigira & Taku Yamamoto

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

*by*Hiroaki Chigira & Taku Yamamoto

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

*by*Sugita, Katsuhiro

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

*by*Simonsen, Ola

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

*by*Simonsen, Ola

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

*by*Chen, Jing & Chollete, Lorán

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Should We Trust Hypothetical Referenda? Test and Identification Problems**

*by*Carlsson, Fredrik & Johansson-Stenman, Olof

**The stability of electricity prices: estimation and inference of the Lyapunov exponents**

*by*Bask , Mikael & Liu , Tung & Widerberg , Anna

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

*by*Joseph P. Byrne & Roger Perman

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

*by*Gauri Khanna

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

*by*Marzio Galeotti & Matteo Manera & Alessandro Lanza

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

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

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

*by*Karl H. Schlag

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

*by*T. Brenner

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

*by*Thomas Brenner

**Forecasting high-frequency electricity demand with a diffusion index model**

*by*Rotger, G.P. & Franses, Ph.H.B.F.

**Estimating quadratic variation consistently in the presence of correlated measurement error**

*by*Ilze Kalnina & Oliver Linton

**Are there Monday effects in stock returns: a stochastic dominance approach**

*by*Young-Hyun Cho & Oliver Linton & Yoon-Jae Whang

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Consumer Response to Seasonal Clearance Sales: Experimental Analysis of Consumer Personality Traits in Self Service Stores**

*by*Rajagopal

**A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

*by*Choi, Hwan-sik & Kiefer, Nicholas M.

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

*by*Kyoo il Kim

**Meta-Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection**

*by*T.D. Stanley

**Publication Bias in Minimum-Wage Research? Card and Krueger Redux**

*by*T.D. Stanley & Chris Doucouliagous

**Rank Tests for Instrumental Variables Regression with Weak Instruments**

*by*Donald W.K. Andrews & Gustavo Soares

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

*by*Nikolaos Giannellis & Athanasios Papadopoulos

**Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets**

*by*Bonnet, Céline & Dubois, Pierre & Simioni, Michel

**Challenges and Opportunities for Resource Rich Economies**

*by*van der Ploeg, Frederick

**Selecting Copulas for Risk Management**

*by*Koedijk, Kees & Kole, Erik & Verbeek, Marno

**L'économie expérimentale pour l'analyse de modifications au système centralisé de vente du quota laitier au Québec**

*by*Maurice Doyon & Lota Dabio Tamini & Virginie Simard & Kent Messer & Harry M. Kaiser

**Testing For Equality Between Two Copulas**

*by*Bruno Rémillard & Olivier Scaillet

**Robust Subsampling**

*by*Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani

**Tests in contingency tables as regression tests**

*by*Stanislav Anatolyev & Grigory Kosenok

**Nonparametric retrospection and monitoring of predictability of financial returns**

*by*Stanislav Anatolyev

**Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?**

*by*Guglielmo Maria Caporale & Christoph Hanck

**Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError**

*by*Ilze Kalnina & Oliver Linton

**Macroeconomic Instability in the European Monetary System?**

*by*Amalia Morales Zumaquero & Simón Sosvilla Rivero

**Bootstrap-Based Improvements for Inference with Clustered Errors**

*by*Doug Miller & A. Colin Cameron & Jonah B. Gelbach

**Panels with Nonstationary Multifactor Error Structures**

*by*Kapetanios, G. & Pesaran, M.H. & Yamagata, T.

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

*by*Pesaran, M.H. & Timmermann, A.

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

*by*Pesaran, M.H. & Ullah, A. & Yamagata. T.

**The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent**

*by*Mikael Bask & Tung Liu & Anna Widerberg

**Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy**

*by*Tung Liu & Courtenay Cliff Stone

**GMM for panel count data models**

*by*Frank Windmeijer

**Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models**

*by*Alois Kneip & Léopold Simar & Paul W. Wilson

**Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area**

*by*De Bandt. O. & Bruneau, C. & Flageollet, B.

**Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks**

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

**Detecting Jumps in High-Frequency Financial Series Using Multipower Variation**

*by*Carla Ysusi

**Spurious Regression and Econometric Trends**

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

**Forecasting Canadian Time Series with the New Keynesian Model**

*by*Ali Dib & Mohamed Gammoudi & Kevin Moran

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

*by*Jean-Marie Dufour & David Tessier

**Testing for multicointegration in panel data with common factors**

*by*Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre

**Bootstrapping pairs in Distance-Based Regression**

*by*Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

**On determining the importance of a regressor with small and undersized samples**

*by*Peter Sandholt Jensen & Allan H. Würtz

**A Note on the Vogelsang Test for Additive Outliers**

*by*Niels Haldrup & Andreu Sansó

**Gauss procedure to compute the LMZ test for Zipf's law**

*by*Urzúa, Carlos M.

**Gauss procedure to compute the ALMP test for multivariate normality**

*by*Urzúa, Carlos M.

**Gauss procedure to compute the ALM test for normality**

*by*Urzúa, Carlos M.

**A semiparametric assessment of export-led growth in the Philippines**

*by*Lorna E. Amrinto & Hector O. Zapata

**Nelinearităţi în convergenţa reală**

*by*Micu Marian

**Inflation persistence in Belgium**

*by*M. Collin

**Az ártranszmisszió és az árak aszimmetrikus alakulása Magyarország tejvertikumában**

*by*Tóth, József & Popovics, Péter András

**Testing for Nonlinear Granger Causality in the Price-Volume Relations of Taiwan's Stock and Foreign Exchange Markets**

*by*Shyh-Wei Chen & Chun-Wei Chen

**A Non-Parametric Test of the Conditional CAPM for the Mexican Economy**

*by*Jorge H. del Castillo-Spíndola

**Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test**

*by*Jayanthakumaran, K. & Pahlavani, M.

**Droit, gouvernance d’entreprise et structure du système financier:une analyse économétrique du cas français (1980-2004)**

*by*Afef Boughanmi & Bruno Deffains

**Real Interest Rate Parity: Evidence from Industrialized Countries**

*by*Salah A. Nusair

**Asset Pricing Simultaneities: Phases and Patterns**

*by*Robert D. Coleman

**¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005**

*by*María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

**On the distributional effects of income in an aggregate consumption relation**

*by*Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine

**Testing for Panel Cointegration with Multiple Structural Breaks**

*by*Westerlund, Joakim

**Testing for Error Correction in Panel Data**

*by*Westerlund, Joakim

**Panel Cointegration Tests of the Fisher Hypothesis**

*by*Westerlund, Joakim

**New Simple Tests for Panel Cointegration**

*by*Westerlund, Joakim

**Simulation-based finite-sample linearity test against smooth transition models**

*by*González, Andrés & Teräsvirta, Timo

**Avoiding Data Snooping in Multilevel and Mixed Effects Models**

*by*David Afshartous & Michael Wolf

**Formalized Data Snooping Based on Generalized Error Rates**

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

**Steht der deutsche Aktienmarkt unter politischem Einfluss?**

*by*Gottschalk, Katrin & Bohl, Martin T.

**International Patent Pattern and Technology Diffusion**

*by*Hafner, Kurt A.

**Unit roots and cointegration in panels**

*by*Breitung, Jörg & Pesaran, Mohammad Hashem

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

*by*Tomaso Duso & Klaus Gugler & Burcin Yurtoglu

**Exploring the Carbon Kuznets Hypothesis**

*by*Georg Muller-Furstenberger & Martin Wagner & Benito Muller

**Trade balance and terms of trade in U.S.: a time-scale decomposition analysis**

*by*Luca De Benedictis & Marco Gallegati

**A Note On Income Converge Effects In Regional Integration Agreements**

*by*Fabrizio Carmignani

**Can the SupLR test discriminate between different switching**

*by*CHARFEDDINE Lanouar

**Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange**

*by*Dimitris Kenourgios & Aristeidis Samitas

**Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets**

*by*Tibor Neugebauer & Javier Perote

**Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders**

*by*Tibor Neugebauer

**Sound and Fury: McCloskey and Significance Testing in Economics**

*by*Kevin D. Hoover & Mark V. Siegler

**Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe**

*by*Pierangelo De Pace

**Robustness or Efficiency, A Test to Solve the Dilemma**

*by*Catherine Dehon & Marjorie Gassner & Vincenzo Verardi

**Parametric and semiparametric specification tests for binary choice models: a comparative simulation study**

*by*Isabel Proenca & Joao Santos Silva

**The Variance Ratio Statistic at large Horizons**

*by*Willa Chen & Rohit Deo

**Question de causalité entre développement réel et développement financier : Une notion encore embarrassée**

*by*Hamdi KHALFAOUI

**Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions**

*by*David E. Giles

**Testing for a Unit Root against Transitional Autoregressive Models**

*by*Joon Y. Park & Mototsugu Shintani

**On the Long-Run Variance Ratio Test for a Unit Root**

*by*Ye Cai & Mototsugu Shintani

**Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations**

*by*Annastiina Silvennoinen & Timo Teräsvirta

**Panel Smooth Transition Regression Models**

*by*Andres Gonzalez & Timo Terasvirta & Dick van Dijk

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Fabio Trojani & Francesco Audrino

**Testing I(1) against I(d) alternatives in the presence of deteministic components**

*by*Juan J. Dolado & Jesús Gonzalo & Laura Mayoral

**Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks**

*by*Laura Mayoral

**Further evidence on the statistical properties of real GNP**

*by*Laura Mayoral

**What is what?: A simple time-domain test of long-memory vs. structural breaks**

*by*Juan J. Dolado & Jesús Gonzalo & Laura Mayoral

**The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis**

*by*Sanidas, Elias

**The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks**

*by*Pahlavani, Mosayeb

**Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach**

*by*Pahlavani, Mosayeb

**Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test**

*by*Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb

**Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks**

*by*Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas

**Asset Restructuring and the Cost of Capital**

*by*D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J.

**A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?**

*by*Al-Zoubi, Haitham A. & Daal, Elton

**International Diversification with American Depository Receipts (ADRs)**

*by*Kabir, M. Humayun & Hassan, M. Kabir & Maroney, Neal C.

**An Analysis of the Corporate Cash Holding Decision**

*by*D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J.

**Basel Capital Requirements and Bank Credit Risk Taking In Developing Countries**

*by*Hussain, M. Ershad & Hassan, M. Kabir

**A Consistent Diagnostic Test for Regression Models Using Projections**

*by*Juan Carlos Escanciano

**On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions**

*by*Juan Carlos Escanciano

**Goodness-of-fit Tests for Linear and Non-linear Time Series Models**

*by*Juan Carlos Escanciano

**Food Protection for Sale**

*by*Rigoberto A. Lopez & Xenia Matschke

**Testing for Additive Outliers in Seasonally Integrated Time Series**

*by*Niels Haldrup & Antonio Montañés & Andreu Sansó

**The KPSS Test with Two Structural Breaks**

*by*Josep Lluís Carrion-i-Silvestre & Andreu Sansó

**Testing the Null of Cointegration with Structural Breaks**

*by*Josep Lluís Carrion-i-Silvestre & Andreu Sansó

**The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study**

*by*Jaroslava Hlouskova & Martin Wagner

**Comparing Distributions: The Harmonic Mass Index**

*by*Jeroen Hinloopen & Charles van Marrewijk

**Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis**

*by*Reza Anglingkusumo

**Stability of the Demand for Real Narrow Money in lndonesia**

*by*Reza Anglingkusumo

**Correcting for Primary Study Misspecifications in Meta-Analysis**

*by*Mark J. Koetse & Raymond J.G.M. Florax & Henri L.F. de Groot

**Why Frequency Matters for Unit Root Testing**

*by*H. Peter Boswijk & Franc Klaassen

**False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas**

*by*Olivier Scaillet & Laurent Barras & Russell R. Wermers

**Unit Roots and Cointegration in Panels**

*by*Jörg Breitung & M. Hashem Pesaran

**Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process**

*by*Cheng Hsiao & Siyan Wang

**Testing Slope Homogeneity in Large Panels**

*by*M. Hashem Pesaran & Takashi Yamagata

**The Long and the Short of It: Long Memory Regressors and Predictive Regressions**

*by*Aaron Smallwood; Alex Maynard; Mark Wohar

**Econométrie de la concurrence entre produits différenciés : théorie et méthodes empiriques**

*by*Bonnet, C.

