## 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.

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

*by*Shchetynin, Yevhenii

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

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

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

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

**Role of Platform Providers in Software Ecosystems**

*by*Kibae Kim & Jörn Altmann & Sodam Baek

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

*by*Su Liangjun & Tadao Hoshino

**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

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

*by*Rothe, Christoph

**Nonparametric change-point analysis of volatility**

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

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

*by*KUROZUMI, Eiji & YAMAMOTO, Yohei

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

*by*Peter M. Robinson & Carlos Velasco

**Identification- and Singularity-Robust Inference for Moment Condition**

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

**Small sample performance of indirect inference on DSGE models**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

**Small sample performance of indirect inference on DSGE models**

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

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

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

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

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

*by*Firmin Doko Tchakota & Wenjie Wang

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

*by*Berislav Zmuk

**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

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

*by*Wan, Yuanyuan & Xu, Haiqing

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

*by*Breunig, Christoph

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

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

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

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

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

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

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

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

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**Inference on factor structures in heterogeneous panels**

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

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

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

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

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

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

*by*Ghassen El Montasser & Rangan Gupta

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

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

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

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

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

*by*Tsangyao Chang & Omid Ranjbar & Goodness C. Aye & Rangan Gupta

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

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

**Resurrecting weighted least squares**

*by*Joseph P. Romano & Michael Wolf

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

*by*Sarnetzki, Florian & Dzemski, Andreas

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

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

**Specification Testing in Nonstationary Time Series Models**

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

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

*by*Daniele Bregantini

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

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

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

*by*Spindler, M.;

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

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

**Testing for Autocorrelation in Quantile Regression Models**

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

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

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

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

*by*JIN SEO CHO & HALBERT WHITE

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

*by*Barbara Weilenmann & Tobias Schulz

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

*by*Javier Gómez Biscarri & Javier Hualde

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

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

*by*Götz T.B. & Hecq A.W.

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

*by*Duplinskiy A.

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

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

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

*by*J. Isaac Miller

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

*by*Eric Ghysels & J. Isaac Miller

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

*by*Francisco Javier Eransus & Alfonso Novales Cinca

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

*by*Francisco Javier Eransus & Alfonso Novales Cinca

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

*by*Bontemps, Christian

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

*by*Nianqing Liu & Yao Luo

**Testing Local Average Treatment Effect Assumptions**

*by*Ismael Mourifie & Yuanyuan Wan

**Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas**

*by*Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A.

**Testing Stationarity for Unobserved Components Models**

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

**The convenient calculation of some test statistics in models of discrete choice**

*by*Darryl Holden & Roger Perman

**Specification Test for Panel Data Models with Interactive Fixed Effects**

*by*Liangjun Su & Sainan Jin & Yonghui Zhang

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

*by*Yong Li & Xiao-Bin Liu & Jun Yu

**Deviance Information Criterion for Comparing VAR Models**

*by*Tao Zeng & Yong Li & Jun Yu

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

*by*Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

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

*by*Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan

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

*by*Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu

**Bootstrap tests in linear models with many regressors**

*by*Patrick Richard

**On the relevance of weaker instruments**

*by*Bertille Antoine & Eric Renault

**Consistent Pretesting for Jumps**

*by*Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson

**Scars Of Recessions In A Rigid Labor Market**

*by*Bart Cockx & Corinna Ghirelli

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**How Targeted is Targeted Tax Relief? Evidence from the Unemployment Insurance Youth Hires Program**

*by*Matthew Webb & Arthur Sweetman & Casey Warman

**Eroded Coffee Traceability and Its Impact on Export Coffee Prices for Ethiopia**

*by*Leonard Leung

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

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

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

**Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition**

*by*Omay, Tolga & Hasanov, Mubariz & Emirmahmutoglu, Furkan

**Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca**

*by*RIANE, Nizare

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

*by*Ando, Tomohiro & Bai, Jushan

**Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication**

*by*Kulaksizoglu, Tamer

**Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation**

*by*Chen, Song Xi & Li, Jun & Zhong, Pingshou

**Poisson qmle of count time series models**

*by*Ahmad, Ali & Francq, Christian

**Modeling and Forecasting Volatility – How Reliable are modern day approaches?**

*by*Mehta, Anirudh & Kanishka, Kunal

**LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises**

*by*Zhu, Ke & Ling, Shiqing

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

*by*Preinerstorfer, David

**Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH**

*by*Sinha, Pankaj & Agnihotri, Shalini

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Multi-jumps**

*by*Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

**Gene selection for survival data under dependent censoring: a copula-based approach**

*by*Emura, Takeshi & Chen, Yi-Hau

**Contribution des inobservables aux disparités de genre dans la scolarisation et le travail des enfants au Mali**

*by*Keita, Moussa

**Detecting false positives in experimental auctions: A case study of projection bias in food consumption**

*by*Briz, Teresa & Drichoutis, Andreas C. & Nayga, Rodolfo M.

