## 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.

**Variance swap payoffs, risk premia and extreme market conditions**

*by*Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

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

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

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

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

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

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

**How does the use of in-store discount coupons affect retail revenues?**

*by*Lagin, Madelen & Daunfeldt, Sven-Olov & Rudholm, Niklas

**Testing time series for the bubbles (with application to Russian data)**

*by*Sinelnikova-Muryleva, Elena & Skrobotov, Anton

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

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

**Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap**

*by*Joseph P. Romano & Michael Wolf

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

*by*Stefan Bruder & Michael Wolf

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

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

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

*by*Ettmeier, Stephanie & Kriwoluzky, Alexander

**Heteroskedasticity-robust unit root testing for trending panels**

*by*Herwartz, Helmut & Maxand, Simone & Walle, Yabibal M.

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

*by*M. Hashem Pesaran & Takashi Yamagata

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

*by*JIN SEO CHO & HALBERT WHITE

**Directionally Differentiable Econometric Models**

*by*JIN SEO CHO & HALBERT WHITE

**Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s**

*by*Yang Hu & Les Oxley

**Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics?**

*by*Yang Hu & Les Oxley

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

*by*Yang Hu & Les Oxley

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

*by*Yang Hu & Les Oxley

**Statistical arbitrage in the U.S. treasury futures market**

*by*Dare, Wale

**Testing efficiency in small and large financial markets**

*by*Dare, Wale

**Simple and Trustworthy Cluster-Robust GMM Inference**

*by*Jungbin Hwang

**Theory and Application of an Economic Performance Measure of Risk**

*by*Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

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

**Evolution of Trust and Trustworthiness between Cooperators and Non-Cooperators in Public Goods : Evidence from Field Experiment: Ethiopia**

*by*Kitessa, Rahel Jigi

**Theory and Application of an Economic Performance Measure of Risk**

*by*Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong

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

*by*Tom Boot & Andreas Pick

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

*by*Jochen Hartwig & Jan-Egbert Sturm

**Government Spending and the Term Structure of Interest Rates in a DSGE Model**

*by*Ales Marsal & Lorant Kaszab & Roman Horvath

**If Donor and Recipient are the Same Person? Gender Role Identity?s Effect on Self-Gifting**

*by*Huseyin Guler & Ebru Özgür Güler & Yesim Termanoglu

**Spatial Differencing: Estimation and Inference**

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

**A Formal Test of Competition in the Banking Sector of Pakistan: An Application of PR-H Statistic**

*by*Mahmood ul Hasan Khan & Muhammad Nadim Hanif

**A general inversion theorem for cointegration**

*by*Massimo Franchi & Paolo Paruolo

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

*by*Francesca Di Iorio & Stefano Fachin

**A Bootstrap Bias Correction Of Long Run Fourth Order Moment Estimation In The Cusum Of Squares Test**

*by*Davide De Gaetano

**Bubble Testing under Deterministic Trends**

*by*Wang, Xiaohu & Yu, Jun

**A Specification Test based on the MCMC Output**

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

**Deviance Information Criterion for Bayesian Model Selection: Justification and Variation**

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

**Inference with Correlated Clusters**

*by*Powell, David

**Have Middle-Class Earnings Risen in Canada? A Statistical Inference Approach**

*by*Charles Beach

**Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors**

*by*Antoine A. Djogbenou

**Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data**

*by*Patrick Kanda & Michael Burke & Rangan Gupta

**Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices**

*by*Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz

**Testing for Bubbles in Stock Markets with Irregular Dividend Distribution**

*by*Caspi, Itamar & Graham, Meital

**A New Nonlinear Unit Root Test with Fourier Function**

*by*Güriş, Burak

**Robust inference in conditionally heteroskedastic autoregressions**

*by*Pedersen, Rasmus Søndergaard

**A unit root test based on smooth transitions and nonlinear adjustment**

*by*Hepsag, Aycan

**Capital productivity in industrialized economies: evidence from error-correction model and Lagrange Multiplier tests**

*by*Trofimov, Ivan D.