**A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets**

*by*George Kapetanios

**Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling**

*by*Gonzalo Camba-Mendez & George Kapetanios

**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**

*by*George Kapetanios & M. Hashem Pesaran

**Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Choosing the Optimal Set of Instruments from Large Instrument Sets**

*by*George Kapetanios

**Testing for Neglected Nonlinearity in Long Memory Models**

*by*Richard T. Baillie & George Kapetanios

**ANOVA în cercetrările de marketing**

*by*Tomescu Dumitrescu, C.

**Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?**

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

**Non Linear Moving-Average Conditional Heteroskedasticity**

*by*Ventosa-Santaulària, Daniel & Mendoza V., Alfonso

**A complementary test for ADF test with an application to the exchange rates returns**

*by*Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng

**Convergencia Regional en México: Una Prueba de Cointegración en Precios**

*by*Cabrera-Castellanos, Luis F. & Lozano-Cortés, René

**Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos**

*by*Espinosa Méndez, Christian

**The Nepalese stock market: Efficiency and calendar anomalies**

*by*Joshi, Nayan & K.C, Fatta Bahadur

**East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests**

*by*Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw

**Sistemas de Gestão. Contabilidade e Finanças: Gestão Pública**

*by*Martins, J. Albuquerque

**Local and global rank tests for multivariate varying-coefficient models**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**On rank estimation in symmetric matrices: the case of indefinite matrix estimators**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**The Empirical Trap of Sign Reversals with Equality Restrictions**

*by*Stephen E. Haynes

**Downside Risk**

*by*Andrew Ang & Joseph Chen & Yuhang Xing

**Nonrenewable Resource Prices: Deterministic or Stochastic Trends?**

*by*Junsoo Lee & John A. List & Mark Strazicich

**Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral

**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc

**Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions**

*by*BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

*by*DUFOUR, Jean-Marie

**Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis**

*by*DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral

**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc

**Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions**

*by*BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda

**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

*by*DUFOUR, Jean-Marie

**Small Concentration Asymptotics and Instrumental Variables Inference**

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

**Some Properties of Tests for Possibly Unidentified Parameters**

*by*G. Forchini

**Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model**

*by*Giovanni Forchini

**Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant**

*by*Jahar L. Bhowmik & Maxwell L. King

**Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function**

*by*Jahar L. Bhowmik & Maxwell L. King

**Interactions in Regressions**

*by*J. Hirschberg & J. Lye

**Small Concentration Asymptotics and Instrumental Variables Inference**

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

**Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect**

*by*O.T. Henry & S. Suardi

**Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics**

*by*Olan T. Henry & Nilss Olekalns & Sandy Suardi

**A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators**

*by*E.Panopoulou

**Ranking Inequality: Applications of Multivariate Subset Selection**

*by*William C. Horrace & Joseph T. Marchand & Timothy M. Smeeding

**Le débat sur la croissance économique en Suisse Quelles conclusions ? (text in French)**

*by*Jean-Christian Lambelet & Claudio Sfreddo

**The Ill-Posed Problem in Growth Empirics**

*by*Peter Sandholt Jensen & Allan H. Würtz

**Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach**

*by*Alicia Pérez Alon & Silvestro Di Sanzo

**Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation**

*by*Kunst, Robert M.

**GMM with many weak moment conditions**

*by*Whitney Newey & Frank Windmeijer

**Local GEL methods for conditional moment restrictions**

*by*Richard Smith

**Efficient information theoretic inference for conditional moment restrictions**

*by*Richard Smith

**Unit roots: identification and testing in micro panels**

*by*Steve Bond & Céline Nauges & Frank Windmeijer

**Generalized empirical likelihood tests in time series models with potential identification failure**

*by*Patrik Guggenberger & Richard Smith

**A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)**

*by*Hiroaki Chigira

**Construction of Stationarity Tests with Less Size Distortions**

*by*Kurozumi, Eiji

**Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix**

*by*Kurozumi, Eiji & Arai, Yoichi

**Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Tests**

*by*Welz, Peter & Österholm, Pär

**An Empirical Model for Durations in Stocks**

*by*Simonsen, Ola

**Bayesian Inference of General Linear Restrictions on the Cointegration Space**

*by*Villani, Mattias

**Panel Cointegration Tests with Deterministic Trends and Structural Breaks**

*by*Westerlund, Joakim & Edgerton , David

**Pooled Unit Root Tests in Panels with a Common Factor**

*by*Westerlund, Joakim

**Panel Smooth Transition Regression Models**

*by*González, Andrés & Teräsvirta, Timo & van Dijk, Dick

**Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels**

*by*He, Changli & Sandberg, Rickard

**Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed**

*by*He, Changli & Sandberg, Rickard

**Dickey-Fuller Type of Tests against Nonlinear Dynamic Models**

*by*He, Changli & Sandberg, Rickard

**Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change**

*by*He, Changli & Sandberg, Rickard

**Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations**

*by*Silvennoinen, Annastiina & Teräsvirta, Timo

**The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated**

*by*Sibbertsen, Philipp & Krämer, Walter

**Tests of Bias in Log-Periodogram Regression**

*by*Davidson, James & Sibbertsen, Philipp

**Phillips-Perron-type unit root tests in the nonlinear ESTAR framework**

*by*Rothe, Christoph & Sibbertsen, Philipp

**International Patent Pattern and Technology Diffusion**

*by*Kurt A. Hafner

**False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas**

*by*Laurent BARRAS & Olivier SCAILLET & Russ WERMERS

**A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Testing for Stochastic Dominance Efficiency**

*by*Olivier Scaillet & Nikolas Topaloglou

**Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters**

*by*Olivier Scaillet

**A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives**

*by*Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet

**A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence**

*by*Olivier Scaillet

**Inflação e Défice Orçamental: Que Relação em Portugal?**

*by*Agostinho S. Rosa

**The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study**

*by*Jaroslava Hlouskova & Martin Wagner

**Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap**

*by*Myung Hwan Seo

**A smoothed least squares estimator for threshold regression models**

*by*Oliver Linton & Myunghwan Seo

**Nonstationary Nonlinear Heteroskedasticity in Regression**

*by*Park, Joon & Chung, Heetaik

**Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T**

*by*Chang, Yoosoon & Song, Wonho

**Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM**

*by*Franzoni, Francesco & Adrian, Tobias

**International Patent Pattern and Technology Diffusion**

*by*Kurt A. Hafner

**Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity**

*by*Seung Hyun Hong & Peter C. B. Phillips

**A New Approach to Robust Inference in Cointegration**

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

**Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood**

*by*Taisuke Otsu & Yoon-Jae Whang

**Inference with Weak Instruments**

*by*Donald W.K. Andrews & James H. Stock

**Randomized Sign Test for Dependent Observations on Discrete Choice under Risk**

*by*Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown

**Sign Tests for Dependent Observations and Bounds for Path-Dependent Options**

*by*Donald J. Brown & Rustam Ibragimov

**Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability**

*by*Lettau, Martin & van Nieuwerburgh, Stijn

**Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*Jean-Marie Dufour & Tarek Jouini

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin

**Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions**

*by*Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf

**Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics**

*by*Jean-Marie Dufour

**False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas**

*by*Laurent BARRAS & Olivier SCAILLET & Russ WERMERS

**Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap**

*by*Myunghwan Seo

**Unit Roots and Cointegration in Panels**

*by*Breitung, J. & Pesaran, M.H.

**On Testing Sample Selection Bias under the Multicollinearity Problem**

*by*Yamagata. T.

**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**

*by*Kapetanios, G. & Pesaran, M.H.

**Testing Slope Homogeneity in Large Panels**

*by*Pesaran, M.H. & Yamagata. T.

**On the Validity and Refinement of the Use of Rainfall as Instrument for Transitory Income**

*by*Surach Tanboon

**The Information Content of Implied Probabilities to Detect Structural Change**

*by*Alain Guay & Jean-Francois Lamarche

**A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000**

*by*Feng Zhu

**Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI**

*by*Bilke, L.

**Testing the Parametric Specification of the Diffusion Function in a Diffusion Process**

*by*Fuchun Li

**Higher Education and Convergence in France: 1964-2000**

*by*Valérie Canals & Claude Diebolt & Magali Jaoul

**Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data**

*by*Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó

**Improving Size and Power in Unit Root Testing**

*by*Niels Haldrup & Michael Jansson

**Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis**

*by*MATILLA-GARCÍA, M. & RODRÍGUEZ RUIZ, J.

**Some Misconceptions in Statistical Hypothesis Testing**

*by*Ching-Fan Chung

**Information Efficiency of Central Europe Stock Exchanges (in Czech)**

*by*Karel Diviš & Petr Teplý

**Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003**

*by*Pahlavani, M.

**Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test**

*by*VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M.

**Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003**

*by*Pahlavani, M.

**A Bootstrap Test for Conditional Symmetry**

*by*Liangjun Su & Sainan Jin

**Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo**

*by*Héctor Mauricio Nuñez Amortegui

**Sales Forecasting Using Artificial Neural Networks**

*by*Marusia Ivanova

**Random Walks in the Economic Dynamic Series**

*by*Asmaa Ahmed

**International evidence on monetary neutrality under broken trend stationary models**

*by*R. Velazquez & Noriega & A.

**Testing multivariate hypotheses with positive definite bilinear forms**

*by*Valentyn Panchenko & Cees Diks

**Modified Hiemstra-Jones Test for Granger Non-causality**

*by*Cees Diks & Valentyn Panchenko

**Rational Addiction with Optimal Inventories: Theory and Evidence from Cigarette Purchases in Japan**

*by*Junmin Wan

**Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors**

*by*Yongcheol Shin & Andy Snell

**Higher Order Expansions in the Weak Instrument Case**

*by*Gustavo Suarez & Marcelo J. Moreira & Jack R. Porter

**Testing Asset Pricing Model with Coskweness**

*by*Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini

**Testing Distributional Assumptions: A GMM Approach**

*by*N. MEDDAHI & C. BONTEMPS

**A Specification Test for Time Series Models by a Normality**

*by*Jin-Chuan Duan

**Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity**

*by*Byeongseon Seo

**On the inadmissibility of classical tests in unit-root-type situations**

*by*Werner Ploberger

**Martingale Tests of Value-at-Risk**

*by*Peter Christoffersen & Jeremy Berkowitz

**Admissible and Nonadmissible Test in Unit-Root-like Situations**

*by*Werner Ploberger

**Panel Unit Root Tests under Cross- sectional Dependence**

*by*Samarjit Das & Joerg Breitung

**Testing Unit Root Based on Partially Adaptive Estimation**

*by*Luiz Renato Lima & Zhijie Xiao

**Taking a New Contour: A Novel Approach to Panel Unit Root Tests**

*by*Yoosoon Chang

**End-of-Sample Conintegratio Breakdown Tests**

*by*Donald Andrews & Jae-Young Kim

**Smooth Test For Testing Equality Of Two Densities**

*by*Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh

**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments**

*by*Norman R. Swanson & John C. Chao

**Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics**

*by*Peter Schmidt & Antonio Alvarez & Christine Amsler

**Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression**

*by*jean-marie Dufour et Malika Neifar

**Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series**

*by*Rodney C Wolff & Adrian G Barnett

**The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated**

*by*Sibbertsen, Philipp & Krämer, Walter

**Jarque-Bera test and its competitors for testing normality: A power comparison**

*by*Thadewald, Thorsten & Büning, Herbert

**Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept**

*by*Knüppel, Malte

**Cross-section Regression with Common Shocks**

*by*Donald W.K. Andrews

**End-of-Sample Cointegration Breakdown Tests**

*by*Donald W.K. Andrews & Jae-Young Kim

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown

**Testing for Seasonal Unit Roots in Heterogeneous Panels**

*by*Otero, Jesus & Smith, Jeremy & Giulietti, Monica

**Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data**

*by*Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F

**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

*by*Jonathan B. Hill

**Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case**

*by*Christophe Godlewski

**Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application**

*by*Jonathan B. Hill

**Tests of seasonal integration and cointegration in multivariate unobserved component models**

*by*Fabio Busetti

**Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure**

*by*Elena Pesavento & Barbara Rossi

**On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates**

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

**Classifying the Markets Volatility with ARMA Distance Measures**

*by*Edoardo Otranto

**Consistent Model Specification Tests Against Smooth Transition Alternatives**

*by*Jonathan B. Hill

**Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach**

*by*Lauren Bin Dong

**The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach**

*by*Lauren Bin Dong

**No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)**

*by*David E. A. Giles

**An Empirical Likelihood Ratio Test for Normality in Linear Regression**

*by*Lauren Bin Dong & David E. A. Giles

**An Empirical Likelihood Ratio Test for Normality**

*by*Lauren Bin Dong & David E. A. Giles

**Model Checks Using Residual Marked Empirical Processes**

*by*Juan Carlos Escanciano

**The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?**

*by*Martin Wagner & Georg Müller-Fürstenberger

**A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions**

*by*Kalwij, A.S.

