## 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.

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

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

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

*by*Patrick Reichert

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

*by*Wang, Xuexin

**Monitoring Parameter Constancy with Endogenous Regressors**

*by*KUROZUMI, Eiji

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

*by*Fafchamps, Marcel & Labonne, Julien

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

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

*by*Yunus Emre Ergemen

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

*by*Matei Demetrescu & Christoph Hanck & Robinson Kruse

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

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

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

*by*Kundu, Srikanta & Sarkar, Nityananda

**Testing for (in)finite moments**

*by*Trapani, Lorenzo

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

*by*Su, Liangjun & Hoshino, Tadao

**Variation-based tests for volatility misspecification**

*by*Papanicolaou, Alex & Giesecke, Kay

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

*by*Fan, Yanqin & Liu, Ruixuan

**Some models for stochastic frontiers with endogeneity**

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

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

*by*Sanderson, Eleanor & Windmeijer, Frank

**Series estimation under cross-sectional dependence**

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

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

*by*Costantini, Mauro & Lupi, Claudio

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

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

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

*by*Giotis, Georgios & Chletsos, Michael

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

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

**Comparing predictive accuracy in small samples**

*by*Laura Coroneo & Fabrizio Iacone

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

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

**Testing Linearity Using Power Transforms of Regressors**

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

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

*by*Karl H.Schlag

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

*by*Francesca Parpinel

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

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

**Testing subspace Granger causality**

*by*Majid M. Al-Sadoon

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

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

**The homogeneous marginal utility of income assumption**

*by*Demuynck T.

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

*by*David M. Kaplan

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

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

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

*by*Sylvain Barde

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

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

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

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

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

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

**From Disorder to Order**

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

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

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

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

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

**Semi-Parametric Seasonal Unit Root Tests**

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

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

*by*Bonnet, Céline & Dubois, Pierre

**Model Equivalence Tests for Overidentifying Restrictions**

*by*Lavergne, Pascal

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

*by*Yao Luo & Yuanyuan Wan

**From Disorder to Order**

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

**Specification Testing in Hawkes Models**

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

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

*by*Yao, Wenying & Tian, Jing

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Testing for normality with applications**

*by*Marian Vavra

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

*by*Netsanet Haile & Jorn Altmann

**Role of Platform Providers in Software Ecosystems**

*by*Kibae Kim & Jörn Altmann & Sodam Baek

**Specification Test for Spatial Autoregressive Models**

*by*Su Liangjun & Xi Qu

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

*by*Su Liangjun & Xia Wang

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

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

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

*by*Su Liangjun & Tadao Hoshino

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

*by*Serkan Ada & SÃ¼meyra Ceyhan

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

*by*Hend Almaseb

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

*by*Christian Kakese Tipoy

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

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

**Robust Forecast Comparison**

*by*Sainan Jin & Valentina Corradi & Norman Swanson

**Likelihood Ratio Test for Change in Persistence**

*by*Skrobotov, Anton

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

*by*Skrobotov, Anton

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

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

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

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

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

*by*Cláudia Duarte

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

*by*Tolga Omay & Rangan Gupta & Giovanni Bonaccolto

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

*by*Sokolovska, Olena & Sokolovskyi, Dmytro

**A Note on Consistent Conditional Moment Tests**

*by*Wang, Xuexin

**Predictive Models for Disaggregate Stock Market Volatility**

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

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

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

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

*by*Kim, Jae & Choi, In

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

*by*Ferman, Bruno & Pinto, Cristine

**Tests for sphericity in multivariate garch models**

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

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

*by*Zhu, Ke

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

*by*Kim, Jae

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

*by*Fedotenkov, Igor

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

*by*Fedotenkov, Igor

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

*by*Medel, Carlos A.