**Addressing multicollinearity in regression models: a ridge regression application**

*by*Bager, Ali & Roman, Monica & Algedih, Meshal & Mohammed, Bahr

**Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing**

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

**Fundamentos de Econometría Espacial Aplicada**

*by*Herrera Gómez, Marcos

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

*by*Rafael, González-Val

**The Relationship between Female Representation at Strategic Level and Firm's Competitiveness: Evidences from Cargo Logistic Firms of Pakistan and Canada**

*by*Haque, Adnan ul & Faizan, Riffat & Cockrill, Antje

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

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

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

*by*Tsagris, Michail

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

*by*Faheem, Samra

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

*by*Chtioui, Naouel & Ayadi, Mohamed

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

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

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

*by*Ferman, Bruno

**Cherry Picking with Synthetic Controls**

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

**Placebo Tests for Synthetic Controls**

*by*Ferman, Bruno & Pinto, Cristine

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

*by*Bartolucci, Francesco & Pigini, Claudia

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

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

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

*by*Malikov, Emir & Sun, Yiguo

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

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

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

*by*Charles, Sébastien & Marie, Jonathan

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

*by*Kahia, Montassar

**Testing European Business cycles asymmetry**

*by*Zlatko J. Kovacic & Milos Vilotic

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

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

**Assessing News Contagion in Finance**

*by*Paola Cerchiello & Giancarlo Nicola

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

*by*Franz Ombler & Michael Albert & Paul Hansen

**Split-Sample Strategies for Avoiding False Discoveries**

*by*Michael L. Anderson & Jeremy Magruder

**Identification of and Correction for Publication Bias**

*by*Isaiah Andrews & Maximilian Kasy

**Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors**

*by*Élise, COUDIN & Jean-Marie DUFOUR

**High dimensional semiparametric moment restriction models**

*by*Chaohua Dong & Jiti Gao & Oliver Linton

**Bayesian assessment of Lorenz and stochastic dominance**

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

**Dynamic asset price jumps and the performance of high frequency tests and measures**

*by*Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes

**Empirical Methods for the Law**

*by*Christoph Engel

**Bayesian Assessment of Lorenz and Stochastic Dominance**

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

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

*by*Joe Hirschberg & Jenny Lye

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

*by*Jean-Marie Dufour & Richard Luger

**The Economics of Replication**

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

**Testing a parametric transformation model versus a nonparametric alternative**

*by*Arkadiusz Szyd?owski

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

*by*Byunghoon Kang

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

*by*Thor Pajhede

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

*by*Kosaku Takanashi

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

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

**Inequality Indices as Tests of Fairness**

*by*Kanbur, Ravi & Snell, Andy

**The Economics of Replication**

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

**Inequality indices as tests for fairness**

*by*Ravi Kanbur & Andy Snell

**Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R**

*by*Susanne Berger & Nathaniel Graham & Achim Zeileis

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

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

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

*by*Jose Diogo Barbosa & Marcelo Moreira

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

*by*Chirok Han & Hyoungjong Kim

**Do Estimated Taylor Rules Suffer from Weak Identification?**

*by*Christian Murray & Juan Urquiza

**Confidence Sets for the Date of a Mean Shift at the End of a Sample**

*by*KUROZUMI, Eiji

**Discriminant analysis in small and large dimensions**

*by*Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor

**The Memory of Volatility**

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

**Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks**

*by*Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp

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

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

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

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

**Franchisors'choice between royalties and fixed fees evidence from Brazil**

*by*Eugênio José Silva Bitti & Cintya Lanchimba & Muriel Fadairo

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

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

**A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels**

*by*Chudik, Alexander & Pesaran, M. Hashem

**Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices**

*by*Pavlidis, Efthymios & Martinez-Garcia, Enrique & Grossman, Valerie

**Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter**

*by*Martinez, Andrew

**A Bayesian Approach to Backtest Overfitting**

*by*Jiri Witzany

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

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

**Theory and Application of an Economic Performance Measure of Risk**

*by*Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.K.

**Testing of Parameter's Instability in a Balanced Panel: An Application to Real Effective Exchange Rate for SAARC Countries**

*by*Varun Agiwal & Jitendra Kumar & Sumit Kumar Sharma

**An assessment of the inflation targeting experience**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**Power in High-dimensional testing Problems**

*by*Anders Bredahl Kock & David Preinerstorfer

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

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

**The Economics of Replication**

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

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

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

**Identification-Robust Subvector Inference**

*by*Donald W.K. Andrews

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

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

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

*by*Timothy B. Armstrong

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

*by*Igor Kheifets & Carlos Velasco

**Lower fragmentation of coordination in primary care is associated with lower prescribing drug costs-lessons from chronic illness care in Hungary**

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

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

*by*Sam Olofin & Afees A. Salisu

**Inequality Indices as Tests of Fairness**

*by*Kanbur, Ravi & Snell, Andy

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

*by*Elise Coudin & Jean-Marie Dufour

**Spatial Differencing: Estimation and Inference**

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

**Twin Peaks**

*by*Fabrice Defever & Alejandro RiaÃ±o

**A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels**

*by*Alexander Chudik & M. Hashem Pesaran

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

*by*M. Hashem Pesaran & Takashi Yamagata

**Inference on distribution functions under measurement error**

*by*Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang

**Relative error accurate statistic based on nonparametric likelihood**

*by*Lorenzo Camponovo & Taisuke Otsu

**Likelihood inference on semiparametric models: Average derivative and treatment effect**

*by*Yukitoshi Matsushita & Taisuke Otsu

**Empirical likelihood for high frequency data**

*by*Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu

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

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

**Twin Peaks**

*by*Fabrice Defever & Alejandro Riaño

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

*by*Luke Ignaczak & Marcel-Cristian Voia

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

*by*Frank Windmeijer

**Borderline: judging the adequacy of return distribution estimation techniques in initial margin models**

*by*Houllier, Melanie & Murphy, David

**When Are Wavelets Useful Forecasters?**

*by*Ramazan Gencay & Ege Yazgan

**Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models**

*by*Andrea Nocera

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

*by*Francesco Bartolucci & Claudia Pigini

**Testing for Stochastic Dominance in Social Networks**

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

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

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

*by*Shenglang Yang & Yixiao Zhou

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

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

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

*by*Mahfuzur Rahman & Mohamed Albaity & Billah Maruf

**Language and socioeconomics predict geographic variation in peer review outcomes at an ecology journal**

*by*C. Sean Burns & Charles W. Fox

**Measuring links between labor monopsony and the gender pay gap in Brazil**

*by*Brandon Vick

**Green entrepreneurship and green innovation for SME development in market turbulence**

*by*Pejman Ebrahimi & Seyed Mozaffar Mirbargkar

**A note on testing instrument validity for the identification of LATE**

*by*Lukas Laffers & Giovanni Mellace

**Time-varying persistence in US inflation**

*by*Massimiliano Caporin & Rangan Gupta

**Interest rate assumptions and predictive accuracy of central bank forecasts**

*by*Malte Knüppel & Guido Schultefrankenfeld

**A Survey On The Desirability Of An Extra-Curricular School Program Or Spiritual Counseling Workshop, And Some Specific Statistical Interactions Or Confrontations**

*by*Gheorghe SAVOIU & Mihaela Gabriela NEACSU & Cristina DURAN

**The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries**

*by*Sakiru Adebola SOLARIN

**Effective Factors on Per Capita Healthcare Expenditure: A Comparison of Spatial Models in Selected Developing Countries**

*by*Rezaei, Hadi & Alizadeh , Mohammad & Nademi, Younes

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

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

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

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

**Which Alpha?**

*by*Francisco Barillas & Jay Shanken

**Testing for Parameter Instability across Different Modeling Frameworks**

*by*Francesco Calvori & Drew Creal & Siem Jan Koopman & AndrÃ© Lucas

**How to jump further and catch up? Path-breaking in an uneven industry space**

*by*Shengjun Zhu & Canfei He & Yi Zhou

**The Price Convergence of Individual Goods in the Russian Regions**

*by*Perevyshin, Yu. & Skrobotov, A.

