## 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.

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

*by*Kaveri Deb & William R. Hauk

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

*by*Gökgöz, Fazıl & Atmaca, Mete Emin

**Do financial reforms help stabilize inequality?**

*by*Christopoulos, Dimitris & McAdam, Peter

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

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

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

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

**Inference based on many conditional moment inequalities**

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

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

*by*Hidalgo, Javier & Schafgans, Marcia

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

*by*Hong, Shengjie

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

*by*Tu, Yundong

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

*by*Aviral Kumar Tiwari & Rangan Gupta

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

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

**Improving weighted least squares inference**

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

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

*by*Joseph P. Romano & Michael Wolf

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

*by*Kurz-Kim, Jeong-Ryeol

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

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

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

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

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

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

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

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

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

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

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

*by*Yang Hu & Les Oxley

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

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

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

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

**Forecast evaluation with factor-augmented models**

*by*Jack Fosten

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

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

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

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

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

*by*Lavergne, Pascal & Nguimkeu, Pierre

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

*by*Rothfelder, Mario & Boldea, Otilia

**Structural Break Tests Robust to Regression Misspecification**

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

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

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

*by*Luke Hartigan

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

*by*Luke Hartigan

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

*by*Nektarios Aslanidis & Luke Hartigan

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

*by*Zacharias Psaradakis & Marian Vavra

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

*by*Grant Hillier & Federico Martellosio

**Undue charges and price discrimination**

*by*Gabriel Garber & Márcio Issao Nakane

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

*by*Patrick Reichert

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

*by*Shujie Ma & Liangjun Su

**Testing for Monotonicity in Unobservables under Unconfoundedness**

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

**Common Threshold in Quantile Regressions with an Application to Pricing for Reputation**

*by*Liangjun Su & Pai Xu & Heng Ju

**Testing for Purchasing Power Parity for Selected CIS Countries Using the Sieve Bootstrap**

*by*Mehmet Fatih TraÅŸ & Esra BallÄ± & Ã‡iler Sigeze

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

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

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

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

**Inference with Large Clustered Datasets**

*by*James G. MacKinnon

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

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

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

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

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

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

**Residual-augmented IVX predictive regression**

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

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

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

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

*by*Phiri, Andrew

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

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

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

*by*Bystrov, Victor & Mackewicz, Michał

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

*by*Barra, Cristian & Zotti, Roberto

**On Empirical Distribution of RCA Indices**

*by*Deb, Kaveri & Sengupta, Bodhisattva

**Revisiting the Synthetic Control Estimator**

*by*Ferman, Bruno & Pinto, Cristine

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

*by*Faizan, Riffat & Zehra, Nasreen

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

*by*Zehra, Nasreen

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

*by*Cai, Yifei

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

*by*Faizan, Riffat & Haque, Adnan ul

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

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

**货币增速剪刀差与股票市场收益率的时变格兰杰因果关系研究**

*by*Cai, Yifei

**Studying Complementarities between Modes of Innovation Strategies in Transition Economies**

*by*Berulava, George & Gogokhia, Teimuraz

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

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

*by*Wang, Xuexin

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

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

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

*by*Marcel Fafchamps & Julien Labonne

**Discriminating between (in)valid external instruments and (in)valid exclusion restrictions**

*by*Jan F. Kiviet

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

*by*Jean-Marie DUFOUR & Richard LUGER

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

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

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

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

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

**A Random Shock Is Not Random Assignment**

*by*Christoph Engel

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

*by*Ankita Mishra & Vinod Mishra

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

*by*William Horrace & Christopher Parmeter

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

*by*Badi Baltagi & Chihwa Kao & Fa wang

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

*by*Stephan B. Bruns

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

*by*Antonia Arsova & Deniz Dilan Karaman Örsal

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

*by*Yanchun Jin

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

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

**Inference under Covariate-Adaptive Randomization**

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

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

*by*Rafael González-Val

**Network Quantile Autoregression**

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

**Specification Testing in Nonparametric Instrumental Quantile Regression**

*by*Christoph Breunig & & &

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

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

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

*by*YAMAMOTO, Yohei

**Confidence Sets for the Break Date in Cointegrating Regressions**

*by*KUROZUMI, Eiji & SKROBOTOV, Anton

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

*by*HORIE, Tetsushi & YAMAMOTO, Yohei

**Monitoring Parameter Constancy with Endogenous Regressors**

*by*KUROZUMI, Eiji

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

*by*Yan, Shiyu & Eskeland, Gunnar S.