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

*by*Medel, Carlos

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

*by*esposito, francesco paolo & cummins, mark

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

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

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

*by*Dogru, Bülent

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

*by*Mendez Parra, Maximiliano

**Qml inference for volatility models with covariates**

*by*Francq, Christian & Thieu, Le Quyen

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

*by*Debgupta, Sanchari

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

*by*Zhu, Ke

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

*by*Kulaksizoglu, Tamer

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

*by*von Hauff, Michael & Mistri, Avijit

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

*by*Hauff, Michael von & Mistri, Avijit

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

*by*Keita, Moussa

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

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

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

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

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

*by*Dany Lang & Mark Setterfield

**Low-Frequency Econometrics**

*by*Ulrich K. Müller & Mark W. Watson

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

*by*Vahid Montazerhodjat & Andrew W. Lo

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

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

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

*by*Maxwell L. King & Sivagowry Sriananthakumar

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

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

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

*by*Chowdhury, Abdur

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

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

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

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

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

*by*Amita Majumder & Ranjan Ray

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

*by*Tomasz Wozniak

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

*by*Laura Panza & Tomasz Wozniak

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

*by*Laura Panza & Tomasz Wozniak

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

*by*Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

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

*by*Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

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

*by*William E. Griffiths & Gholamreza Hajargasht

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

*by*Badi H. Baltagi & Long Liu

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

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

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

*by*Deniz Dilan Karaman Örsal & Antonia Arsova

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

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

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

*by*Jacco Thijssen & Daniele Bergantini

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

*by*Thor Pajhede

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

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

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

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

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

*by*Cockx, Bart & Ghirelli, Corinna

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

*by*Rothe, Christoph

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

*by*Federico Bugni & Ivan Canay & Xiaoxia Shi

**A discrete model for bootstrap iteration**

*by*Russell Davidson

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

*by*Eleanor Sanderson & Frank Windmeijer

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

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

**Testing Missing at Random using Instrumental Variables**

*by*Christoph Breunig & & &

**Nonparametric change-point analysis of volatility**

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

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

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

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

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

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

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

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

*by*YAMAMOTO, Yohei

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

*by*YAMAMOTO, Yohei

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

*by*KUROZUMI, Eiji & YAMAMOTO, Yohei

**A Note on Testing the LATE Assumptions**

*by*Laffers, Lukas & Mellace, Giovanni

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

*by*Hansen, Bjørn Gunnar & Li, Yushu

**A Multivariate Test Against Spurious Long Memory**

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

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

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

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

*by*Corine Autant-Bernard

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

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

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

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

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

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

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

*by*Lunsford, Kurt Graden

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

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

**From Disorder to Order**

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

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

*by*Sebastien Lleo & Bill Ziemba

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

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

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

**Non-nested testing of spatial correlation**

*by*Miguel A. Delgado & Peter Robinson

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

*by*Peter Robinson & Francesca Rossi

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

*by*Peter M. Robinson & Carlos Velasco

**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.

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

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

**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 Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**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

**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

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

*by*Roxana Cristina VILCU (MANACHE)

**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

**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

**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

**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

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

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**Deviance Information Criterion for Comparing VAR Models**

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

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

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

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*by*Yvonne Wolfmayr & Elisabeth Christen & Michael Pfaffermayr

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

*by*Asep saefuddin & Didin Saepudin & Dian Kusumaningrum

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

*by*Bat Batjargal

**Variance estimation for richness measures**

*by*Michał Brzeziński

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

*by*Giorgio Calzolari & Laura Magazzini

**Extreme Downside Liquidity Risk**

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

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*by*Weigert, Florian

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

*by*Chabi-Yo, Fousseni & Ruenzi, Stefan & Weigert, Florian

**Variance Risk Premiums in Foreign Exchange Markets**

*by*Ammann, Manuel & Buesser, Ralf

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

*by*Audrino, Francesco & Camponovo, Lorenzo

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

*by*Huber, Martin

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

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

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

*by*Zhou X. & Solberger M.

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

*by*Solberger M. & Zhou X.

