## 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.

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

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

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

*by*Giotis, Georgios & Chletsos, Michael

**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

**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

**The homogeneous marginal utility of income assumption**

*by*Demuynck T.

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

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

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

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

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

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

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

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

**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

**Specification Testing in Hawkes Models**

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

**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

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

*by*Su Liangjun & Tadao Hoshino

**A Study on the Factors Impacting Managers’ Green IT Perceptions**

*by*Serkan Ada & Sümeyra Ceyhan

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

*by*Hend Almaseb

**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

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

*by*Cláudia Duarte

**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

**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

**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

**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

**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 &

**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

**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.

**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

**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.

**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

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

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

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

*by*Javier Gomez-Biscarri & Javier Hualde

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**

*by*Francisco PeÃ±aranda and Enrique Sentana

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

*by*Wen-Hao Chen & Jean-Yves Duclos

**Stepwise Multiple Testing as Formalized Data Snooping**

*by*Joseph P. Romano & Michael Wolf

**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

**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 Tchakota & 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

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

*by*Shchetynin, Yevhenii

**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

**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

**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

**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

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

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

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

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

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

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

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

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

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

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

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

*by*Iglesias, Emma M.

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

*by*Boffelli, Simona & Urga, Giovanni

**Testing equality of modified Sharpe ratios**

*by*Ardia, David & Boudt, Kris

**Detecting structural changes using wavelets**

*by*Yazgan, M. Ege & Özkan, Harun

**Sentiment in oil markets**

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

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

*by*Narayan, Paresh Kumar & Liu, Ruipeng

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**Non-nested testing of spatial correlation**

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

**Testing linearity using power transforms of regressors**

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

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

*by*Breitung, Jörg & Demetrescu, Matei

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

*by*Zu, Yang

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

*by*Hsiao, Cheng & Zhang, Junwei

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

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

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

*by*Lee, Donghoon & Song, Kyungchul

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

*by*Zhu, Ke & Li, Wai Keung

**Model selection tests for moment inequality models**

*by*Shi, Xiaoxia

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

*by*Cheng, Xu & Liao, Zhipeng

**Empirical likelihood for regression discontinuity design**

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

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

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

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

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

**The power of PANIC**

*by*Westerlund, Joakim

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

*by*Westerlund, Joakim

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

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

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

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

**Cross-sectional averages versus principal components**

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

**Jackknife instrumental variable estimation with heteroskedasticity**

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

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

*by*Yang, Zhenlin

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

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

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

*by*Wan, Yuanyuan & Xu, Haiqing

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

*by*Breunig, Christoph

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

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

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

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

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

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

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

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

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**Inference on factor structures in heterogeneous panels**

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

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

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

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

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

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

*by*Omay, Tolga

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

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

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

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

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

*by*Spindler, Martin

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

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

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

*by*Xu, Peng

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

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

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

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

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

*by*Diez de los Rios, Antonio

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

*by*Zhou, Qiankun & Yu, Jun

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

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

**Residual-based test for fractional cointegration**

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

**Limit theory for an explosive autoregressive process**

*by*Wang, Xiaohu & Yu, Jun

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

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

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

*by*Wu, Jilin

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

*by*Muhammad Kamran Ayub & Khalid Zaman

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

*by*Muhammad Kamran Ayub & Khalid Zaman

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

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

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

*by*Andreea Maria PECE

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

*by*Mihaela Cornelia SANDU

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

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

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

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

*by*Ghassen El Montasser & Rangan Gupta

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

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

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

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

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

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

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

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

**Resurrecting weighted least squares**

*by*Joseph P. Romano & Michael Wolf

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

*by*Sarnetzki, Florian & Dzemski, Andreas

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

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

**Specification Testing in Nonstationary Time Series Models**

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

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

*by*Daniele Bregantini

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

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

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

*by*Spindler, M.;

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

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*by*Shakeeb Khan & Denis Nekipelov

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

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

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

*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

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

**Testing the Martingale Hypothesis**

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

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

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

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

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

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

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

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

*by*HAFNER, Christian & LINTON, Oliver

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

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

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

*by*Zambrano Jurado, Juan Carlos

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

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

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

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

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

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

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

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

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

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

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

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

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Rocío Elizondo

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**Inflation and relative price variability in Venezuela**

*by*José Contreras & Nora Guarata

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

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**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**

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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**

*by*Huan Li

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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

*by*Oscar De la Torre Torres.

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

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

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

*by*Thomas Mayer

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

*by*Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

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

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

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

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

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

*by*Elsinger, Helmut

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

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

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

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

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

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

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

*by*López-Villavicencio, Antonia

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

*by*Elsinger, Helmut

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

*by*Shang, Hua

**Estimation sample selection for discretionary accruals models**

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

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

*by*Bec, Frédérique & Zeng, Songlin

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

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

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

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

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**The January effect for individual corporate bonds**

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

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

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

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

*by*Reschenhofer, Erhard & Lingler, Michaela

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

*by*Kohonen, Anssi

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

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

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

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

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

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

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

*by*Lavergne, Pascal & Patilea, Valentin

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

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

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

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

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

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

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

*by*Hidalgo, Javier & Seo, Myung Hwan

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Low-frequency robust cointegration testing**

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

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

*by*Kruiniger, Hugo

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

*by*Chen, Bin & Song, Zhaogang

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

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

**Powerful tests for structural changes in volatility**

*by*Xu, Ke-Li

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

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

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

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

**Rank tests for short memory stationarity**

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

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

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

**Bootstrapping realized multivariate volatility measures**

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

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

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

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Testing functional inequalities**

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

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

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

**Hypothesis testing for arbitrary bounds**

*by*Penney, Jeffrey

**A specification test for discrete choice models**

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

**Power monotonicity in detecting volatility levels change**

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

*by*Seong, Byeongchan

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

*by*Zhang, Xianyang & Shao, Xiaofeng

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

*by*Huber, Martin

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

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

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

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

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

*by*Massacci, Daniele

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

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

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

*by*Sheng, Xuguang & Yang, Jingyun

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

*by*Ulu, Yasemin

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

*by*Lee, Taewook

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

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

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

*by*Trezzi, Riccardo

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

*by*Zhang, Lingxiang

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

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

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

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

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

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

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

*by*Pan, Qi & Li, Yong

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

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

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

*by*Matsuki, Takashi & Sugimoto, Kimiko

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

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

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

*by*Di Iorio, Francesca & Triacca, Umberto

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

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

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

*by*Serranito, Francisco

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

*by*Zhou, Jian

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

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

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

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

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

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

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

*by*Westerlund, Joakim

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

*by*Schiemann, Frank & Guenther, Thomas

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

*by*Samih Antoine Azar

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

*by*Ibrahim Arisoy

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

*by*Gabriela OPAIT

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

*by*Gabriela OPAIT

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

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

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

*by*Arshia Amiri & Asim Afridi

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

*by*Selahattin Togay & Nezir Kose

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

*by*Catherine Baumont & Diego Legros

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

*by*Sarra BEN SLIMANE & Moez BEN TAHAR

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

*by*Jarmila Šebestová & Kateřina Nowáková

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

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

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

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

*by*Ciprian SIPOS

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

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

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

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

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

*by*Dan Wunderli

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

*by*Tangian, Andranik

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

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

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

*by*Kiefer, Stephanie

**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 �. Nielsen

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

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

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

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

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

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

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

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

*by*Yong Li & Tao Zeng & Jun Yu

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

*by*Qiankun Zhou & Jun Yu

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

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

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

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

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

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

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

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

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

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

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

*by*Juan Carlos Cuestas & Javier Ordóñez

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Model Validation and Learning**

*by*In-Koo Cho & Ken Kasa

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

*by*Bertille Antoine & Eric Renault

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

*by*Bertille Antoine & Eric Renault

**Estimating the inflation threshold for South Africa**

*by*Temitope L.A. Leshoro

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

*by*Min Seong Kim & Yixiao Sun

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

*by*Jan Heufer

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

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

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

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

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

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

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

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

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

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

*by*James G. MacKinnon & Morten Ørregaard Nielsen

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

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

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

*by*Keita, Moussa

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

*by*Malgarini, Marco

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

*by*CHRISTIAN L., NGUENA

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

*by*Fu, Hui

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

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

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

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

**Exchange rate modelling for Lithuania and Switzerland**

*by*Rimgailaite, Ramune

**Portfolio optimization based on divergence measures**

*by*Chalabi, Yohan & Wuertz, Diethelm

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

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

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

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

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

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

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

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

**Improved tests for spatial correlation**

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

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

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**Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions**

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**Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates**

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**Applications of the Fast Double Bootstrap**

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**Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity**

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**Income convergence: fresh evidence from the Nordic countries**

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**Testing long-run monetary neutrality in Malaysia: Revisiting divisia money**

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**Testing For Restricted Stochastic Dominance**

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**Testing for Restricted Stochastic Dominance**

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**Testing for Restricted Stochastic Dominance**

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**Simulation based selection of competing structural econometric models**

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**Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

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**Test for the null hypothesis of cointegration with reduced size distortion**

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**A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples**

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**Forcasting in large cointegrated processes**

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**Cointegration, Integration, and Long-Term Forcasting**

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**Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks**

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**Stock Data, Trade Durations, And Limit Order Book Information**

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**The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden**

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**Financial Distress and Idiosyncratic Volatility: An Empirical Investigation**

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**Spurious Regression and Trending Variables**

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**Unit Roots and Structural Breaks: A Survey of the Literature**

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**Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis**

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**Cointegration in Panel Data with Breaks and Cross-Section Dependence**

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**Designing Non-Parametric Estimates and Tests for Means**

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**A Stochastic Theory of Geographic Concentration and the Empirical Evidence in Germany**

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**The Regional Industry-size Distribution - An Analysis of all Types of Industries in Germany**

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**Forecasting high-frequency electricity demand with a diffusion index model**

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**Tests of Independence in Separable Econometric Models: Theory and Application**

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**A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition**

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**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

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**Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities**

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**Meta-Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection**

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**Publication Bias in Minimum-Wage Research? Card and Krueger Redux**

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**Rank Tests for Instrumental Variables Regression with Weak Instruments**

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**Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach**

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**Two-Part Tariffs versus Linear Pricing Between Manufacturers and Retailers: Empirical Tests on Differentiated Products Markets**

*by*Bonnet, Céline & Dubois, Pierre & Simioni, Michel

**Challenges and Opportunities for Resource Rich Economies**

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**Selecting Copulas for Risk Management**

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**L'économie expérimentale pour l'analyse de modifications au système centralisé de vente du quota laitier au Québec**

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**Testing For Equality Between Two Copulas**

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**Robust Subsampling**

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**Tests in contingency tables as regression tests**

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**Bootstrap-Based Improvements for Inference with Clustered Errors**

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**Panels with Nonstationary Multifactor Error Structures**

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**Testing Dependence Among Serially Correlated Multi-category Variables**

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**A Bias-Adjusted LM Test of Error Cross Section Independence**

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**Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy**

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**Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks**

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

**Detecting Jumps in High-Frequency Financial Series Using Multipower Variation**

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**Spurious Regression and Econometric Trends**

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**Forecasting Canadian Time Series with the New Keynesian Model**

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**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

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**Testing for multicointegration in panel data with common factors**

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**Gauss procedure to compute the ALMP test for multivariate normality**

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**Gauss procedure to compute the ALM test for normality**

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