**Generalized Probability-Probability Plots**

*by*Mushkudiani, N.A. & Einmahl, J.H.J.

**Local Sensitivity and Diagnostic Tests**

*by*Magnus, J.R. & Vasnev, A.L.

**Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition**

*by*Einmahl, J.H.J. & de Haan, L.F.M. & Li, D.

**Analyses on Gold and US Dollar in Vietnam's Transitional Economy**

*by*Quan Hoang Vuong

**The Vietnam's Transition Economy and Its Fledgling Financial Markets: 1986-2003**

*by*Quan Hoang Vuong

**Random Coefficient Panel Data Models**

*by*Cheng Hsiao & M. Hashem Pesaran

**The Econometric Analysis of Microscopic Simulation Models**

*by*Youwei Li & Bas Donkers

**Test for long memory processes. A bootstrap approach**

*by*Pilar Grau-Carles

**National Specifities and Monetary-Policy Trasmission in Europe**

*by*Francesco Carlucci & Alessandro Girardi

**Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model**

*by*Frederique Bec & Melika Ben Salem & Marine Carrasco

**Chi-square Tests for Parameter Stability**

*by*Marine Carrasco

**On Testing for Diagonality of Large Dimensional Covariance Matrices**

*by*George Kapetanios

**A New Method for Determining the Number of Factors in Factor Models with Large Datasets**

*by*George Kapetanios

**How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP**

*by*Georgios Chortareas & George Kapetanios

**Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels**

*by*Georgios Chortareas & George Kapetanios

**Testing for Exogeneity in Nonlinear Threshold Models**

*by*George Kapetanios

**The Power of Bootstrap and Asymptotic Tests**

*by*Russell Davidson & James G. MacKinnon

**The Case Against JIVE**

*by*Russell Davidson & James G. MacKinnon

**Simulation-based Tests that Can Use Any Number of Simulations**

*by*Jeff Racine & James G. MacKinnon

**On the Fisher-Konieczny Index of Price Changes Synchronization**

*by*Daniel Dias & Carlos Robalo Marques & Pedro Duarte Neves & J.M.C.Santos Silva

**Nonlinearly testing for a unit root in the presence of a break in the mean**

*by*Gluschenko, Konstantin

**A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models**

*by*Bhattacharjee, Arnab

**On testing equality of distributions of technical efficiency scores**

*by*Simar, Leopold & Zelenyuk, Valentin

**Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002**

*by*Barumshah, Ahmad Zubaidi & Chan, Tze-Haw & Fountas, Stilianos

**A new distribution-based test of self-similarity**

*by*Bianchi, Sergio

**Une modalité d'éviter les tables des centiles dans la cas des régions de confiance et des tests statistiques**

*by*Ciuiu, Daniel

**Local rank tests in a multivariate nonparametric relationship**

*by*Natércia Fortuna

**Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?**

*by*Amir Shachmurove & Yochanan Shachmurove

**What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry**

*by*Emanuel Shachmurove & Yochanan Shachmurove

**The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies**

*by*Yochanan Shachmurove

**Optimal Inference in Regression Models with Nearly Integrated Regressors**

*by*Michael Jansson & Marcelo J. Moreira

**Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak**

*by*Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez

**Optimal Invariant Similar Tests for Instrumental Variables Regression**

*by*Donald W.K. Andrews & Marcelo Moreira & James H. Stock

**The Use of Predictive Regressions at Alternative Horizons in Finance and Economics**

*by*Nelson C. Mark & Donggyu Sul

**Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model**

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

**Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors**

*by*Xibin Zhang & Maxwell L. King

**Testing for Dependence in Non-Gaussian Time Series Data**

*by*B.P.M. McCabe & G.M. Martin & R.K. Freeland

**Testing for a Level Effect in Short-Term Interest Rates**

*by*Olan T. Henry & Sandy Suardi

**The evolution of the spatial and sectoral patterns in Ile-De-France over 1978-1997**

*by*GUILLAIN, Rachel & LE GALLO, Julie & BOITEUX-ORAIN, Céline

**On the Distributional Effects of Income in an Aggregate Consumption Relation**

*by*Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine

**General Diagnostic Tests for Cross Section Dependence in Panels**

*by*Pesaran, M. Hashem

**General Diagnostic Tests for Cross Section Dependence in Panels**

*by*Pesaran, M. Hashem

**Random Coefficient Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem

**Random Coefficient Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem

**On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates**

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

**Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence**

*by*Caporale, Guglielmo Maria & Pittis, Nikitas

**Two-Part Tariffs versus Linear Pricing between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets**

*by*Bonnet, Céline & Dubois, Pierre & Simioni, Michel

**Far Out on the Yield Curve**

*by*Alexius, Annika

**Misspecifications due to aggregation of data in models for journeys-to-work**

*by*Gitlesen, Jens Petter & Thorsen, Inge & Ubøe, Jan

**Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study**

*by*Eriksson , Åsa

**A smooth permanent surge process**

*by*González Gómez, Andrés

**The impact of macroeconomic news on exchange rate volatility**

*by*Laakkonen , Helinä

**Economic Research in the Czech Republic: Entering International Academic Market**

*by*František Turnovec

**Some Statistical Pitfalls In Copula Modeling For Financial Applications**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**Uma Estimação da Curva de Phillips para Portugal**

*by*Agostinho S. Rosa

**Properties of Recursive Trend-Adjusted Unit Root Tests**

*by*Paulo M. M. Rodrigues

**Testing for causality in variance in the presence of breaks**

*by*van Dijk, D.J.C. & Osborn, D.R. & Sensier, M.

**Testing for changes in volatility in heteroskedastic time series - a further examination**

*by*de Pooter, M.D. & van Dijk, D.J.C.

**A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models**

*by*Laura Serlenga & Yongcheol Shin & Andy Snell

**Testing for a Unit Root against Nonlinear STAR Models**

*by*George Kapetanios & Yongcheol Shin

**Testing for a Linear Unit Root against Nonlinear Threshold Stationarity**

*by*George Kapetanios & Yongcheol Shin

**Bounds Testing Approaches to the Analysis of Long Run Relationships**

*by*M Pesaran & Yongcheol Shin & Richard J Smith

**Structural analysis of vector error correction models exogenous i(1) variables**

*by*M Pesaran & R Smith & Yongcheol Shin

**GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks**

*by*George Kapetanios & Yongcheol Shin

**Mean Group Tests for Stationarity in Heterogenous Panels**

*by*Yongcheol Shin & Andy Snell

**Unit Root Tests in Three-Regime SETAR Models**

*by*George Kapetanios & Yongcheol Shin

**Small sample confidence intervals for multivariate impulse response functions at long horizons**

*by*Barbara Rossi (Duke) & Elena Pesavento (Emory)

**Which Extreme Values are Really Extremes?**

*by*Jose Olmo & Jesus Gonzalo

**Do Technology Shocks Drive Hours Up or Down?**

*by*Barbara Rossi & Elena Pesavento

**Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity**

*by*Ruxandra Prodan

**Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap**

*by*Myunghwan Seo

**Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average**

*by*Basel Awartani & Valentina Corradi

**Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives**

*by*Jonathan B. Hill

**Structural changes, common stochastic trends and unit roots in panel data**

*by*Jushan Bai; Josep LluÃs Carrion-i-Silvestre

**Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data**

*by*Aurobindo Ghosh & Anil K. Bera

**Equilibrium or Simple Rule at Wimbledon? An Empirical Study**

*by*Cheng-Tao Tang & Shih-Hsun Hsu & Chen-Ying Huang

**Cointegration versus Spurious Regression in Heterogeneous Panels**

*by*Giovanni Urga & Lorenzo Trapani

**Bootstrap correcting the score test**

*by*Dirk Hoorelbeke

**Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand**

*by*Helle Bunzel

**Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors**

*by*Emma Iglesias & Jean Marie Dufour

**A simple estimation method and finite-sample inference for a stochastic volatility model**

*by*Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal)

**Bootstrapping the HEGY Seasonal Unit Root Tests**

*by*Robert Taylor & Peter Burridge

**Stopping Tests in the Sequential Estimation for Multiple Structural Breaks**

*by*Giovanni Urga & Christian de Peretti

**Testing for seasonal unit roots in heterogeneous panels**

*by*Jesus Otero & Jeremy Smith

**Comparing Nonparametric Regression Quantiles**

*by*Cristian Huse

**A simple and general test for white noise**

*by*Carlos Velasco & Ignacio N. Lobato

**Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data**

*by*Ryuichi Nakagawa & Hirofumi Uchida

**The Cusum Test for Parameter Change in Regression with ARCH Errors**

*by*Koichi Maekawa & Sangyeol & Lee

**Testing Weak Exogeneity in Cointegrated System**

*by*Hsiao Chiying & Chen Pu

**Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power**

*by*Robert Taylor & Fabio Busetti

**Testing for a unit-root with a nonlinear Fourier function**

*by*Junsoo Lee & Walter Enders

**Testing for Serial Correlation, Spatial Autocorrelation and Random Effects**

*by*Won Koh & Badi H. Baltagi & Seuck Heun Song

**Modified Tests for a Change in Persistence**

*by*Robert Taylor & Stephen Leybourne & David Harvey

**Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity**

*by*Stan Hurn

**Testing for Serial Correlation, Spatial Autocorrelation and Random Effects**

*by*Won Koh & Byoung Cheol Jung & Badi H. Baltagi & Seuck Heun Song

**Consistent Nonparametric Tests for Lorenz Dominance**

*by*Stephen G. Donald & Garry F. Barrett

**Testing for Dependence in Non-Gaussian Time Series Data**

*by*Keith Freeland & Brendan McCabe & Gael Martin

**Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average**

*by*Walter Distaso & Basel Awartani & Valentina Corradi

**Maximal Invariant Likelihood Based Testing of Semi-Linear Models**

*by*Maxwell L. King & Jahar L. Bhowmik

**Confidence bounds for the extremum determined by a quadratic regression**

*by*Jenny Lye & Joe Hirschberg

**Using turning point information to study economic dynamics**

*by*Don Harding

**Generalized Reduced Rank Tests using the Singular Value Decomposition**

*by*Richard Paap & Frank Kleibergen

**LM-Type tests for a Unit Root Allowing for a Break in Trend**

*by*Luis C. Nunes

**A Smooth Test for Density Forecast Evaluation**

*by*Aurobindo Ghosh & Anil K. Bera

**Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data**

*by*Ryuichi Nakagawa & Hirofumi Uchida

**Unit Root Tests with Markov-Switching**

*by*Randolph & Xiao Qin & Tan Gee Kwang

**Taking a New Contour: A Novel View on Unit Root Test**

*by*Chang, Yoosoon & Park, Joon Y.

**Taking a New Contour: A Novel Approach to Panel Unit Root Tests**

*by*Chang, Yoosoon

**A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets**

*by*Rob van den Goorbergh

**On the predictability of GDP data revisions in the Netherlands**

*by*Olivier Roodenburg

**The Impact of U.S. Unions On Productivity: A Bootstrap Meta-Analysis**

*by*H. Doucouliagos & P. Laroche

**Optimal Invariant Similar Tests for Instrumental Variables Regression**

*by*Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock

**A Quantilogram Approach to Evaluating Directional Predictability**

*by*Oliver Linton & Yoon-Jae Whang

**Smoothed Empirical Likelihood Methods for Quantile Regression Models**

*by*Yoon-Jae Whang

**A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation**

*by*Hirukawa Masayuki

**Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons**

*by*Pesavento, Elena & Rossi, Barbara

**Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach**

*by*Peñaranda, Francisco & Sentana, Enrique

**Market Stress and Herding**

*by*Hwang, Soosung & Salmon, Mark

**A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing**

*by*LEJEUNE, Bernard

**Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach**

*by*Francisco Peñaranda & Enrique Sentana

**A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment**

*by*José Angel Roldán Casas & Rafaela Dios-Palomares

**‘General Diagnostic Tests for Cross Section Dependence in Panels’**

*by*Pesaran, M.H.