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

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

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

*by*David M. Kaplan

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

*by*David M. Kaplan & Matt Goldman

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

*by*David M. Kaplan & Yixiao Sun

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

*by*David M. Kaplan

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

*by*Eric Ghysels & J. Isaac Miller

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

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

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

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

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

*by*Ot�vio Bartalotti

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

*by*Lavergne, Pascal & Patilea, Valentin

**Model Equivalence Tests in a Parametric Framework**

*by*Lavergne, Pascal

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

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

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

*by*Yuanyuan Wan & Haiqing Xu

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

*by*Charles S. Bos & Pawel Janus

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

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

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

*by*David Ardia & Lennart Hoogerheide

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

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**Reserve Options Mechanism and FX Volatility**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

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

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

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

*by*Doko Tchatoka, Firmin

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

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**Testing Stationarity for Unobserved Components Models**

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

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

*by*Marian Vavra

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

*by*Marian Vavra

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

*by*Marian Vavra

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

*by*Zhenlin Yang

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

*by*Yu-Chin Hsu & Xiaoxia Shi

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

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

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

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

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

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

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

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

*by*Gillian van Heerden and Paul Alagidede

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

*by*Christoph Hanck & Robert Czudaj

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

*by*Valentina Corradi & Norman Swanson

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

*by*Harry H. Kelejian & Gianfranco Piras

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

*by*Dobrescu, Emilian

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

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**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

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

*by*Omay, Tolga & Yildirim, Dilem

**Rtadf: Testing for Bubbles with EViews**

*by*Caspi, Itamar

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

*by*Keita, Moussa

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

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

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

*by*Hiremath, Gourishankar S & Kumari, Jyoti

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

*by*Adeniji, Sesan

**Testing for the buffered autoregressive processes**

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

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

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

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

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

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

*by*Chen, Min & Zhu, Ke

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

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

*by*Maciejowska, Katarzyna

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

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

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Make Almost Stochastic Dominance really Almost**

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

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

*by*Herrera Gómez, Marcos

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

*by*Kiss, Christian

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

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

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

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

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

*by*Doko Tchatoka, Firmin

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

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

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

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

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

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

**The drivers of downside equity tail risk**

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

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

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

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

*by*Hatemi-J, Abdulnasser

**Inference in non stationary asymmetric garch models**

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

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

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

**Detecting dependence between spatial processes**

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

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

*by*Hanming Fang & Xun Tang

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

*by*Liang Chen & Juan Dolado & Jesus Gonzalo

**A wavelet approach to multiple cointegration testing**

*by*Javier Fernandez-Macho

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

*by*Javier Fernandez-Macho

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

*by*Hanming Fang & Xun Tang

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

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

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

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

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

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

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

*by*Matteo Pelagatti

**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 Woutersen & John Ham

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

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

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

*by*Amit Gandhi & Zhentong Lu & Xiaoxia Shi

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

*by*Federico Bugni & Ivan Canay & Xiaoxia Shi

**Moment-Based Tests for Discrete Distributions**

*by*Bontemps, Christian

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

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

**Sharp deviation bounds for quadratic forms**

*by*Vladimir Spokoiny & Mayya Zhilova & &

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

*by*Haiqiang Chen & & &

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

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

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

*by*Yohei Yamamoto

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

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

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

*by*YAMAMOTO, Yohei & TANAKA, Shinya

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

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

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

*by*Ksenia Tenisheva & Daniel Alexandrov

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

*by*Ekaterina Kuzmicheva & Kirill Kuzmichev

**Sociometric popularity in a school context**

*by*Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov

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

*by*Valeria Ivaniushina & Daniel Alexandrov

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Norkute, Milda

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

*by*Saikkonen, Pentti & Sandberg , Rickard

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

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

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

*by*Grote, Claudia & Sibbertsen, Philipp

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

*by*Xuguang Sheng & Jingyun Yang

**Determinants of Worldwide Software Piracy Losses**

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

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

*by*Anton Skrobotov

**Local Structural Trend Break in Stationarity Testing**

*by*Anton Skrobotov

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

*by*Anton Skrobotov

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

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

**Consistent Model Specification Testing**

*by*James Davidson & Andreea G. Halunga

**Quantile regression with clustered data**

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

**A Note on Wavelet Correlation and Cointegration**

*by*Fernández Macho, Francisco Javier

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

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

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

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

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

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

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

*by*Chevillon, Guillaume

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

*by*Shakeeb Khan & Denis Nekipelov

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

*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

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

**Testing the Martingale Hypothesis**

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

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

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

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

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

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

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

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

*by*HAFNER, Christian & LINTON, Oliver

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

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

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

*by*Zambrano Jurado, Juan Carlos

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

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

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

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

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

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

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

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

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

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

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

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

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Rocío Elizondo

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**Inflation and relative price variability in Venezuela**

*by*José Contreras & Nora Guarata

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

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

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

*by*Torre Torres, Oscar V. de la

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

*by*Gurgen OHANYAN

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

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

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

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

*by*Pincheira, Pablo

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

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

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

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

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

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

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

*by*Mikusheva, Anna

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

*by*Andrey Sinyakov

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

*by*Miroslav Svoboda & Petr Bocák

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

*by*Jiří Sedláček

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

*by*Juan Carlos Aquino & Gabriel Rodríguez

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

*by*Ghita Simona & Titan Emilia & Boboc Cristina

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

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

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

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

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

*by*Jáki, Erika

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

*by*Otuken Senger

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

*by*Ismail Kucukaksoy & Selcen Onal

**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

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

*by*Huan Li

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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

*by*Oscar De la Torre Torres.

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

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

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

*by*Thomas Mayer

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

*by*Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

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

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

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

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

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

*by*Elsinger, Helmut

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

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

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

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

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

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

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

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

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

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

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**Improving the Forecasting Power of Volatility Models**

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

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

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

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

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

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

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

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

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

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

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

**Testing the growth effects of structural change**

*by*Hartwig, Jochen

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

*by*Khan, Walayet & Vieito, João Paulo

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

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

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

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

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

*by*Charles, Amélie & Darné, Olivier

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

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

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

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

*by*Bajgrowicz, Pierre & Scaillet, Olivier

**Testing conditional factor models**

*by*Ang, Andrew & Kristensen, Dennis

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

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

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

*by*DeBoskey, David Gregory & Jiang, Wei

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

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

**Commodity volatility breaks**

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

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

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

**An improved test for statistical arbitrage**

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

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

*by*Fosten, Jack

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

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

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

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

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

*by*Chen, Yi-Ting

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

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

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

*by*Kline, Patrick & Santos, Andres

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

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

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

*by*Marmer, Vadim & Otsu, Taisuke

**Inference in regression models with many regressors**

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

*by*Antoine, Bertille & Renault, Eric

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

*by*Peñaranda, Francisco & Sentana, Enrique

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

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

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

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

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

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

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**Spurious regressions in technical trading**

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

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

*by*Bauer, Dietmar & Maynard, Alex

**Robust inference in nonstationary time series models**

*by*Xiao, Zhijie

**Robustifying multivariate trend tests to nonstationary volatility**

*by*Xu, Ke-Li

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

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**Statistical tests for multiple forecast comparison**

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

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

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

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

**Semiparametric GMM estimation of spatial autoregressive models**

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

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**Functional regression of continuous state distributions**

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**Specification testing in nonparametric instrumental variable estimation**

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

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**Robust subsampling**

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

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

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

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**Bayesian hypothesis testing in latent variable models**

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

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

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

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

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

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**Testing forecasting model versatility**

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

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

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

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

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

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

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**Size improvement of the KPSS test using sieve bootstraps**

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**A test for complementarities among multiple technologies that avoids the curse of dimensionality**

*by*Yu, Li & Hurley, Terrance & Kliebenstein, James & Orazem, Peter

**Testing the functional constraints on parameters in regressions with variables of different frequency**

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**Heteroskedasticity-robust inference in finite samples**

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**Historical financial analogies of the current crisis**

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**A note on the relation between local power and robustness to misspecification**

*by*Guggenberger, Patrik

**A cautionary note on tests of overidentifying restrictions**

*by*Parente, Paulo M.D.C. & Santos Silva, J.M.C.

**Testing for bivariate stochastic dominance using inequality restrictions**

*by*Stengos, Thanasis & Thompson, Brennan S.

**Specification tests and tests for overidentifying restrictions in panel data models with selection**

*by*Semykina, Anastasia

**A simple panel stationarity test in the presence of serial correlation and a common factor**

*by*Hadri, Kaddour & Kurozumi, Eiji

**Kernel-based estimation of semiparametric regression in triangular systems**

*by*Martins-Filho, Carlos & Yao, Feng

**Test for linearity against STAR models with deterministic trends**

*by*Zhang, Lingxiang

**Long memory and changing persistence**

*by*Kruse, Robinson & Sibbertsen, Philipp

**A Hausman test for non-ignorability**

*by*Bücker, Michael & Krämer, Walter & Arnold, Matthias

**Beta-convergence and sigma-convergence in corporate governance in Europe**

*by*Matos, Pedro Verga & Faustino, Horácio C.

**Testing for a unit root in the presence of stochastic volatility and leverage effect**

*by*Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie

**Examining the evidence of purchasing power parity by recursive mean adjustment**

*by*Kim, Hyeongwoo & Moh, Young-Kyu

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

*by*Haidar, Jamal Ibrahim

**Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach**

*by*Zanin, Luca & Marra, Giampiero

**Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test**

*by*Lau, Chi Keung Marco & Suvankulov, Farrukh & Su, Yongyang & Chau, Frankie

**ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia**

*by*Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param

**Staged investments in entrepreneurial financing**

*by*Dahiya, Sandeep & Ray, Korok

**Using SARFIMA Model to Study and Predict the Iran’s Oil Supply**

*by*Hamidreza Mostafaei & Leila Sakhabakhsh

**Does Uncovered Interest Rate Parity Hold in Turkey?**

*by*Özcan Karahan & Olcay Çolak

**The Effects Of Monetary Policy On Real Farm Prices In South Africa**

*by*Goodness C. AYE & Rangan GUPTA

**Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007**

*by*Issa ALI & Reetu VERMA

**Performance financière de l’investissement socialement responsable (ISR):une méta-analyse - Financial Performance of Socially Responsible Investment (SRI):A meta-analysis**

*by*Christophe Revelli & Jean-Laurent Viviani

**The Role of the Continuous Variables Indices in the Life -Testing Research**

*by*Gabriela OPAIT

**Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia**

*by*Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily

**La informalidad laboral en América Latina: ¿explicación estructuralista o institucionalista?**

*by*Diana Marcela Jiménez

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

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

*by*Jean-Bernard Chatelain & Kirsten Ralf

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*by*Defne MUTLUER KURUL

**The Analysis of the Attitudes of Secondary School Students towards Grief**

*by*Seher Balci Celik

**Benefits of a marketing cooperative in transition agriculture: Mórakert purchasing and service co-operative**

*by*Zoltán Bakucs & Imre Fertő & Gábor G. Szabó

**Effect of Securitization on the Bank’s Equity Risk in the U.S**

*by*Pituwan Poramapojn

**The Effects of Monetary Policy On Real Farm Prices in South Africa**

*by*Goodness C. Aye & Rangan Gupta

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*by*Platt, Harlan & Platt, Marjorie B. Platt

**Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement**

*by*Gregor N. F. Weiß

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*by*Joseph P. Romano & Michael Wolf

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*by*Ritter, Nolan & Vance, Colin

**Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States**

*by*Jovanović, Mario

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*by*Knüppel, Malte

**Evaluating macroeconomic risk forecasts**

*by*Knüppel, Malte & Schultefrankenfeld, Guido

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*by*Knüppel, Malte & Schultefrankenfeld, Guido

**Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?**

*by*Rafael González-Val & Jose Olmo

**Black swans or dragon kings? A simple test for deviations from the power law**

*by*Joanna Janczura & Rafal Weron

**Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study**

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**Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values**

*by*David E. Giles & Ryan T. Godwin

**The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference**

*by*Kenneth G. Stewart

**Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance**

*by*Christopher J. Bennett & Ricardas Zitikis

**A Permutation-based Combination of Sign Tests for Assessing Habitat Selection**

*by*Lorenzo Fattorini & Caterina Pisani & Francesco Riga & Marco Zaccaroni

**Testing instrument validity in sample selection models**

*by*Huber, Martin & Mellace, Giovanni

**Testing instrument validity for LATE identification based on inequality moment constraints**

*by*Huber, Martin & Mellace, Giovanni

**Quantile Regression in the Presence of Sample Selection**

*by*Huber, Martin & Melly, Blaise

**Cointegrating MiDaS Regressions and a MiDaS Test**

*by*J. Isaac Miller

**L’évolution de la segmentation du marché du travail en France : 1973-2007**

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**Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary**

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**Testing Conditional Symmetry Without Smoothing**

*by*Tao Chen & Gautam Tripathi

**Monitoring Child Well-being in the European Union: Measuring cumulative deprivation**

*by*Geranda Notten & Keetie Roelen

**Experimental Estimates of the Impacts of Class Size on Test Scores: Robustness and Heterogeneity**

*by*Ding, Weili & Lehrer, Steven F.

**Measuring the economic efficiency of Italian agricultural enterprises**

*by*Darina Zaimova

**A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)**

*by*Hallin, M. & van den Akker, R. & Werker, B.J.M.

**Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann**

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**Asymptotically Informative Prior for Bayesian Analysis**

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**On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic**

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**Testing For Restricted Stochastic Dominances: Some Further Results**

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**Wild Bootstrap Tests For Iv Regression**

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**Bootstrapping Econometric Models**

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**A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances**

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**A Monte Carlo Study of Efficiency Estimates from Frontier Models**

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**Testing for Instability in Factor Structure of Yield Curves**

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**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

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**Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit**

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**The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study**

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**Instrumental variable estimation with heteroskedasticity and many instruments**

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**The weak instrument problem of the system GMM estimator in dynamic panel data models**

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**Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative**

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**Testing Distributional Assumptions: A GMM Approach**

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**Enhanced routines for instrumental variables/GMM estimation and testing**

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**Conditional Complexity of Compression for Authorship Attribution**

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**A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models**

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**With or Without U? The appropriate test for a U shaped relationship**

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**The choice between two hypothesis tests**

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**Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model**

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**Testing for a break in persistence under long-range dependencies**

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**Can we distinguish between common nonlinear time series models and long memory?**

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**Spurious Instrumental Variables**

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**Inflation and breaks: the validity of the Dickey-Fuller test**

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**Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income**

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**Euro Area Inflation: Aggregation Bias and Convergence**

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**A nonlinear panel unit root test under cross section dependence**

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**Volatility, Financial Development and the Natural Resource Curse**

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**How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing**

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**Inference about realized volatility using infill subsampling**

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**A Multivariate Causality Analysis of Export and Growth for Turkey**

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**Inference in the Presence of Stochastic and Deterministic Trends**

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**Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan**

*by*Faheem Jehangir Khan & Yaser Javed

**Government Outlays, Economic Growth and Unemployment: A VAR Model**

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**A Note on the Use of R-squared in Model Selection**

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**Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection**

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**Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities**

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**Applications of Subsampling, Hybrid, and Size-Correction Methods**

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**Hybrid and Size-Corrected Subsample Methods**

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**The Limit of Finite-Sample Size and a Problem with Subsampling**

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

**The Limit of Finite-Sample Size and a Problem with Subsampling**

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**Cognition and Strategy: A Deliberation Experiment**

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**Volatility, Financial Development and the Natural Resource Curse**

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**Do Voters Vote Sincerely?**

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**Simulation based Bayesian econometric inference: principles and some recent computational advances**

*by*HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

**On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models**

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**Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs**

*by*Pierre Bajgrowicz & Olivier Scaillet

**Inference about Realized Volatility using Infill Subsampling**

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**Testing a model of the UK by the method of indirect inference**

*by*Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David

**Discriminating mean and variance shifts**

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**Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling**

*by*Carlos Santos & Maria Alberta Oliveira

**Panel Unit Root Tests in the Presence of a Multifactor Error Structure**

*by*Pesaran, M.H. & Smit, L.V. & Yamagata, T.

**Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models**

*by*Hsiao, C. & Pesaran, M.H. & Pick, A.

**Tests of time-invariance**

*by*Busettti, F. & Harvey, A.

**Tests of time-invariance**

*by*Busettti, F. & Harvey, A.

**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

*by*Maurice J.G. Bun & Frank Windmeijer

**Micro versus Macro Cointegration in Heterogeneous Panels**

*by*Lorenzo Trapani & Giovanni Urga

**Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Optimality Tests for Multi-Horizon Forecasts**

*by*Carlos Capistrán

**Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience**

*by*Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega

**Using the HEGY Procedure When Not All Roots Are Present**

*by*Tomas del Barrio Castro

**Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics**

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**A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models**

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**Risk, Jumps, and Diversification**

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**Die Qualität von Berufsakademien aus Unternehmenssicht - eine empirische Untersuchung**

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**La persistance des ecarts de richesse au sein de leurope elargie: lapport de leconometrie des panels heterogenes non-stationnaires**

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**Agreement measure in two faculty classifications**

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**Is Health Care Expenditure Really a Luxury Good? Re-assessment and New Evidence Based on OECD Data**

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**The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects**

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**The Statistical Analysis of finding Optium Ratio between Real Aircraft and Simulator Flights: an application to army aviation**

*by*Altinok, Taner & Lafci, Aydin & Ersoz, Filiz

**Bootstrapping econometric models (in Russian)**

*by*Russell Davidson

**Testing the weak form of efficient market hypothesis for the czech stock market**

*by*Tran Van Quang

**Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones**

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**El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral**

*by*Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

**Inflation Convergence and Divergence within the European Monetary Union**

*by*Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti

**Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study**

*by*Anup Kumar Bhandari & Pradip Maiti

**Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española**

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**Seasonally and Fractionally Differenced Time Series**

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**Testing for Model Selection in Predicting Aggregate Variables**

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**Using All Observations when Forecasting under Structural Breaks**

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**The Impact of Macroeconomic News on Exchange Rate Volatility**

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**Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model**

*by*JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank

**Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001**

*by*SANTOS, Carlos & OLIVEIRA, Maria Alberta

**El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral**

*by*María Isabel Restrepo & Diana Constanza Restrepo

**The Impact of Stock Spam on Volumes**

*by*Taoufik Bouraoui

**Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?**

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**A Consistent Model Specification Test with Mixed Discrete and Continuous Data**

*by*Cheng Hsiao & Qi Li & Jeff Racine

**Stochastic unit-root bilinear processes**

*by*Christian Francq & Svetlana Makarova & Jean-Michel ZakoÃ¯an

**Monotonic Power in tests for structural change in the mean based on orthonormal series filtering**

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**Evaluating the Predictive Abilities of Semiparametric Multivariate Models**

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**Analysis of Regime Switching Behaviour of Indian Stock Markets**

*by*Arnab Kumar Laha

**Spurious regression and econometric trends**

*by*Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-SantaulÃ ria & School of Economics, University of Guanajuato

**Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated**

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**Panel Cointegration and the Neutrality of Money**

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**Simple Tests for Cointegration in Dependent Panels with Structural Breaks**

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**New Improved Tests for Cointegration with Structural Breaks**

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**Information-Theoretic Distribution Test with Application to Normality**

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**Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process**

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**Panel Data Evidence on the Demand for Money**

*by*Serletis, Apostolos & Vaccaro, Jason

**Selection Procedures for Economics**

*by*William C. Horrace

**Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?**

*by*Olivier Roodenburg & Ard H.J. den Reijer

**Human capital and successful academic spin-off**

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**Country Default Probabilities: Assessing and Backtesting**

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**For Which Countries did PPP hold? A Multiple Testing Approach**

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**Are PPP Tests Erratically Behaved? Some Panel Evidence**

*by*Caporale, Guglielmo Maria & Hanck, Christoph

**Marginal Effects and Significance Testing with Heckman's Sample Selection Model: A Methodological Note**

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**Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration**

*by*Herwartz, Helmut & Xu, Fang

**Forecast Encompassing Tests and Probability Forecasts**

*by*Clements, Michael P & Harvey, David I

**Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence**

*by*Giulietti, Monica & Otero, Jesús & Smith, Jeremy

**Testing for stationarity in heterogeneous panel data in the presence of cross section dependence**

*by*Giulietti, Monica & Otero, Jesus & Smith, Jeremy

**A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models**

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**Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration**

*by*Manolis Syllignakis & Georgios Kouretas

**The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data**

*by*David E. A. Giles

**Benford's Law and Psychological Barriers in Certain eBay Auctions**

*by*Ocean Fan Lu & David E. A. Giles

**Spurious Regressions With Time-Series data: Further Asymptotic Results**

*by*David E. A. Giles

**Output fluctuations persistence: Do cyclical shocks matter?**

*by*Silvestro Di Sanzo

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005**

*by*Harvie, Charles & Pahlavani, Mosayeb

**Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models**

*by*Harvie, Charles & Pahlavani, Mosayeb

**Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test**

*by*Jayanthakumaran, Kankesu & Pahlavani, Mosayeb

**Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test**

*by*Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman

**Examining the Choice Between Tracking Stocks and Minority Carve-out and Their Relative Performances**

*by*He, Wei & Mukherjee, Tarun K. & Wei, Peihwang P.

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

*by*Rafael Torres

**Distribution-free Tests of Fractional Cointegration**

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**Testing the Martingale Difference Hypothesis Using Integrated Regression Functions**

*by*Juan Carlos Escanciano & Carlos Velasco

**Technology Shocks and Hours Worked: A Fractional Integration Perspective**

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**Joint Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

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

*by*Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B.

**Goodness-of-Fit Tests in Nonparametric Regression**

*by*Einmahl, J.H.J. & van Keilegom, I.

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

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**Restricted Likelihood Ratio Tests in Predictive Regression**

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

**Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets**

*by*Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

**Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets**

*by*Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

**Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels**

*by*Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET

**Robust Resampling Methods for Time Series**

*by*Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI

**Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Testing for threshold effect in ARFIMA models: Application to US unemployment rate data**

*by*Amine LAHIANI & Olivier SCAILLET

**On the Stationarity of Exhaustible Natural Resource Prices**

*by*Nikolaos Kourogenis & Phoebe Koundouri

**A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate**

*by*Daniel Ventosa

**Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics**

*by*Morten Oerregaard Nielsen

**Efficient Inference in Multivariate Fractionally Integrated Time Series Models**

*by*Morten Oerregaard Nielsen

**Efficient Likelihold Inference in Nonstationary Univariate Models**

*by*Morten Oe. Nielsen

**Multicointegration in US consumption data**

*by*Boriss Siliverstovs

**Measurement Errors and Outliers in Seasonal Unit Root Testing**

*by*Niels Haldrup & Antonio Montanés & Andreu Sanso

**Local Power Functions of Tests for Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt

**On the Robustness of Unit Root Tests in the Presence of Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt