## 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

**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

**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

**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

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

*by*Tom Boot & Didier Nibbering

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

*by*Jochen Hartwig & Jan-Egbert Sturm

**Spatial Differencing: Estimation and Inference**

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

**A 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

**Inference with Correlated Clusters**

*by*Powell, 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

**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

**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

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

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

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

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

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

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

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

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

**The Economics of Replication**

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

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

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

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

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

**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

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

*by*M. Hashem Pesaran & Takashi Yamagata

**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

**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

**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

**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

**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

**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 & André Lucas

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

*by*Shengjun Zhu & Canfei He & Yi Zhou

**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

**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

**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

**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.

**Do financial reforms help stabilize inequality?**

*by*Christopoulos, Dimitris & McAdam, Peter

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

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

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

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

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

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

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

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

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

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

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

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

**A unifying theory of tests of rank**

*by*Al-Sadoon, Majid M.

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

*by*Hwang, Jungbin & Sun, Yixiao

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

*by*Arvanitis, Stelios & Topaloglou, Nikolas

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

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

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

*by*Su, Liangjun & Wang, Xia

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

*by*Chen, Tao & Tripathi, Gautam

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Massacci, Daniele

**Resurrecting weighted least squares**

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

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

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

**Inference based on many conditional moment inequalities**

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

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

*by*Hidalgo, Javier & Schafgans, Marcia

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

*by*Hong, Shengjie

**A martingale-difference-divergence-based test for specification**

*by*Su, Liangjun & Zheng, Xin

**Two simple tests of the trend hypothesis under time-varying variance**

*by*Yang, Yang & Wang, Shaoping

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

*by*Li, Meiyu & Gençay, Ramazan

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

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

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

*by*Tu, Yundong

**Statistical inference of partially linear varying coefficient spatial autoregressive models**

*by*Wei, Chuanhua & Guo, Shuang & Zhai, Shufen

**Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies**

*by*Hu, Yang & Oxley, Les

**Oil Price and Employment Nexus in Saudi Arabia**

*by*Tarek Tawfik Yousef Alkhateeb & Haider Mahmood & Zafar Ahmad Sultan & Nawaz Ahmad

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

*by*Samih Antoine Azar & Angelic Salha

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

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

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

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

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

*by*Kiviet Jan F.

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

*by*Basak Gopal K. & Das Samarjit

**The Correlation Working Capital - Self-Financing Capacity At The Companies From Hotel And Restaurant Industry Listed On Bucharest Stock Exchange**

*by*PAVEL Ruxandra Maria & CIUHUREANU Alina Teodora

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

*by*BRATIAN Vasile & BUCUR Amelia

**“Representative” Samples and Their “Justification”**

*by*Margarita Lambova

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

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

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

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

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

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

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

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

**Improving weighted least squares inference**

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

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

*by*Joseph P. Romano & Michael Wolf

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

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

**Robust Evaluation of Multivariate Density Forecasts**

*by*Dovern, Jonas & Manner, Hans

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

*by*Kurz-Kim, Jeong-Ryeol

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

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

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

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

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

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

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

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

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

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

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

*by*Yang Hu & Les Oxley

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

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

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

*by*Sébastien Charles & Jonathan Marie

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

*by*Bruno Carballa

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

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

**Forecast evaluation with factor-augmented models**

*by*Jack Fosten

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

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

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

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

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

*by*Lavergne, Pascal & Nguimkeu, Pierre

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

*by*Rothfelder, Mario & Boldea, Otilia

**Structural Break Tests Robust to Regression Misspecification**

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

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

*by*Luke Hartigan

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

*by*Luke Hartigan

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

*by*Nektarios Aslanidis & Luke Hartigan

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

*by*Marian Vavra

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

*by*Zacharias Psaradakis & Marian Vavra

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

*by*Grant Hillier & Federico Martellosio

**Undue charges and price discrimination**

*by*Gabriel Garber & Márcio Issao Nakane

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

*by*Patrick Reichert

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

*by*Shujie Ma & Liangjun Su

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*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

**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

**IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large**

*by*Hsiao, Cheng & Zhang, Junwei

**Nonparametric tests for constant tail dependence with an application to energy and finance**

*by*Bücher, Axel & Jäschke, Stefan & Wied, Dominik

**Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies**

*by*Lee, Donghoon & Song, Kyungchul

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

*by*Zhu, Ke & Li, Wai Keung

**Model selection tests for moment inequality models**

*by*Shi, Xiaoxia

**Select the valid and relevant moments: An information-based LASSO for GMM with many moments**

*by*Cheng, Xu & Liao, Zhipeng

**Empirical likelihood for regression discontinuity design**

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

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

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

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

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

**The power of PANIC**

*by*Westerlund, Joakim

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

*by*Westerlund, Joakim

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

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

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

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

**Cross-sectional averages versus principal components**

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

**Jackknife instrumental variable estimation with heteroskedasticity**

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

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

*by*Yang, Zhenlin

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

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

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

*by*Wan, Yuanyuan & Xu, Haiqing

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

*by*Breunig, Christoph

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

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

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

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

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

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

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

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

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**Inference on factor structures in heterogeneous panels**

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

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

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

**Firm-to-firm labor flows and the aggregate matching function: A network-based test using employer–employee matched records**

*by*Guerrero, Omar A. & López, Eduardo

**Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses**

*by*Odaki, Mitsuhiro

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

*by*Ando, Tomohiro & Bai, Jushan

**Testing spatial effects and random effects in a nested panel data model**

*by*He, Ming & Lin, Kuan-Pin

**A modified test against spurious long memory**

*by*Kruse, Robinson

**Multi-way clustering estimation of standard errors in gravity models**

*by*Egger, Peter H. & Tarlea, Filip

**Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing**

*by*Omay, Tolga

**A consistent bootstrap procedure for nonparametric symmetry tests**

*by*Henderson, Daniel J. & Parmeter, Christopher F.

**The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals**

*by*Kabaila, Paul & Mainzer, Rheanna & Farchione, Davide

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

*by*Spindler, Martin

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

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

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

*by*Xu, Peng

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

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

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

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

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

*by*Diez de los Rios, Antonio

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

*by*Zhou, Qiankun & Yu, Jun

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

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

**Residual-based test for fractional cointegration**

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

**Limit theory for an explosive autoregressive process**

*by*Wang, Xiaohu & Yu, Jun

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

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

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

*by*Wu, Jilin

**Proactive Corporate Environmental Management Practices in Industrial Estate Multan, Pakistan**

*by*Muhammad Kamran Ayub & Khalid Zaman

**Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012**

*by*Elzbieta Szulc & Dagna Wleklinska

**La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011**

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

**Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos**

*by*Rojas, Emilio & Kristjanpoller, Werner

**Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobre residuos de mi?nimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden**

*by*Sebastia?n Montenegro & Julio Ce?sar Alonso

**Estudio de Monte Carlo para comparar 8 pruebas de normalidad sobreresiduos de mínimos cuadrados ordinarios en presencia de procesos autorregresivos de primer orden**

*by*Sebastián Montenegro & Julio César Alonso

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

*by*Andreea Maria PECE

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

*by*David Neto

**Testing the predict power of VIX: an application of multiplicative error model**

*by*Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira

**Causes of conflicts of Czech accountants with their superiors and job satisfaction**

*by*Marcela MucalovÃ¡

**Re-examining the PPP Hypothesis via Nonlinearity and Smooth Breaks**

*by*Banu Kurtaran

**The factors responsible with corporate reputation: A structural equation modelling approach**

*by*Mihaela Cornelia SANDU

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

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

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

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

*by*Ghassen El Montasser & Rangan Gupta

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

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

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

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

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

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

**A Factor Analytical Approach to Price Discovery**

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

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

*by*Reese, Simon & Westerlund, Joakim

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

*by*Westerlund, Joakim & Reese, Simon

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

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

**Resurrecting weighted least squares**

*by*Joseph P. Romano & Michael Wolf

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

*by*Sarnetzki, Florian & Dzemski, Andreas

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

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

**Specification Testing in Nonstationary Time Series Models**

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

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

*by*Daniele Bregantini

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

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

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

*by*Spindler, M.