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

*by*Giorgia Marini

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

*by*Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert

**Confidence Sets for the Break Date in Cointegrating Regressions**

*by*Skrobotov Anton & Lanshina T.

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

*by*Anton Skrobotov

**Characteristic-sorted portfolios: estimation and inference**

*by*Cattaneo, Matias D. & Crump, Richard K. & Farrell, Max H. & Schaumburg, Ernst

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

*by*Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung

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

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

**Determining causal inference in linear and non-linear time-series using convergent cross mapping. An application of government expenditure and economic growth relation in Mexico 1980-2015**

*by*Rubi Tonantzin Gutiérrez Villanueva

**Speculative bubbles or market fundamentals? An investigation of US regional housing markets**

*by*Shuping Shi

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

*by*Ana Paula Martins

**Bayesian Unit Root Test for Panel Data**

*by*Jitendra Kuma & Anoop Chaturvedi & Umme Afifa

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

*by*Ana Paula Martins

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

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

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

*by*Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips

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

*by*Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi

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

*by*Timothy B. Armstrong & Michal Kolesár

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

*by*Timothy B. Armstrong & Michal Kolesár

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

*by*Timothy B. Armstrong & Michal Kolesár

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

*by*Xiaohong Chen & Yin Jia Qiu

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

*by*Timothy B. Armstrong

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

*by*Fafchamps, Marcel & Labonne, Julien

**On Asymptotic Theory for ARCH(infinite) Models**

*by*HAFNER, Christian M. & PREMINGER, Arie

**Weak Diffusion Limits of Dynamic Conditional Correlation Models**

*by*HAFNER, Christian M. & LAURENT, Sebastien & VIOLANTE, Francesco

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

*by*Jean-Marie Dufour & Richard Luger

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

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

*by*M. Hashem Pesaran & Cynthia Fan Yang

**Likelihood inference on semiparametric models with generated regressors**

*by*Yukitoshi Matsushita & Taisuke Otsu

**Local M-estimation with discontinuous criterion for dependent and limited observations**

*by*Myung Hwan Seo & Taisuke Otsu

**Specification testing for errors-in-variables models**

*by*Taisuke Otsu & Luke Taylor

**Comparing different data descriptors in Indirect Inference tests on DSGE models**

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

**What is the truth about DSGE models? Testing by indirect inference**

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

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

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

**Almost Unbiased Variance Estimation in Simultaneous Equation Models**

*by*Phillip, Garry & Xu, Yongdeng

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

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

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

*by*Pesaran, Hashem. & Fan Yang, Cynthia.

**On the Stock-Yogo Tables**

*by*Christopher L. Skeels & Frank Windmeijer

**Robust Inference for the Two-Sample 2SLS Estimator**

*by*David Pacini & Frank Windmeijer

**Nonparametric Specification Testing in Random Parameter Models**

*by*Christoph Breunig & Stefan Hoderlein

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach**

*by*Fuchun Li & Hongyu Xiao

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure**

*by*Carlos Vladimir Rodríguez-Caballero

**A Dynamic Multi-Level Factor Model with Long-Range Dependence**

*by*Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero

**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

**Granger Causality Between Life Expectancy, Education and Economic Growth in OECD Countries**

*by*Suna Korkmaz & Ibrahim Kulunk

**Distributional Tests for Regression Discontinuity: Theory and Empirical Examples**

*by*Shu Shen & Xiaohan Zhang

**Inference with Few Heterogeneous Clusters**

*by*Rustam Ibragimov & Ulrich K. Müller

**The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR( $$p$$ p ) errors**

*by*Joakim Westerlund

**Neglected serial correlation tests in UCARIMA models**

*by*Gabriele Fiorentini & Enrique Sentana

**Military expenditures and economic growth: allowing structural breaks in time series analysis in the case of India and Pakistan**

*by*Abdul Jalil & Hafiz Khuram Nadeem Abbasi & Nazia Bibi

**Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis**

*by*Harry H. Kelejian

**A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence**

*by*Harry H. Kelejian & Gianfranco Piras

**Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates**

*by*Rickard Sandberg

**Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach**

*by*Takashi Matsuki

**Panel bootstrap tests of slope homogeneity**

*by*Johan Blomquist & Joakim Westerlund

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

*by*Carl Lönnbark

**The effect of additive outliers on a fractional unit root test**

*by*Christian M. Hafner & Arie Preminger

**Antecedents in Influence of Universiti Malaysia Kelantan Staff Job Performance**

*by*Mohd Hafizuddin Hiew Abdulllah & Al-Arabi Mohamed & Muhamad Nasyat Muhamad Nasir & Muhammad Ridzuan Che Hassan & Razli Che Razak

**Statistical Assessment of Binary Sequences Generated by Cryptographic Algorithms**

*by*Ioana Roxana Dragomir

**Causality within the Euro Area? : Trade Surplus in the North versus Public Debt in the South**

*by*K. Zestos, George & K. Taylor, Travis & D. Patnode, Ryan

**The Effect of Perceived Quality of Meal Service Provided by Organization on Organizational Commitment and Job Satisfaction**

*by*Erdem, Haluk & Duman, Meral Çalış

**Income, Carbon Emission and Energy Consumption: The Analysis of Linear and Non-Linear Causality Relationship for Turkey**

*by*Doğan, İbrahim & Topallı, Nurgün

**Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP**

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

**Time planning and Cost Management in Strategic Alliances**

*by*Ana-Maria Giurea

**Determinant Factors Of Intra-Industry Trade: The Case Of Poland And Its European Union Trading Partners**

*by*Justyna Lapinska

**The Relationship Between Income And Health. Comparative Study Romania Vs. Ukraine**

*by*Ramona Marinela Simut & Diana Claudia Perticas

**Spatial Econometrics: A Broad View**

*by*Arbia, Giuseppe

**An Investigation of Key Market Growth Factors that Influence the “Luxurisation” of Golf Industry in China**

*by*Congshan Zhang & Maktoba Omar & Nathalia C. Tjandra

**Puzzling Properties of the Historical Growth Rate of Income Per Capita Explained**

*by*Ron W. NIELSEN

**Bollywood, Iindia and Economic Growth: A Hundred Years History**

*by*Theodore METAXAS & Eleni BOUKA & Maria-Marina MERKOURI

**The Unresolved Mystery of the Great Divergence is Solved**

*by*Ron W. NIELSEN

**The Postulate of the Three Regimes of Economic Growth Contradicted by Data**

*by*Ron W. NIELSEN

**Mathematical Analysis of Historical Income Per Capita Distributions**

*by*Ron W. NIELSEN

**A befektetői túlreagálás empirikus vizsgálata a Budapesti Értéktőzsdén**

*by*Lakatos, Máté

**A gyógyszerkiadás és a betegek egészségi állapota a háziorvosi és szakorvosi kapcsolatok függvényében**

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

**Inference and Forecasting Based on the Phillips Curve**

*by*Kunho Kim & Suna Park

**Testing Macro Models by Indirect Inference: A Survey for Users**

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

**Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data**

*by*Henry L. Bryant & David A. Bessler

**A Modified ADF Test for Geometric ARMA Processes**

*by*Fathali Firoozi & Donald Lien

**Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014**

*by*Renato BalbontÃn

**Influence Of Wine Tourism In The Competitiveness Of Micro, Small And Medium-Sized Wineries In Guadalupe Valley, B. C., Mexico, Influencia De La Oferta De Actividades De Enoturismo En La Competitividad De Las Micro, Pequenas Y Medianas Vinicolas De La Ruta Del Vino Del Valle De Guadalupe, B. C., Mexico**

*by*Lino Meraz Ruiz & Sonia Elizabeth Maldonado Radillo

**Performance Of Chilean Pension Funds Investments Abroad 2010-2014**

*by*Renato BalbontÃn & Rodrigo Blanch

**Modeling the Development of Regional Economy and an Innovation Space Efficiency**

*by*Valery Makarov & Sergey Ayvazyan & Mikhail Afanasyev & Albert Bakhtizin & Ashkhen Nanavyan

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**Inference for Optimal Split Point in Conditional Quantiles**

*by*fany88@uw.edu & Ruixuan Liu & Dongming Zhu

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

*by*Ana Paula Martins

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

*by*Kataria, Mitesh

**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

**Time series analysis of financial stability of banks: Evidence from Saudi Arabia**

*by*Ghassan, Hassan B. & Fachin, Stefano

**Extreme risk spillover effects in world gold markets and the global financial crisis**

*by*Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene

**The global EKCs**

*by*Dong, Baomin & Wang, Fei & Guo, Yibei

**Exact and asymptotic tests on a factor model in low and large dimensions with applications**

*by*Bodnar, Taras & Reiß, Markus

**Multivariate trend function testing with mixed stationary and integrated disturbances**

*by*Xu, Ke-Li

**Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries**

*by*Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore

**Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks**

*by*Slim, Skander & Dahmene, Meriam

**Testing the adaptive market hypothesis and its determinants for the Indian stock markets**

*by*Hiremath, Gourishankar S. & Narayan, Seema

**Solving the SRI puzzle? A note on the mainstreaming of ethical investment**

*by*Erragragui, Elias & Lagoarde-Segot, Thomas

**Explosive oil prices**

*by*Gronwald, Marc

**Stationarity changes in long-run energy commodity prices**

*by*Zaklan, Aleksandar & Abrell, Jan & Neumann, Anne

**Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania**

*by*Potts, Todd B. & Yerger, David B.

**Monitoring multivariate variance changes**

*by*Pape, Katharina & Wied, Dominik & Galeano, Pedro

**Testing against changing correlation**

*by*Harvey, Andrew & Thiele, Stephen

**Tests for explosive financial bubbles in the presence of non-stationary volatility**

*by*Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert

**Capital asset pricing model: A time-varying volatility approach**

*by*Kim, Kun Ho & Kim, Taejin

**A test of asymmetric comovement for state-dependent stock returns**

*by*Deng, Kaihua

**On the properties of the constrained Hansen–Jagannathan distance**

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

**Impact of terrorist attacks on stock market volatility in emerging markets**

*by*Mnasri, Ayman & Nechi, Salem

**On consistency of minimum description length model selection for piecewise autoregressions**

*by*Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching

**Testing super-diagonal structure in high dimensional covariance matrices**

*by*He, Jing & Chen, Song Xi

**A simple test for moment inequality models with an application to English auctions**

*by*Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel

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

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

**Goodness-of-fit test for specification of semiparametric copula dependence models**

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

**Testing for monotonicity in unobservables under unconfoundedness**

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

**A discontinuity test for identification in triangular nonseparable models**

*by*Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe

**A dual approach to inference for partially identified econometric models**

*by*Kaido, Hiroaki

**Consistent tests for poverty dominance relations**

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

**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.

**Estimation and test for quantile nonlinear cointegrating regression**

*by*Li, Haiqi & Zheng, Chaowen & Guo, Yu

**A nonparametric approach to test for predictability**

*by*Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng

**Wild bootstrap Ljung–Box test for cross correlations of multivariate time series**

*by*Lee, Taewook

**A practical test for strict exogeneity in linear panel data models with fixed effects**

*by*Su, Liangjun & Zhang, Yonghui & Wei, Jie

**A unit root test against globally stationary ESTAR models when local condition is non-stationary**

*by*Hu, Junjuan & Chen, Zhenlong

**Robust inference for the Two-Sample 2SLS estimator**

*by*Pacini, David & Windmeijer, Frank

**Is it Brownian or fractional Brownian motion?**

*by*Li, Meiyu & Gençay, Ramazan & Xue, Yi

**A random shock is not random assignment**

*by*Engel, Christoph

**An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation**

*by*Montes-Rojas, Gabriel

**Comparing different data descriptors in Indirect Inference tests on DSGE models**

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

**Inference on the long-memory properties of time series with non-stationary volatility**

*by*Demetrescu, Matei & Sibbertsen, Philipp

**Significance test in nonstationary multinomial logit model**

*by*Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina

**On linking risk preferences and time preferences when estimating incentive effects**

*by*Howard, Gregory

**Asymptotic variance of Brier (skill) score in the presence of serial correlation**

*by*Lahiri, Kajal & Yang, Liu

**A nonparametric unit root test under nonstationary volatility**

*by*Eroğlu, Burak Alparslan & Yiğit, Taner

**A robustified Jarque–Bera test for multivariate normality**

*by*Kim, Namhyun

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

*by*Costantini, Mauro & Lupi, Claudio

**Teacher quality differences between teacher preparation programs: How big? How reliable? Which programs are different?**

*by*von Hippel, Paul T. & Bellows, Laura & Osborne, Cynthia & Lincove, Jane Arnold & Mills, Nick

**Robust random effects tests for two-way error component models with panel data**

*by*Wu, Jianhong

**Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry**

*by*Pouliot, William

**Identification and inference in two-pass asset pricing models**

*by*Khalaf, Lynda & Schaller, Huntley

**Income inequality in Costa Rica according to the national household income and expenditure surveys of 2004 and 2013**

*by*Fernández A., Andrés

**Desigualdad de ingresos en Costa Rica a la luz de las Encuestas Nacional de Ingresos y Gastos de los Hogares 2004 y 2013**

*by*Fernández A., Andrés

**Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa**

*by*Emmanuel Numapau Gyamfi & Kwabena A. Kyei

**Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis**

*by*Amin Jan & Maran Marimuthu

**Revisiting Export-Led Growth Hypothesis: An Empirical Study On South Asia**

*by*Neena MALHOTRA & Deepika KUMARI

**Transporte y mercado interno en Colombia: una contribución a un debate hasta ahora desconocido, 1928-1950**

*by*Sebastián Villarreal Romero & Darío A. Ortiz Navarro

**On the estimation of short memory components in long memory time series models**

*by*Baillie Richard T. & Kapetanios George

**Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets**

*by*Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole

**Unit root modeling for trending stock market series**

*by*Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni

**Cluster Sample Inference with Very Few Groups**

*by*Johan Vikström

**The Effects of Tourism on the GDP of Macedonia, Montenegro and Serbia in the Process of European Integration**

*by*Slobodan Cerovic & Miroslav Kneževic & Danijel Pavlovic

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

*by*Tolga Omay & Rangan Gupta & Giovanni Bonaccolto

**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

**The homogeneous marginal utility of income assumption**

*by*Demuynck T.

**Bayesian and frequentist inequality tests**

*by*David M. Kaplan & Longhao Zhuo

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

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

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

*by*Sylvain Barde

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

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

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

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

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

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

**From Disorder to Order**

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

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

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

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

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

**Semi-Parametric Seasonal Unit Root Tests**

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

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

*by*Bonnet, Céline & Dubois, Pierre

**Model Equivalence Tests for Overidentifying Restrictions**

*by*Lavergne, Pascal

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

*by*Yao Luo & Yuanyuan Wan

**From Disorder to Order**

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

**Specification Testing in Hawkes Models**

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

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

*by*Yao, Wenying & Tian, Jing

**On a Bootstrap Test for Forecast Evaluations**

*by*Marian Vavra

**Testing for normality with applications**

*by*Marian Vavra

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

*by*Netsanet Haile & Jorn Altmann

**Role of Platform Providers in Software Ecosystems**

*by*Kibae Kim & Jörn Altmann & Sodam Baek

**Specification Test for Spatial Autoregressive Models**

*by*Su Liangjun & Xi Qu

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

*by*Su Liangjun & Xia Wang

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

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

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

*by*Su Liangjun & Tadao Hoshino

**A Study on the Factors Impacting 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

**Inference with Correlated Clusters**

*by*Powell, David

**Change Detection and the Casual Impact of the Yield Curve**

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

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

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

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

*by*Cláudia Duarte

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

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

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

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

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

*by*beare, brendan & shi, xiaoxia

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

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

**Is CPI generated from stationary process? An investigation on unit root hypothesis of India’s CPI**

*by*Azimi, Mohammad Naim

**Use of maximum entropy in estimating production risks in crop farms**

*by*Kevorchian, Cristian & Gavrilescu, Camelia

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

*by*Sokolovska, Olena & Sokolovskyi, Dmytro

**A Note on Consistent Conditional Moment Tests**

*by*Wang, Xuexin

**Predictive Models for Disaggregate Stock Market Volatility**

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

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

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

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

*by*Kim, Jae & Choi, In

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

*by*Ferman, Bruno & Pinto, Cristine

**Tests for sphericity in multivariate garch models**

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

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

*by*Zhu, Ke

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

*by*Kim, Jae

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

*by*Fedotenkov, Igor

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

*by*Fedotenkov, Igor

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

*by*Medel, Carlos A.

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

*by*Medel, Carlos

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

*by*esposito, francesco paolo & cummins, mark

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

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

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

*by*Dogru, Bülent

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

*by*Mendez Parra, Maximiliano

**Qml inference for volatility models with covariates**

*by*Francq, Christian & Thieu, Le Quyen

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

*by*Debgupta, Sanchari

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

*by*Zhu, Ke

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

*by*Kulaksizoglu, Tamer

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

*by*von Hauff, Michael & Mistri, Avijit

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

*by*Hauff, Michael von & Mistri, Avijit

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

*by*Keita, Moussa

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

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

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

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

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

*by*Dany Lang & Mark Setterfield

**Low-Frequency Econometrics**

*by*Ulrich K. Müller & Mark W. Watson

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

*by*Vahid Montazerhodjat & Andrew W. Lo

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

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

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

*by*Maxwell L. King & Sivagowry Sriananthakumar

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

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

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

*by*Chowdhury, Abdur

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

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

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

*by*Muhammad Shahbaz & Mita Bhattacharya & Khalid Ahmed

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

*by*Amita Majumder & Ranjan Ray

**Granger-causal analysis of GARCH models: a Bayesian approach "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 A. Canay & Xiaoxia Shi

**A discrete model for bootstrap iteration**

*by*Russell Davidson

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

*by*Eleanor Sanderson & Frank Windmeijer

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

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

**Testing Missing at Random using Instrumental Variables**

*by*Christoph Breunig & & &

**Nonparametric change-point analysis of volatility**

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

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

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

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

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

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

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

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

*by*YAMAMOTO, Yohei

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

*by*KUROZUMI, Eiji & YAMAMOTO, Yohei

**A Note on Testing the LATE Assumptions**

*by*Laffers, Lukas & Mellace, Giovanni

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

*by*Hansen, Bjørn Gunnar & Li, Yushu

**A Multivariate Test Against Spurious Long Memory**

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

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

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

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

*by*Corine Autant-Bernard

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

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

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

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

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

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

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

*by*Lunsford, Kurt Graden

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

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

**From Disorder to Order**

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

**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 for Monotonicity in Unobservables under Unconfoundedness**

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

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

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

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

**The Italian Firms’ International Activity**

*by*Riccardo Cristadoro & Leandro D’Aurizio

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

*by*Fuchun Li

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

*by*Zacharias Psaradakis & Marián Vávra

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

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

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

*by*Seong Yeon Chang & Pierre Perron

**Testing Monotonicity in Unobservables with Panel Data**

*by*Liangjun Su & Stefan Hoderlein & Halbert White

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Rocío Elizondo

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**Inflation and relative price variability in Venezuela**

*by*José Contreras & Nora Guarata

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

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

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

*by*Teodor Sedlarski & Angel Eremiev

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

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**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

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

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

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

*by*Pincheira, Pablo

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

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

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

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

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

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

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

*by*Mikusheva, Anna

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

*by*Semei Coronado Ramirez & Gerardo Leonardo Gatica Arreola

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

*by*Andrey Sinyakov

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

*by*Miroslav Svoboda & Petr Bocák

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

*by*Jiří Sedláček

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

*by*Juan Carlos Aquino & Gabriel Rodríguez

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

*by*Ghita Simona & Titan Emilia & Boboc Cristina

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

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

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

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

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

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

*by*Otuken Senger

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

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**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

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

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**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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

*by*Oscar De la Torre Torres.

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

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

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

*by*Thomas Mayer

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

*by*Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

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

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

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

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

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

*by*Elsinger, Helmut

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

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

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

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

**Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model**

*by*Han, Xiaoyi & Lee, Lung-fei

**Interest rates, government purchases and the Taylor rule in recessions and expansions**

*by*López-Villavicencio, Antonia

**Comment on: A new test for chaos and determinism based on symbolic dynamics**

*by*Elsinger, Helmut

**Inference in asset pricing models with a low-variance factor**

*by*Shang, Hua

**Estimation sample selection for discretionary accruals models**

*by*Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine

**Are Southeast Asian real exchange rates mean reverting?**

*by*Bec, Frédérique & Zeng, Songlin

**The contribution of economic fundamentals to movements in exchange rates**

*by*Balke, Nathan S. & Ma, Jun & Wohar, Mark E.

**Performance hypothesis testing with the Sharpe ratio: The case of hedge funds**

*by*Auer, Benjamin R. & Schuhmacher, Frank

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**The January effect for individual corporate bonds**

*by*Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence

**Operational risk escalation: An empirical analysis of UK call centres**

*by*Bryce, Cormac & Cheevers, Carly & Webb, Rob

**Detecting synchronous cycles in financial time series of unequal length**

*by*Reschenhofer, Erhard & Lingler, Michaela

**On detection of volatility spillovers in overlapping stock markets**

*by*Kohonen, Anssi

**Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices**

*by*Perron, Pierre & Chun, Sungju & Vodounou, Cosme

**Two-pass estimation of risk premiums with multicollinear and near-invariant betas**

*by*Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher

**Finite-sample exact tests for linear regressions with bounded dependent variables**

*by*Gossner, Olivier & Schlag, Karl H.

**Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Robust adaptive rate-optimal testing for the white noise hypothesis**

*by*Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána

**What model for entry in first-price auctions? A nonparametric approach**

*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Panel unit root tests in the presence of a multifactor error structure**

*by*Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi

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

*by*Hidalgo, Javier & Seo, Myung Hwan

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Low-frequency robust cointegration testing**

*by*Müller, Ulrich K. & Watson, Mark W.

**Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions**

*by*Kruiniger, Hugo

**Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach**

*by*Chen, Bin & Song, Zhaogang

**Maximum likelihood estimation and uniform inference with sporadic identification failure**

*by*Andrews, Donald W.K. & Cheng, Xu

**Powerful tests for structural changes in volatility**

*by*Xu, Ke-Li

**Chi-squared tests for evaluation and comparison of asset pricing models**

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

**Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions**

*by*McCulloch, J. Huston & Percy, E. Richard

**Rank tests for short memory stationarity**

*by*Pelagatti, Matteo M. & Sen, Pranab K.

**Partial maximum likelihood estimation of spatial probit models**

*by*Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

**Estimation and inference in unstable nonlinear least squares models**

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

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Testing functional inequalities**

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

**Testing the predictive power of the term structure without data snooping bias**

*by*Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan

**Hypothesis testing for arbitrary bounds**

*by*Penney, Jeffrey

**A specification test for discrete choice models**

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

**Power monotonicity in detecting volatility levels change**

*by*Xu, Ke-Li

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

*by*Seong, Byeongchan

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

*by*Zhang, Xianyang & Shao, Xiaofeng

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

*by*Huber, Martin

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

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

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

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

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

*by*Massacci, Daniele

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

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

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

*by*Sheng, Xuguang & Yang, Jingyun

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

*by*Ulu, Yasemin

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

*by*Lee, Taewook

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

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

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

*by*Trezzi, Riccardo

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

*by*Zhang, Lingxiang

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

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

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

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

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

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

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

*by*Pan, Qi & Li, Yong

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

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

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

*by*Matsuki, Takashi & Sugimoto, Kimiko

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

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

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

*by*Di Iorio, Francesca & Triacca, Umberto

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

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

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

*by*Serranito, Francisco

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

*by*Zhou, Jian

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

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

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

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

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

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

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

*by*Westerlund, Joakim

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

*by*Schiemann, Frank & Guenther, Thomas

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

*by*Samih Antoine Azar

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

*by*Ibrahim Arisoy

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

*by*Gabriela OPAIT

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

*by*Gabriela OPAIT

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

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

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

*by*Arshia Amiri & Asim Afridi

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

*by*Selahattin Togay & Nezir Kose

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

*by*Catherine Baumont & Diego Legros

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

*by*Sarra BEN SLIMANE & Moez BEN TAHAR

**The Conceptual Model Of Health Care Productivity**

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

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

*by*Jarmila Šebestová & Kateřina Nowáková

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

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

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

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

*by*Ciprian SIPOS

**Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)**

*by*Noriega, Antonio E. & Rodríguez, Cid Alonso

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

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

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

*by*Dan Wunderli

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

*by*Tangian, Andranik

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

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

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

*by*Kiefer, Stephanie

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

*by*Heufer, Jan

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

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

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

*by*Henselmann, Klaus & Scherr, Elisabeth

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

*by*Jang, Tae-Seok

**Efficient bootstrap with weakly dependent processes**

*by*Francesco Bravo & Federico Crudu

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

*by*M Hashem Pesaran & Takashi Yamagata

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

*by*David E. Giles

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

*by*Huber, Martin

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

*by*J. Isaac Miller

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

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

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

*by*Khmaladze, E.V.

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

*by*Jan F. Kiviet

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

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

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

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

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

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

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

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

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

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

*by*Yong Li & Tao Zeng & Jun Yu

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

*by*Qiankun Zhou & Jun Yu

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

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

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

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

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

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

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

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

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

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

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

*by*Juan Carlos Cuestas & Javier Ordóñez

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Model Validation and Learning**

*by*In-Koo Cho & Ken Kasa

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

*by*Bertille Antoine & Eric Renault

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

*by*Bertille Antoine & Eric Renault

**Estimating the inflation threshold for South Africa**

*by*Temitope L.A. Leshoro

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

*by*Min Seong Kim & Yixiao Sun

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

*by*Jan Heufer

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

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

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

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

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

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

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

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

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

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

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

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

*by*James G. MacKinnon & Morten Ørregaard Nielsen

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

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

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

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

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

*by*Keita, Moussa

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

*by*Malgarini, Marco

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

*by*CHRISTIAN L., NGUENA

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

*by*Fu, Hui

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

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

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

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

**Exchange rate modelling for Lithuania and Switzerland**

*by*Rimgailaite, Ramune

**Portfolio optimization based on divergence measures**

*by*Chalabi, Yohan & Wuertz, Diethelm

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

*by*Makan, Chandni & Ahuja, Avneet Kaur & Chauhan, Saakshi

**The influence of eco-innovation supply chain practices on business eco-efficiency**

*by*Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V.

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

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

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

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

**Improved tests for spatial correlation**

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

**Audits and logistic regression, deciding what really matters in service processes: a case study of a government funding agency for research grants**

*by*Samohyl, Robert

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

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

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

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

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

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

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

*by*Jang, Tae-Seok

**Specification Tests with Weak and Invalid Instruments**

*by*Doko Tchatoka, Firmin Sabro

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

*by*Doko Tchatoka, Firmin

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

*by*Jang, Tae-Seok

**Zeitpunktsignale zum aktiven Portfoliomanagement**

*by*Czinkota, Thomas

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

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

**Interaction effects in econometrics**

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

**Symmetric Jackknife Instrumental Variable Estimation**

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

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

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

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**Bartlett Corrections in Cointegration Testing**

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**Testing for ARCH in the Presence of Additive Outliers**

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**Omnibus Tests for Multivariate Normality of Observations and Residuals**

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**Conditional Independence Restrictions: Testing and Estimation**

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**A Conditional Kolmogorov Test**

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**Integración espacial y cointegración: una aplicación al mercado de cereales en España**

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**Tests of Alternative International Asset Pricing Models**

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**Intermediate Statistics and Econometrics: A Comparative Approach**

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**Financial integration in Europe : Evidence from Euler equation tests**

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**Nonparametric cointegration analysis**

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**Small Sample Properties of GMM for Business Cycle Analysis**

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**OLS-Estimation of conditional and unconditional sigma- and beta-convergence of per capita income: Implications of Solow-Swan and Ramsey-Cass models**

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**Adaptive Testing in ARCH Models**

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**Market Time and Asset Price Movements Theory and Estimation**

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**Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects**

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**Predictive Tests for Structural Change with Unknown Breakpoint**

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**On Stable Factor Structures in the Pricing of Risk**

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**Approximate Asymptotic P-Values for Structural Change Tests**

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**Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP**

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**The Joint Density of Two Functionals of a Brownian Motion**

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**Small Sample Properties of Generalized Method of Moments Based Wald Tests**

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**Split Sample Instrumental Variables**

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**Testing aregression model when we have smooth alternatives in mind**

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**residual-Based Tests for Cointegration in Models with Regime Shifts**

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**An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables**

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**Optimal Changepoint Tests for Normal Linear Regression**

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**Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative**

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**Other Things Equal**

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**The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model**

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**Testing for Structural Breaks**

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**Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?**

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**Joint Tests for Zero Restrictions on Non-negative Regression Coefficients**

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**Generalized autoregressive conditional heteroskedasticity**

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**Model Specification Tests Against Non-Nested Alternatives**

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**Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties**

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**Convenient Specification Tests for Logit and Probit Models**

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**Predictive behavior: An experimental study**

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**An Open-Economy Macro-Finance Model of Internatinal Interdependence: The OECD, US and the UK**

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

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**The Use Of Spreads In Forecasting Medium Term U.K Interest Rates**

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**Tests regarding parameters of several independent gamma populations**

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

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**A Practical Note on the Determination of the Number of Factors Using Information Criteria with Data-Driven Penalty**

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**A Factor Analytical Approach to the Efficient Futures Market Hypothesis**

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**The Local Power of the CADF and CIPS Panel Unit Root Tests**

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**On the Asymptotic Distribution of the DFï¿½GLS Test Statistic**

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

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**Testing Equality of Covariance Matrices via Pythagorean Means**

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

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

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**Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland**

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

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

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

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**Robust Resampling Methods for Time Series**

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

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

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

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**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**

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

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

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**Efficient Likelihold Inference in Nonstationary Univariate Models**

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**Multicointegration in US consumption data**

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**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**

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

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