**Economic Growth and the Growth of Human Population in the Past 2,000,000 Years**

*by*Ron W. NIELSEN

**Puzzling Features of the Historical Income per Capita Distributions Explained**

*by*Ron W. NIELSEN

**Changing the direction of the economic and demographic research**

*by*Ron W. NIELSEN

**What Makes Citizens Satisfied? The Influence of Perceived Responsiveness of Local Administration on Satisfaction with Public Administration**

*by*Daniel RÖLLE

**Demographic Catastrophes Did Not Shape the Growth of Human Population or the Economic Growth**

*by*Ron W. NIELSEN

**Population and Economic Growth in Australia: 8,000 BC - AD 1700 Extended to 60,000 BC**

*by*Ron W. NIELSEN

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

*by*Kaveri Deb & William R. Hauk

**Predictive models for disaggregate stock market volatility**

*by*Terence Tai-Leung Chong & Shiyu Lin

**Rational choice attitudinalism?**

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

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

*by*Tolga Omay & Furkan Emirmahmutoğlu

**Leadership styles and employees’ motivation: Perspective from an emerging economy**

*by*Muhammad Fiaz & Qin Su & Ikram Amir & Aruba Saqib

**Board Attributes and Financial Performance: The Evidence from an Emerging Economy**

*by*Muhammad Akram Naseem & Sun Xiaoming & Sulman Riaz & Ramiz Ur Rehman

**Stock Prices And Demand For Money: Evidence From Nigeria**

*by*Anthony Enisan Akinlo & Mofoluwaso Emmanuel

**The Influence Of Manufacturer Attitude, Brand Strength And Profits On Distributorsâ€™ Overall Satisfaction: Evidence From Bangladesh**

*by*Suman Prosad Saha

**The Impact Of Fair Value On Audit Quality: Evidence From Tunisia**

*by*Salem Lotfi Boumediene & Emna Boumediene & Ikram Amara

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

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

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

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

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

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

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

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

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

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

**An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR**

*by*Josef Arlt & Martin Mandel

**Analysis of Structural Breaks in BET Index**

*by*Valentin EPURE

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kumar & Anoop Chaturvedi & Umme Afifa

**Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes**

*by*Ana Paula Martins

**Do commodities make effective hedges for equity investors?**

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

**Time-varying risk aversion and return predictability**

*by*Yoon, Sun-Joong

**Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries**

*by*Ma, Wei & Li, Haiqi & Park, Sung Y.

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

*by*Gökgöz, Fazıl & Atmaca, Mete Emin

**Born to run behind? Persisting birth month effects on earnings**

*by*Røed Larsen, Erling & Solli, Ingeborg F.

**Quantile causality between gold commodity and gold stock prices**

*by*Reboredo, Juan C. & Ugolini, Andrea

**Do financial reforms help stabilize inequality?**

*by*Christopoulos, Dimitris & McAdam, Peter

**Microcredit and willingness to pay for environmental quality: Evidence from a randomized-controlled trial of finance for sanitation in rural Cambodia**

*by*Ben Yishay, Ariel & Fraker, Andrew & Guiteras, Raymond & Palloni, Giordano & Shah, Neil Buddy & Shirrell, Stuart & Wang, Paul

**Are correlations constant? Empirical and theoretical results on popular correlation models in finance**

*by*Adams, Zeno & Füss, Roland & Glück, Thorsten

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

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

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

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

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

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

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

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

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

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

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

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

**Inference in continuous systems with mildly explosive regressors**

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

**A discrete model for bootstrap iteration**

*by*Davidson, Russell

**Modeling heaped duration data: An application to neonatal mortality**

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

**Semiparametric identification of the bid–ask spread in extended Roll models**

*by*Chen, Xiaohong & Linton, Oliver & Yi, Yanping

**Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data**

*by*Chen, Richard Y. & Mykland, Per A.

**New goodness-of-fit diagnostics for conditional discrete response models**

*by*Kheifets, Igor & Velasco, Carlos

**Specification testing for nonlinear multivariate cointegrating regressions**

*by*Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying

**Tests of additional conditional moment restrictions**

*by*Parente, Paulo M.D.C. & Smith, Richard J.