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

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

**Testing for Autocorrelation in Quantile Regression Models**

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

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

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

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

*by*JIN SEO CHO & HALBERT WHITE

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

*by*Barbara Weilenmann & Tobias Schulz

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

*by*Javier Gómez Biscarri & Javier Hualde

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

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

*by*Duplinskiy A.

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

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

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

*by*J. Isaac Miller

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

*by*Eric Ghysels & J. Isaac Miller

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

*by*Francisco Javier Eransus & Alfonso Novales Cinca

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

*by*Francisco Javier Eransus & Alfonso Novales Cinca

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

*by*Bontemps, Christian

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

*by*Nianqing Liu & Yao Luo

**Testing Local Average Treatment Effect Assumptions**

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

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

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

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

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

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

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

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

*by*HAFNER, Christian & LINTON, Oliver

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

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

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

*by*Zambrano Jurado, Juan Carlos

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

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

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

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

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

**Dynamic Specification Tests for Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

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

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

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

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

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

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

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

**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

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*by*Torre Torres, Oscar V. de la

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*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

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*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

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*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**

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**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

**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**

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

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

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

*by*Huber, Martin

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

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

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

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

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

*by*Massacci, Daniele

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

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

*by*Sheng, Xuguang & Yang, Jingyun

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

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

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

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

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

*by*Trezzi, Riccardo

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

*by*Zhang, Lingxiang

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

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

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

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

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

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

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

*by*Pan, Qi & Li, Yong

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

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

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

*by*Matsuki, Takashi & Sugimoto, Kimiko

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

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

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

*by*Di Iorio, Francesca & Triacca, Umberto

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

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

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

*by*Serranito, Francisco

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

*by*Zhou, Jian

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

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

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

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

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

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

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

*by*Westerlund, Joakim

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

*by*Schiemann, Frank & Guenther, Thomas

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

*by*Samih Antoine Azar

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

*by*Ibrahim Arisoy

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

*by*Gabriela OPAIT

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

*by*Gabriela OPAIT

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

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

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

*by*Arshia Amiri & Asim Afridi

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

*by*Selahattin Togay & Nezir Kose

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

*by*Catherine Baumont & Diego Legros

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

*by*Sarra BEN SLIMANE & Moez BEN TAHAR

**The Conceptual Model Of Health Care Productivity**

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

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

*by*Jarmila Šebestová & Kateřina Nowáková

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

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

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

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

*by*Ciprian SIPOS

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

*by*Dilek Altas & Hakan Oztunc

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

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

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

*by*Dan Wunderli

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

*by*Tangian, Andranik

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

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

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

*by*Kiefer, Stephanie

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

*by*Heufer, Jan

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

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

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

*by*Henselmann, Klaus & Scherr, Elisabeth

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

*by*Jang, Tae-Seok

**Efficient bootstrap with weakly dependent processes**

*by*Francesco Bravo & Federico Crudu

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

*by*M Hashem Pesaran & Takashi Yamagata

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

*by*David E. Giles

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

*by*Huber, Martin

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

*by*J. Isaac Miller

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

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

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

*by*Khmaladze, E.V.

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

*by*Jan F. Kiviet

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

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

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

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

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

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

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

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

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

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

*by*Yong Li & Tao Zeng & Jun Yu

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

*by*Qiankun Zhou & Jun Yu

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

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

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

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

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

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

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

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

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

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

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

*by*Juan Carlos Cuestas & Javier Ordóñez

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Model Validation and Learning**

*by*In-Koo Cho & Ken Kasa

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

*by*Bertille Antoine & Eric Renault

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

*by*Bertille Antoine & Eric Renault

**Estimating the inflation threshold for South Africa**

*by*Temitope L.A. Leshoro

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

*by*Min Seong Kim & Yixiao Sun

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

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

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

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

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

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

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

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

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

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

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

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

*by*James G. MacKinnon & Morten Ørregaard Nielsen

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

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

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

*by*Shijaku, Gerti

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

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

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

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

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

*by*Keita, Moussa

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

*by*Malgarini, Marco

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

*by*CHRISTIAN L., NGUENA

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

*by*Fu, Hui

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

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

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

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

**Exchange rate modelling for Lithuania and Switzerland**

*by*Rimgailaite, Ramune

**Portfolio optimization based on divergence measures**

*by*Chalabi, Yohan & Wuertz, Diethelm

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

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