**Sign-based specification tests for martingale difference with conditional heteroscedasity**

*by*Chen, Min & Zhu, Ke

**On the Power of Invariant Tests for Hypotheses on a Covariance Matrix**

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

**Robust standard error estimators for panel models: a unifying approach**

*by*Millo, Giovanni

**Estimating and Testing Threshold Regression Models with Multiple Threshold Variables**

*by*Chong, Terence Tai Leung & Yan, Isabel K.

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels**

*by*Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim

**Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach**

*by*Phiri, Andrew & Dube, Wisdom

**Uniform Inference in Nonlinear Models with Mixed Identification Strength**

*by*Xu Cheng

**Testing for no factor structures: on the use of average-type and Hausman-type statistics**

*by*Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani

**Inference on Factor Structures in Heterogeneous Panels**

*by*Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani

**Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models**

*by*Jan F. Kiviet & Milan Pleus & Rutger Poldermans

**Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

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

**Nonparametric Regression Approach to Bayesian Estimation**

*by*Jiti Gao & Han Hong

**A Computational Implementation of GMM**

*by*Jiti Gao & Han Hong

**A Model Validation Procedure**

*by*Julia Polak & Maxwell L. King & Xibin Zhang

**Specification Testing in Structural Nonparametric Cointegration**

*by*Chaohua Dong & Jiti Gao

**A Unified Framework for the Estimation of 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

**Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?**

*by*Costantini, Mauro & Lupi, Claudio

**Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach**

*by*Yoonseok Lee & Sung Jae Jun & Youngki Shin

**A Laplace Stochastic Frontier Model**

*by*William C. Horrace & Christopher F. Parmeter

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. hoogerheide

**Testing For A General Class Of Functional Inequalities**

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

**Modelling Heaped Duration Data: An Application to Neonatal Mortality**

*by*Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

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

*by*Bartalotti, Otavio

**Block Bootstrap Consistency Under Weak Assumptions**

*by*Calhoun, Gray

**Out-Of-Sample Comparisons of Overfit Models**

*by*Calhoun, Gray

**Are there long-run diversification gains from the Dow Jones Islamic Finance Index?**

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

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

*by*Tsangyao Chang & Goodness C. Aye & Rangan Gupta

**The Cult of statistical significance - A Review**

*by*Sripad Motiram

**A Combined Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Testing for a general class of functional inequalities**