**‘Random Coefficient Panel Data Models’**

*by*Hsiao, C. & Pesaran, M.H.

**A Simple Test for the Absence of Covariate Dependence in Duration Models**

*by*Bhattacharjee, A.

**The Breaks in per Capita Productivity Trends in a Number of Industrial Countries**

*by*Maury, P-M. & Pluyaud, B.

**Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates**

*by*Richard Luger

**Testing for Additive Outliers in Seasonally Integrated Time Series**

*by*Niels Haldrup & Antonio Montañés & Andreu Sansó

**Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market**

*by*Aristeidis G. Samitas

**Precios de productos almacenables: implicaciones del modelo de inventarios**

*by*Eugenio S.A.Bodenrieth H.

**Does paradox of new members come into being during the EU enlargement?**

*by*Marek Loužek

**Voting power indicators in the European union**

*by*Marek Loužek

**Voting Power Indicators in the European Union**

*by*Marek Loužek

**Inflation differentials in the euro area : size, causes, economic policy implications and relative position of Belgium**

*by*L. Aucremanne & M. Collin

**Is the Consumer Confidence Index a Sound Predictor of the Private Demand in the United States?**

*by*LORÍA, EDUARDO & BRITO, L.

**Stock Market Development And Economic Growth: The Causal Linkage**

*by*Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman

**Temporal Causality between Human Capital and Real Income in Cointegrated VAR Processes: Empirical Evidence from China, 1960-1990**

*by*Paresh Kumar Narayan & Russell Smyth

**Real Options, Uncertainty and Firm Value**

*by*Gema Pastor Agustin, Manuel Espitia Escuer

**The Causal Relationship Between Domestic Private Consumption and Wholesale Prices: The Case of European Union**

*by*Nikolaos Dritsakis & Antonios Adamopoulos

**Size Matters: The Standard Error of Regressions in the American Economic Review**

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

**Kuznets Curveball: Missing the Regional Strike Zone**

*by*Jeffrey Edwards & Anya McGuirk

**Unit-Root, Cointegration and Granger Causality Test Results for Export and Growth in OECD Countries**

*by*Konya, Laszlo

**On the Detection of Business Cycles Asymmetry in 22 Countries, 1870-1994**

*by*Cook, S.

**Selection Of Robust Method: Numerical Examples And Results**

*by*Jan Víšek

**Interrelationships of Secondary Equity Markets at Domestic and International Level**

*by*Aristeidis G. Samitas

**Testing stationarity of AR(1) process with symmetric stable disturbance**

*by*Michal Greszta

**The Evolution of Expectations Towards Expiration**

*by*Roy van der Weide & Remco Peters

**A Panel CUSUM Test of the Null of Cointegration**

*by*Westerlund, Joakim

**Distinguishing between long-range dependence and deterministic trends**

*by*Sibbertsen, Philipp & Venetis, Ioannis

**The Variance Ratio Statistic at Large Horizons**

*by*Deo, Rohit S. & Chen, Willa W.

**The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity**

*by*Kim, Jeong-Ryeol

**Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach**

*by*Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda

**Las Opciones Reales y su influencia en la valoración de empresas**

*by*Manuel Espitia Escuer & Gema Pastor Agustín

**On the Evidence of Non-Linear Structure in Canadian Unemployment**

*by*Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa

**A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange**

*by*Cumhur Ekinci

**Smoothed Empirical Likelihood Methods for Quantile Regression Models**

*by*Yoon-Jae Whang

**Tests of Conditional Predictive Ability**

*by*Raffaella Giacomini & Halbert White

**Strongly Consistent Determination of the Rank of Matrix**

*by*Zaka Ratsimalahelo

**On Ranking and Selection from Independent Truncated Normal Distributions**

*by*William C. Horrace

**Rank Test Based On Matrix Perturbation Theory**

*by*Zaka Ratsimalahelo

**Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data**

*by*Jyh-Yaw Joseph Chen & David E.A. Giles

**Endogenous growth and Stock Market Development**

*by*Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,

**The persistence of abnormal returns at industry and firm levels**

*by*Juan Carlos Bou & Albert Satorra

**Exact and approximate stepdown methods for multiple hypothesis testing**

*by*Joseph Romano & Michael Wolf

**Stepwise multiple testing as formalized data snooping**

*by*Joseph P. Romano & Michael Wolf

**Logistics-production, logistics-marketing and external integration: Their impact on performance**

*by*Cristina Giménez & Eva Ventura

**Testing for Changes in the Unconditional Variance of Financial Time Series**

*by*Andreu Sansó & Vicent Aragó & Josep Lluís Carrion

**Testing Expected Shortfall Models for Derivative Positions**

*by*Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M.

**Misspecification in Linear Spatial Regression Models**

*by*Raymond J.G.M. Florax & Peter Nijkamp

**Generalized Reduced Rank Tests using the Singular Value Decomposition**

*by*Frank Kleibergen & Richard Paap

**Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium**

*by*Quan Hoang Vuong

**A Generalized Jarque-Bera Test of Conditional Normality**

*by*Yi-Ting Chen & Chung-Ming Kuan

**A New Test of the Martingale Difference Hypothesis**

*by*Chung-Ming Kuan & Wei-Ming Lee

**The Error Correction Model as a Test for Cointegration**

*by*Athina Kanioura & Paul Turner

**The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test**

*by*Valentina Corradi & Norman R. Swanson

**Bootstrap Specification Tests for Diffusion Processes**

*by*Valentina Corradi & Norman R. Swanson

**Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data**

*by*Valentina Corradi & Norman R. Swanson

**Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification**

*by*Valentina Corradi & Norman R. Swanson

**Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands**

*by*M. DUMONT & G. RAYP & P. WILLEMÉ & O. THAS

**Statistical Properties of Forward Libor Rates**

*by*Carol Alexander & Dimitri Lvov

**Weak-form market efficiency in European emerging and developed stock markets**

*by*Andrew C. Worthington & Helen Higgs

**Tests of random walks and market efficiency in Latin American stock markets: An empirical note**

*by*Andrew C. Worthington & Helen Higgs

**Testing for Nonstationary Long Memory against Nonlinear Ergodic Models**

*by*George Kapetanios & Yongcheol Shin

**Determining the Poolability of Individual Series in Panel Datasets**

*by*George Kapetanios

**Testing for Cointegration in Nonlinear STAR Error Correction Models**

*by*George Kapetanios & Yongcheol Shin & Andy Snell

**Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean**

*by*Andrew P. Blake & George Kapetanios

**Determining the Stationarity Properties of Individual Series in Panel Datasets**

*by*George Kapetanios

**Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien**

*by*Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

**Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

**Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude

**A Monte Carlo Investigation of Some Tests for Stochastic Dominance**

*by*Y.K. Tse & Xibin Zhang

**Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves**

*by*Peter G. Hall & Rob J. Hyndman & Yanan Fan

**Unit root inference in panel data models where the time-series dimension is fixed: A comparison of different tests**

*by*Edith Madsen

**Using GMM when testing for a unit root in panels where the time-series dimension is fixed**

*by*Edith Madsen

**Testing for Relative Predictive Accuracy: A Critical Viewpoint**

*by*Kunst, Robert M.

**Generalized empirical likelihood estimators and tests under partial, weak and strong identification**

*by*Patrik Buggenberger & Richard Smith

**The Granger Non-Causality Test in Cointegrated Vector Autoregressions**

*by*Hiroaki Chigira & Taku Yamamoto

**Tests for Long-Run Granger Non-Causality in Cointegrated Systems**

*by*Taku Yamamoto & Eiji Kurozumi

**The Granger Non-Causality Test in Cointegrated Vector Autoregressions**

*by*Chigira, Hiroaki & Yamamoto, Taku

**Tests for Long-Run Granger Non-Causality in Cointegrated Systems**

*by*Yamamoto, Taku & Kurozumi, Eiji

**Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions**

*by*Österholm, Pär

**Discretized Time and Conditional Duration Modelling for Stock Transaction Data**

*by*Brännäs, Kurt & Simonsen, Ola

**Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression**

*by*Petzold, Max & Jonsson, Robert

**Inflação Portuguesa: pelos custos ou monetária?**

*by*Agostinho S. Rosa

**Propensity Score Estimates of the Effects of Fertility on Marital Dissolution**

*by*Daniela VURI

**Generalized Reduced Rank Tests using the Singular Value Decomposition**

*by*Kleibergen, F.R. & Paap, R.

**A Fundamental Contradiction in Keynes' Conception of Income**

*by*Ormazabal Sánchez, Kepa Mirena

**Consistent testing for stochastic dominance under general sampling schemes**

*by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

**Semiparametric regression analysis under imputation for missing response data**

*by*Wolfgang Hardle & Oliver Linton & Qihua Wang

**A quantilogram approach to evaluating directional predictability**

*by*Oliver Linton & Yoon-Jae Whang

**Strongly Consistent Determination of the Rank of Matrix**

*by*Zaka Ratsimalahelo

**Nonlinear IV Panel Unit Root Tests**

*by*Chang, Yoosoon

**The Representative Agent Hypothesis: An Empirical Test**

*by*Schmalenbach, Anke & Manisha Chakrabarty

**Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure**

*by*Rossi, Barbara & Pesavento, Elena

**Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons**

*by*Rossi, Barbara & Pesavento, Elena

**Eurozone money demand: time series and dynamic panel results**

*by*E.M. Bosker

**Multicointegration in US Consumption Data**

*by*Boriss Siliverstovs

**Cross-section Regression with Common Shocks**

*by*Donald W.K. Andrews

**End-of-Sample Cointegration Breakdown Tests**

*by*Donald W.K. Andrews & Jae-Young Kim

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown & Marten H. Wegkamp

**Ranking economics departments in Europe: a statistical approach**

*by*BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia

**Interaction models for common long-range dependence in asset price volatilities**

*by*TEYSSIERE, Gilles

**Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals**

*by*HORVATH, Lajos & KOKOSZKA, Piotr & TEYSSIÈRE , Gilles

**Short Run and Long Run Causality in Time Series: Inference**

*by*Jean-Marie Dufour & Denis Pelletier & Éric Renault

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*Jean-Marie Dufour

**Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

**Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models**

*by*Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu

**Bootstrapping the Conditional Moment Test for Parametric Duration Models**

*by*James E. Prieger

**On The Panel Unit Root Tests Using Nonlinear Instrumental Variables**

*by*Im, K.S. & Pesaran, M.H.

**A Simple Panel Unit Root Test in the Presence of Cross Section Dependence**

*by*Pesaran, M.H.

**Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence**

*by*Pesaran, H.M.

**Evaluation and Combination of Conditional Quantile Forecasts**

*by*Raffaella Giacomini & Ivana Komunjer

**Stepwise Multiple Testing as Formalized Data Snooping**

*by*Joseph P. Romano & Michael Wolf

**Tests of seasonal integration and cointegration in multivariate unobserved component models**

*by*Fabio Busetti

**Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots**

*by*Fabio Busetti & A. M. Robert Taylor

**Breaking the panels. An application to the GDP per capita**

*by*Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo

**Purchasing power parity in an emerging market economy: a long- span study for Chile**

*by*César Calderón & Roberto Duncan

**Household Portfolios Efficiency in the Presence of Restrictions on Investment Opportunities**

*by*Alessandro Bucciol

**Contrastes sobre elasticidades en el modelo de producción frontera. Un enfoque metodológico / Testing elasticity in the Production Frontier Model. A methodological approach Testing elasticity in the Production Frontier Model. A methodological approach**

*by*DIOS PALOMARES, R.