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

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

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

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**Residual-augmented IVX predictive regression**

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

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

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

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

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

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

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

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

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

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**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

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

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**A Random Shock Is Not Random Assignment**

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

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

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

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

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

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**Inference under Covariate-Adaptive Randomization**

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

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**Specification Testing in Nonparametric Instrumental Quantile Regression**

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**Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets**

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**Monitoring Parameter Constancy with Endogenous Regressors**

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**Greening the Vehicle Fleet: Evidence from Norway’s CO2 Differentiated Registration Tax**

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

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**Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility**

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**Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor**

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

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

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**Estimation of Possibly Non-Stationary First-Order Auto-Regressive Processes**

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**Bayesian Unit Root Test for Panel Data**

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**A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction**

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

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

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**"Change Detection and the Causal Impact of the Yield Curve**

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**Simple and Honest Confidence Intervals in Nonparametric Regression**

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**Optimal Inference in a Class of Regression Models**

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**Optimal Inference in a Class of Regression Models**

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

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

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

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

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**Econometric Analysis of Production Networks with Dominant Units**

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**Testing part of a DSGE model by Indirect Inference**

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

*by*Dany Lang & Mark Setterfield

**Low-Frequency Econometrics**

*by*Ulrich K. Müller & Mark W. Watson

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

*by*Vahid Montazerhodjat & Andrew W. Lo

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

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

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

*by*Maxwell L. King & Sivagowry Sriananthakumar

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

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

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

*by*Chowdhury, Abdur

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

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

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

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

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

*by*Amita Majumder & Ranjan Ray

**Granger-causal analysis of GARCH models: a Bayesian approach**

*by*Tomasz Wozniak

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

*by*Laura Panza & Tomasz Wozniak

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

*by*Laura Panza & Tomasz Wozniak

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

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

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

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

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

*by*William E. Griffiths & Gholamreza Hajargasht

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

*by*Badi H. Baltagi & Long Liu

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

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

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

*by*Deniz Dilan Karaman Örsal & Antonia Arsova

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

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

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

*by*Jacco Thijssen & Daniele Bergantini

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

*by*Thor Pajhede

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

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

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

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

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

*by*Cockx, Bart & Ghirelli, Corinna

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

*by*Rothe, Christoph

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

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

**A discrete model for bootstrap iteration**

*by*Russell Davidson

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

*by*Eleanor Sanderson & Frank Windmeijer

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

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

**Testing Missing at Random using Instrumental Variables**

*by*Christoph Breunig & & &

**Nonparametric change-point analysis of volatility**

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

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

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

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

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

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

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

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

*by*YAMAMOTO, Yohei

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

*by*KUROZUMI, Eiji & YAMAMOTO, Yohei

**A Note on Testing the LATE Assumptions**

*by*Laffers, Lukas & Mellace, Giovanni

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

*by*Hansen, Bjørn Gunnar & Li, Yushu

**A Multivariate Test Against Spurious Long Memory**

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

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

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

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

*by*Corine Autant-Bernard

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

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

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

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

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

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

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

*by*Lunsford, Kurt Graden

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

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

**From Disorder to Order**

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

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

*by*Lleo, Sebastien & Ziemba, Bill

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

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

**Non-nested testing of spatial correlation**

*by*Delgado, Miguel A. & Robinson, Peter

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

*by*Robinson, Peter & Rossi, Francesca

**Poverty trends in Turkey**

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

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

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

**Empirical likelihood for regression discontinuity design**

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

**Extremal dependence tests for contagion**

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

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

*by*James Davidson & Dooruj Rambaccussing

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

*by*Xiaohong Chen & Zhipeng Liao

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

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

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

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

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

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

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

*by*Bart Cockx & Corinna Ghirelli

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

*by*Amengual, Dante & Sentana, Enrique

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

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

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

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

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

*by*Bonnet, Céline & Dubois, Pierre

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

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

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

*by*Dante Amengual & Enrique Sentana

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

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

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

*by*Marco LISSANDRIN & Donnacha DALY & Didier SORNETTE

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

*by*Spencer WHEATLEY & Didier SORNETTE

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

*by*Kajal Lahiri & Huaming Peng & Xuguang Sheng

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

*by*Kajal Lahiri & Liu Yang

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

*by*Bart Cockx & Corinna Ghirelli

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

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

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

*by*Javier Hidalgo & Marcia M Schafgans

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

*by*Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi

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

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

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

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

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

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

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

*by*Ben Jann

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

*by*Fabiana Gomez & David Pacini

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

*by*Zhongjun Qu & Fan Zhuo

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

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

**Extreme risk interdependence**

*by*Polanski, Arnold & Stoja, Evarist

**Testing for Monotonicity in Unobservables under Unconfoundedness**

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

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

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

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

**The Italian Firms’ International Activity**

*by*Riccardo Cristadoro & Leandro D’Aurizio

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

*by*Fuchun Li

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

*by*Zacharias Psaradakis & Marián Vávra

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

*by*Zacharias Psaradakis & Marián Vávra

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

*by*Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI

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

*by*Stelios Arvanitis & Nikolas Topaloglou

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

*by*Firmin Doko Tchatoka & Wenjie Wang

**Treatment Effects with Many Covariates and Heteroskedasticity**

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

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

*by*Ulrich Hounyo & Rasmus T. Varneskov

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

*by*Bent Jesper Christensen & Rasmus T. Varneskov

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

*by*Yilebes Addisu Damtie

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

*by*Berislav Zmuk

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

*by*Varahrami, Vida

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

*by*Ovidiu Constantin BUNGET & Eusebiu Raducu BUREANA

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

*by*Žmuk Berislav

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

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

**Null hypothesis significance tests. A mix-up of two different theories: the basis for widespread confusion and numerous misinterpretations**

*by*Jesper W. Schneider

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

*by*Roxana Cristina VILCU (MANACHE)

**Spatial Evolution And Agglomerative Forces Of China**

*by*Huan Li & Vincent Hogan

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

*by*Tanrıöver, Banu & Çöllü, Duygu Arslantürk

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

*by*Engle, Robert & Granger, Clive

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

*by*Shchetynin, Yevhenii

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

*by*Mihaela Simionescu

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

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

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

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

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

*by*Saša Obradović & Milka Grbić

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

*by*Osabuohien-Irabor Osarumwense

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

*by*Aquino Llinares, Nieves

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

*by*Simona Ghita & Emilia Titan & Cristina Boboc

**Functional Dynamic Factor Model for Intraday Price Curves**

*by*Piotr Kokoszka & Hong Miao & Xi Zhang

**Testing for Predictability in Conditionally Heteroskedastic Stock Returns**

*by*Joakim Westerlund & Paresh Narayan

**Recovering Statistical Theory in the Context of Model Calibrations**

*by*Dilip B. Madan

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

*by*Natalia Futekova & Vladimir Monov

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

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

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

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

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

*by*Michael Schwandt

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

*by*Vojtěch Fiala & Svatopluk Kapounek & Ondřej Veselý

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

*by*Kathrin Jordan

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

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

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

*by*Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

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

*by*Vida VARAHRAMI

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

*by*Purva Hegde DESAI & M. Fatima DeSOUZA

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

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

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

*by*Joseph Boniface Ajefu*

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

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

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

*by*Abbas ali Rezaei

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

*by*Javier de la Ballina Ballina & Rodolfo Vázquez

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**Effects of Volatility of the Exchange Rate on Inflation Expectations and Growth Prospects in Mexico (2002-2014)**

*by*Guillermo Benavides & Isela Elizabeth Téllez-León & Francisco Venegas-Martínez

**Testing the Null of Stationarity in the Presence of Structural Breaks for Multiple Time Series**

*by*Robert Taylor & Byung Chul Ahn

**Hunting scale-free properties in R&D collaboration networks: Self-organization, power-law and policy issues in the European aerospace research area**

*by*Biggiero, Lucio & Angelini, Pier Paolo

**An inverted U-shaped crude oil price return-implied volatility relationship**

*by*Agbeyegbe, Terence D.