*by*Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang HÃ¤rdle

**Improving the Finite Sample Performance of Tests for a Shift in Mean**

*by*YAMAZAKI, Daisuke & KUROZUMI, Eiji

**A Modified Confidence Set for the Structural Break Date in Linear Regression Models**

*by*Yamamoto, Yohei

**Russian Mutual Funds: Skill vs. Luck**

*by*Petr Parshakov

**The Influence Of Financial Constraints And Attitude Towards Risk In Corporate Investment Decisions**

*by*Ekaterina E. Kuzmicheva

**A simple wavelet-based test for serial correlation in panel data models**

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

**A Factor Analytical Approach to Price Discovery**

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

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

*by*Reese, Simon & Westerlund, Joakim

**A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root**

*by*Westerlund, Joakim & Norkute, Milda

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

*by*Westerlund, Joakim & Reese, Simon

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

*by*Kataria, Mitesh

**Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility**

*by*Demetrescu, Matei & Sibbertsen, Philipp

**Model Risk in Backtesting Risk Measures**

*by*Evers, Corinna & Rohde, Johannes

**In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors**

*by*Frédéric Jouneau-Sion & Olivier Torrès

**Economic Rationales of Exclusive Dealing ; Empirical Evidence from the French Distribution Networks**

*by*Muriel Fadairo & Jianyu Yu

**A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time**

*by*Anton Skrobotov

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

*by*Anton Skrobotov

**Option-implied term structures**

*by*Vogt, Erik

**Evaluating Conditional Forecasts from Vector Autoregressions**

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

**Evaluating Conditional Forecasts from Vector Autoregressions**

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

**Extremal Dependence and Contagion**

*by*Renée Fry-McKibbin & Cody Yu-Ling Hsiao

**An Extension of the Class of Regularly Varying Functions**

*by*Cadena, Meitner & Kratz, Marie

**On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²**

*by*Kratz, Marie & Nagel , Werner

**Evaluation of Public R&D Policy: A Meta-Regression Analysis**

*by*SYOUM NEGASSI & JEAN-FRANCOIS SATTIN

**Employment Growth, Productivity and Jobs reallocations in Tunisia: A Microdata Analysis**

*by*Mohamed Ali Marouani & Rim Mouelhi

**Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models**

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

**Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions**

*by*Xiaohong Chen & Timothy M. Christensen

**A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models**

*by*Timothy B. Armstrong

**Threshold Regression with Endogeneity**

*by*Ping Yu & Peter C.B. Phillips

**Adaptive Testing on a Regression Function at a Point**

*by*Timothy B. Armstrong

**Adaptive Testing on a Regression Function at a Point**

*by*Timothy B. Armstrong

**Specification Tests for Nonlinear Dynamic Models**

*by*Igor Kheifets

**Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping**

*by*Russel Davidson & Andrea Monticini

**Testing Equilibrium Multiplicity in Dynamic Games**

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

**On Forecast Evaluation**

*by*Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

**Neglected Serial Correlation Tests In Ucarima Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Selection of the number of factors in presence of structural instability: a Monte Carlo study**

*by*Dalibor Stevanovic

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

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**The Economics of Bitcoins - Market Characteristics and Price Jumps**

*by*Marc Gronwald

**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith

**On the Finite Sample Properties of Pre-Test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Panel Data Gravity Models of International Trade**

*by*Badi H. Baltagi & Peter Egger & Michael Pfaffermayr

**A Cusum Test of Common Trends in Large Heterogeneous Panels**

*by*Javier Hidalgo & Jungyoon Lee

**Pauvreté et arbitrage entre scolarisation et travail des enfants au Mali**

*by*Moussa KEITA

**The Quantile Performance Of Statistical Treatment Rules Using Hypothesis Tests To Allocate A Population To Two Treatments**

*by*Charles F. Manski & Aleksey Tetenov

**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects**

*by*Kazuhiko Hayakawa & Vanessa Smith & Hashem Pesaran

**A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables**

*by*Eleanor Sanderson & Frank Windmeijer

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

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

**Testing for Panel Cointegration using Common Correlated Effects Estimators**

*by*Anindya Banerjee & Josep Lluis Carrion-i-Silvestre

**Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry**

*by*Jose Olmo & William Pouliot

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

*by*Javier Gomez-Biscarri & Javier Hualde

**Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings**

*by*Sermin Gungor & Richard Luger

**Detecting false positives in experimental auctions: A case study of projection bias in food consumption**

*by*Teresa Briz & Andreas C. Drichoutis & Rodolfo M. Nayga, Jr

**A simple and effective misspecification test for the double-hurdle model**

*by*Riccardo LUCCHETTI & Claudia PIGINI

**On Bootstrap Validity for Specification Tests with Weak Instruments**

*by*Firmin Doko Tchatoka

**Specification Tests with Weak and Invalid Instruments**

*by*Firmin Doko Tchatoka

**Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso**

*by*Mehmet Caner & Anders Bredahl Kock

**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 Ørregaard Nielsen & A.M. Robert Taylor

**Discriminating between fractional integration and spurious long memory**

*by*Niels Haldrup & Robinson Kruse

**Spurious regressions and near-multicollinearity, with an application to aid, policies and growth**

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

**A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter**

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

**Revealed Preferences in a Heterogeneous Population**

*by*Stefan Hoderlein & Jörg Stoye

**Cointegration and Causality between Economic Growth and Social Development in Saudi Arabia**

*by*Rami Ben Haj - Kacem

**Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns**

*by*Radu Lupu

**Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model**

*by*Gagea, Mariana

**Month Related Seasonality on the Macedonian Stock Market**

*by*Angelovska, Julijana

**Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests**

*by*Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**The Public-Private Pay Gap in the Czech Republic**

*by*Jakub Picka

**The Weak Relation between Foreign Direct Investment and Corruption: A Theoretical and Econometric Study**

*by*Tomáš Evan & Ilya Bolotov

**The Reaction Function of Three Central Banks**

*by*Josef Arlt & Martin Mandel

**Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal**

*by*Martin Mandel & Vladimír Tomšík

**Study of the Normality of a Distribution**

*by*Podaºcã Raluca

**Choosing the More Likely Hypothesis**

*by*Startz, Richard

**Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach**

*by*Emilio Rojas & Werner Kristjanpoller

**An Econometric Model for Financial Stability Indicators**

*by*Mihaela Simionescu & Mirela Niculae & Marinel Nedelut

**Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage**

*by*Uwe Hassler & Verena Werkmann

**Statistical detection of fraud in the reporting of Croatian public companies**

*by*Sinisa Slijepcevic & Branimir Blaskovic

**The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks**

*by*Mohsen Mehrara & Abbas Ali Rezaei

**Factor-based prediction of industry-wide bank stress**

*by*Grover, Sean P. & McCracken, Michael W.

**One Swallow Doesn't Make a Summer: A Comment on Zacharias Maniadis, Fabio Tufano, and John List**

*by*Mitesh Kataria

**Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange**

*by*Mirzaee Ghazani, Majid & Khalili Araghi, Mansour

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

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

**Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application**

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*by*Ekaterina Kuzmicheva & Kirill Kuzmichev

**Sociometric popularity in a school context**

*by*Vera Titkova & Valeria Ivaniushina & Daniel Alexandrov

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

*by*Valeria Ivaniushina & Daniel Alexandrov

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

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

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

*by*Reese, Simon & Li, Yushu

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

*by*Norkute, Milda

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

*by*Saikkonen, Pentti & Sandberg , Rickard

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

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

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

*by*Grote, Claudia & Sibbertsen, Philipp

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

*by*Xuguang Sheng & Jingyun Yang

**Determinants of Worldwide Software Piracy Losses**

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

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

*by*Anton Skrobotov

**Local Structural Trend Break in Stationarity Testing**

*by*Anton Skrobotov

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

*by*Anton Skrobotov

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

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

**Consistent Model Specification Testing**

*by*James Davidson & Andreea G. Halunga

**Quantile regression with clustered data**

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

**A Note on Wavelet Correlation and Cointegration**

*by*Fernández Macho, Francisco Javier

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

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

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

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

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

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

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

*by*Chevillon, Guillaume

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

*by*Shakeeb Khan & Denis Nekipelov

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

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

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

*by*Igor Kheifets & Carlos Velasco

**Testing Linearity Using Power Transforms of Regressors**

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

**Testing the Martingale Hypothesis**

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

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

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

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

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

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

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

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

*by*HAFNER, Christian & LINTON, Oliver

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

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

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

*by*Zambrano Jurado, Juan Carlos

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

*by*Nancy Aireth DAZA BAEZ & Maria Fernanda CORTES

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

*by*Wilmer Martínez

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

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

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

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

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

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

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

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

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

**Explosive Oil Prices**

*by*Marc Gronwald

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Non-Nested Testing of Spatial Correlation**

*by*Miguel A. Delgado & Peter M Robinson

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

*by*Peter M Robinson & Carlos Velasco

**Improved Tests for Spatial Correlation**

*by*Peter M Robinson & Francesca Rossi

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

*by*Peter Boone & Alex Eble & Diana Elbourne

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

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

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

*by*P Kuang & M Schroder & Q Wang

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

*by*Rocío Elizondo

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

*by*Sermin Gungor & Richard Luger

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

*by*Ian Christensen & Fuchun Li

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

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

**Polynomial Regressions and Nonsense Inference**

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

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

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

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

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

**Fractional cointegration rank estimation**

*by*Katarzyna Lasak & Carlos Velasco

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

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

**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

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

*by*Gurgen OHANYAN

**Economy and Transparency: The Model Invention**

*by*Mahmud Hassan TALUKDAR

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

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

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

*by*Pincheira, Pablo

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

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

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

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

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

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

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

*by*Mikusheva, Anna

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

*by*Andrey Sinyakov

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

*by*Miroslav Svoboda & Petr Bocák

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

*by*Jiří Sedláček

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

*by*Juan Carlos Aquino & Gabriel Rodríguez

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

*by*Ghita Simona & Titan Emilia & Boboc Cristina

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

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

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

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

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

*by*Jáki, Erika

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

*by*Otuken Senger

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

*by*Ismail Kucukaksoy & Selcen Onal

**Simulación estocástica de esquemas piramidales tipo Ponzi**

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

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

*by*Huan Li

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

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

*by*Oscar De la Torre Torres.

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

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

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

*by*Thomas Mayer

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

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

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

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

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

*by*Elsinger, Helmut

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

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

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

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

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

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

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

*by*López-Villavicencio, Antonia

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

*by*Elsinger, Helmut

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

*by*Shang, Hua

**Estimation sample selection for discretionary accruals models**

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

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

*by*Bec, Frédérique & Zeng, Songlin

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

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

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

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

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**The January effect for individual corporate bonds**

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

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

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

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

*by*Reschenhofer, Erhard & Lingler, Michaela

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

*by*Kohonen, Anssi

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

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

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

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

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

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

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

*by*Lavergne, Pascal & Patilea, Valentin

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

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

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

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

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

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

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

*by*Hidalgo, Javier & Seo, Myung Hwan

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Low-frequency robust cointegration testing**

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

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

*by*Kruiniger, Hugo

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

*by*Chen, Bin & Song, Zhaogang

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

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

**Powerful tests for structural changes in volatility**

*by*Xu, Ke-Li

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

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

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

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

**Rank tests for short memory stationarity**

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

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

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

**Bootstrapping realized multivariate volatility measures**

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

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

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

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Testing functional inequalities**

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

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

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

**Hypothesis testing for arbitrary bounds**

*by*Penney, Jeffrey

**A specification test for discrete choice models**

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

**Power monotonicity in detecting volatility levels change**

*by*Xu, Ke-Li

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

*by*Seong, Byeongchan

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

*by*Zhang, Xianyang & Shao, Xiaofeng

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

*by*Huber, Martin

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

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

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

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

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

*by*Massacci, Daniele

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

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

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

*by*Sheng, Xuguang & Yang, Jingyun

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

*by*Ulu, Yasemin

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

*by*Lee, Taewook

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

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

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

*by*Trezzi, Riccardo

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

*by*Zhang, Lingxiang

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

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

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

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

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

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

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

*by*Pan, Qi & Li, Yong

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

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

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

*by*Matsuki, Takashi & Sugimoto, Kimiko

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

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

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

*by*Di Iorio, Francesca & Triacca, Umberto

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

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

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

*by*Serranito, Francisco

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

*by*Zhou, Jian

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

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

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

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

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

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

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

*by*Westerlund, Joakim

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

*by*Schiemann, Frank & Guenther, Thomas

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

*by*Samih Antoine Azar

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

*by*Ibrahim Arisoy

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

*by*Gabriela OPAIT

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

*by*Gabriela OPAIT

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

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

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

*by*Arshia Amiri & Asim Afridi

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

*by*Selahattin Togay & Nezir Kose

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

*by*Sarra BEN SLIMANE & Moez BEN TAHAR

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

*by*Jarmila Šebestová & Kateřina Nowáková

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

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

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

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

*by*Ciprian SIPOS

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

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

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

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

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

*by*Dan Wunderli

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

*by*Tangian, Andranik

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

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

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

*by*Kiefer, Stephanie

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

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

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

*by*Henselmann, Klaus & Scherr, Elisabeth

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

*by*Jang, Tae-Seok

**Efficient bootstrap with weakly dependent processes**

*by*Francesco Bravo & Federico Crudu

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

*by*M Hashem Pesaran & Takashi Yamagata

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

*by*David E. Giles

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

*by*Huber, Martin

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

*by*J. Isaac Miller

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

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

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

*by*Khmaladze, E.V.

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

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

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

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

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

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

*by*Marie Briere & Ariane Chapelle & Ariane Szafarz

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

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

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

*by*Yong Li & Tao Zeng & Jun Yu

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

*by*Qiankun Zhou & Jun Yu

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

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

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

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

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

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

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

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

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

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

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

*by*Juan Carlos Cuestas & Javier Ordóñez

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Model Validation and Learning**

*by*In-Koo Cho & Ken Kasa

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

*by*Bertille Antoine & Eric Renault

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

*by*Bertille Antoine & Eric Renault

**Estimating the inflation threshold for South Africa**

*by*Temitope L.A. Leshoro

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

*by*Min Seong Kim & Yixiao Sun

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

*by*Jan Heufer

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

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

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

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

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

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

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

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

**Thirty Years of Heteroskedasticity-Robust Inference**

*by*James G. MacKinnon

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

*by*James G. MacKinnon & Morten Ørregaard Nielsen

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

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

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

*by*Keita, Moussa

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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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**Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns**

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**Testing the Rational Expectations Hypothesis on the Retail Trade Sector Using Survey Data from Malaysia**

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**Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector**

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**Financial Inclusion in India: A case-study of West Bengal**

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**Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector**

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**Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia**

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**Informal Sector and Corruption: An Empirical Investigation for India**

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**A Fixed-b Perspective on the Phillips-Perron Unit Root Tests**

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**Customer Reactions in Out-of-Stock Situations â€“ Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?**

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**Why royalties ? Evidence from French distribution networks**

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**A Trend Deduction Model of Fluctuating Oil Prices**

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**A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices**

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