**Aszimmetrikus árhatások az osztrák húsiparban - hazai tanulságokkal**

*by*Tóth, József

**Modelling Aid Allocation: Issues, Approaches And Results**

*by*Mark McGillivray

**Revisiting Residential Segregation by Income: A Monte Carlo Test**

*by*Junfu Zhang

**Interest and Noninterest Profits and Profitability in the Czech Banking Sector (in Czech)**

*by*Jaroslav Heømánek & Jiøí Podpiera

**Identification, weak instruments, and statistical inference in econometrics**

*by*Jean-Marie Dufour

**A Note on Business Cycle Non-Linearity in U. S. Consumption**

*by*Steven Cook

**International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan**

*by*Hsiao-chuan Chang

**Convergence et disparités régionales du poids de l'enseignement supérieur en France : 1964-2000**

*by*Valérie Canals & Claude Diebolt & Magali Jaoul

**Detecting shift-contagion in currency and bond markets**

*by*Toni Gravelle & Maral Kichian & James Morley

**Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence**

*by*Noriega, A., & L.M. Soria

**Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions**

*by*Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran

**Comparing the Accuracy of Density Forecasts from Competing Models**

*by*Sarno, Lucio & Valente, Giorgio

**Simulated Classical Tests in the Multiperiod Multinomial Probit Model**

*by*Ziegler, Andreas

**Testing for vector autoregressive dynamics under heteroskedasticity**

*by*Hafner, Christian M. & Herwartz, Helmut

**Testing the diffusion coefficient**

*by*Kleinow, Torsten

**Testing For Cointegration Rank Using Bayes Factors**

*by*Sugita, Katsuhiro

**The Properties Of Some Goodness-Of-Fit Tests**

*by*Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F

**Profit Efficiency Analysis Under Limited Information. With an Application to German Farm Types**

*by*Laurens Cherchye & Tom Van Puyenbroeck

**An Investigation of Industry Associations, Association Loops, and Economic Complexity: Application to Canada and the United States**

*by*Chokri Dridi & Geoffrey J.D. Hewings

**Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology**

*by*Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

**Industry Wage Differentials: How Many, Big and Significant Are They?**

*by*Kevin Reilly & Luisa Zanchi

**Trading system evaluation based on past performance: Random Signals Test**

*by*Alex Strashny

**Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k**

*by*William C. Horrace

**Selection Procedures for Order Statistics in Empirical Economic Studies**

*by*William C. Horrace

**On the Ranking Uncertainty of Labor Market Wage Gaps**

*by*William C. Horrace

**Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources**

*by*Florax, R.J.G.M.

**On the Futility of Testing the Error Term Assumptions in a Spurious Regression**

*by*David E. A. Giles

**Type I Spurious Regression in Econometrics**

*by*Carl Chiarella & S. Gao

**Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series**

*by*Ulrich K. Müller

**Supply chain management as a competitive advantage in the Spanish grocery sector**

*by*Eva Ventura & Cristina Giménez

**Multivariate Regression with Monotone Missing Observation of the Dependent Variables**

*by*Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

**Backtesting for Risk-Based Regulatory Capital**

*by*Kerkhof, F.L.J. & Melenberg, B.

**Detecting Serial Dependence in Tail Events**

*by*Cees Diks

**Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic**

*by*Frank Kleibergen

**Trust and Economic Growth**

*by*Sjoerd Beugelsdijk & Henri L.F. de Groot & Anton B.T.M. van Schaik

**The Last Word on the Wage Curve?**

*by*Peter Nijkamp & Jacques Poot

**Empirical Evidence of Conditional Heteroskedasticity in Vietnam’s Stock Returns Time Series**

*by*Quan Hoang Vuong

**Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results**

*by*Charemza W.W. & M. Lifshits & S. Makarova

**A Spline LR Test for Goodness-of-Fit**

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

**Testing for Neglected Nonlinearity in Long Memory Models**

*by*George Kapetanios

**GLS Detrending for Nonlinear Unit Root Tests**

*by*George Kapetanios & Yongcheol Shin

**Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations**

*by*George Kapetanios

**Bootstrap Statistical Tests of Rank Determination for System Identification**

*by*Gonzalo Camba-Mendez & George Kapetanios

**Unit Root Tests in Three-Regime SETAR Models**

*by*George Kapetanios & Yongcheol Shin

**Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects**

*by*Hugo Kruiniger

**A smooth-transition model of the Australian unemployment rate**

*by*Gunnar Bårdsen & Stan Hurn & Zoë McHugh

**Residual-based tests for cointegration and multiple regime shifts**

*by*Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

**Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach**

*by*BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda.

**An Improved Method for Bandwidth Selection when Estimating ROC Curves**

*by*Peter Hall & Rob J. Hyndman

**Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory**

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

**Tests of Inference for Dummy Variables in Regressions with Logarithmic Transformed Dependent Variables**

*by*Jenny N. Lye & Joseph G. Hirschberg

**The Day-of-the-Week Effect Revisited: An Alternative Testing Approach**

*by*Alt, Raimund & Fortin, Ines & Weinberger, Simon

**Tail-Dependence in Stock-Return Pairs**

*by*Fortin, Ines & Kuzmics, Christoph

**Testing for Stationarity in a Cointegrated System**

*by*Kunst, Robert M.

**Finite sample inference for GMM estimators in linear panel data models**

*by*Steve Bond & Frank Windmeijer

**Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels**

*by*Dahlberg, Matz & Johansson, Eva & Tovmo, Per

**Count Data Modelling and Tourism Demand**

*by*Hellström, Jörgen

**Financial Instability and Monetary Policy: The Swedish Evidence**

*by*Bergman, U. Michael & Hansen, Jan

**Nonparametric Tests Dependence For Positive Quadrant**

*by*Michel DENUIT & Olivier SCAILLET

**Testing for Concordance Ordering**

*by*Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET

**A simple test for unit root bilinearity**

*by*Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova

**Quesnay and Leontief on Capital and Income**

*by*Ormazabal Sánchez, Kepa Mirena

**Multivariate Data Imputation using Trees**

*by*Tusell Palmer, Fernando Jorge & Bárcena Ruiz, María Jesús

**Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency**

*by*Chang, Yoosoon

**Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes**

*by*Donald W.K. Andrews & Offer Lieberman

**The Block-block Bootstrap: Improved Asymptotic Refinements**

*by*Donald W.K. Andrews

**End-of-Sample Instability Tests**

*by*Donald W.K. Andrews

**Partially Linear Models with Unit Roots**

*by*Ted Juhl & Zhijie Xiao

**Consistent Testing for Stochastic Dominance: A Subsampling Approach**

*by*Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

**In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?**

*by*Inoue, Atsushi & Kilian, Lutz

**Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests**

*by*Stephen Bond & Céline Nauges & Frank Windmeijer

**An International Comparison of Health Care Expenditure Determinants**

*by*Catherine Bac & Yannick le Pen

**Testing Panel Data Regression Models with Spatial Error Correlation**

*by*Badi H. Baltagi & Seuck Heun Song & Won Koh

**Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity**

*by*Yoosoon Chang & Wonho Song

**Asymptotics for random effects models with serial correlation**

*by*Jimmy Skoglund & Sune Karlsson

**Change-point detection in GARCH models: asymptotic and bootstrap tests**

*by*KOKOSZKA, Piotr & TEYSSIÈRE, Gilles

**On the power of R/S-type tests under contiguous and semi long memory alternatives**

*by*GIRAITIS, Liudas & KOKOSZKA, Piotr & LEIPUS, Remigijus & TEYSSIÈRE, Gilles

**A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data**

*by*LEJEUNE, Bernard

**Seasonal adjustment and cointegration**

*by*Jesus Otero & Jeremy Smith

**The properties of some goodness-of-fit tests**

*by*G. Boero & J. Smith & KF. Wallis

**Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach**

*by*Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf

**Testing Normality: A GMM Approach**

*by*Christian Bontemps & Nour Meddahi

**Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets**

*by*Tibor Neugebauer & Reinhard Selten

**The Representative Agent Hypothesis: An Empirical Test**

*by*Manisha Chakrabarty & Anke Schmalenbach

**Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods**

*by*Raffaella Giacomini

**Instrumental variables and GMM: Estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Herramientas estadisticas para el estudio de perfiles de riesgo**

*by*Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

**Level shifts in a panel data based unit root test. An application to the rate of unemployment**

*by*Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo

**Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)**

*by*Michael Creel

**Nota técnica 2: An equal Variance Test**

*by*George G.Djolov

**Weak exogeneity in partially nonstationary models**

*by*Antonio Aznar & Manuel Salvador

**Ajuste Estacional e Integración en Variables Macroeconómicas**

*by*Raimundo Soto

**Testing for Structural Changes in the Presence of Long Memory**

*by*Walter Kramer & Philipp Sibbertsen

**Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model**

*by*Mohsen Bahmani-Oskooee & Raymond Chi Wing Ng

**Assymetric Mean Reversion in the Consumption-Income Ratio: Evidence from OECD economies**

*by*Cook, Steven

**Nonparametric Inference Based on Sampled Minima**

*by*Ibrahim A. Ahmad

**La valoración de empresas asociativas agrarias: una aplicación de la metodología analógico-bursátil**

*by*José Miguel Sales Civera

**Bayesian Cointegration Analysis**

*by*Sugita, K.

**Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching**

*by*Katsuhiro Sugita

**Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments**

*by*Nikolay Gospodinov

**Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity**

*by*Nikolay Gospodinov

**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**

*by*Dufour, J.M.

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I.

**Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study**

*by*Löf, Mårten

**A fast Subsampling Method for Nonlinear Dynamic Models**

*by*Hong, H. & Scaillet, O. & Tamer, E.

**Are the New U.S. Composite Leading Economic Indicators More Informative?**

*by*Mehdi Mosthaghimi

**Are the New U.S. Composite Leading Economic Indicators More Informative?**

*by*Mehdi Mosthaghimi

**Unit root tests in the presence of innovational outliers**

*by*Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti

**The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models**

*by*Gil-Alaña, Luis A.

**Unit root tests for time series with level shifts: A comparison of different proposals**

*by*Lanne, Markku & Lütkepohl, Helmut

**Fractional integration and business cycle features**

*by*Candelon, Bertrand & Gil-Alaña, Luis A.

**Test procedures for unit roots in time series with level shifts at unknown time**

*by*Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti

**Estimating long range dependence: finite sample properties and confidence intervals**

*by*Rafal Weron

**Testing the Gaussian Copula Hypothesis for Financial Assets Dependences**

*by*Y. Malevergne & D. Sornette

**Rate-optimal data-driven specification testing in regression models**

*by*Emmanuel Guerre & Pascal Lavergne

**Detecting Structural Breaks: Exchange Rates in Transition Economies**

*by*Evzen Kocenda

**Bootstrapping GMM Estimators for Time Series**

*by*Atsushi Inoue & Mototsugu Shintani

**Tests for Unit Roots and the Initial Observation**

*by*Ulrich K. Müller & Graham Elliott

**Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size**

*by*Olivier Ledoit & Michael Wolf

**Subsampling inference in threshold autoregressive models**

*by*Jesús Gonzalo & Michael Wolf

**How to implement the Bootstrap in Static or Stable Dynamic Regression Models**

*by*Noud P.A. van Giersbergen & Jan F. Kiviet

**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**

*by*Michael Binder, Cheng Hsiao, and M. Hashem Pesaran

**Testing For Unit Roots Using Economics**

*by*ROMULO CHUMACERO

**Artificial Regressions**

*by*Russell Davidson & James G. MacKinnon

**Computing Numerical Distribution Functions in Econometrics**

*by*James G. MacKinnon

**Bootstrap Tests: How Many Bootstraps?**

*by*Russell Davidson & James G. MacKinnon

**The strengths and weaknesses of L2 approximable regressors**

*by*Mynbaev, Kairat

**Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison**

*by*Vasco J. Gabriel

**A simple method for testing cointegration subject to regime changes**

*by*Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

**Cointegration and the joint confirmation hypothesis**

*by*Vasco J. Gabriel

**Downside Risk and the Momentum Effect**

*by*Andrew Ang & Joseph Chen & Yuhang Xing

**Stock Return Predictability: Is it There?**

*by*Andrew Ang & Geert Bekaert

**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**

*by*DUFOUR, Jean-Marie

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas

**On the Nature and Role of Hypothesis Tests**

*by*McLean, A.

**International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan**

*by*Chang, H.-C.

**Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions**

*by*Dufour, Jean-Marie & Khalaf, Lynda

**Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions**

*by*Dufour, Jean-Marie & Khalaf, Lynda

**Características del plantel y calidad de la educación en Bogotá**

*by*Jorge Hugo Barrientos Marín

**Calidad de la educación y rendimiento académico en Bogotá**

*by*Jorge Hugo Barrientos Marín

**Markov or Not Markov, This Should Be a Question**

*by*Frank Bickenbach & Eckhardt Bode

**Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-Ansatz**

*by*Björn Christensen

**Testing For Weekly Seasonal Unit Roots In Daily Electricity Demand: Evidence From Deregulated Markets**

*by*Antonio Rubia

**Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español**

*by*Ángel León & Antonio Rubia

**Testing Restrictions In Normal Data Models Using Gibbs Sampling**

*by*Matteo Ciccarelli

**Criterion-based inference for GMM in autoregressive panel-data models**

*by*Steve Bond & Clive Bowsher & Frank Windmeijer

**Testing exogeneity under distributional misspecification**

*by*de Luna, Xavier & Johansson, Per

**A simple efficient GMM estimator of GARCH models**

*by*Skoglund, Jimmy

**Specification and estimation of random effects models with serial correlation of general form**

*by*Skoglund, Jimmy & Karlsson, Sune

**Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation**

*by*Skoglund, Jimmy & Karlsson, Sune

**A Randomized Procedure for Choosing Data Transformation**

*by*Valentina Corradi & Norman R. Swanson

**Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error**

*by*Valentina Corradi & Norman R. Swanson

**Rank Test Based On Matrix Perturbation Theory**

*by*Zaka Ratsimalahelo

**Bootstrapping Unit Root Tests with Covariates**

*by*Chang, Yoosoon & Sickles, Robin & Song, Wonho

**(EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel**

*by*J.J.J. Groen

**Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models**

*by*J.J.J. Groen & F. Kleibergen

**Higher-order Improvements of the Parametric Bootstrap for Markov Processes**

*by*Donald W.K. Andrews

**Nonparametric Tests for Positive Quadrant Dependence**

*by*DENUIT, Michel & SAILLET, Olivier

**Technology Transfer: Spatial Indicators**

*by*Mario Coccia

**Optimal Predictive Tests and a Simulation Study**

*by*Alain Guay

**Testing for Structural Change in the Presence of Auxiliary Models**

*by*Eric Ghysels & Alain Guay

**Testing for unit roots on heterogeneous panels: A sequential approach**

*by*Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe

**Testing for Structural Change in the Presence of Auxiliary Models**

*by*Eric Ghysels & Alain Guay

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

**Autoregression-Based Estimators for ARFIMA Models**

*by*John Galbraith & Victoria Zinde-Walsh

**Size Corrected Power for Bootstrap Tests**

*by*Manuel A. Dominguez & Ignacio N. Lobato

**A Consistent Test for the Martingale Difference Hypothesis**

*by*Manuel A. Dominguez & Ignacio N. Lobato

**The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure**

*by*Manisha Chakrabarty

**Tests for Skewness, Kurtosis, and Normality for Time Series Data**

*by*Jushan Bai & Serena Ng

**Testing for a Structural Break in the Volatility of Real GDP Growth in Canada**

*by*Alexandre Debs

**A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data**

*by*Fuchun Li & Greg Tkacz

**Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity**

*by*Luger, Richard

**Inference about predictive ability**

*by*McCracken,M.W. & West,K.D.

**Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models**

*by*Álvaro Escribano & Oscar Jordá

**Testing for nonlinearities in German bank stock returns**

*by*Sophie Robé & Reinhold Kosfeld

**Integrated Conditional Moment testing of quantile regression models**

*by*Herman J. Bierens & Donna K. Ginther

**Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio**

*by*Asmara Jamaleh

**Annualized Returns of Venture-Backed Public Companies Categorized by Stage of Financing: An Empirical Investigation of IPOS in the Last Three Decades**

*by*Yochanan Shachmurove

**Observaciones anómalas y contrastes de raíz unitaria en datos semanales**

*by*CÁCERES HERNÁNDEZ, José Juan & CANO FERNÁNDEZ, Víctor J. & MARTÍN ÁLVAREZ, Francisco J.

**Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung**

*by*Carsten-Patrick Meier

**Do Stock Returns Follow a Finite Variance Distribution?**

*by*Qi-Man Shao & Hao Yu & Jun Yu

**A Comparative Study of Different Shrinkage Estimators for Panel Data Models**

*by*G. S. Maddala & Hongyi Li & V. K. Srivastava

**The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests**

*by*David Brownstone & Robert Valletta

**New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor**

*by*Bell, L. & Jenkinson, T.

**Econometrie, theorie des tests et philosophie des sciences**

*by*Dufour, J.M.

**A Positive Lyapunov Exponent in Swedish Exchange Rates?**

*by*Bask, Mikael

**Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models**

*by*Fairise, X. & Feve, P.

**Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend**

*by*Kauppi, H.

**Threshold Autoregression for Strongly Autocorrelated Time Series**

*by*Lanne, M. & Saikkonen, P.

**Testing for Stochastic Trends in Series with Structural Breaks**

*by*Busetti, F.

**Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests**

*by*Davidson, R.

**Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models**

*by*Aman Ullah & Tae-Hwy Lee

**An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model**

*by*Bailey, R.W. & Taylor, A.M.R.

**Bootstrap inference in single equation error correction models**

*by*Herwartz, Helmut & Neumann, Michael H.

**Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus**

*by*Desdoigts, Alain

**Modelling seasonality with fractionally integrated processes**

*by*Gil-Alaña, Luis A.

**Reducing size distortions of parametric stationarity tests**

*by*Lanne, Markku & Saikkonen, Pentti

**Deterministic seasonality versus seasonal fractional integration**

*by*Gil-Alaña, Luis A.

**A Multivariate GARCH Model with Time-Varying correlations**

*by*Y. K. Tse & Albert K. C. Tsui

**Testing for Two-Step Granger Noncausality in Trivariate VAR Models**

*by*Judith A. Giles

**A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic**

*by*David E. A. Giles

**Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss**

*by*David E. A. Giles

**An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models**

*by*Horowitz, Joel L. & Spokoiny, Vladimir G.

**Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables**

*by*Terje Skjerpen & Anders Rygh Swensen

**Improving the Reliability of Bootstrap Tests**

*by*Russell Davidson & James G. MacKinnon

**New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor**

*by*Tim Jenkinson & Leonie Bell

**On Testing Overidentifying Restrictions in Dynamic Panel Data Models**

*by*Clive Bowsher

**The Forecast Performance of Long Memory and Markov Switching Models**

*by*Vasco J. Gabriel & Luis F. Martins

**The Properties of Cointegration Tests in Models with Structural Change**

*by*Vasco J. Gabriel & Luis F. Martins

**Long Memory and Regime Switching**

*by*Francis X. Diebold & Atsushi Inoue

**Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order**

*by*Wouter J. den Haan & Andrew T. Levin

**Économétrie, théorie des tests et philosophie des sciences**

*by*DUFOUR, Jean-Marie

**Means-Tested Benefits, Incentives and Earnings Distributions**

*by*Creedy, J. & Scutella, R.

**A finite sample correction for the variance of linear two-step GMM estimators**

*by*Frank Windmeijer

**Improving Fractional Integration Tests With Bootstrap Distributions**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**Testing exogeneity in cross-section regression by sorting data**

*by*de Luna, Xavier & Johansson, Per

**Why not use standard panel unit root test for testing PPP**

*by*Lyhagen, Johan

**Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects**

*by*Karlsson, Sune & Skoglund, Jimmy

**Testing for common cointegrating rank in dynamic panels**

*by*Larsson, Rolf & Lyhagen, Johan

**The seasonal KPSS statistic**

*by*Lyhagen, Johan

**Nonparametric test for causality with long-range dependence**

*by*Javier Hidalgo

**Optimal Inventory Policies When Sales Are Discretionary**

*by*Herbert E. Scarf

**Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics**

*by*Donald W.K. Andrews

**Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency**

*by*Yoosoon Chang

**Desperately Seeking Environmental Kuznets**

*by*Marzio Galeotti & Alessandro Lanza

**Satisfaction, Work Involvement and R&D Performance**

*by*Mario Coccia

**Syn Method as a Tool to Measure the Endogenous Performance in the R&D Organizations**

*by*Mario Coccia

**Technology Transfer: Spatial Analysis**

*by*Mario Coccia

**A Multivariate I(2) Cointegration Analysis Of German Hyperinflation**

*by*Dimitris Georgoutsos & George Kouretas

**Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes**

*by*Jean-Marie Dufour & Olivier Torrès

**Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions**

*by*Jean-Marie Dufour & Lynda Khalaf

**Simulation Based Finite and Large Sample Tests in Multivariate Regressions**

*by*Jean-Marie Dufour & Lynda Khalaf

**Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*Jean-Marie Dufour & Joanna Jasiak

**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**

*by*Binder, M. & Hsaio, C. & Pesaran, M.H.

**Testing for Stochastic Trends in Series with Structural Breaks**

*by*Fabio Busetti

**Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry**

*by*Khalaf, Lynda & Kichian, Maral

**Testing for Non-Normality in the Presence of One-Sided Slope Parameters**

*by*Anthony W. Hughes

**Se busca una raíz unitaria: evidencia para Chile**

*by*Rómulo Chumacero Escudero

**On moment condition failure in German stock returns: an application of recent advances in extreme value statistics**

*by*Thomas Lux

**Una comparación de las economías andaluza y extremeña a partir de matrices de contabilidad social y multiplicadores lineales**

*by*CARDENETE FLORES, M.A. & CONGREGADO RAMÍREZ DE AGUILERA, E. & DE MIGUEL VÉLEZ, F.J. & PÉREZ MAYO, J.

**Linear Estimation Under Superpopulation Models: Somo Results On Robustness**

*by*CASAS SÁNCHEZ, J.M. & GUIJARRO GARVI, M

**Exchange Rates and Monetary Measures**

*by*Evžen Koèenda & Juraj Valachy

**Testing Stability of Capital Assets Pricing Model**

*by*Tomáš Víšek

**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

*by*Jushan Bai

**Modeling Stock Volatility with Trading Information**

*by*Huirong Li & Jian Yang

**Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach**

*by*Shinn-Juh Lin & Jian Yang

**Testing for Common Cycles in Money, Nominal Income and Prices**

*by*Hall, S. & Sheperd, D.

**Take-Up of Means-Tested Benefits with Labour Supply Variations**

*by*Creedy, J.

**Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools**

*by*Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L.

**A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels**

*by*Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas

**Generalized Integer-Valued Autoregression**

*by*Brännäs, Kurt & Hellström, Jörgen

**A general framework for testing the Granger noncausality hypothesis**

*by*Péguin-Feissolle, Anne & Teräsvirta, Timo

**Bootstrapping Error Component Models**

*by*Andersson, Michael K. & Karlsson, Sune

**A Simple Linear Time Series Model with Misleading Nonlinear Properties**

*by*Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan

**Starting values in estimation of cointegrating vectors with restrictions**

*by*Lyhagen, Johan & Forsberg, Lars

**Testing Serial Correlation in Semiparametric Time Series Model**

*by*Li, D. & Stengos, T.

**Maximum Likelihood in the Frequency Domain: a Time to Build Example**

*by*Christiano, L.J. & Vigfusson, R.J.

**Maximum Likelihood in the Frequency Domain: a Time to Build Example**

*by*Christiano, L.J. & Vigfusson, R.J.

**A Nonparametric Least-Squares Test for Checking a Polynomial Relationship**

*by*Gijbels, I. & Rousson, V.

**A Nonparametric Least-Squares Test for Checking a Polynomial Relationship**

*by*Gijbels, I. & Rousson, V.

**Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation**

*by*Tan, B. & Yilmaz, K.

**A Stochastic Programming Approach to Manufacturing Flow Control**

*by*Haurie, A. & Moresino, F.

**Testing for Sheepskin Effects in Earnings Equations: Evidence for Five Countries**

*by*Denny, K.J. & Harmon, C.P.

**A General Framework for Testing the Granger Noncausality Hypothesis**

*by*Peguin-Feissolle, A. & Terasvirta, T.

**A General Framework for Testing the Granger Noncausality Hypothesis**

*by*Peguin-Feissolle, A. & Terasvirta, T.

**Un test d'heteroscedasticite conditionnelle inspire de la modelisation en termes de reseaux neuronaux artificiels**

*by*Caulet, R. & Peguin-Feissolle, A.

**A Comparison of the Power of Some Tests for Conditional Heteroscedasticity**

*by*Peguin-Feissolle, A.

**A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors**

*by*Johansen, S.

**A Bartlett Correction Factor for Tests on the Cointegrating Relations**

*by*Johansen, S.

**Tests of Common Stochastic Trends**

*by*Nyblom, Jukka & Harvey, Andrew

**Regression-Based Seasonal Unit Root Tests**

*by*Smith, R.J. & Taylor, A.M.R.

**Measuring Knowledge Spillovers in Manufacturing and Services: An Empirical Assessment of Alternative Approaches**

*by*Kaiser, Ulrich

**Testing for a unit root in a time series with a level shift at unknown time**

*by*Saikkonen, Pentti & Lütkepohl, Helmut

**Unit root tests for time series with a structural break: When the break point is known**

*by*Lütkepohl, Helmut & Müller, Christian & Saikkonen, Pentti

**Testing for unit roots in time series with level shifts**

*by*Saikkonen, Pentti & Lütkepohl, Helmut

**An adaptive, rate-optimal test of a parametric model against a nonparametric alternative**

*by*Horowitz, Joel L. & Spokoiny, Vladimir G.

**Improved Inference for the Instrumental Variable Estimator**

*by*Richard Startz & Charles Nelson & Eric Zivot

**Testing for Unit Roots in Semi-Annual Data**

*by*Sandra G. Feltham & David E.A. Giles

**A scaled difference chi-square test statistic for moment structure analysis**

*by*Albert Satorra & Peter M. Bentler

**Scaled and adjusted restricted tests in multi-sample analysis of moment structures**

*by*Albert Satorra

**On the Asymptotic Distribution of the Moran I Test Statistic with Applications**

*by*Harry H. Kelejian & Ingmar R. Prucha

**An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative**

*by*Horowitz, Joel L. & Spokoiny, Vladimir G.

**Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach**

*by*Niels Haldrup & Michael Jansson

**Samling Errors and Cross-Country Comparisons of Income Inequality**

*by*Rolf Aaberge

**Artificial Regressions**

*by*Russell Davidson & James G. MacKinnon

**International Asset Allocation with Time-Varying Correlations**

*by*Andrew Ang & Geert Bekaert

**A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap**

*by*Maharaj, E.A.

**A Score Test for Individual Heteroscedasticity in a One-way Error Components Model**

*by*Alberto HOLLY & Lucien GARDIOL

**Two-part multiple spell models for health care demand**

*by*Joao M.C. Santos Silva & Frank Windmeijer

**Likelihood-Based Inference in Multivariate Panel Cointegration Models**

*by*Larsson, Rolf & Lyhagen, Johan

**An ARCH Robust STAR Test**

*by*Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan

**A Normality Test for the Mean Estimator**

*by*Andersson, Michael K.

**A long memory panel unit root test: PPP revisited**

*by*Andersson, Jonas & Lyhagen, Johan

**Testing for Independence in Multivariate Duration Models**

*by*Söderberg, Hans & Lyhagen, Johan

**On the power and interpretation of panel unit root tests**

*by*Karlsson, Sune & Löthgren, Mickael

**Desperately Seeking (Environmental) Kuznets**

*by*Marzio Galeotti & Alessandro Lanza

**Finite sample behavior of two step estimators in selection models**

*by*Rodríguez Poo, Juan M. & Fernández Sainz, Ana Isabel & Villanúa Martín, Inmaculada

**Two-Stage Nonparametric Regression for Longitudinal Data**

*by*Rodríguez Poo, Juan M. & Núñez Antón, Vicente Alfredo & Ferreira García, María Eva

**Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models**

*by*Donald W.K. Andrews & Biao Lu

**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**

*by*Donald W.K. Andrews

**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

*by*Jushan Bai

**Bartlett Identities Tests**

*by*Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier

**Testing for hysteresis : unemployment persistence and wage adjustment**

*by*Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe

**Bartlett identities tests**

*by*CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier

**Content Horizons for Forecasts of Economic Time Series**

*by*John Galbraith

**Detecting Structural Breaks: Exchange Rates in Transition Economies**

*by*Evzen Kocenda

**A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields**

*by*Soo-Bin Park

**The Statistical Relationship between Bivariate and Multinomial Choice Models**

*by*Weeks, M. & Orne, C.

**Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality**

*by*Knight, J. & Satchell, S.

**Economic and Statistical Measures of Forecast Accuracy**

*by*Granger, C.W.J. & Pesaran, M. H.

**Bounds Testing Approaches to the Analysis of Long-run Relationships**

*by*Pesaran, M. Hashem & Shin, Y. & Smith, R.J.

**Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II**

*by*Lacroix, R.

**Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I**

*by*Lacroix, R.

**Modelling the French Swap Spread**

*by*Avouyi-Dovi, S. & Jondeau, E.

**Hypothesis Testing in the Presence of One-sided Nuisance Parameters**

*by*Anthony W. Hughes

**articles: Welfare reform and spatial matchingbetween clients and jobs**

*by*Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah

**Money demand, the Cagan model, testing rational expectations vs adaptive expectations: The case of Turkey**

*by*Kivilcim Metin & Ilker Muslu

**Testing for structural change in the dynamic adjustment model with autoregressive errors**

*by*Kien C. Tran

**Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions**

*by*Tamim Bayoumi & Ronald MacDonald

**Stochastic Threshold Models on Interest Rate**

*by*Huirong Li & Jian Yang

**Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue**

*by*Horowitz, J.L. & Savin, N.E.

**Conflicts Among Tests for Cointegration**

*by*Allan W. Gregory & Alfred Haug

**Lead Time demand for Simple Exponential Smoothing**

*by*Snyder, R.D. & Koehler, A.B. & Ord, J.K.

**International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results**

*by*Gerdtham, Ulf-G. & Löthgren, Mickael

**Likelihood-Based Cointegration Tests in Heterogeneous Panels**

*by*Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael

**Health Care System Effects on Cost Efficiency in the OECD Countries**

*by*Gerdtham, Ulf-G. & Löthgren, Mickael

**On stationarity and cointegration of international health expenditure and GDP**

*by*Gerdtham, Ulf-G. & Löthgren, Mickael

**Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis**

*by*Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas

**Power and Bias of Likelihood Based Inference in the Cointegration Model under Fractional Cointegration**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**Testing a Regression Model when we Have Smooth Alternatives in Mind**

*by*Hardle, W. & Kneip, A.

**Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test**

*by*Mouchart, M. & Scheihing, E.

**Multiple Hypotheses Testing with Partial Prior Information**

*by*Zhang, J.

**Likelihood Ratio Test in the Correlated Gamma-Frailty Model**

*by*Korsholm, L.

**Efficiency and Robustness in a Geometrical Perspective**

*by*Davidson, R.

**A Note on the Stochastic Properties of German Stock Returns**

*by*Thomas Lux

**Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias**

*by*Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno

**Response surfaces for the dickey-fuller unit root test with structural breaks**

*by*Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno

**Economia sintetica**

*by*Luis Vildosola

**Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions**

*by*Kenneth G. Stewart

**The Underground Economy: Minimizing the Size of Government**

*by*David E. A. Giles

**The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis**

*by*David E. A. Giles

**Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances**

*by*Linda F. DeBenedictis, & David E. A. Giles

**Testing for Unit Roots With Missing Observations**

*by*Kevin F. Ryan & David E. A. Giles

**Testing for Unit Roots With Missing Observations**

*by*Kevin F. Ryan & David E. A. Giles

**Constant coefficient tests for random coefficient regression**

*by*Pedro Delicado & Juan Romo

**Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry**

*by*Seref Saygili

**Diagnostic Tools for Nonlinearity in Spatial Models**

*by*Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani

**Testing for Parameter Instability using the R/S Statistic**

*by*Michael Harrison & Glenn Treacy

**Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment**

*by*Torben G. Anderson & Tim Bollerslev & Ashish Das

**A Simple Framework for Nonparametric Specification Testing**

*by*Glenn Ellison & Sara Fisher Ellison

**Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices**

*by*PERRON, Pierre & VODOUNOU, Cosme

**Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*DUFOUR, Jean-Marie & JASIAK, Joanna

**Changing Times, Testing Times: A Bootstrap Analysis of Poverty and Inequality using the PACO Database**

*by*Georges Heinrich

**Essays on Exchange Rates: Deterministic Chaos and Technical Analysis**

*by*Bask, Mikael

**Testing linearity against smooth transition autoregression using a parametric bootstrap**

*by*Skalin, Joakim

**The design and analysis of stochastic cost-effectiveness studies for the evaluation of health care interventions**

*by*Briggs, Andrew & Tambour, Magnus

**Maximum likelihood estimation of the multivariate fractional cointegrating model**

*by*Lyhagen, Johan

**A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP**

*by*Ermini, Luigi

**Robust Testing for Fractional Integration Using the Bootstrap**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**Testing for the presence of a random walk in series with structural breaks**

*by*Fabio Busetti & Andrew Harvey

**Wald Revisited: The Optimal Level of Experimentation**

*by*Giuseppe Moscarini & Lones Smith

**Structural Change Tests for Simulated Method of Moments**

*by*Eric Guysels & Alain Guay

**Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases**

*by*Heinrich, Georges

**Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions**

*by*Bayoumi, Tamim & MacDonald, Ronald

**Assessing effective sustainability of fiscal policy within the G-7**

*by*Fève, Patrick & Hénin, Pierre-Yves

**Feedback covariates unit root tests : an application to the sustainability of fiscal policy**

*by*Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe

**Structural Change Tests for Simulated Method of Moments**

*by*Eric Ghysels & Alain Guay

**Decision Rules for Selecting between Exponential and Logistic STAR**

*by*Oscar Jorda

**A Test for Conditional Symmetry in Time Series Models**

*by*Jushan Bai & Serena Ng

**Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates**

*by*Bruneau, C. & Jondeau, E.

**The Power of Hessian and Outer Product Based Wald and LM Tests**

*by*Parks, R.W. & Savin, N.E. & Wurtz, A.H.

**GMM Bootstrapping and Testing in Dynamic Panels**

*by*Bergström, Pål & Dahlberg, Matz & Johansson, Eva

**Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables**

*by*Biorn, E. & Klette, T.J.

**A Multiple Output Stochastic Ray Frontier Production Model**

*by*Löthgren, Mickael

**Three Lectures on the Walrasian Hypotheses for Exchange Economies**

*by*Brown, D.J.

**Rational Expectations in a VAR with Markov Switching**

*by*Blix, M

**Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales**

*by*Andreu Sanso & Ernest Pons Fanals & Manuel Artis Ortuno & Jordi Surinach Caralt

**Detecting Unbalanced Regressions Using the Durbin-Watson Test**

*by*Marmol, F. & Reboredo, J.C.

**On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions**

*by*Marmol, F. & Reboredo, J.C.

**Fractional integration and the augmented dickey-fuller test**

*by*Krämer, Walter

**Semi-nonparametric cointegration testing**

*by*Boswijk, H. Peter & Lucas, André

**Comparing and validating hypothesis test procedures: Graphical and numerical tools**

*by*Pedro Delicado & Iolanda Placencia

**Minimax lower bounds for the two-armed bandit problem**

*by*Sanjeev R. Kulkarni & Gábor Lugosi

**Strong minimax lower bounds for learning**

*by*Andras Antos & Gábor Lugosi

**Canonical Partitions in the Restricted Linear Model**

*by*van der Genugten, B.B.

**Testing the Predicitive Value of Subjective Labour Supply Data**

*by*Euwals, R.W. & Melenberg, B. & van Soest, A.H.O.

**Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach**

*by*Gary Koop & Herman K. van Dijk & Henk Hoek

**Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation**

*by*Erik Biørn & Tor Jakob Klette

**Endogeneity in a Binomial Model**

*by*Brännäs, Kurt & Eriksson, Maria

**Rational Expectations in a VAR with Markov Switching**

*by*Blix, Mårten

**Modeling Nordic Stock Returns with Asymmetric GARCH models**

*by*Hagerud, Gustaf E.

**Specification Tests for Asymmetric GARCH**

*by*Hagerud, Gustaf E.

**A Smooth Transition ARCH Model for Asset Returns**

*by*Hagerud, Gustaf E.

**Modelling Multiple Regimes in the Business Cycle**

*by*van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**

*by*Donald W.K. Andrews

**On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests**

*by*Donald W.K. Andrews & Moshe Buchinsky

**A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure**

*by*Eric Ghysels & Serena Ng

**Threshold Autoregressions with a Unit Root**

*by*Bruce E. Hansen & Mehmet Caner

**Regression-Based Tests of Predictive Ability**

*by*West, K.D. & McCracken, M.W.

**Information Flows Between Eurodollar Spot and Futures Markets**

*by*Yin-Wong Cheung & Hung-Gay Fung

**Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes**

*by*Corradi, V. & Swanson, N. & White, H.

**Substitution, Risk Aversion, Taste Shocks and Equity Premia**

*by*Normandin, M. & St-Amour, P.

**Log-Concave Probability Distributions : Theory and Statistical Testing**

*by*An, M.Y.

**Properties of the ADF Unit Root Test for Models with Trends and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**A Simple Test for Spatial Correlation in Probit Models**

*by*Pinkse, J. & Slade, M.

**Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration**

*by*Mackinnon, J.G. & Haug, A.A. & Michelis, L.

**The Size and Power of Bootstrap Tests**

*by*Davidson, R. & Mackinnon, J.G.

**Properties of Unit Root Tests for Models with Trend and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Substitution, Risk Aversion, Taste Shocks and Equity Premia**

*by*Michel Normandin & Pascal St-Amour

**The Role of Economic Theory in Modelling the Long Run**

*by*Pesaran, M.H.

**Construction of Panel Data Through Record Linkage: Application to Hungarian Budget Surveys: 1987, 89, 91**

*by*Jarvis, S. & Kattuman, P.A.

**Least Square Approach to Non-Normal Disturbances**

*by*Im, K.S.

**Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes**

*by*Juan J. Dolado & Francisco Mármol

**El filtro de lineas aereas modificadas, integrabilidad y cointegracion**

*by*Tomas del Barrio Castro & Miguel Juan Clar Lopez & Ernest Pons Fanals

**Nonparametric inference for second order stochastic dominance**

*by*Schmid, Friedrich & Trede, Mark

**Log-concave Probability Distributions: Theory and Statistical Testing**

*by*Mark Yuying An

**Substitution, Risk Aversion, Taste Shocks and Equity Premia**

*by*Michel Normandin & Pascal St-Amour

**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**

*by*Charles R. Nelson & Richard Startz & Eric Zivot

**Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments**

*by*Jiahui Wang & Eric Zivot

**Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model**

*by*Mukhtar M. Ali

**On the Corrections to Information Matrix Tests**

*by*Francisco Cribari-Neto

**A data-dependent skeleton estimate and a scale-sensitive dimension for classification**

*by*Marta Horvath & Gábor Lugosi

**Fusion of data sets in multivariate linear regression with errors-in-variables**

*by*Albert Satorra

**Inflation and the Distribution of Price Changes**

*by*Michael F. Bryan & Stephen G. Cecchetti

**A Practitioner's Guide to Robust Covariance Matrix Estimation**

*by*Wouter J. Den Haan & Andrew T. Levin

**Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures**

*by*Wouter J. Den Haan & Andrew Levin

**Specification Testing in Panel Data With Instrumental Variables**

*by*Gilbert E. Metcalf

**Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey**

*by*Kaufmann, Sylvia & Scheicher, Martin

**Bartlett Corrections in Cointegration Testing**

*by*Jacobson, Tor & Larsson, Rolf

**Testing for ARCH in the Presence of Additive Outliers**

*by*van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A.

**Omnibus Tests for Multivariate Normality of Observations and Residuals**

*by*Urzúa, Carlos M.

**Conditional Independence Restrictions: Testing and Estimation**

*by*Oliver Linton & Pedro Gozalo

**A Conditional Kolmogorov Test**

*by*Donald W.K. Andrews

**A Note on the Power of Revealed Preference Tests with Afriat Inefficiency**

*by*Reinhard Sippel

**A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions**

*by*David A. Belsley

**Integración espacial y cointegración: una aplicación al mercado de cereales en España**

*by*José María Gil & J. Clemente & A, Montañés & M. Reyes

**Tests of Alternative International Asset Pricing Models**

*by*Vassalou, M.

**Detecting Nonlinearity by Modelling the Differenced Series**

*by*Aprahamian, F. & Peguin-Feissolle, A.

**Regression-Based Tests for Persistence in Conditional Variances**

*by*Psaradakis, Z. & Tzavalis, E.

**Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts**

*by*Franses, Ph.H.B.F. & Hoek, H. & Paap, R.

**Logconcavity versus Logconvexity: A Complete Characterization**

*by*An, Mark Yuying

**Estimation and Inference in Cointegrated Systems Under Near-Integration**

*by*Sheldon, M.

**Intermediate Statistics and Econometrics: A Comparative Approach**

*by*Dale J. Poirier

**"Excess Volatility" and the German Stock Market, 1870-1990**

*by*J. Bradford De Long & Marco Becht

**Asymptotic robustness in multi-sample analysis of multivariate linear relations**

*by*Albert Satorra

**Financial integration in Europe : Evidence from Euler equation tests**

*by*Lemmen, J.J.G. & Eijffinger, S.C.W.

**Nonparametric cointegration analysis**

*by*Bierens, H.J.

**Noisy signals in target zone regimes Theory and Monte Carlo experiments**

*by*Steinar Holden & Dag Kolsrud & Birger Vikøren

**Multivariate unit root tests**

*by*Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz

**On the inconsistency of the Breusch-Pagan test**

*by*Zaman, Asad

**Small Sample Properties of GMM for Business Cycle Analysis**

*by*Lawrence J. Christiano & Wouter J. Den Haan

**OLS-Estimation of conditional and unconditional sigma- and beta-convergence of per capita income: Implications of Solow-Swan and Ramsey-Cass models**

*by*Maurer, Rainer

**Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle**

*by*Madlener, Reinhard

**Testing Additivity in Generalized Nonparametric Regression Models**

*by*Oliver Linton & Pedro Gozalo

**Adaptive Testing in ARCH Models**

*by*Oliver Linton & Douglas G. Steigerwald

**Market Time and Asset Price Movements Theory and Estimation**

*by*Eric Ghysels & Christian Gouriéroux & Joanna Jasiak

**Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects**

*by*Eric Ghysels & Joanna Jasiak

**Predictive Tests for Structural Change with Unknown Breakpoint**

*by*Eric Ghysels & Alain Guay & Alastair Hall

**On Stable Factor Structures in the Pricing of Risk**

*by*Eric Ghysels

**Approximate Asymptotic P-Values for Structural Change Tests**

*by*Bruce E. Hansen

**Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP**

*by*Bruce E. Hansen

**The Joint Density of Two Functionals of a Brownian Motion**

*by*Abadir, Karim

**A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)**

*by*Silva Lopes, Artur

**Small Sample Properties of Generalized Method of Moments Based Wald Tests**

*by*Craig Burnside & Martin Eichenbaum

**Split Sample Instrumental Variables**

*by*Joshua Angrist & Alan Krueger

**Testing aregression model when we have smooth alternatives in mind**

*by*Haerdle,Wolfgang & Kneip,Alois

**residual-Based Tests for Cointegration in Models with Regime Shifts**

*by*Allan w. Gregory & Bruce E. Hansen

**An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables**

*by*Donald W.K. Andrews

**Optimal Changepoint Tests for Normal Linear Regression**

*by*Donald W.K. Andrews & Inpyo Lee & Werner Ploberger

**Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative**

*by*Donald W.K. Andrews & Werner Ploberger

**Other Things Equal**

*by*Donald N. McCloskey

**The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model**

*by*Soo-Bin Park

**Testing for Structural Breaks**

*by*Allan W. Gregory & James M. Nason

**Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?**

*by*Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt

**Vector Autoregression and Causality**

*by*Hiro Y. Toda & Peter C.B. Phillips

**Vector Autoregression and Causality: A Theoretical Overview and Simulation Study**

*by*Hiro Y. Toda & Peter C.B. Phillips

**Interest Rates in Mexico: The Role of Exchange Rate Expectations and International Creditworthiness**

*by*Hoe E. Khor & Liliana Rojas-Suarez

**A New Method for Detecting Neural Interconnectivity**

*by*Klaus J. Utikal

**Critical Values for Cointegration Tests**

*by*James G. MacKinnon

**Joint Tests for Zero Restrictions on Non-negative Regression Coefficients**

*by*Hillier, Grant

**Generalized autoregressive conditional heteroskedasticity**

*by*Tim Bollerslev

**Model Specification Tests Against Non-Nested Alternatives**

*by*James G. MacKinnon

**Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*James G. MacKinnon & Halbert White

**Convenient Specification Tests for Logit and Probit Models**

*by*Russell Davidson & James G. MacKinnon

**Robust Estimation and Inference for Threshold Models with Integrated Regressors**

*by*Haiqiang Chen

**Predictive behavior: An experimental study**

*by*Brennscheidt,Gunnar

**An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK**

*by*Peter Spencer & Zhuoshi Liu

**On the density of generalised quadratic forms with applications to asymptotic expansions for test statistics**

*by*Francesco Bravo

**Empirical likelihood specification testing in linear regression models**

*by*Francesco Bravo

**The Use Of Spreads In Forecasting Medium Term U.K Interest Rates**

*by*B. Pesaran & G. Wright

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

*by*Rafael Torres

**Distribution-free Tests of Fractional Cointegration**

*by*Javier Hualde & Carlos Velasco

**Testing the Martingale Difference Hypothesis Using Integrated Regression Functions**

*by*Juan Carlos Escanciano & Carlos Velasco

**Technology Shocks and Hours Worked: A Fractional Integration Perspective**

*by*Luis Alberiko Gil-Alana & Antonio Moreno

**Tests regarding parameters of several independent gamma populations**

*by*Ram Tripathi

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

*by*Yong Li & Zeng Tao & Jun Yu

**Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach**

*by*Silvestro DI SANZO & Alicia PEREZ-ALONSO

**Maximising Seigniorage and Inflation Tax: The Case of Belarus**

*by*D r. (elect.) Julia Korosteleva

**The Belarusian Case of Transition: Whither Financial Repression?**

*by*Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson

**A Practical Note on the Determination of the Number of Factors Using Information Criteria with Data-Driven Penalty**

*by*Joakim Westerlund & Sagarika Mishra

**A Factor Analytical Approach to the Efficient Futures Market Hypothesis**

*by*Joakim Westerlund & Milda Norkute & Paresh K Narayan

**On the Importance of the First Observation in GLS Detrending in Unit Root Testing**

*by*Joakim Westerlund

**The Local Power of the CADF and CIPS Panel Unit Root Tests**

*by*Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger

**On the Asymptotic Distribution of the DF–GLS Test Statistic**

*by*Joakim Westerlund

**Testing for Predictability in Conditionally Heteroskedastic Stock Returns**

*by*Joakim Westerlund & Paresh Kumar Narayan

**Testing Equality of Covariance Matrices via Pythagorean Means**

*by*Jin Seo Cho & Peter C.B. Phillips

**Restricted Likelihood Ratio Tests in Predictive Regression**

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

**Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets**

*by*Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

**Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets**

*by*Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

**Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels**

*by*Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET

**Robust Resampling Methods for Time Series**

*by*Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI

**Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Testing for threshold effect in ARFIMA models: Application to US unemployment rate data**

*by*Amine LAHIANI & Olivier SCAILLET

**On the Stationarity of Exhaustible Natural Resource Prices**

*by*Nikolaos Kourogenis & Phoebe Koundouri

**A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate**

*by*Daniel Ventosa

**Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics**

*by*Morten Oerregaard Nielsen

**Efficient Inference in Multivariate Fractionally Integrated Time Series Models**

*by*Morten Oerregaard Nielsen

**Efficient Likelihold Inference in Nonstationary Univariate Models**

*by*Morten Oe. Nielsen

**Multicointegration in US consumption data**

*by*Boriss Siliverstovs

**Measurement Errors and Outliers in Seasonal Unit Root Testing**

*by*Niels Haldrup & Antonio Montanés & Andreu Sanso

**Local Power Functions of Tests for Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt

**On the Robustness of Unit Root Tests in the Presence of Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt