## 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.

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

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

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

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

**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

**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

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

*by*Jinghui Chen & Masahito Kobayashi & Michael McAleer

**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

**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

**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**

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

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

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

**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

**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

**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

**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

**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

**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

**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

**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

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

*by*Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

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

*by*Shuping Shi

**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

**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

**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

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

*by*Yukitoshi Matsushita & 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

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

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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

**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

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

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

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

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

**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

**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.

**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 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

**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

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

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

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

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

**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

**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.

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

*by*Sebastien Lleo & Bill Ziemba

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

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

**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

**Poverty trends in Turkey**

*by*Sirma Demir Șeker & Stephen P. Jenkins

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

*by*Peter M. Robinson & Carlos Velasco

**Empirical likelihood for regression discontinuity design**

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

**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**

*by*Zacharias Psaradakis & Marián Vávra

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

*by*Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI

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

*by*Firmin Doko Tchatoka & Wenjie Wang

**Treatment Effects with Many Covariates and Heteroskedasticity**

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

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

*by*Ulrich Hounyo & Rasmus T. Varneskov

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

*by*Bent Jesper Christensen & Rasmus T. Varneskov

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

*by*Yilebes Addisu Damtie

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

*by*Berislav Zmuk

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

*by*Varahrami, Vida

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

*by*Ovidiu Constantin BUNGET & Eusebiu Raducu BUREANA

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

*by*Roxana Cristina VILCU (MANACHE)

**Spatial Evolution And Agglomerative Forces Of China**

*by*Huan Li & Vincent Hogan

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

*by*Tanrıöver, Banu & Çöllü, Duygu Arslantürk

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

*by*Engle, Robert & Granger, Clive

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

*by*Shchetynin, Yevhenii

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

*by*Mihaela Simionescu

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

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

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

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

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

*by*Saša Obradović & Milka Grbić

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

*by*Osabuohien-Irabor Osarumwense

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

*by*Aquino Llinares, Nieves

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

*by*Natalia Futekova & Vladimir Monov

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

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

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

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

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

*by*Michael Schwandt

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

*by*Kathrin Jordan

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

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

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

*by*Emilio Rojas Olea & Werner Kristjanpoller Rodríguez

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

*by*Vida VARAHRAMI

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

*by*Purva Hegde DESAI & M. Fatima DeSOUZA

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

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

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

*by*Joseph Boniface Ajefu*

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

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

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

*by*Abbas ali Rezaei

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

*by*Javier de la Ballina Ballina & Rodolfo Vázquez

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

*by*Robert Taylor & Byung Chul Ahn

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

*by*Biggiero, Lucio & Angelini, Pier Paolo

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

*by*Agbeyegbe, Terence D.

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

*by*Sin, Chor-yiu (CY)

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

*by*Gonzalez-Perez, Maria T.

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

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

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

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

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

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

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

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

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

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

**Improved inferences for spatial regression models**

*by*Liu, Shew Fan & Yang, Zhenlin

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

*by*Jung, Alexander & Latsos, Sophia

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

*by*Iglesias, Emma M.

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

*by*Boffelli, Simona & Urga, Giovanni

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

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

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

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*by*Yuanyuan Wan & Haiqing Xu

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

*by*Charles S. Bos & Pawel Janus

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

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

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

*by*David Ardia & Lennart Hoogerheide

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

*by*Defne Mutluer Kurul

**Reserve Options Mechanism and FX Volatility**

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

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

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

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

*by*Doko Tchatoka, Firmin

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

*by*Andreas Ortman & Le Zhang

**Testing Stationarity for Unobserved Components Models**

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

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

*by*Marian Vavra

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

*by*Marian Vavra

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

*by*Marian Vavra

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

*by*Zhenlin Yang

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

*by*Yu-Chin Hsu & Xiaoxia Shi

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

**Consistent Tests for Conditional Treatment Effects**

*by*Yu-Chin Hsu

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

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

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

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

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

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

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

*by*Gillian van Heerden and Paul Alagidede

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

*by*Christoph Hanck & Robert Czudaj

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

*by*Valentina Corradi & Norman Swanson

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

*by*Harry H. Kelejian & Gianfranco Piras

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

*by*Dobrescu, Emilian

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

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

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

*by*Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri

**Hypothesis Testing for Arbitrary Bounds**

*by*Jeffrey Penney

**Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets**

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

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

*by*Omay, Tolga & Yildirim, Dilem

**Rtadf: Testing for Bubbles with EViews**

*by*Caspi, Itamar

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

*by*Keita, Moussa

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

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

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

*by*Hiremath, Gourishankar S & Kumari, Jyoti

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

*by*Adeniji, Sesan

**Testing for the buffered autoregressive processes**

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

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

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

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

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

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

*by*Chen, Min & Zhu, Ke

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

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

*by*Maciejowska, Katarzyna

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

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

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Make Almost Stochastic Dominance really Almost**

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

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

*by*Herrera Gómez, Marcos

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

*by*Kiss, Christian

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

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

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

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

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

*by*Doko Tchatoka, Firmin

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

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

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

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

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

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

**The drivers of downside equity tail risk**

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

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

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

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

*by*Hatemi-J, Abdulnasser

**Inference in non stationary asymmetric garch models**

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

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

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

**Detecting dependence between spatial processes**

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

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

*by*Hanming Fang & Xun Tang

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

*by*Liang Chen & Juan Dolado & Jesus Gonzalo

**A wavelet approach to multiple cointegration testing**

*by*Javier Fernandez-Macho

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

*by*Javier Fernandez-Macho

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

*by*Hanming Fang & Xun Tang

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

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

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

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

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

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

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

*by*Matteo Pelagatti

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

*by*Spindler, Martin

**Not-So-Strong Evidence for Gender Differences in Risk Taking**

*by*Julie A. Nelson

**The Peer Performance of Hedge Funds**

*by*David Ardia & Kris Boudt

**Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence**

*by*Antonia Arsova & Deniz Dilan Karaman Oersal

**Model choice and size distribution: a Bayequentist approach**

*by*John-Oliver Engler & Stefan Baumgaertner

**Identifying Genuine Effects in Observational Research by Means of Meta-Regressions**

*by*Stephan B. Bruns

**One Swallow Doesn't Make a Summer - A Note**

*by*Mitesh Kataria

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

*by*Mitesh Kataria

**Estimation and Inference under Weak IdentiÂ cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function**

*by*Jui-Chung Yang & Ke-Li Xu

**Poverty Trends in Turkey**

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

**Inference with Difference-in-Differences Revisited**

*by*Brewer, Mike & Crossley, Thomas F. & Joyce, Robert

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

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

**Inference for Inverse Stochastic Dominance**

*by*Francesco Andreoli

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

*by*Eleanor Sanderson & Frank Windmeijer

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

*by*Grant Hillier & Federico Martellosio

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

*by*Tiemen Woutersen & John Ham

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

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

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

*by*Amit Gandhi & Zhentong Lu & Xiaoxia Shi

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

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

**Moment-Based Tests for Discrete Distributions**

*by*Bontemps, Christian

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

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

**Sharp deviation bounds for quadratic forms**

*by*Vladimir Spokoiny & Mayya Zhilova & &

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

*by*Haiqiang Chen & & &

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

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

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

*by*Yohei Yamamoto

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

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

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

*by*YAMAMOTO, Yohei & TANAKA, Shinya

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

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

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

*by*Ksenia Tenisheva & Daniel Alexandrov

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

*by*Ekaterina Kuzmicheva & Kirill Kuzmichev

**Sociometric popularity in a school context**

*by*Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov

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

*by*Valeria Ivaniushina & Daniel Alexandrov

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Norkute, Milda

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

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

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

*by*Grote, Claudia & Sibbertsen, Philipp

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

*by*Xuguang Sheng & Jingyun Yang

**Determinants of Worldwide Software Piracy Losses**

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

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

*by*Anton Skrobotov

**Local Structural Trend Break in Stationarity Testing**

*by*Anton Skrobotov

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

*by*Anton Skrobotov

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

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

**Consistent Model Specification Testing**

*by*James Davidson & Andreea G. Halunga

**Quantile regression with clustered data**

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

**A Note on Wavelet Correlation and Cointegration**

*by*Fernández Macho, Francisco Javier

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

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

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

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

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

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

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

*by*Chevillon, Guillaume

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

*by*Shakeeb Khan & Denis Nekipelov

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

*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

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

**Testing the Martingale Hypothesis**

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

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

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

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

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

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

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

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

*by*HAFNER, Christian & LINTON, Oliver

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

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

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

*by*Zambrano Jurado, Juan Carlos

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

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

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

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

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

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

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

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

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

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

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

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

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

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

*by*Seong Yeon Chang & Pierre Perron

**Testing Monotonicity in Unobservables with Panel Data**

*by*Liangjun Su & Stefan Hoderlein & Halbert White

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Rocío Elizondo

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**Inflation and relative price variability in Venezuela**

*by*José Contreras & Nora Guarata

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

*by*Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu

**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**

*by*Gurgen OHANYAN

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

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

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

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

*by*Pincheira, Pablo

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

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

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

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

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

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

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

*by*Mikusheva, Anna

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

*by*Semei Coronado Ramirez & Gerardo Leonardo Gatica Arreola

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

*by*Andrey Sinyakov

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

*by*Miroslav Svoboda & Petr Bocák

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

*by*Jiří Sedláček

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

*by*Juan Carlos Aquino & Gabriel Rodríguez

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

*by*Ghita Simona & Titan Emilia & Boboc Cristina

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

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

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

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

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

*by*Jáki, Erika

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

*by*Otuken Senger

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

*by*Ismail Kucukaksoy & Selcen Onal

**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

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

*by*Huan Li

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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

*by*Oscar De la Torre Torres.

**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**

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

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

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**Inference in regression models with many regressors**

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

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

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

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**Robust inference in nonstationary time series models**

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**Robustifying multivariate trend tests to nonstationary volatility**

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

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**Statistical tests for multiple forecast comparison**

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

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

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

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

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

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

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**Bayesian hypothesis testing in latent variable models**

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

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

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

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

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**Performance of nonlinear instrumental variable unit root tests using recursive detrending methods**

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

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

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

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

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

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

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

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

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

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**Staged investments in entrepreneurial financing**

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

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

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

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**Testing the One-Part Fractional Response Model against an Alternative Two-Part Model**

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**A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data**

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

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**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

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**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

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**Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions**

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**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

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**Small Concentration Asymptotics and Instrumental Variables Inference**

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**Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect**

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**A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators**

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**A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)**

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**Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix**

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**Dickey-Fuller Type of Tests against Nonlinear Dynamic Models**

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**Nonstationary Nonlinear Heteroskedasticity in Regression**

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**Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T**

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**International Patent Pattern and Technology Diffusion**

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**Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity**

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**Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood**

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**Randomized Sign Test for Dependent Observations on Discrete Choice under Risk**

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**Sign Tests for Dependent Observations and Bounds for Path-Dependent Options**

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**Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis**

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**Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing**

*by*Jean-Marie Dufour & Tarek Jouini

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

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**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin

**Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions**

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**Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics**

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**False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas**

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**Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap**

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**On Testing Sample Selection Bias under the Multicollinearity Problem**

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**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**

*by*Kapetanios, G. & Pesaran, M.H.

**Testing Slope Homogeneity in Large Panels**

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**The Information Content of Implied Probabilities to Detect Structural Change**

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**A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000**

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**Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI**

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**Testing the Parametric Specification of the Diffusion Function in a Diffusion Process**

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**Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data**

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**Some Misconceptions in Statistical Hypothesis Testing**

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**Information Efficiency of Central Europe Stock Exchanges (in Czech)**

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**Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003**

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**Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test**

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**Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003**

*by*Pahlavani, M.

**A Bootstrap Test for Conditional Symmetry**

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**Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo**

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**Sales Forecasting Using Artificial Neural Networks**

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**Random Walks in the Economic Dynamic Series**

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**International evidence on monetary neutrality under broken trend stationary models**

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**Testing multivariate hypotheses with positive definite bilinear forms**

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**Modified Hiemstra-Jones Test for Granger Non-causality**

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**Rational Addiction with Optimal Inventories: Theory and Evidence from Cigarette Purchases in Japan**

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**Higher Order Expansions in the Weak Instrument Case**

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**Testing Asset Pricing Model with Coskweness**

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**Testing Distributional Assumptions: A GMM Approach**

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**A Specification Test for Time Series Models by a Normality**

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**Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity**

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**On the inadmissibility of classical tests in unit-root-type situations**

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**Martingale Tests of Value-at-Risk**

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**Admissible and Nonadmissible Test in Unit-Root-like Situations**

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**Panel Unit Root Tests under Cross- sectional Dependence**

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**Testing Unit Root Based on Partially Adaptive Estimation**

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**Taking a New Contour: A Novel Approach to Panel Unit Root Tests**

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**End-of-Sample Conintegratio Breakdown Tests**

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**Smooth Test For Testing Equality Of Two Densities**

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**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments**

*by*Norman R. Swanson & John C. Chao

**Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics**

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**Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression**

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**Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series**

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**The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated**

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**Jarque-Bera test and its competitors for testing normality: A power comparison**

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**Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept**

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**Cross-section Regression with Common Shocks**

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**End-of-Sample Cointegration Breakdown Tests**

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**Tests of Independence in Separable Econometric Models**

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**Testing for Seasonal Unit Roots in Heterogeneous Panels**

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**Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data**

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**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

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**Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case**

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**Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application**

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**Tests of seasonal integration and cointegration in multivariate unobserved component models**

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**Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure**

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**On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates**

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**Classifying the Markets Volatility with ARMA Distance Measures**

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**Consistent Model Specification Tests Against Smooth Transition Alternatives**

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**Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach**

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**The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach**

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**No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)**

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**An Empirical Likelihood Ratio Test for Normality in Linear Regression**

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**An Empirical Likelihood Ratio Test for Normality**

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**Model Checks Using Residual Marked Empirical Processes**

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**A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions**

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**Generalized Probability-Probability Plots**

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**Local Sensitivity and Diagnostic Tests**

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**Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition**

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**The Vietnam's Transition Economy and Its Fledgling Financial Markets: 1986-2003**

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**The Econometric Analysis of Microscopic Simulation Models**

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**Test for long memory processes. A bootstrap approach**

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**National Specifities and Monetary-Policy Trasmission in Europe**

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

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**Chi-square Tests for Parameter Stability**

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**On Testing for Diagonality of Large Dimensional Covariance Matrices**

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**A New Method for Determining the Number of Factors in Factor Models with Large Datasets**

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**How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP**

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**Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels**

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**Testing for Exogeneity in Nonlinear Threshold Models**

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**The Power of Bootstrap and Asymptotic Tests**

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**The Case Against JIVE**

*by*Russell Davidson & James G. MacKinnon

**Simulation-based Tests that Can Use Any Number of Simulations**

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**On the Fisher-Konieczny Index of Price Changes Synchronization**

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**Nonlinearly testing for a unit root in the presence of a break in the mean**

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**A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models**

*by*Bhattacharjee, Arnab

**On testing equality of distributions of technical efficiency scores**

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**Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002**

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**A new distribution-based test of self-similarity**

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**Une modalité d'éviter les tables des centiles dans la cas des régions de confiance et des tests statistiques**

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**Local rank tests in a multivariate nonparametric relationship**

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**Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?**

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**What One Can Learn From the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry**

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**The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies**

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**Optimal Inference in Regression Models with Nearly Integrated Regressors**

*by*Michael Jansson & Marcelo J. Moreira

**Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak**

*by*Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez

**Optimal Invariant Similar Tests for Instrumental Variables Regression**

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**The Use of Predictive Regressions at Alternative Horizons in Finance and Economics**

*by*Nelson C. Mark & Donggyu Sul

**Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model**

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

**Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors**

*by*Xibin Zhang & Maxwell L. King

**Testing for Dependence in Non-Gaussian Time Series Data**

*by*B.P.M. McCabe & G.M. Martin & R.K. Freeland

**Testing for a Level Effect in Short-Term Interest Rates**

*by*Olan T. Henry & Sandy Suardi

**The evolution of the spatial and sectoral patterns in Ile-De-France over 1978-1997**

*by*GUILLAIN, Rachel & LE GALLO, Julie & BOITEUX-ORAIN, Céline

**On the Distributional Effects of Income in an Aggregate Consumption Relation**

*by*Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine

**General Diagnostic Tests for Cross Section Dependence in Panels**

*by*Pesaran, M. Hashem

**General Diagnostic Tests for Cross Section Dependence in Panels**

*by*Pesaran, M. Hashem

**Random Coefficient Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem

**Random Coefficient Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem

**On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates**

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**Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence**

*by*Caporale, Guglielmo Maria & Pittis, Nikitas

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

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

**Far Out on the Yield Curve**

*by*Alexius, Annika

**Misspecifications due to aggregation of data in models for journeys-to-work**

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**Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study**

*by*Eriksson , Åsa

**A smooth permanent surge process**

*by*González Gómez, Andrés

**Economic Research in the Czech Republic: Entering International Academic Market**

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**Some Statistical Pitfalls In Copula Modeling For Financial Applications**

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**Uma Estimação da Curva de Phillips para Portugal**

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**Properties of Recursive Trend-Adjusted Unit Root Tests**

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**Testing for causality in variance in the presence of breaks**

*by*van Dijk, D.J.C. & Osborn, D.R. & Sensier, M.

**Testing for changes in volatility in heteroskedastic time series - a further examination**

*by*de Pooter, M.D. & van Dijk, D.J.C.

**Small sample confidence intervals for multivariate impulse response functions at long horizons**

*by*Barbara Rossi (Duke) & Elena Pesavento (Emory)

**Which Extreme Values are Really Extremes?**

*by*Jose Olmo & Jesus Gonzalo

**Do Technology Shocks Drive Hours Up or Down?**

*by*Barbara Rossi & Elena Pesavento

**Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity**

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**Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap**

*by*Myunghwan Seo

**Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average**

*by*Basel Awartani & Valentina Corradi

**Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives**

*by*Jonathan B. Hill

**Structural changes, common stochastic trends and unit roots in panel data**

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**Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data**

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**Equilibrium or Simple Rule at Wimbledon? An Empirical Study**

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**Cointegration versus Spurious Regression in Heterogeneous Panels**

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**Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand**

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**Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors**

*by*Emma Iglesias & Jean Marie Dufour

**A simple estimation method and finite-sample inference for a stochastic volatility model**

*by*Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal)

**Bootstrapping the HEGY Seasonal Unit Root Tests**

*by*Robert Taylor & Peter Burridge

**Stopping Tests in the Sequential Estimation for Multiple Structural Breaks**

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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**

*by*Niels Haldrup & Peter Lildholdt

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

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