**The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong**

*by*Sin, Chor-yiu (CY)

**Model-free volatility indexes in the financial literature: A review**

*by*Gonzalez-Perez, Maria T.

**Purchasing power parity-symmetry and proportionality: Evidence from 116 countries**

*by*Arize, Augustine C. & Malindretos, John & Ghosh, Dilip

**A new method of measuring herding in stock market and its empirical results in Chinese A-share market**

*by*Xie, Tian & Xu, Yi & Zhang, Xinsheng

**Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions**

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

**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

**Improved inferences for spatial regression models**

*by*Liu, Shew Fan & Yang, Zhenlin

**Do federal reserve bank presidents have a regional bias?**

*by*Jung, Alexander & Latsos, Sophia

**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

**Trend definition or holding strategy: What determines the profitability of candlestick charting?**

*by*Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin

**Testing the mixture of distributions hypothesis on target stocks**

*by*Carroll, Rachael & Kearney, Colm

**Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank׳s monetary policy strategy**

*by*Neto, David

**Testing equality of modified Sharpe ratios**

*by*Ardia, David & Boudt, Kris

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

**Earnings forecasts and idiosyncratic volatilities**

*by*Kryzanowski, Lawrence & Mohsni, Sana

**Sentiment in oil markets**

*by*Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam

**Extreme risk spillovers between crude oil and stock markets**

*by*Du, Limin & He, Yanan

**A unit root model for trending time-series energy variables**

*by*Narayan, Paresh Kumar & Liu, Ruipeng

**Predictability of price movements in deregulated electricity markets**

*by*Uritskaya, Olga Y. & Uritsky, Vadim M.

**Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions**

*by*Baillie, Richard T. & Kim, Kun Ho

**Significance testing in empirical finance: A critical review and assessment**

*by*Kim, Jae H. & Ji, Philip Inyeob

**Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model**

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

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

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

**Testing for independence between functional time series**

*by*Horváth, Lajos & Rice, Gregory

**Sample quantile analysis for long-memory stochastic volatility models**

*by*Ho, Hwai-Chung

**A Bayesian chi-squared test for hypothesis testing**

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

**Robust inference in nonlinear models with mixed identification strength**

*by*Cheng, Xu

**Testing for factor loading structural change under common breaks**

*by*Yamamoto, Yohei & Tanaka, Shinya

**Sieve semiparametric two-step GMM under weak dependence**

*by*Chen, Xiaohong & Liao, Zhipeng

**Regression discontinuity designs with unknown discontinuity points: Testing and estimation**

*by*Porter, Jack & Yu, Ping

**Testing error serial correlation in fixed effects nonparametric panel data models**

*by*Green, Carl & Long, Wei & Hsiao, Cheng

**Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions**

*by*Chen, Xiaohong & Christensen, Timothy M.

**Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity**

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

**Large sample properties of the matrix exponential spatial specification with an application to FDI**

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

**Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets**

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

**Stock return and cash flow predictability: The role of volatility risk**

*by*Bollerslev, Tim & Xu, Lai & Zhou, Hao

**Non-nested testing of spatial correlation**

*by*Delgado, Miguel A. & Robinson, Peter M.

**Testing linearity using power transforms of regressors**

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

**Instrumental variable and variable addition based inference in predictive regressions**

*by*Breitung, Jörg & Demetrescu, Matei

**Nonparametric specification tests for stochastic volatility models based on volatility density**

*by*Zu, Yang

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

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

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

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

*by*Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri

**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

**Fiscal policy and economic growth: the case of Albania**

*by*Shijaku, Gerti & Gjokuta, Arlind

**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**

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**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**

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**Testing for the buffered autoregressive processes**

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

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**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**

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**Simple Fractional Dickey Fuller test**

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

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

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**Redefining the Economical Power of Nations**

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**Make Almost Stochastic Dominance really Almost**

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

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**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

**â€œThey do know what they are doing... at least most of them.â€ 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

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

*by*Eleanor Sanderson & Frank Windmeijer

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

*by*Grant Hillier & Federico Martellosio

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

*by*Tiemen M. Woutersen & John Ham

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

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

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

*by*Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi

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

*by*Federico A. Bugni & Ivan A. 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

**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

**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

**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

**A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models**

*by*Seong Yeon Chang & Pierre Perron

**Testing Monotonicity in Unobservables with Panel Data**

*by*Liangjun Su & Stefan Hoderlein & Halbert White

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Rocío Elizondo

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**Inflation and relative price variability in Venezuela**

*by*José Contreras & Nora Guarata

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

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**Vergi Algısı ve Vergi Bilinci Üzerine Bir Araştırma: İktisadi ve İdari Bilimler Fakültesi Öğrencilerinde Vergi Algısı ve Bilinci**

*by*Metin SAĞLAM

**Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009**

*by*Teodor Sedlarski & Angel Eremiev

**Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a test in pensiones civiles del Estado de Michoacán**

*by*Torre Torres, Oscar V. de la

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

*by*Gurgen OHANYAN

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

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

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

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

*by*Pincheira, Pablo

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

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

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

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

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

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

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

*by*Mikusheva, Anna

**Problemas de asimetria para el analisis y la predictibilidad del tipo de cambio mexicano**

*by*Semei Coronado Ramirez & Gerardo Leonardo Gatica Arreola

**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.

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

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

**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, Sharad Nath & Bhattacharya, Mousumi

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

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

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

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

**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

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**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**

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**Principal Components and Long Run Implications of Multivariate Diffusions**

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**Estimation of tail thickness parameters from GJR-GARCH models**

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**Evaluating Value-at-Risk models via Quantile Regression**

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**Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs**

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**Testing Unilateral and Bilateral Link Formation**

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**Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors**

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**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**

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**Una nota sobre la sostenibilidad fiscal y el nexo entre los ingresos y gastos del Gobierno Colombiano**

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**Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano**

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**Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia**

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**Statistical inference for testing gini coefficients: an application for Colombia**

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**GMM, Generalized Empirical Likelihood, and Time Series**

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**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

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**Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model**

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**Blunt Instruments: On Establishing the Causes of Economic Growth**

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**Inference in Regression Models with Many Regressors**

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**Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models**

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**Alternative estimating and testing empirical strategies for fractional regression models**

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**The Volatility Curse: Revisiting the Paradox of Plenty**

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**Hipótese de convergência: uma análise para a América Latina e o leste asiático entre 1960 e 2000**

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**Some problems in the testing of DSGE models**

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**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

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**More Reliable Inference for Segregation Indices**

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**Simple Regression Based Tests for Spatial Dependence**

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**Testing for poverty dominance: an application to Canada**

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**On the dynamics of inflation persistence around the world**

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**Comparing forecast accuracy: A Monte Carlo investigation**

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**A Consistent Test for Multivariate Conditional Distributions**

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**Testing for Financial Contagion with Applications to the Canadian Banking System**

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**Testing for Poverty Dominance: An Application to Canada**

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**Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary**

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**Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots**

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**Testing a parametric function against a nonparametric alternative in IV and GMM settings**

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**Robust Data-Driven Inference for Density-Weighted Average Derivatives**

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**Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models**

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**Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis**

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**Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak**

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**Testing Conditional Factor Models**

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**Jump Testing and the Speed of Market Adjustment**

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**An Empirical Study of Value Creation Criteria: Case of Iran**

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**Are stock exchanges integrated in the world? – A critical analysis**

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**The Effect from National Diversity on Team Production – Empirical Evidence from the Sports Industry**

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**Multicollinearity In Applied Economics Research And The Bayesian Linear Regression**

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**Detection of Structural Breaks in Copula Models**

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**Testing for Restricted Stochastic Dominance: Some Further Results**

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**Restriction Testing in Binary Choice Model with I(1) Regressors**

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**Foreign Portfolio Investment and Economic Growth in Malaysia**

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**Applications of the Fast Double Bootstrap**

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