## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C2: Single Equation Models; Single Variables**

/ / / C20: General

/ / / C21: Cross-Sectional Models; Spatial Models; Treatment Effect Models

/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

/ / / C23: Models with Panel Data; Spatio-temporal Models

/ / / C24: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

/ / / C25: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

/ / / C26: Instrumental Variables (IV) Estimation

/ / / C29: Other

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Alternative Land Price Indexes for Commercial Properties in Tokyo**

*by*Diewert, Erwin & SHIMIZU, Chihiro

**Alternative Approaches for Resale Housing Price Indexes**

*by*Burnett-Isaacs,, Kate & Diewert, Erwin & Huang, Ning

**Uncertainty Aversion in Game Theory: Experimental Evidence**

*by*Evan Calford

**Extreme Risk Value and Dependence Structure of the China Securities Index 300**

*by*Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao

**Structural change in non-stationary AR(1) models**

*by*Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling

**Assessing the Current Account Sustainability in ECCAS economies: A Dual Cointegration Analysis**

*by*AMBA OYON, Claude Marius & Mbratana, Taoufiki & Gilles Quentin, Kane

**The 2011 Japanese energy crisis: Effects on the magnitude and pattern of load demand**

*by*Niematallah Elamin & Mototsugu Fukushige

**Regulation, institutions and productivity: New macroeconomic evidence from OECD countries**

*by*Balázs Égert

**Do Tournaments with Superstars Encourage or Discourage Competition?**

*by*Babington, Michael & Goerg, Sebastian J. & Kitchens, Carl

**Is Deflation Costly After All? The Perils of Erroneous Historical Classifications**

*by*Daniel Kaufmann

**Does electoral competition curb party favoritism?**

*by*Marta Curto‐Grau & Albert Solé‐Ollé & Pilar Sorribas‐Navarro

**On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis**

*by*Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou

**Over education and the great recession. The case of italian PH.D graduates**

*by*Barbara Ermini & Luca Papi & Francesca Scaturro

**An Analysis of the Determinants of Over-Education Among Italian Ph.D Graduates**

*by*Barbara Ermini & Luca Papi & Francesca Scaturro

**Regional analytics**

*by*Alan T. Murray

**Testing for Specification Bias with a Flexible Fourier Transform Model for Crop Yields**

*by*Joseph Cooper & A. Nam Tran & Steven Wallander

**Preferencje Polaków dotyczące struktury własnościowej mieszkań: opis wyników ankiety**

*by*Michał Rubaszek & Adam Czerniak

**A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market**

*by*Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

**The effect of real-time fiscal policy on sovereign interest rates in OECD countries**

*by*Ernest Dautovic

**A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators**

*by*Jochen Heberle & Cristina Sattarhoff

**Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models**

*by*P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

**Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation**

*by*Ragnar Nymoen

**Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses**

*by*Seong Yeon Chang & Pierre Perron

**Consistency of Trend Break Point Estimator with Underspecified Break Number**

*by*Jingjing Yang

**Regime Switching Vine Copula Models for Global Equity and Volatility Indices**

*by*Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

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

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

**Goodness-of-Fit Tests for Copulas of Multivariate Time Series**

*by*Bruno Rémillard

**Testing for a Structural Break in a Spatial Panel Model**

*by*Aparna Sengupta

**Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries**

*by*Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

**A Note on Identification of Bivariate Copulas for Discrete Count Data**

*by*Pravin Trivedi & David Zimmer

**Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression**

*by*Luis J. Álvarez

**Los determinantes de la estructura de la madurez de la deuda corporativa. El caso de Chile**

*by*Castañeda González, Francisco & Contreras Cortés, Franco

**Determinants of idiosyncratic volatility: Evidence from the Indian stock market**

*by*Kumari, Jyoti & Mahakud, Jitendra & Hiremath, Gourishankar S.

**Quantile house price indices in Beijing**

*by*Zhang, Lei & Yi, Yimin

**Switch off the light, please! Energy use, aging population and consumption habits**

*by*Bardazzi, Rossella & Pazienza, Maria Grazia

**Energy price, regulatory price distortion and economic growth: A case study of China**

*by*Shi, Xunpeng & Sun, Sizhong

**Long memory, fractional integration, and cross-sectional aggregation**

*by*Haldrup, Niels & Vera Valdés, J. Eduardo

**Determining the number of factors when the number of factors can increase with sample size**

*by*Li, Hongjun & Li, Qi & Shi, Yutang

**Chow-Lin ×N: How adding a panel dimension can improve accuracy**

*by*Bettendorf, Timo & Bursian, Dirk

**Nonlinear error correction based cointegration test in panel data**

*by*Omay, Tolga & Emirmahmutoglu, Furkan & Denaux, Zulal S.

**Tests for serial correlation of unknown form in dynamic least squares regression with wavelets**

*by*Li, Meiyu & Gençay, Ramazan

**A constrained state space approach for estimating firm efficiency**

*by*Kutlu, Levent

**Aggregation bias-correcting approach to the health–income relationship: Life expectancy and GDP per capita in 148 countries, 1970–2010**

*by*Linden, Mikael & Ray, Devdatta

**The knowledge spillover effects of FDI on the productivity and efficiency of research activities in China**

*by*Zhang, Lin

**User Acceptance of the Human Resource Information System: A Study of a Private Hospital in Malaysia**

*by*Kamilah Kamaludin & Kamil Zaki Kamaludin

**Assessing the current account sustainability in ECCAS economies: A dual cointegration analysis**

*by*Amba Oyon Claude Marius & Taoufiki Mbratana & Kane Gilles Quentin

**The threshold effect of oil-price shocks on economic growth**

*by*Nabil Alimi & Nabil Aflouk

**Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems**

*by*Burkhard Raunig

**Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition**

*by*Ya-Wen Lai

**Extreme Risk Value and Dependence Structure of the China Securities Index 300**

*by*Terence Tai-Leung Chong & Yue Ding & Tianxiao Pang

**Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach**

*by*Chlibi Souhir & Jawadi Fredj & Sellami Mohamed

**Labor supply elasticity in Russia**

*by*E. Klepikova.

**Regimes dependent speculative trading: Evidence from the United States housing market**

*by*Chen, Zhenxi

**Developing Land and Structure Price Indexes for Ottawa Condominium Apartments**

*by*Diewert, W. Erwin & Huang, Ning & Kate Burnett-Isaacs, Kate

**Hedonic Regression Models for Tokyo Condominium Sales**

*by*Diewert, W. Erwin & Shimizu, Chihiro

**Climbing the property ladder: An analysis of market integration in London property prices**

*by*Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

**Water Conservation Behavior and Environmental Concerns**

*by*Aprile, Maria Carmela & Fiorillo, Damiano

**Forecasting United States Presidential election 2016 using multiple regression models**

*by*Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta

**Asymmetric Effects of Exchange Rate Changes on British Bilateral Trade Balances**

*by*BAHMANI-OSKOOEE, Mohsen & HALICIOGLU, Ferda & GHODSI, Seyed Hesam

**Credit allocation based on journal impact factor and coauthorship contribution**

*by*Javier E., Contreras-Reyes

**How Fuel Poverty Affects Subjective Well-Being: Panel Evidence from Germany**

*by*Philipp Biermann

**Regression Kink Design: Theory and Practice**

*by*David Card & David S. Lee & Zhuan Pei & Andrea Weber

**When is it really justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Jan F. Kiviet

**Property Price Index Theory and Estimation: A Survey**

*by*Shimizu, Chihiro & Karato, Koji

**Hedonic Regression Models for Tokyo Condominium Sales**

*by*Diewert, W. Erwin & Shimizu, Chihiro

**Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route**

*by*Bekkers, Eddy & Francois, Joseph & Rojas-Romagosa, Hugo

**Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable**

*by*Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph

**Quiebre Intergeneracional de la Pobreza en Colombia Evaluación de impacto de Largo Plazo en Movilidad Intergeneracional de Familias en Acción**

*by*Dayana Lorena Téllez Galeano

**Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey**

*by*Simon Richards & Matthieu Verstraete

**Over-education among italian Ph.D. graduates. Does the crisis make a difference?**

*by*Barbara Ermini & Luca Papi & Francesca Scaturro

**An Institutional Analysis of the Europe 2020 Strategy**

*by*Francesco Pasimeni & Paolo Pasimeni

**New Zealand Labor Market Dynamics: Pre- and Post-global Financial Crisis**

*by*W. A. Razzak

**Simulating an empirical paper by the rational economist**

*by*Martin Paldam

**Linear regression with an estimated regressor: applications to aggregate indicators of economic development**

*by*Lingsheng Meng & Binzhen Wu & Zhaoguo Zhan

**Implications of the gross national minimum wage guaranteed in payment. Case of Romania**

*by*Elena Padurean

**Bring Quantile Unit Root Test back in Testing Hysteresis in Unemployment for the United States**

*by*Jiang, Yushi & Chang, Tsangyao

**The impacts of financial development on growth:A time-varying causality analysis for Turkey**

*by*Mehmet Zeki Ak & Mustafa Kirca & Mehmet Nurullah Altintaş

**Why do Goals Matter? Sport Events and Capital Market Returns**

*by*Aurora Murgea & Milena-Jana Schank

**Methods of Choosing an Optimal Portfolio of Projects**

*by*Anatoliy Yakovlev & Maksym Chernenko

**Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches**

*by*Souhir Chlibi & Fredj Jawadi & Mohamed Sellami

**Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom**

*by*Peter Sephton & Janelle Mann

**Do Economic Reforms Spur Bancarisation Rate in the CEMAC Region? Empirical Analysis**

*by*Gerard Tchouassi

**Assessment Of Factors Influencing Farm Insurance In Bulgaria Through Probability Statistical Methods**

*by*Dimitre NIKOLOV & Minka CHOPEVA

**Fixed- b Inference for Testing Structural Change in a Time Series Regression**

*by*Cheol-Keun Cho & Timothy J. Vogelsang

**The Status of Bridge Principles in Applied Econometrics**

*by*Bernt P. Stigum

**Testing for the Equality of Integration Orders of Multiple Series**

*by*Man Wang & Ngai Hang Chan

**Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency**

*by*Kyoo il Kim

**Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models**

*by*Richard A. Ashley & Xiaojin Sun

**Generalized Information Matrix Tests for Detecting Model Misspecification**

*by*Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner

**Panel Cointegration Testing in the Presence of Linear Time Trends**

*by*Uwe Hassler & Mehdi Hosseinkouchack

**Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation**

*by*Badi H. Baltagi & Chihwa Kao & Bin Peng

**Pair-Copula Constructions for Financial Applications: A Review**

*by*Kjersti Aas

**Social Networks and Choice Set Formation in Discrete Choice Models**

*by*Bruno Wichmann & Minjie Chen & Wiktor Adamowicz

**Oil Price and Economic Growth: A Long Story?**

*by*María Dolores Gadea & Ana Gómez-Loscos & Antonio Montañés

**Editorial Announcement**

*by*Kerry Patterson

**Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters**

*by*Wen Xu

**Econometric Information Recovery in Behavioral Networks**

*by*George Judge

**Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited**

*by*M. Shelton Peiris & Manabu Asai

**Nonparametric Regression with Common Shocks**

*by*Eduardo A. Souza-Rodrigues

**Special Issues of Econometrics: Celebrated Econometricians**

*by*Econometrics Editorial Office

**Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets**

*by*Xin Zhang & Donggyu Kim & Yazhen Wang

**Econometrics Best Paper Award 2016**

*by*Kerry Patterson

**Measuring the Distance between Sets of ARMA Models**

*by*Umberto Triacca

**Market Microstructure Effects on Firm Default Risk Evaluation**

*by*Flavia Barsotti & Simona Sanfelici

**Estimation of Gini Index within Pre-Specified Error Bound**

*by*Bhargab Chattopadhyay & Shyamal Krishna De

**Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables**

*by*Daniel A. Griffith & Yongwan Chun

**Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels**

*by*Masayuki Hirukawa & Mari Sakudo

**Continuous and Jump Betas: Implications for Portfolio Diversification**

*by*Vitali Alexeev & Mardi Dungey & Wenying Yao

**Removing Specification Errors from the Usual Formulation of Binary Choice Models**

*by*P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas

**Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability**

*by*Marc S. Paolella

**Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Building a Structural Model: Parameterization and Structurality**

*by*Michel Mouchart & Renzo Orsi

**Distribution of Budget Shares for Food: An Application of Quantile Regression to Food Security 1**

*by*Charles B. Moss & James F. Oehmke & Alexandre Lyambabaje & Andrew Schmitz

**Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series**

*by*Nunzio Cappuccio & Diego Lubian

**Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence**

*by*Ba Chu & Stephen Satchell

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta

**Computational Complexity and Parallelization in Bayesian Econometric Analysis**

*by*Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Francesco Audrino & Yujia Hu

**Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız

**Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth**

*by*Mustafa Koroglu & Yiguo Sun

**Acknowledgement to Reviewers of Econometrics in 2015**

*by*Econometrics Editorial Office

**A Conditional Approach to Panel Data Models with Common Shocks**

*by*Giovanni Forchini & Bin Peng

**Forecasting Value-at-Risk under Different Distributional Assumptions**

*by*Manuela Braione & Nicolas K. Scholtes

**Spatial Econometrics: A Rapidly Evolving Discipline**

*by*Giuseppe Arbia

**Bayesian Calibration of Generalized Pools of Predictive Distributions**

*by*Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo

**The Evolving Transmission of Uncertainty Shocks in the United Kingdom**

*by*Haroon Mumtaz

**Timing Foreign Exchange Markets**

*by*Samuel W. Malone & Robert B. Gramacy & Enrique ter Horst

**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**

*by*David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk

**Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns**

*by*Urbi Garay & Enrique ter Horst & German Molina & Abel Rodriguez

**Evolutionary Sequential Monte Carlo Samplers for Change-Point Models**

*by*Arnaud Dufays

**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**

*by*Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP**

*by*John Geweke

**Adult employment probabilities of socially maladjusted children**

*by*Sciulli, Dario

**Can hedge funds time global equity markets? Evidence from emerging markets**

*by*Aiken, Adam L. & Kilic, Osman & Reid, Sean

**Hedonic regression models for Tokyo condominium sales**

*by*Diewert, W. Erwin & Shimizu, Chihiro

**Flood hazards impact on neighborhood house prices: A spatial quantile regression analysis**

*by*Zhang, Lei

**Are systemic banking crises in developed and developing countries predictable?**

*by*Hamdaoui, Mekki

**Hedging exchange rate risk in the gold market: A panel data analysis**

*by*Wang, Kuan-Min & Lee, Yuan-Ming

**Does the extension of primary care practice opening hours reduce the use of emergency services?**

*by*Lippi Bruni, Matteo & Mammi, Irene & Ugolini, Cristina

**Measuring the rebound effect with micro data: A first difference approach**

*by*De Borger, Bruno & Mulalic, Ismir & Rouwendal, Jan

**New evidence on the impact of structural reforms on electricity sector performance**

*by*Polemis, Michael L.

**Simultaneity modeling analysis of the environmental Kuznets curve hypothesis**

*by*Ben Youssef, Adel & Hammoudeh, Shawkat & Omri, Anis

**Simple many-instruments robust standard errors through concentrated instrumental variables**

*by*Bekker, Paul & Wansbeek, Tom

**Model averaging with high-dimensional dependent data**

*by*Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun

**The Balassa–Samuelson hypothesis in the developed and developing countries revisited**

*by*Wang, Weiguo & Xue, Jing & Du, Chonghua

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

*by*Montes-Rojas, Gabriel

**Model averaging with averaging covariance matrix**

*by*Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen

**When is it really justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Kiviet, Jan F.

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

*by*Eroğlu, Burak Alparslan & Yiğit, Taner

**Intergenerational top income persistence: Denmark half the size of Sweden**

*by*Munk, Martin D. & Bonke, Jens & Hussain, M. Azhar

**Identification problem of GMM estimators for short panel data models with interactive fixed effects**

*by*Hayakawa, Kazuhiko

**On oil-US exchange rate volatility relationships: An intraday analysis**

*by*Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi

**The Influence of Effort and Performance Expectancy on Employees to Adopt E-government: Evidence from Oman**

*by*Mansour Naser Alraja & Samir Hammami & Billal Chikhi & Samia Fekir

**An Empirical Analysis of the Prominent Roles of Taxations in the Synchronicity on Boost of Maritime Industry in Singapore**

*by*V. U. Duc Cong & Kihwan Lee & V. U. Hoang Long

**Prices over the business cycle: micro-level evidence from scanner data**

*by*Daniel Melser

**Economic complexity and human development: a note**

*by*Athanasios Lapatinas

**Asymptotic Properties of Pesaran's CD Test Revisited**

*by*Eugene Kouassi

**Do cognitive able societies nurture entrepreneurs?**

*by*Antonio RodrÃguez AndrÃ©s & Raufhon Salahodjaev

**Attractor misspecification and threshold estimation bias**

*by*Stephen Norman

**A comparison of different univariate forecasting models forSpot Electricity Price in India**

*by*G P Girish & Aviral Kumar Tiwari

**Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model**

*by*Emna Trabelsi

**Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test**

*by*Komain Jiranyakul

**It is not structural breaks that earn average forecasts their fame**

*by*Dirk Ulbricht

**Sunk costs and the measurement of commercial property depreciation**

*by*W. Erwin Diewert & Kevin J. Fox

**La victoire à trois points dans le football a-t-elle rendu les équipes plus offensives ?**

*by*Richard Duhautois & Romain Eyssautier

**Multiple Linear Regression Equation for Economic Dimension of Standard of Living**

*by*Nicoleta Mihaela Florea & Georgeta Madalina Meghisan & Cristina Nistor

**What determines demand for Telecommunications services? Evidence from the EU countries before and after liberalization**

*by*Agiakloglou, Christos & Polemis, Michael

**Institutions and investment in South and East Asia & Pacific region: Evidence from meta-analysis**

*by*Hawkes, Denise Donna & Yerrabati, Sridevi

**Types of banking institutions and economic growth: An endogenous growth model**

*by*Elmawazini, Khaled & Khiyar, Khiyar Abdalla & Al Galfy, Ahmad & Aydilek, Asiye

**Meta-analysis in a nutshell: Techniques and general findings**

*by*Paldam, Martin

**Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component**

*by*Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu

**The Role of Spatial and Temporal Structure for Residential Rent Predictions**

*by*Fuess, Roland & Koller, Jan

**The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)**

*by*Konstantakis, Konstantinos & Michaelides, Panayotis G. & Tsionas, Efthymios

**Unified money circulation equation and an analogical explanation for its solvability**

*by*Miura, Shinji

**Unified money circulation equation and an analogical explanation for its solvability**

*by*Miura, Shinji

**Introduction à l'Econométrie**

*by*Keita, Moussa

**Overconfident People Are More Exposed to "Black Swan" Events: A Case Study of Avalanche Risk**

*by*Bonini, Nicolao & Pighin, Stefania & Rettore, Enrico & Savadori, Lucia & Schena, Federico & Tonini, Sara & Tosi, Paolo

**Estimating the Relationship between Health and Employment of Russian People in Pensionable Age**

*by*Ekaterina A. Klepikova

**DYNAMIC CAUSE – EFFECT MODELS AND THEIR SWITCHING TRENDS - SELECTED PROBLEMS (mathematical economics approach)**

*by*Jerzy Czeslaw Ossowski

**Overconfident people are more exposed to “black swan” events: A case study of avalanche risk**

*by*Nicolao Bonini & Stefania Pighin & Enrico Rettore & Lucia Savadori & Federico Schena & Sara Tonini & Paolo Tosi

**Inference Based on Many Conditional Moment Inequalities**

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

**Inference Based on Many Conditional Moment Inequalities**

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

**Jeunes, Acces Au Microcredit Et Performance Des Microentreprises : Une Evidence Au Mali**

*by*Yaya KOLOMA & Zaka RATSIMALAHELO

**Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route**

*by*Hugo Rojas-Romagosa & Eddy Bekkers & Joseph F. Francois

**Déterminants des transferts intergouvernementaux : le cas des communes Marocaines**

*by*Maria EL KHDARI

**Long Memory, Fractional Integration, and Cross-Sectional Aggregation**

*by*Niels Haldrup & J. Eduardo Vera-Valdés

**Do Agglomeration Externalities Enhance Regional Performances in Production Process? A Stochastic Frontier Approach**

*by*Massimiliano Agovino & Agnese Rapposelli

**Publishing Performance of Czech Academic Economists: (Just) a Matter of Time?**

*by*Martin Machacek & Eva Kolcunová & Jana Závacká

**Meta-analysis in a nutshell: Techniques and general findings**

*by*Paldam, Martin

**Dış Ticarette Ürün/Ülke Çeşitliliği ve Firma Performansı: Türkiye Örneği**

*by*Başak DALGIÇ & Burcu FAZLIOĞLU

**Analysis of taxation in Romania using Laffer curve, 1990-2012**

*by*Elena Padurean

**Is the Export-led Growth Hypothesis Valid for an Export-oriented Economy? Korean Experience**

*by*Olivia S. Jin & Jang C. Jin

**Protection From Inflation By Investing In Real Estates, Albanian Case**

*by*Dorina KRIPA & Alban KORBI

**Holliday Effect in Contemporary Capital Markets**

*by*Aurora Murgea

**January Effect and Market Conditions: a Case of Romania**

*by*Aurora Murgea

**NEETs Analysis in Romania**

*by*Mihai Mihaela

**Synthesis of Microfinance and Technical Efficiency: Implications for Poverty Reduction in Ghana**

*by*Samuel Erasmus Alnaa & Ferdinand Ahiakpor

**New Keynesian Phillips Curve Estimation: The Case of Hungary (1981–2006)**

*by*Aleksandar Vasilev

**Counting on count data models**

*by*Rainer Winkelmann

**A Quick Estimate of Power and Cost for Micro-Scale Generation Wind Turbine Utilising Weibull Method for Non-Specialists**

*by*Yasser Maklad

**Aggregation Bias on Residential Property Price Indexes: Hedonic Measurement vs. Repeat Sales Measurement**

*by*Shimizu, Chihiro & Karato, Koji

**Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification**

*by*Ying-Ying Lee

**How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?**

*by*Duo Qin & Sophie van Huellen & Qing-Chao Wang

**Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality**

*by*Thibault Vatter & Hau-Tieng Wu & Valérie Chavez-Demoulin & Bin Yu

**Bootstrap Tests for Overidentification in Linear Regression Models**

*by*Russell Davidson & James G. MacKinnon

**Forecast Combination under Heavy-Tailed Errors**

*by*Gang Cheng & Sicong Wang & Yuhong Yang

**Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables**

*by*Ming He & Kuan-Pin Lin

**Forecasting Interest Rates Using Geostatistical Techniques**

*by*Giuseppe Arbia & Michele Di Marcantonio

**Counterfactual Distributions in Bivariate Models—A Conditional Quantile Approach**

*by*Javier Alejo & Nicolás Badaracco

**Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality**

*by*Giuseppe Arbia & Giuseppe Espa & Diego Giuliani

**Is Benford’s Law a Universal Behavioral Theory?**

*by*Sofia B. Villas-Boas & Qiuzi Fu & George Judge

**A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models**

*by*Masamune Iwasawa

**On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study**

*by*Antonio F. Galvao & Gabriel Montes-Rojas

**A New Family of Consistent and Asymptotically-Normal Estimators for the Extremal Index**

*by*Jose Olmo

**Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting**

*by*Stanislav Anatolyev & Stanislav Khrapov

**A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts**

*by*Hossein Hassani & Emmanuel Sirimal Silva

**A Spectral Model of Turnover Reduction**

*by*Zura Kakushadze

**A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise**

*by*Yang Zu

**New Graphical Methods and Test Statistics for Testing Composite Normality**

*by*Marc S. Paolella

**Efficient Estimation in Heteroscedastic Varying Coefficient Models**

*by*Chuanhua Wei & Lijie Wan

**Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects**

*by*Guangjie Li

**A New Approach to Model Verification, Falsification and Selection**

*by*Andrew J. Buck & George M. Lady

**Bayesian Approach to Disentangling Technical and Environmental Productivity**

*by*Emir Malikov & Subal C. Kumbhakar & Efthymios G. Tsionas

**Strategic Interaction Model with Censored Strategies**

*by*Nazgul Jenish

**Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**A Jackknife Correction to a Test for Cointegration Rank**

*by*Marcus J. Chambers

**The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms**

*by*Ghassen El Montasser

**The SAR Model for Very Large Datasets: A Reduced Rank Approach**

*by*Sandy Burden & Noel Cressie & David G. Steel

**Selection Criteria in Regime Switching Conditional Volatility Models**

*by*Thomas Chuffart

**Nonparametric Regression Estimation for Multivariate Null Recurrent Processes**

*by*Biqing Cai & Dag Tjøstheim

**Detecting Location Shifts during Model Selection by Step-Indicator Saturation**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis

**A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models**

*by*Umberto Triacca

**Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States**

*by*Hassan Mohammadi & Yuting Tan

**Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data**

*by*Chi-Yang Chu & Daniel J. Henderson & Christopher F. Parmeter

**Information Recovery in a Dynamic Statistical Markov Model**

*by*Douglas J. Miller & George Judge

**Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems**

*by*George Judge

**Finding Starting-Values for the Estimation of Vector STAR Models**

*by*Frauke Schleer

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall

**Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity**

*by*Isao Ishida & Virmantas Kvedaras

**A Joint Chow Test for Structural Instability**

*by*Bent Nielsen & Andrew Whitby

**Two-Step Lasso Estimation of the Spatial Weights Matrix**

*by*Achim Ahrens & Arnab Bhattacharjee

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term**

*by*Osman Doğan

**Acknowledgement to Reviewers of Econometrics in 2014**

*by*Econometrics Editorial Office

**Testing between Different Types of Switching Regression Models**

*by*Frieder Knuepling & Jason Allen

**Do securitized real estate markets jump? International evidence**

*by*Li, Jie & Li, Guangzhong & Zhou, Yinggang

**Multi-scale tests for serial correlation**

*by*Gençay, Ramazan & Signori, Daniele

**When is it justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Ashley, Richard A. & Parmeter, Christopher F.

**Missing mean does no harm to volatility!**

*by*Anatolyev, Stanislav & Tarasyuk, Irina

**Do foreign exchange forecasters believe in Uncovered Interest Parity?**

*by*Cuestas, Juan Carlos & Filipozzi, Fabio & Staehr, Karsten

**Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation**

*by*Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.

**Another look at tax policy and state economic growth: The long-run and short-run of it**

*by*Atems, Bebonchu

**Does investor sentiment predict the asset volatility? Evidence from emerging stock market India**

*by*Kumari, Jyoti & Mahakud, Jitendra

**Does investor sentiment predict the asset volatility? Evidence from emerging stock market India**

*by*Kumari, Jyoti & Mahakud, Jitendra

**Combining linear and nonlinear unit root tests with an application to PPP**

*by*Jeremy Nguyen & Jen-je Su

**Analyzing the effect of financial development and trade openness on income convergence**

*by*Omid Ranjbar & Zahra (Mila) Elmi

**Bootstrap-based Selection for Instrumental Variables Model**

*by*Wenjie Wang & Qingfeng Liu

**Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator**

*by*Nikolaos Kourogenis

**Is Foreign Direct Investment Good or Bad for the Environment? Times Series Evidence from ECOWAS Countries**

*by*Yaya Keho

**The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive**

*by*Naomi Motlhasedi & Andrew Phiri

**Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?**

*by*FÃ¡bio Gomes & LourenÃ§o Paz

**Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity**

*by*Kazumitsu Nawata

**Unbiased Adaptive Expectation Schemes**

*by*Antonio Palestrini & Mauro Gallegati

**A medal share model for Olympic performance**

*by*Ang Sun & Rui Wang & Zhaoguo Zhan

**An analysis of the factors determining crime in England and Wales: A quantile regression approach**

*by*Siddhartha Bandyopadhyay & Samrat Bhattacharya & Rudra Sensarma

**The Great East Japan Earthquake and Stock Prices**

*by*Jacques Jaussaud & Sophie Nivoix & Serge Rey

**Revisiting Growth Empirics Based on IV Panel Quantile Regression**

*by*Lijuan Huo & Tae-Hwan Kim & Yunmi Kim

**Public-private sector wage differentials by type of contract: evidence from Spain**

*by*Raul Ramos & Esteban Sanromá & Hipólito Simón

**Commercial Property Price Indexes and the System of National Accounts**

*by*Diewert, Erwin & Fox, Kevin J.

**Alternative Approaches to Commercial Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Sunk Costs and the Measurement of Commercial Property Depreciation**

*by*Diewert, Erwin

**Residential Property Price Indexes for Japan: An Outline of the Japanese Official RPPI**

*by*Diewert, W. Erwin & Nishimura , Kiyohiko & Shimizu, Chihiro & Watanabe, Tsutomu

**Commercial Property Price Indexes and the System of National Account**

*by*W. Erwin Diewert & Kevin J. Fox & Chihiro Shimizu

**Sunk Costs and the Measurement of Commercial Property Depreciation**

*by*W. Erwin Diewert & Kevin J. Fox

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

*by*Darryl Holden & Roger Perman

**Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013**

*by*Costas Milas

**The Political Economy of Car Sales in Athens, Greece**

*by*Konstantakis, Konstantinos & Michaelides, Panayotis G.

**Valid confidence intervals for post-model-selection predictors**

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

**Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand**

*by*Forson, Joseph Ato & Janrattanagul, Jakkaphong

**A Minimax Bias Estimator for OLS Variances under Heteroskedasticity**

*by*Ahmed, Mumtaz & Zaman, Asad

**An Empirical Test of Money Demand in Thailand from 1993 to 2012**

*by*Jiranyakul, Komain & Opiela, Timothy

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**An Empirical Investigation of sectoral-Level Capital Investments in New Zealand**

*by*Weshah Razzak

**New Zealand Labour Market Dynamics: Pre- and Post-global Financial Crisis**

*by*Weshah Razzak

**Applications of Information Measures to Assess Convergence in the Central Limit Theorem**

*by*Ranjani Atukorala & Maxwell L. King & Sivagowry Sriananthakumar

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

*by*Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger

**Public-Private Sector Wage Differentials by Type of Contract: Evidence from Spain**

*by*Ramos, Raul & Sanromá, Esteban & Simón, Hipólito

**Public-private sector wage differentials by type of contract: evidence from Spain**

*by*Raúl Ramos & Esteban Sanromá & Hipólito Simón

**Confidence Corridors for Multivariate Generalized Quantile Regression**

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

**Alternative Approaches to Commercial Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Commercial Property Price Indexes and the System of National Accounts**

*by*Diewert, Erwin W. & Fox, Kevin J. & Shimizu, Chihiro

**Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**Monitoring Subjective Well-Being: Some New Empirical Evidence for Germany**

*by*Erich Oltmanns & Albert Braakmann & Joachim Schmidt

**Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It?**

*by*Andreou, Elena & Ghysels, Eric

**The Effect of Income on Obesity among Canadian Adults**

*by*Koffi-Ahoto Kpelitse & Rose Anne Devlin & Sisira Sarma

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**International House Price Cycles, Monetary Policy and Risk Premiums**

*by*Gregory Bauer

**Deterministic and stochastic trends in the Lee-Carter mortality model**

*by*Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb

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

*by*Niels Haldrup & Robinson Kruse

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**An Empirical Study of Sectoral-Level Investments in New Zealand**

*by*W.A. Razzak

**Does the informal sector thrive under democracy or autocracy? the case of Nepal**

*by*Offiong Helen Solomon & Sibhaa Shrestha

**World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator**

*by*Antonio Cappiello

**Relation between Disparity of Income and Health Validation Empirical Case of the Countries of the Northern Banks and the South of the Mediterranean Sea**

*by*Mekdem Majdi & Mohamed Essaied Hamrita

**Optimal Sizing ofStand-Alone Photovoltaic Energy Systems and Battery Storage Combination for Armidale NSW, Australia**

*by*Yasser Maklad

**A Hybrid RenewableEnergy System (Wind and Solar) Size Optimization and Costing for Residential Buildings in Urban Armidale NSW, Australia**

*by*Yasser Maklad

**Preliminary Possibility of Utilising Renewable Energy for Domestic Electricity Generation in Rural and Regional Australia**

*by*Yasser Maklad

**ECB Reaction Functions and the Crisis of 2008**

*by*Stefan Gerlach & John Lewis

**Modeling an Average Monthly Temperature of Sokoto Metropolis Using Short Term Memory Models**

*by*Musa Y.

**Public-Private Sector Wage Differentials by Type of Contract: Evidence from Spain**

*by*Raúl Ramos & Esteban Sanromá & Hipólito Simón

**The Biggest Myth in Spatial Econometrics**

*by*James P. LeSage & R. Kelley Pace

**Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test**

*by*Francesca Di Iorio & Umberto Triacca

**Success at the Summer Olympics: How Much Do Economic Factors Explain?**

*by*Pravin K. Trivedi & David M. Zimmer

**A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model**

*by*Michael Pfaffermayr

**Asymmetry and Leverage in Conditional Volatility Models**

*by*Michael McAleer

**Two-Part Models for Fractional Responses Defined as Ratios of Integers**

*by*Harald Oberhofer & Michael Pfaffermayr

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Neighborhood impact of foreclosure: A quantile regression approach**

*by*Zhang, Lei & Leonard, Tammy

**News sentiment and the investor fear gauge**

*by*Smales, Lee A.

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Economic shocks and civil conflict at the regional level**

*by*Hodler, Roland & Raschky, Paul A.

**Estimating aggregate autoregressive processes when only macro data are available**

*by*Jondeau, Eric & Pelgrin, Florian

**Government debt dynamics and the global financial crisis: Has anything changed in the EA12?**

*by*Cuestas, Juan Carlos & Gil-Alana, Luis A. & Staehr, Karsten

**An alternative identification of nonlinear dynamic panel data models with unobserved covariates**

*by*Shiu, Ji-Liang

**IPO waves and the issuance process**

*by*Boeh, Kevin & Dunbar, Craig

**The Nexus between Electricity Consumption and Economic Growth: New Insights from Meta-Analysis**

*by*Jamal BOUOIYOUR & Refk SELMI & Ilhan OZTURK

**Quantification and Costing of Domestic Electricity Generation for Armidale, New South Wales, Australia Utilising Micro Wind Turbines**

*by*Yasser Maklad

**A Seasonal Analysis of Potential Wind Power for Armidale NSW, Australia**

*by*Yasser Maklad & Rex Glencross-Grant

**An Econometric Estimation and Prediction of the Effects of Nominal Devaluation on Real Devaluation: Does the Marshal-Lerner (M-L) Assumptions Fits in Nigeria?**

*by*Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof

**Unemployment hysteresis in the EU15: Has anything changed?**

*by*Juan carlos Cuestas & Barry Harrison

**Liquidity, information and market efficiency: an intraday approach on a frontier stock market**

*by*Alexandru Todea & Andrei Rusu

**Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects**

*by*Kien C Tran

**Statistical versus economic output gap measures: evidence from Mongolia**

*by*Julia Bersch & Tara M. Sinclair

**The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations**

*by*Kuang-Liang Chang & Ming-Hui Yen

**A new test for the Box-Cox transformation model: An analysis of length of hospital stay for diabetes patients in Japan**

*by*Kazumitsu Nawata & Koichi Kawabuchi

**If you call it a wave: system parameters of merger waves - a wave pattern analysis**

*by*Jan-Moritz Hohn

**The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach**

*by*Khaled GUESMI & Salma FATTOUM

**Are current account deficits sustainable in EAC countries? Evidence from threshold cointegration**

*by*Arcade Ndoricimpa & Esther Leah Achandi

**BRICS countries: real interest rates and long memory**

*by*Cleomar Gomes da Silva & Flávio Vilela Vieira

**Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?**

*by*Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar

**What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration**

*by*Alexander Ludwig

**Applications of Random Set Theory in Econometrics**

*by*Ilya Molchanov & Francesca Molinari

**REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)**

*by*Roxana-Otilia-Sonia HRITCU

**Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis**

*by*Francesco PAOLONE

**A Nonstandard Empirical Likelihood for Time Series**

*by*Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N.

**L'accès aux soins des populations modestes en France : études micro-économétriques des comportements de recours à la complémentaire santé et aux soins**

*by*Guthmuller, Sophie

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors**

*by*Kaspar Wüthrich

**A Conceptual Framework for Commercial Property Price Indexes**

*by*Diewert, Erwin & Shimizu, Chihiro

**Residential Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**Why Do Shoppers Use Cash? Evidence from Shopping Diary Data**

*by*Wakamori, Naoki & Welte, Angelika

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds**

*by*Gabriella Legrenzi & Costas Milas

**A Note on the Extent of US Regional Income Convergence**

*by*Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

**International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach**

*by*Muteba Mwamba, John & Mokwena, Paula

**The effectiveness of R&D support in Italy. Some evidence from matching methods**

*by*Aiello, Francesco

**New Zealand Labour Market Dynamics Pre- and post-global financial crisis**

*by*Razzak, Weshah

**An Empirical Study of Sectoral-Level Capital Investments in New Zealand**

*by*Razzak, Weshah

**Intergenerational Persistence of Industry of Employment in India**

*by*Nandi, Tushar K.

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

**Human Capital and Poverty in Pakistan: Evidence from the Punjab Province**

*by*Ali, Sharafat & Ahmad, Najid

**Gasoline price as social phenomenon**

*by*Kossov, Vladimir & Kossova, Elena

**Reverse causality in the R&D – patents relationship: an interpretation of the innovation persistence**

*by*Baraldi, Anna Laura & Cantabene, Claudia & Perani, Giulio

**A Historical Overview of Joint Stock Company Births in Greece (1830-1909): Coincidence, causality and determinants**

*by*Pepelasis, Ioanna Sapfo & Emmanouilidi, Elpianna

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index**

*by*Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers**

*by*Gabriel Rodriguez

**A comparison between Tau-d and the procedure TRAMO-SEATS is also included**

*by*Gabriel Rodriguez & Dionisio Ramirez

**Policy Determinants of School Outcomes Under Model Uncertainty: Evidence from South Africa**

*by*Thomas Laurent & Fabrice Murtin & Geoff Barnard & Dean Janse van Rensburg & Vijay Reddy & George Frempong & Lolita Winnaar

**A note on the extent of US regional income convergence**

*by*Mark J. Holmes & Jesus Otero & Theodore Panagiotidis

**Cross Sections Are History**

*by*Easterlin, Richard A.

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogota**

*by*Joao De Mello & Daniel Mejia Londono & Lucia Suarez

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogota**

*by*Joao De Mello & Daniel Mejía & Lucía Suárez

**A Conceptual Framework for Commercial Property Price Indexes**

*by*Diewert, Erwin & Shimizu, Chihiro

**Residential Property Price Indexes for Tokyo**

*by*Diewert, Erwin & Shimizu, Chihiro

**The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Nawata, K. & McAleer, M.J.

**Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain**

*by*Espasa, Antoni & Tena, Juan de Dios & Pino, Gabriel

**Conditional stochastic dominance tests in dynamic settings**

*by*Olmo, José & Gonzalo, Jesús

**The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogotá**

*by*Joao De Mello & Daniel Mejía & Lucía Suárez

**Bank Efficiency and Executive Compensation**

*by*Timothy King & Jonathan Williams

**Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes**

*by*Burcu Kapar & William Pouliot

**Macroeconomic effects of precautionary demand for oil**

*by*Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani

**Real-Time Out-of-Sample Exchange Rate Predictability**

*by*Onur Ince & Tanya Molodtsova

**Trade Liberalization, Technology Import And Employment: Evidence Of Skill Upgrading In The Tunisian Context**

*by*Zouhair MRABET & Lanouar CHARFEDDINE

**An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models**

*by*Christopher John F. CRUZ & Claire Dennis S. MAPA

**An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models**

*by*Christopher John F. CRUZ & Claire Dennis S. MAPA

**Macroeconomic Variables and the Dynamic Effect of Public Expenditure: Long-term Trend Analysis in Nigeria**

*by*Ajibola Arewa & Prince C. Nwakahma

**Aplicación de bicorrelación cruzada al rendimiento diario del precio del café**

*by*Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

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

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS**

*by*Arzdar Kiraci

**Social conformity and suicide**

*by*Bussu, Anna & Detotto, Claudio & Sterzi, Valerio

**Impact of volatility estimation method on theoretical option values**

*by*Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan

**The random parameters stochastic frontier cost function and the effectiveness of public policy: Evidence from bank restructuring in Mexico**

*by*Barros, Carlos Pestana & Williams, Jonathan

**Is economic growth good or bad for the environment? Empirical evidence from Korea**

*by*Baek, Jungho & Kim, Hyun Seok

**Further evidence of an Environmental Kuznets Curve in Spain**

*by*Sephton, Peter & Mann, Janelle

**Persistence and non-linearity in US unemployment: A regime-switching approach**

*by*Cevik, Emrah Ismail & Dibooglu, Sel

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds**

*by*Legrenzi, Gabriella & Milas, Costas

**The “probability of recession”: Evaluating probabilistic and non-probabilistic forecasts from probit models of U.S. recessions**

*by*Ratcliff, Ryan

**Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data**

*by*Xu, Zheng

**On discrete location choice models**

*by*Herger, Nils & McCorriston, Steve

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

*by*Lee, Taewook

**How reliable are household expenditures as a proxy for permanent income? Implications for the income–nutrition relationship**

*by*Gibson, John & Kim, Bonggeun

**Misspecification in allocative inefficiency: A simulation study**

*by*Kutlu, Levent

**Long memory and regime switching properties of current account deficits in the US**

*by*Chen, Shyh-Wei

**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**

*by*Sriananthakumar, Sivagowry

**Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity**

*by*Jawadi, Fredj & Sousa, Ricardo M.

**Conditional Jump Dynamics in the Stock Prices of Alternative Energy Companies**

*by*Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu

**A panel cointegration analysis of the exchange rate pass-through**

*by*Nidhaleddine Ben Cheikh & Hamidou Mohamed Cheik

**Long-run relationship with shifts between Mexican current account revenues and expenditures**

*by*Daniel Ventosa-santaulària & Manuel Gómez-zaldívar & Lizet A Pérez

**Minimum LM unit root test with one structural break**

*by*Junsoo Lee & Mark C. Strazicich

**Financial development, threshold effects and convergence in developing and emerging countries**

*by*Jean-pierre Allegret & Sana Azzabi

**Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection**

*by*Alexander Ludwig

**A new estimator of the Box-Cox transformation model using moment conditions**

*by*Kazumitsu Nawata

**Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors**

*by*Frederique Bec & Marie Bessec

**Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis**

*by*Luis a. Gil-alana & Liang Jiang

**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

**Aproximaciones microeconómicas en la Teoría de los Lugares Centrales de Christaller**

*by*Luis Guillermo Becerra Valbuena

**Aproximaciones microeconómicas en la Teoría de los Lugares Centrales de Christaller**

*by*Luis Guillermo Becerra

**Whose and What Chatter Matters? The Effect of Tweets on Movie Sales**

*by*Huaxia Rui & Yizao Liu & Andrew Whinston

**Assessing Multiple Prior Models of Behaviour under Ambiguity**

*by*Anna Conte & John D. Hey

**On the Expenditure-Dependence of Children's Resource Shares**

*by*Martina Menon & Krishna Pendakur & Federico Perali

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Organizational Innovation and its Link with Technological Innovation in SMEs: Empirical Evidence for Lower Normandy – France**

*by*Khadidja Benallou & Jean Bonnet & Mohammad Movahedi

**Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011**

*by*Collard, Fabrice & Fève, Patrick

**On the Expenditure-Dependence of Children's Resource Shares**

*by*Krishna Pendakur & Martina Menon & Federico Perali

**Energy Supply and Climate Change in Nigeria**

*by*Akinyemi, Opeyemi & Ogundipe, Adeyemi & Alege, Philip

**Déséquilibres globaux, taux de change d’équilibre et modélisation stock-flux cohérente**

*by*Saadaoui, Jamel

**Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008**

*by*Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb

**Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation**

*by*Qiu, Yumou & Chen, Songxi

**Estimation in semiparametric models with missing data**

*by*Chen, Songxi

**Two Sample Tests for High Dimensional Covariance Matrices**

*by*Chen, Songxi

**Economic Growth and Public Healthcare Expenditure in Kenya (1982 - 2012)**

*by*Nyamwange, Mathew

**Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models**

*by*Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

**Research and Science Today Supplement No.1(3)/2012**

*by*Bădilă, Andreea Iuliana & Sucilă căs. Pahoni, Cipriana & Mihuţ, Cosmin & Filip, Dan Andrei & Ciubotaru, Iulian Marcel & Luca, Cătălin-Viorel & Mănescu, Alexandra Florina & Pipoș, Cristina & Popa (Lupu), Diana Gabriela & Dinu (Dragomir), Maria Magdalena & Petric, Paulian Timotei & Bran, Răzvan & Constantin, Veronica & Postăvaru, Gianina Ioana & Ciolan, Ioana Monica & Papuc, Valentin & Moșoi, Ștefan Cristian & Gheorghe, Anamaria Elena & Clucerescu (Tănase), Emilia Elena & Marin, Ştefan Claudiu & Ciorei, Mihaela Andreea & Mărcău, Flavius Cristian & Mihaela, Ruxanda & Marin, Camelia & Enescu, Camelia & Ealangi, Ionuț & Purcaru, Mihai & Pop, Alexandra Raluca & Bojincă, Moise

**Prediction for the 2012 United States Presidential Election using Multiple Regression Model**

*by*Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

**The need for global adoption and adaptation of International Financial Reporting Standards (IFRS): post Enron consequences and the restoration of confidence to capital markets following the 2008 financial and stock market crises**

*by*Ojo, Marianne

**DETERMINANTS de la pauvreté et genre des bénéficiaires de microfinance au Mali**

*by*Koloma, Yaya

**The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]**

*by*Alvi, Mohsin

**On the Empirics of China's Inter-regional Risk Sharing**

*by*Li, Jia

**Residual test for cointegration with GLS detrended data**

*by*Pierre Perron & Gabriel Rodriguez

**Toward a North American Security Perimeter? Assessing the Trade and FDI Impacts of Liberalizing 9/11 Security Measures**

*by*Patrick Georges & Marcel Mérette & Qi Zhang

**News, Non-Invertibility, and Structural VARs**

*by*Eric R. Sims

**Modelling Money Demand: Further Evidence from an International Comparison**

*by*Fredj Jawadi & Ricardo M. Sousa

**Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity**

*by*Fredj Jawadi & Ricardo M. Sousa

**Spurious Common Factors**

*by*Bettina Becker & Stephen G Hall

**Health Expenditures And Life Expectancy Around The World: A Quantile Regression Approach**

*by*Maksym Obrizan & George L. Wehby

**Partisan targeting of inter-governmental transfers & state interference in local elections: evidence from Spain**

*by*Marta Curto-Grau & Albert Solé-Ollé & Pilar Sorribas-Navarro

**Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011**

*by*Collard, Fabrice & Fève, Patrick

**The Linkage between Outcome Differences in Cotton Production and Rural Roads Improvements - A Matching Approach**

*by*Christian K.M. Kingombe

**The Impact of a Feeder Road Project on Cash Crop Production in Zambia’s Eastern Province between 1997 and 2002, Labour Market and Fiscal Policy**

*by*Christian K.M. Kingombe & Salvatore di Falco

**The impact of inter-municipal cooperation on local public spending?**

*by*Quentin Frère & Matthieu Leprince & Sonia Paty

**Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession**

*by*Laurent Ferrara & Clément Marsilli

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Strategic Interactions in Environmental Regulation Enforcement: Evidence fromChinese Provinces**

*by*Mary-Françoise RENARD & Hang XIONG

**Ideas Production in Emerging Economies**

*by*Luintel, Kul B & Kahn, Mosahid

**To misreport or not to report? The measurement of household financial wealth**

*by*Andrea Neri & Maria Giovanna Ranalli

**Why Do Shoppers Use Cash? Evidence from Shopping Diary Data**

*by*Naoki Wakamori & Angelika Welte

**Partisan targeting of inter-governmental transfers & state interference in local elections: evidence from Spain**

*by*Marta Curto-Grau (Universitat de Barcelona) & Albert Sole-Olle (Universitat de Barcelona) & Pilar Sorribas-Navarro(Universitat de Barcelona)

**Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors**

*by*Eric Hillebrand & Tae-Hwy Lee

**Unit roots, nonlinearities and structural breaks**

*by*Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov

**Corruption'S Effect On Foreign Direct Investment - The Case Of Montenegro**

*by*Elvira Pupovic

**An Empirical Investigation of External Debt - Military Expenditure Nexus in Bangladesh**

*by*Khalid ZAMAN & Qazi Shujaat MAHMOOD & Muhammad Mushtaq KHAN & Awais RASHID & Mehboob AHMAD

**Investigation of the Factors Affecting Real Exchange Rate in Iran**

*by*Mostafa Goudarzi & Komeil Khanarinejad & Zahra Ardakani

**The impact of real exchange rate volatility on economic growth: Kenyan evidence**

*by*Danson Musyoki & Ganesh P. Pokhariyal

**Modeling Regional Labour Supply in Romania**

*by*Rotaru Paul Costel

**Opportunities for Using Alternative Energy Resources and Models for Estimating the Fair Value of a Green Energy System**

*by*Din Alina-Valentina & Diaconu Mihaela

**Predicción de la inflación en México con modelos desagregados por componente**

*by*Robinson Durán & Evelyn Garrido & Carolina Godoy & Juan de Dios Tena

**No cohort left behind?**

*by*Babcock, Philip & Bedard, Kelly & Schulte, Jennifer

**The Feldstein-Horioka Puzzle and Spurious Ratio Correlation**

*by*Chu, Kam Hon

**Adverse event rates as measures of hospital performance**

*by*Hauck, Katharina & Zhao, Xueyan & Jackson, Terri

**Threshold cointegration and nonlinear adjustment between CO2 and income: The Environmental Kuznets Curve in Spain, 1857–2007**

*by*Esteve, Vicente & Tamarit, Cecilio

**Model selection in the presence of nonstationarity**

*by*Kim, Jae-Young

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

*by*Guggenberger, Patrik

**On the expenditure-dependence of children’s resource shares**

*by*Menon, Martina & Pendakur, Krishna & Perali, Federico

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

*by*Pitarakis, Jean-Yves

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

*by*Paradiso, Antonio & Rao, B. Bhaskara

**Measurement of excess bidding in auctions**

*by*Ferona, Angeliki & Tsionas, Efthymios G.

**Perfect classifiers in partial observability bivariate probit**

*by*Poirier, Dale J.

**Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?**

*by*Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

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

*by*Guggenberger, Patrik

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

*by*Semykina, Anastasia

**A Hausman test for non-ignorability**

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

**Toward a North American Security Perimeter? Assessing the trade, FDI, and welfare impacts of liberalizing 9/11 security measures**

*by*Georges, Patrick & Mérette, Marcel

**Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS**

*by*Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong

**Spatial random utility model with an application to recreation demand**

*by*Smirnov, Oleg A. & Egan, Kevin J.

**Simulating and calibrating diversification against black swans**

*by*Hyung, Namwon & de Vries, Casper G.

**Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula**

*by*Vandna Jowaheer & Nafeessah Z. B. Ameerudden

**On the Performance of Foreign Direct Investment in China: 1981-2004**

*by*Mingming Jiang

**Quantiles autocorrelation in stock markets returns**

*by*Paulo Sergio Ceretta & Marcelo Brutti Righi & Alexandre Silva Da costa & Fernanda Maria Muller

**A note on the uncertain trend in US real GNP: Evidence from robust unit root tests**

*by*Olivier Darné & Amélie Charles

**Does noncausality help in forecasting economic time series?**

*by*Henri Nyberg & Markku Lanne & Erkka Saarinen

**Do political institutions yield multiple growth regimes?**

*by*David Coyne & Chih-ming Tan

**A revisit to the relationship between patents and R&D using empirical likelihood estimation**

*by*Sheng-Pin Hsueh & Wei-Ming Lee

**A reassessment of the risk-return tradeoff at the daily horizon**

*by*Benoît Sévi & César Baena

**Consistently bounding parameter values with one instrument and two endogenous explanatory variables**

*by*Richard A Dunn

**Household car use in France: a demographic and economic analysis**

*by*Roger Collet

**Hierarchy and spatial autocorrelation effects in hedonic models**

*by*Coro Chasco & Julie Le Gallo

**Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS**

*by*Gabriella Legrenzi & Costas Milas

**Stock return predictability and stationarity of dividend yield**

*by*Kuang-Liang Chang

**Testing for a nonlinear Fisher relationship**

*by*Frederick H Wallace

**Hedonic and GMM Estimates of the Relationship between House Prices and Rents in Taiwan**

*by*Chieh-hsuan Wang & Chien-ping Chung & Jen-Te Hwang

**Comparing the small sample properties of two break Lagrange Multiplier unit root tests**

*by*Paresh Kumar Narayan & Stephan Popp

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

*by*Gabriela OPAIT

**Estudio de los gastos de I+D: un análisis empírico en el sector del automóvil**

*by*Teresa Duarte Atoche & José Ángel Pérez López & José Antonio Camúñez Ruiz

**The Decomposition of a House Price Index into Land and Structures Components: A Hedonic Regression Approach**

*by*W. Erwin DIEWERT & Jan de HAAN & Rens HENDRIKS

**Representation of property rights and credit market outcomes: Evidence from a land reform in Vietnam**

*by*Kemper, Niels & Klump, Rainer & Schumacher, Heiner

**How effective is European merger control?**

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

**How Reliable are Household Expenditures as a Proxy for Permanent Income? Implications for the Income-Nutrition Relationship**

*by*John Gibson & Bonggeun Kim

**How Reliable are Household Expenditures as a Proxy for Permanent Income? Implications for the Income-Nutrition Relationship**

*by*John Gibson & Bonggeun Kim

**Hedonic Regressions and the Decomposition of a House Price index into Land and Structure Components**

*by*de Haan, Jan & Diewert, Erwin & Hendriks, Rens

**Alternative Approaches to Measuring House Price Inflation**

*by*Diewert, Erwin

**How Effective is European Merger Control?**

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

**The Positive Causal Impact of Foreign Direct Investment on Productivity: A Not So Typical Relationship**

*by*Rodolphe Desbordes & Vincenzo Verardi

**Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia**

*by*Abebe Damte & Steven F. Koc

**What Drives Corruption? Evidence from North African Firms**

*by*Clara Delavallade

**Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach**

*by*Mark J. Holmes & Jesús Otero & Theodore Panagiotidis

**Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers**

*by*Pierre L. Siklos

**The Value of Terroir: Hedonic Estimation of Vineyard Sale Prices**

*by*Cross, Robin & Plantinga, Andrew J. & Stavins, Robert N.

**Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece**

*by*Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

**On the Approximate Maximum Likelihood Estimation for Diffusion Processes**

*by*Chang, Jinyuan & Chen, Songxi

**The distributive effects of education: an unconditional quantile regression approach**

*by*Alejo, Javier & Gabrielli, Florencia & Sosa Escudero, Walter

**Taxation and political stability**

*by*Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando

**Agent-based computational economics and African modeling:perspectives and challenges**

*by*Nwaobi, Godwin

**Unemployment hysteresis in the English-speaking Caribbean: evidence from non-linear models**

*by*Craigwell, Roland & Mathouraparsad, Sebastien & Maurin, Alain

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

*by*Paradiso, Antonio & Rao, B. Bhaskara

**How Rational are the Expected Inflation Rate in Australia?**

*by*Paradiso, Antonio & Rao, B. Bhaskara

**Fiscal Policy and Public Debt Dynamics in Italy**

*by*Piergallini, Alessandro & Postigliola, Michele

**Spatial Effects in Convergence of Portuguese Product**

*by*VÃtor Martinho

**Whose and What Chatter Matters? The Impact of Tweets on Movie Sales Framework**

*by*Yizao Liu & Huaxia Rui & Andrew Whinston

**Identification and Inference with Many Invalid Instruments**

*by*Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens

**The Value of Terroir: Hedonic Estimation of Vineyard Sale Prices**

*by*Robin Cross & Andrew J. Plantinga & Robert N. Stavins

**Global Temperature Trends**

*by*Trevor Breusch & Farshid Vahid

**A New Correlation Coefficient for Bivariate Time-Series Data**

*by*Orhan Erdem & Elvan Ceyhan & Yusuf Varlı

**Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach**

*by*Mark J. Holmes & Theodore Panagiotidis & Jesus Otero

**What Drives Corruption? Evidence from North African Firms**

*by*Clara Delavallade

**Wage Differentials between Native and Immigrant Women in Spain: Accounting for Differences in the Supports**

*by*Nicodemo, Catia & Ramos, Raul

**Wage Differentials between Native and Immigrant Women in Spain: Accounting for Differences in the Supports**

*by*Nicodemo, Catia & Ramos, Raul

**Identification of Peer Effects with Missing Peer Data: Evidence from Project STAR**

*by*Sojourner, Aaron J.

**Identification of Peer Effects with Missing Peer Data: Evidence from Project STAR**

*by*Sojourner, Aaron J.

**The Value of Terroir: Hedonic Estimation of Vineyard Sale Prices**

*by*Robin Cross & Andrew J. Plantinga & Robert N. Stavins

**Threshold cointegration and nonlinear adjustment between CO2 and income: the environmental Kuznets curve in Spain, 1857-2007**

*by*Vicente Esteve & Cecilio Tamarit

**When Can We Trust Population Thresholds in Regression Discontinuity Designs?**

*by*Florian Ade & Ronny Freier

**ECB Reaction Functions and the Crisis of 2008**

*by*Gerlach, Stefan & Lewis, John

**ECB Repo Rate Setting During the Financial Crisis**

*by*Gerlach, Stefan

**Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns**

*by*Alexandros E. Milionis & Evangelia Papanagiotou

**Education Composition and Growth: A Pooled Mean Group Analysis of OECD Countries**

*by*Marta C. N. Simões

**Wykorzystanie metody Value at Risk w estymacji ryzyka inwestycyjnego w spolki branzy metalurgicznej**

*by*Ewa Milos

**The Introduction of the Common Currency in Slovenia**

*by*Festic, Mejra & Krizanic, France

**Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland**

*by*Joanna Tyrowicz & Piotr Wojcik

**Uma retomada da discussão sobre a sustentabilidade da política fiscal do Rio Grande do Sul [Resumption of discussions on the sustainability of the fiscal policy in the state of Rio Grande do Sul]**

*by*Liderau dos Santos Marques Júnior & Paulo de Andrade Jacinto

**Simulation of economic costs systems using Petri nets**

*by*Paliashchuk, Nadzeya

**Korean Augmented Production Function: The Role Of Services And Other Factors In Korea¡¯S Economic Growth Of Industries**

*by*Elias Sanidas & Hyeri Park

**Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez**

*by*Arzdar KIRACI

**Regional Analysis of Housing Price Bubbles and Their Determinants in the Czech Republic**

*by*Michal Hlaváèek & Luboš Komárek

**Are current account deficits really sustainable in the G-7 countries?**

*by*Chen, Shyh-Wei

**Emerging market yield spreads: Domestic, external determinants, and volatility spillovers**

*by*Siklos, Pierre L.

**How effective is European merger control?**

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

**Investigating regional house price convergence in the United States: Evidence from a pair-wise approach**

*by*Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore

**Economic and productivity growth decomposition: An application to post-reform China**

*by*Li, Kui-Wai & Liu, Tung

**Appraising fiscal reaction functions**

*by*António Afonso & João Jalles

**The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis**

*by*Vatthanamixay Chansomphou & Masaru Ichihashi

**Quantile Regression with Classical Additive Measurement Errors**

*by*Gabriel Montes-Rojas

**Purchasing power parity hypothesis among the main trading partners of Turkey**

*by*Giray Gozgor

**Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates**

*by*Jamel Saadaoui

**Reducing the bias of the maximum likelihood estimator for the Poisson regression model**

*by*David E Giles & Hui Feng

**Efficiency vs. market-power effects in the mobile-voice industry**

*by*Corrado Andini

**Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration**

*by*Tsangyao Chang & Chia-hao Lee & Pei-I Chou

**Estimation of equilibrium exchange rate in CEECs: a rolling window approach**

*by*Claudiu T Albulescu & Daniel Goyeau

**Sectoral Price Dynamics in Japan: A Threshold Approach**

*by*Nicolas Canry & Julien Fouquau & Sébastien Lechevalier

**Health care expenditures in Asia countries: Panel data analysis**

*by*Munic Boungnarasy

**Semiparametric estimation of on-stie count data models**

*by*Masaki Narukawa & Katsuhito Nohara

**Structural Changes and Regional Disparity in China's Inflation**

*by*Terence Tai-Leung Chong & Ning Zhang & Qu Feng

**Are exports and imports cointegrated in India and China? An empirical analysis**

*by*Aviral Kumar Tiwari

**Do on/off time series models reproduce emerging stock market comovements?**

*by*Mohamed el hédi Arouri & Fredj Jawadi

**The "spurious regression problem" in the classical regression model framework**

*by*Gueorgui I. Kolev

**Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests**

*by*Shu-Yi Liao & Mao-Lung Huang & Lan-Hsun Wang

**Women Participation, Quality Of Government And Economic Development In Europe, 2000-2007**

*by*GUISAN, Maria-Carmen & AGUAYO, Eva

**A re-assessment of credit development in European transition economies**

*by*Aleksandra Zdzienicka

**Consumer Confidence and Aggregate Consumption Expenditures in the United States**

*by*Bahram Adrangi & Joseph Macri

**Evolutions Of Remittance Flow During The Economic-Financial Crisis**

*by*Mariana BALAN & Liliana SIMIONESCU & Vlad IORDACHE

**Dinâmica de Transição e Sustentabilidade da Política Fiscal no Rio Grande do Sul**

*by*Cristiano Aguiar de Oliveira & Liderau dos Santos Marques Júnior

**Combining Matching and Nonparametric IV Estimation: Theory and an Application to the Evaluation of Active Labour Market Policies**

*by*Michael Lechner & Markus Froelich

**Cost Efficiency and Scale Economies in General Dental Practices in the U.S.: A Non-parametric and Parametric Analysis**

*by*Lei Chen & Subhash C. Ray

**The Decomposition of a House Price index into Land and Structures Components: A Hedonic Regression Approach**

*by*de Haan, Jan & Diewert, Erwin & Hendriks, Rens

**The Downside Risk of Heavy Tails induces Low Diversification**

*by*Namwon Hyung & Casper G. de Vries

**Local Maximum Likelihood Techniques with Categorical Data**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**Spillover Effects of FDI in China: From the Perspective of Technology Gaps**

*by*Lu, Qian & Zhao, Yunhui

**Estimating a modified nonlinear Hicks model: Evidence from the US economy (1960-2008)**

*by*Michaelides, Panayotis G. & Belegri-Roboli, Athena & Arapis, Gerasimos

**Modelling the Price of Unleaded Petrol in Australia’s Capital Cities**

*by*Valadkhani, Abbas

**A New Framework for Output-Unemployment Relationship: Okun’s Law Revisited**

*by*Ismihan, Mustafa

**A Importância da I&D e da Variedade de Capitalismo na Capitalização em Bolsa: Evidência Econométrica das Maiores Empresas Europeias em 2008**

*by*Gonçalves, Vitor & Pinto, Hugo

**Convergence in Agriculture: Evidence from the regions of an Enlarged EU**

*by*Alexiadis, Stilianos & Kokkidis, Stilianos

**Global environment and factors affecting the salary of the CEO (chief executive officer) of a goods producing firm: an Econometric modeling approach using STATA**

*by*Aziz, Zohaib & Muhammad, Ahsanuddin & Hussain, Ghulam

**A Re-assessment of Credit Development in European Transition Economies**

*by*Zdzienicka, Aleksandra

**Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India**

*by*Patnaik, Unmesh & Narayanan, K

**The relationship between unemployment and crime:evidence from time-series data and prefectural panel data**

*by*Fumio Ohtake & Miki Kohara

**Are Increasing 5-Year Survival Rates Evidence of Success Against Cancer? A reexamination using data from the U.S. and Australia**

*by*Frank R. Lichtenberg

**Adverse events in surgical inpatients: A comparative analysis of public hospitals in Victoria**

*by*Katharina Hauck & Xueyan Zhao & Terri Jackson

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli**

*by*Søren Johansen & Bent Nielsen

**Government Spending and Legislative Organization: Quasi-experimental evidence from Germany**

*by*Peter Egger & Marko Koethenbuerger

**Does Conflict Disrupt Growth? Evidence of the Relationship between Political Instability and National Economic Performance**

*by*Polachek, Solomon & Sevastianova, Daria

**Does Conflict Disrupt Growth? Evidence of the Relationship between Political Instability and National Economic Performance**

*by*Polachek, Solomon & Sevastianova, Daria

**Electoral rules and incentive effects of fiscal transfers: evidence from Germany**

*by*Peter Egger & Marko Koethenbuerger & Michael Smart

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Bian, G. & McAleer, M.J. & Wong, W-K.

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Bian, G. & McAleer, M.J. & Wong, W-K.

**A comparison of reduced-form permit price models and their empirical performances**

*by*Georg Grüll & Luca Taschini

**The Zero Lower Bound, ECB Interest Rate Policy and the Financial Crisis**

*by*Stefan Gerlach & John Lewis

**Conditional stochastic dominance tests in dynamic settings**

*by*Olmo, José & Gonzalo, Jesús

**The Zero Lower Bound, ECB Interest Rate Policy and the Financial Crisis**

*by*Gerlach, Stefan & Lewis, John

**Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en Latinoamérica**

*by*Daniel Andrés Jaimes Cárdenas & jair Ojeda Joya

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli**

*by*Søren Johansen & Bent Nielsen

**Migration in the Context of Current Economic and Financial Crisis - Comparative Analysis**

*by*Balan, Mariana & Uzlau, Carmen

**Rovnovážnost cen nemovitostí v České republice**

*by*Michal Hlaváček & Luboš Komárek

**Regionální ekonomická konvergence, divergence a další aspekty distribuční dynamiky evropských regionů v období 1992-2006**

*by*Josef Novotný

**An Analysis of Energy Security Using the Partial Equilibrium Model: The Case of Pakistan**

*by*Javed Anwar

**Intraday CAC40, DAX and WIG20 returns when the American macro news is announced**

*by*Barbara Będowska-Sójka

**Why Run a Million Regressions? Endogenous Policy and Cross-Country Growth Empirics**

*by*Günther Rehme

**An Alternative Perspective on Tobin's Q and Aggregate Investment Expenditure**

*by*Mark J. Holmes

**Spesa alimentare delle famiglie e benessere: analisi econometrica a livello familiare**

*by*Maria Forleo & Simona Zampino

**The role of central bank transparency in a macroeconomic perspective: evidence from a pooled cross-country setting**

*by*Emna Trabelsi & Mohamed Ayadi

**Asymmetries in the price setting behavior of Firms: evidence from a panel of Italian firms**

*by*Carlo Migliardo

**Hermite regression analysis of multi-modal count data**

*by*David E Giles

**On the power of modified Kapetanios-Snell-Shin (KSS) tests**

*by*Jen-je Su & Wai-kong (adrian) Cheung & Astrophel (kim) Choo

**Further empirical evidence of nonlinearity in the us monetary policy rule**

*by*Jahyun Koo & Ivan Paya & David A. Peel

**Short Note on the Unemployment Rate of the “French overseas regions”**

*by*Jean françois Hoarau & Claude Lopez & Michel Paul

**An analysis of the ex post Fisher hypothesis at short and long term**

*by*Charbel Bassil

**Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels**

*by*Yi-Chi Chen & Chang-Ching Lin

**Testing an autoregressive structure in binary time series models**

*by*Henri Nyberg

**Estimating the effects of dormitory living on student performance**

*by*Pedro de Araujo & James Murray

**An examination of the stability of short-run Canadian stock predictability**

*by*Ryan Compton & Syeed Khan

**The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests**

*by*Erdal Atukeren

**The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach**

*by*Luca Zanin

**Assessing the impact of the main East-Asian free trade agreements using a gravity model. First results**

*by*Laëtitia Guilhot

**The finite-sample properties of bootstrap tests in multiple structural change models**

*by*Jamel JOUINI & Mohamed Boutahar

**The Long-Run of Purchasing Power Parity: The Case of Japan**

*by*Dara Long

**Statistical Analysis Through Factors Path Method**

*by*Gabriela OPAIT

**The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania**

*by*Gabriela OPAIT

**Las Decisiones Publicitarias Dependen De Las Ventas En Los Productos**

*by*ALEXANDER SELLAMEN GARZÓN & ANDRÉS FELIPE ARCE MESA

**Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets**

*by*Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching

**Beyond Borders: Is Media Freedom Contagious?**

*by*Russell S. Sobel & Nabamita Dutta & Sanjukta Roy

**Capital Inflows, Household Debt And The Boom Bust Cycle In Estonia**

*by*Zuzana Brixiova & Laura Vartia & Andreas Woergoetter

**Heterogeneity across Immigrants in the Spanish Labour Market: Advantage and Disadvantage**

*by*Catia Nicodemo

**Selection Bias and Unobservable Heterogeneity applied at the Wage Equation of European Married Women**

*by*Catia Nicodemo

**Errors-in-Variables Estimation with No Instruments**

*by*Ramazan Gencay & Nikola Gradojevic

**Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador**

*by*Aguilar, Juan Francisco

**Economy of Time and Matter in a Universal Setting**

*by*O'Sullivan, John L.

**Reference-dependent preferences in the public and private sectors: A nonlinear perspective**

*by*Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos

**On the Computation of the Hausdorff Dimension of the Walrasian Economy:Further Notes**

*by*Dominique, C-Rene

**Pitfalls In Estimating ß-Convergence By Means Of Panel Data: An Empirical Test**

*by*Carluccio Bianchi & Federica Calidoni & Mario Menegatti

**Capital Inflows, Household Debt and the Boom-bust Cycle in Estonia**

*by*Zuzana Brixiova & Laura Vartia & Andreas Wörgötter

**Antidumping Protection hurts Exporters:Firm-level evidence from France**

*by*Jozef Konings & Hylke Vandenbussche

**Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak**

*by*Chaudhuri, Saraswata & Rose, Elaina

**Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak**

*by*Chaudhuri, Saraswata & Rose, Elaina

**Differences in Decline: Quantile Regression Analysis of Union Wage Differentials in the United Kingdom, 1991-2003**

*by*Manquilef-Bächler, Alejandra A. & Arulampalam, Wiji & Smith, Jennifer C.

**Differences in Decline: Quantile Regression Analysis of Union Wage Differentials in the United Kingdom, 1991-2003**

*by*Manquilef-Bächler, Alejandra A. & Arulampalam, Wiji & Smith, Jennifer C.

**Gender Pay Gap and Quantile Regression in European Families**

*by*Nicodemo, Catia

**Gender Pay Gap and Quantile Regression in European Families**

*by*Nicodemo, Catia

**Vulnerabilities in Central and Eastern Europe : Credit Growth**

*by*Aleksandra Zdzienicka

**Antidumping Protection hurts Exporters: Firm-level evidence from France**

*by*Jozef KONINGS & Hylke VANDENBUSSCHE

**Downside Risk Efficiency Under Market Distress**

*by*Olmo, José & Gonzalo, Jesús

**Antidumping Protection hurts Exporters: Firm-level evidence from France**

*by*Konings, Jozef & Vandenbussche, Hylke

**Arithmetic and geometric mean rates of return in discrete time**

*by*Arie ten Cate

**Antidumping protection hurts exporters : firm-level evidence from France**

*by*KONINGS, Jozef & VANDENBUSSCHE, Hylke

**Valor del Capital Natural y Sostenibilidad del Petróleo en Colombia**

*by*Carlos Andrés Vergara

**Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007**

*by*Andrés Felipe García Suaza & José Eduardo Gómez Gónzalez

**Economic and Productivity Growth Decomposition: An Application to Post-reform China**

*by*Kui-Wai Li & Tung Liu

**Price adjustments and inflation - evidence from Norwegian consumer price data 1975-2004**

*by*Fredrik Wulfsberg

**Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado**

*by*Teresa Leal & Javier J. Pérez

**Correcting the Bias in the Concentration Index when Income is Grouped**

*by*Philip Clarke & Tom Van Ourti

**Detection of additive outliers in seasonal time series**

*by*Niels Haldrup & Antonio Montañés & Andreu Sansó

**Economic Activity and Natural Gas as a Potential Destabilizer of the Slovenian Economy**

*by*Festic, Mejra & Repina, Sebastijan

**Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models**

*by*ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS

**China, Precios de Commodities y Desempeño de América Latina: Algunos Hechos Estilizados**

*by*Patricio Jaramillo & Sergio Lehmann & David Moreno.

**Efectos externos del endeudamiento sobre la calificación crediticia de las Comunidades Autónomas**

*by*Andrés Leal Marcos & Julio López Laborda

**A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model**

*by*Ron Mittelhammer & George Judge

**A note on the variance of average treatment effects estimators**

*by*Gabriel Montes-Rojas

**Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators**

*by*Juan carlos Escanciano & David Jacho-chavez

**Who will win the Nobel Prize?**

*by*Terence tai-leung Chong & Cally Choi & Benjamin Everard

**“interest rate asymmetries in the east asian financial markets: evidence from malaysia, south korea, hong kong & singapore”**

*by*Aristotelis Spiliotis

**Hedonic pricing models for metropolitan bus services**

*by*Terence tai-leung Chong & Angela Fung & Wing-ting Lee & Ka-lai Man

**The "distance-varying" gravity model in international economics: is the distance an obstacle to trade?**

*by*Vêlayoudom Marimoutou & Denis Peguin & Anne Peguin-Feissolle

**The random walk hypothesis revisited: evidence from the 16 OECD stock prices**

*by*Shyh-Wei Chen & Chung-Hua Shen

**On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates**

*by*Hyeongwoo Kim & Young-Kyu Moh

**Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes**

*by*Claude Lopez

**Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis**

*by*Chia-Cheng Ho & Su-Yin Cheng & Han Hou

**Nonlinearities in price convergence among Mercosur countries**

*by*Juan Carlos Cuestas & Javier Ordoñez

**Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models**

*by*Helena Veiga

**Stock market integration in the Latin American markets: further evidence from nonlinear modeling**

*by*Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri

**Purchasing power parıty with multiple structural breaks: evidence from Turkey**

*by*Nilgün Çil Yavuz

**Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one**

*by*Stephen Norman

**The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy**

*by*ZANIN, Luca

**The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation**

*by*Gabriela OPAIT

**Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007**

*by*Andrés Garcia & José Gomez

**The Impact of Aid on Growth an aid disaggregation approach**

*by*Ouattara, Bazoumana & Strobl, Eric

**Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment**

*by*Wang, Mu-Chun

**Who likes circus animals?**

*by*Zanola, Roberto

**Consumer preferences for circus: A cluster approach**

*by*Zanola, Roberto

**An exploration of Australian petrol demand: Unobservable habits, irreversibility, and some updated estimates**

*by*Robert Breunig & Carol Gisz

**Armington elasticities and tariff regime: An application to European Union rice imports**

*by*Marilyne Huchet-Bourdon & Esmaeil Pishbahar

**Estimation of the Incumbency Effects in the US State Legislatures: A Quasi-Experimental Approach**

*by*Uppal, Yogesh

**Determinants of FII Inflows:India**

*by*Saraogi, Ravi

**Environmental Kuznets Curves in the People’s Republic of China: turning points and regional differences**

*by*Jiang, Yi & Lin, Tun & Zhuang, Juzhong

**An Efficiency Analysis of European Countries' Railways**

*by*Pavlyuk, Dmitry

**Essays on the econometric theory of rank regressions**

*by*Subbotin, Viktor

**Stochastic FDH/DEA estimators for Frontier Analysis**

*by*Leopold Simar & Valentin Zelenyuk

**Local Innovation Systems and Benchmarking**

*by*Uwe Cantner

**Intra-Industry Trade and Revealed Comparative Advantage: An Inverted-U Relationship**

*by*Horácio Faustino

**The driving force of labor force participation in developed countries**

*by*Ivan O. Kitov & Oleg I. Kitov

**Medical Demography and Intergenerational Inequalities in General Practitioner's Earnings**

*by*Brigitte Dormont & Anne-Laure Samson

**Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal**

*by*Matteo Manera & Massimiliano Serati & Michele Plotegher

**Asset prices and exchange rates: a time dependent approach**

*by*Giulia PICCILLO

**Development of Wage Inequality for Natives and Immigrants in Germany: Evidence from Quantile Regression and Decomposition**

*by*Heiko Peters

**Forecasting Spanish inflation using information from different sectors and geographical areas**

*by*Pino, Gabriel & Espasa, Antoni & Tena, Juan de Dios

**Testing downside risk efficiency under market distress**

*by*Olmo, José & Gonzalo, Jesús

**Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability**

*by*Blass, Asher & Lach, Saul & Manski, Charles

**Optimal Monetary Policy using a VAR**

*by*Polito, Vito & Wickens, Michael R.

**Heterogeneous Responses of Firms to Trade Protection**

*by*Konings, Jozef & Vandenbussche, Hylke

**Decomposition of Economic and Productivity Growth in Post-reform China**

*by*Kui-Wai Li & Tung Liu & Lihong Yun

**Balancing work and family in Italy: New mothersï¿½ employment decisions after childbirth**

*by*Piero Casadio & Martina Lo Conte & Andrea Neri

**Part-time Work and Wage Penalty Trend among Italian Women**

*by*Dario SCIULLI & Giuliana PARODI

**The Driving Force of Labor Force Participation in Developed Countries**

*by*Ivan O. KITOV

**Threshold Conditions and Regional Convergence in European Agriculture**

*by*Stilianos Alexiadis & Alexandros Alexandrakis

**Modeling Competitive Reaction Effects**

*by*Peter S. H. Leeflang

**Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú**

*by*Rodríguez,Gabriel

**Estimating The S&P Fundamental Value Using Star Models**

*by*Fredj Jawadi

**Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests**

*by*Jue-Shyan Wang & Mei-Yin Lin

**Nonlinear unit root tests of PPP using long-horizon data**

*by*Frederick Wallace

**Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model**

*by*Sofiane Amri

**Threshold effects in Okun's Law: a panel data analysis**

*by*Julien Fouquau

**The Impact of Economic Globalization on Income Distribution: Empirical Evidence in China**

*by*Baotai Wang & Ajit Dayanandan & Xiaofei Tian

**Using business survey in industrial and services sector to nowcast GDP growth:The French case**

*by*Olivier Darne

**Which null hypothesis do overidentification restrictions actually test?**

*by*Rembert De Blander

**On calculating estimates of stratified error-components models**

*by*Robert Phillips

**The impact of outliers on transitory and permanent components in macroeconomic time series**

*by*Olivier Darné & Amélie Charles

**Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries**

*by*Veli YILANCI

**A short note on business cycles of underground output: are they asymmetric?**

*by*Yoke-Kee Eng & Chin-Yoong Wong

**Non-linear unit root testing in the presence of heavy-tailed innovation processes**

*by*Steve Cook

**Business surveys modelling with Seasonal-Cyclical Long Memory models**

*by*Laurent Ferrara & Dominique Guégan

**What can we learn about correlations from multinomial probit estimates?**

*by*Chiara Monfardini & Joao Santos Silva

**Granger-Causality in the presence of structural breaks**

*by*Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés

**Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries**

*by*Shyh-Wei Chen

**Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives**

*by*Juan Carlos Cuestas & Paulo José Regis

**A Note on the Persistence of Firms' Innovation Behavior: A Dynamic Random Effect Probit Model Approach**

*by*Chia-Hui Huang

**Outward FDI of Malaysia: An Empirical Examination from Macroeconomic Perspective**

*by*Chin-Hong Puah & Albert Apoi & Jerome Swee-Hui Kueh

**Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit**

*by*Shyh-Wei Chen

**Tourism's Impact on Long-Run Mexican Economic Growth**

*by*Edgar J Sanchez Carrera & W. Adrian Risso & Juan Gabriel Brida

**Revisiting the decline in the exchange rate pass-through: further evidence from developing countries**

*by*Jamel JOUINI & Karim BARHOUMI

**Why not use standard panel unit root test for testing PPP**

*by*Johan Lyhagen

**CIPS test for Unit Root in Panel Data: further Monte Carlo results**

*by*Andrea Cerasa

**Effects Of Trade And Growth On Air Pollution In The Aggregated Sub-Saharan Africa**

*by*Aka, Bedia F.

**Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates**

*by*HOLMES, Mark J

**Testing Williamson’s theory on transaction-specific governance structures: Evidence from electricity markets**

*by*Laura Onofri &

**Y a-t-il un fatalisme néolibéral ? Le dilemme emploi-égalité des revenus revisité**

*by*Audrey Koulinsky & Nadine Richez-Battesti

**Convergence in the Neo-classical Model of Economic Growth**

*by*Rossitsa Rangelova

**Convergence in the Neo-classical Model of Economic Growth**

*by*Rossitsa Rangelova

**Modelling Housing and Consumers' Spending under Liquidity and Borrowing Constraints: Some Stylised Facts from UK Housing Market**

*by*Germana Corrado

**Endogenous policy and cross-country growth empirics**

*by*Rehme, Günther

**Wissen und Neue Wachstumstheorie: Die Rolle von fachspezifischem Humankapital**

*by*Rehme, Günther

**Major influences on circus attendance**

*by*Zanola, Roberto

**Do fiscal rules cause budgetary outcomes?**

*by*Signe Krogstrup & Sébastien Wälti

**Fundamenstos de la oferta agregada¿ Existen posibilidades para la politica macroeconomica ?**

*by*Eduardo Antonelli

**Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru**

*by*Rodriguez Gabriel

**Unit Root Tests with Wavelets**

*by*Gencay, Ramazan & Fan, Yanqin

**Pakistan lags behind in technical textile**

*by*JANJHJI, NOOR ZAMAN & MEMON, NOOR AHMED

**An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data**

*by*Brooks, Robert & Harris, Mark & Spencer, Christopher

**The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal**

*by*Silva Lopes, Artur C. & Monteiro, Olga Susana

**Balance of Payments Constrained Growth Model: Evidence for Bolivia 1953-2002**

*by*Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston

**Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019**

*by*Gomez-Sorzano, Gustavo

**On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding**

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

**Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices**

*by*Trueck, Stefan & Weron, Rafal & Wolff, Rodney

**Forecasting Mango and Citrus Production in Nigeria: A Trend analysis**

*by*Yusuf, Sulaiman Adesina & Salau, Adekunle Sheu

**Determinants of Fertilizer Adoption by Rice Farmers in Bende Local Government Area of Abia State, Nigeria**

*by*Onyenweaku, C.E & Okoye, B.C & Okorie, K.C

**Martingales, Detrending Data, and the Efficient Market Hypothesis**

*by*McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H.

**Piecewise Linear Accrual Models: do they really control for the asymmetric recognition of gains and losses?**

*by*José A. C. Moreira & Peter F. Pope

**Diesel price convergence and mineral oil taxation in Europe**

*by*Axel Dreher & Tim Krieger

**Class Size and Sorting in Market Equilibrium: Theory and Evidence**

*by*Miguel Urquiola & Eric Verhoogen

**Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test**

*by*Justin McCrary

**Why do North African firms involve in corruption ?**

*by*Clara Delavallade

**Antidumping Protection and Productivity of Domestic Firms: A firm level analysis**

*by*Jozef Konings & Hylke Vandenbussche

**Class Size and Sorting in Market Equilibrium: Theory and Evidence**

*by*Urquiola, Miguel & Verhoogen, Eric

**Class Size and Sorting in Market Equilibrium: Theory and Evidence**

*by*Miguel Urquiola & Eric A. Verhoogen

**Country-Specific Determinants of Intra-Industry Trade in Portugal**

*by*Horácio Faustino & Nuno Carlos Leitão

**Dynamic and Structural Features of Intifada Violence: A Markov Process Approach**

*by*Ivan Jeliazkov & Dale J. Poirier

**Detecting Misspecifications in Autoregressive Conditional Duration Models**

*by*Yongmiao Hong & Yoon-Jin Lee

**Intergenerational inequalities in GPs' earnings : experience, time and cohort effects**

*by*Brigitte Dormont & Anne-Laure Samson

**Do fiscal rules cause budgetary outcomes?**

*by*Signe Krogstrup & Sébastien Wälti

**Intergenerational inequalities in GPs’ earnings: experience, time and cohort effects**

*by*Brigitte Dormont & Anne-Laure Samson

**Identifying and Correcting Publication Selection Bias in the Efficiency-Wage Literature: Heckman Meta-Regression**

*by*T.D Stanley & Hristos Doucouliagos

**Class Size and Sorting in Market Equilibrium: Theory and Evidence**

*by*Urquiola, Miguel & Verhoogen, Eric A

**Antidumping protection and productivity of domestic firms: a firm-level analysis**

*by*KONINGS, Jozef & VANDENBUSSCHE, Hylke

**Fundamentos de la oferta agregada existen posibilidades para la política macroeconómica?**

*by*Eduardo Antonelli

**La curva de Phillis: una digresión**

*by*Eduardo Antonelli

**Growth, inequality and poverty: an analysis of the violence in Colombia**

*by*Alexander Cotte Poveda

**Pobreza, Desigualdad Y Crecimiento: Una Interpretacion De Las Causas De La Violencia En Colombia**

*by*ALEXANDER COTTE POVEDA

**Technology Progress, Efficiency, and Scale of Economy in Post-reform China**

*by*Kui-Wai Li & Tung Liu & Lihong Yun

**Oil supply news in a VAR: Information from financial markets**

*by*Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani

**A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures**

*by*Torben G. Andersen & Tim Bollerslev & Xin Huang

**Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries**

*by*Juan Pablo Domínguez H.

**L'Impact Des Investissements Directs Étrangers Et Du Capital Humain Sur La Productivité Des Industries Manufacturières Marocaines**

*by*Jamal BOUOIYOUR & Saïd TOUFIK

**A Note On The Principle Of Equal Opportunities**

*by*Fernando Cabrales & Ana Fernández & Fritz Grafe

**Precautionary motivation and consumption insurance: Empirical analysis of household consumption behavior in rural China**

*by*LUO Chuliang

**Zipf's law and influential factors of the Pareto exponent of the city size distribution: Evidence from China**

*by*GAO Hongying & WU Kangping

**Foreign Direct Investment and Electronics Exports: Exploratory Empirical Evidence from Malaysia's Top Five Electronics Exports**

*by*Tuck Cheong Tang & Koi Nyen Wong

**Foreign Aid, FDI and Economic Growth in East European Countries**

*by*Kamal Upadhyaya & Gyan Pradhan & Dharmendra Dhakal & Rabindra Bhandari

**Effects of Fiscal Policies in Four European Countries: A Non-linear Structural VAR Approach**

*by*Christophe Schalck

**Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study**

*by*Ming-Yuan Li & Hsuan-Ho Cheng & Yu-Chen Lin & Alan T. Wang

**Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?**

*by*Yen-Hsien Lee & Tung-Yueh Pai & Chien-Liang Chiu

**A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models**

*by*Carlos Santos

**Should we care for structural breaks when assessing fiscal sustainability?**

*by*Christophe Rault & António Afonso

**A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model**

*by*Kazumitsu Nawata

**Semi-nonparametric estimation of regression-based survival models**

*by*Hiroaki Masuhara

**Seasonal fractional integration with structural break. An application to the German GNP data**

*by*Luis Gil-Alana

**Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process**

*by*Jamel JOUINI & Mohamed BOUTAHAR

**Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter**

*by*Terence Tai-Leung Chong

**A note on fractional stochastic convergence**

*by*Marcelo Mello & Roberto Guimaraes-Filho

**Identification and Estimation of Structural-Change Models with Misclassification**

*by*Terence Tai-Leung Chong & Kwan-To Wong & Melvin Hinich

**Stock Prices and Dividends in Taiwan Stock Market: Evidence Based on Time-Varying Present Value Model**

*by*Chi-Wei Su & Yahn-Shir Chen & Hsu-Ling Chang

**Bank lending and monetary policy: the effects of structural shift in interest rates**

*by*Kim-Leng Goh & Sook-Lu Yong

**Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies**

*by*Lefteris Tsoulfidis & Theologos Dergiades

**Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries**

*by*Paresh Narayan & Arti Prasad

**A Stochastic Approach to the Cobb-Douglas Production Function**

*by*Constantin Chilarescu & Nicolas Vaneecloo

**An algorithm for censored quantile regressions**

*by*Thanasis Stengos & Dianqin Wang

**Habit Formation: Deep and Uncertain**

*by*Terence Tai-Leung Chong & Guoxin Liu & Isabel Kit-Ming Yan

**On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified**

*by*Amit Sen

**wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence**

*by*Jamel JOUINI & Mohamed BOUTAHAR

**Impact of Fiscal Policy on the Cumulative Production in the Bulgarian Economy**

*by*Maria Neycheva

**Inflation: How Much Is Too Much For Economic Growth in Nigeria**

*by*FABAYO, Joseph Ademola & AJILORE, Olubanjo Taiwo

**How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach**

*by*Ziegler, Christina & Eickmeier, Sandra

**How Effective is European Merger Control?**

*by*Tomaso Duso & Klaus Gugler & Burçin Yurtoglu

**Medición y Determinantes de la Brecha Tecnológica en España**

*by*Leonel Cerno & Teodosio Pérez Amaral

**How Effective is European Merger Control?**

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

**Türkiye’de Enflasyon, Enflasyon Belirsizliði ve Büyüme - Inflation, Inflation Uncertainty and Growth in Turkey**

*by*Seyfettin Artan

**Health Care Provider Choice**

*by*Christelle Swanepoel & Ian Stuart

**On Joint Modelling and Testing for Local and Global Spatial Externalities**

*by*Zhenlin Yang

**Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization**

*by*Mishra, SK

**Globalization and Environment: Can Pollution Haven Hypothesis alone explain the impact of Globalization on Environment?**

*by*Dinda, Soumyananda

**Financial systems and banking crises: An assessment**

*by*Ruiz-Porras, Antonio

**“Accruals” Discricionários: o Erro de Estimação Induzido pelo Conservantismo**

*by*José António Moreira

**Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data**

*by*Gabriel Rodriguez

**Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada**

*by*Gabriel Rodriguez

**Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution**

*by*Hui Liu & Gabriel Rodriguez

**Using a Hedonic Model of Solar Radiation to Assess the Economic Effect of Climate Change: The Case of Mosel Valley Vineyards**

*by*Orley Ashenfelter & Karl Storchmann

**Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**A Technical Note on a Direct Estimate of the Significance of Bias in Forecasts**

*by*Albert E. DePrince

**Demande induite par l’offre ambulatoire : un survol de la littérature théorique et empirique**

*by*Trinquard, S.

**Fuel Demand Elasticities for Energy and Environmental Policies: Indian Sample Survey Evidence**

*by*Haripriya Gundimeda & Atheendar Gunnar Köhlin

**Variance Estimation in a Random Coefficients Model**

*by*Schlicht, Ekkehart & Ludsteck, Johannes

**Econometrics: A Bird’s Eye View**

*by*John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran

**Econometrics: A Bird's Eye View**

*by*Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem

**From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?**

*by*Ichino, Andrea & Mealli, Fabrizia & Nannicini, Tommaso

**From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?**

*by*Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini

**Variance Estimation in a Random Coefficients Model**

*by*Schlicht, Ekkehart & Ludsteck, Johannes

**Variance Estimation in a Random Coefficients Model**

*by*Ekkehart Schlicht & Johannes Ludsteck

**Fuel Efficiency and Motor Vehicle Travel: The Declining Rebound Effect**

*by*Kenneth A. Small & Kurt Van Dender

**Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?**

*by*Elena Pesavento, Barbara Rossi

**The Global View on Port State Control**

*by*Knapp, S. & Franses, Ph.H.B.F.

**Un siglo de la curva de Phillips en México**

*by*Guerrero, Carlos & Osorio, Paulina & Tiol, Arianna

**Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?**

*by*Pesavento, Elena & Rossi, Barbara

**A Simple Benchmark for Forecasts of Growth and Inflation**

*by*Marcellino, Massimiliano

**Text and Voice: Complements, Substitutes or Both?**

*by*Andersson, Kjetil & Foros, Øystein & Steen, Frode

**From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?**

*by*Ichino, Andrea & Mealli, Fabrizia & Nannicini, Tommaso

**Crecimiento, Desigualdad Y Pobreza: Un Análisis De La Violencia En Colombia**

*by*Alexander Cotte Poveda

**Econometrics: A Bird’s Eye View**

*by*Geweke, J. & Joel Horowitz & Pesaran, M.H.

**A Gaussian IV estimator of cointegrating relations**

*by*Gunnar Bårdsen & Niels Haldrup

**A Note on the Vogelsang Test for Additive Outliers**

*by*Niels Haldrup & Andreu Sansó

**Regime-Dependent output convergence in Latin America**

*by*Mark J.Holmes

**Fonctions de production éducationnelle: le cas de la Suisse**

*by*Muriel Meunier

**Discretionary Accruals: The Measurement Error Induced By Conservatism**

*by*José A. C. Moreira

**Unit Root Tests of Canadian Poverty Measures**

*by*Baotai Wang & Ajit Dayanandan

**Searching for the DGP when forecasting - Is it always meaningful for small samples?**

*by*Jonas Andersson

**Small-sample properties of tests for heteroscedasticity in the conditional logit model**

*by*Arne Risa Hole

**A Note on Bias in First-Differenced AR(1) Models**

*by*Kazuhiko Hayakawa

**Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth**

*by*Jamie Emerson & Chihwa Kao

**The Rise in House Prices in China: Bubbles or Fundamentals?**

*by*Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu

**The seasonal KPSS statistic**

*by*Johan Lyhagen

**Estimation of the Autoregressive Order in the Presence of Measurement Errors**

*by*Terence Tai-Leung Chong & Chi-Leung Wong & Venus Liew

**Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model**

*by*Barry Falk & Anindya Roy

**Education and development in the caribbean: a cointegration and causality approach**

*by*Brian Francis & Sunday Iyare

**Do exchange rates in caribbean and latin american countries exhibit nonlinearities?**

*by*Brian Francis & Sunday Iyare

**Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation**

*by*Shyh-Wei Chen

**Wavelet Estimation of Time Series Regression with Long Memory Processes**

*by*Haibin Wu

**Wage Bargaining Model As Microfoundation Of Hysteresis Hypothesis**

*by*Dalibor Moravanský & Daniel Němec

**Application of Dynamic Models and an Support Vector Machine to Inflation Modelling**

*by*Dušan Marček & Milan Marček

**Dynamique industrielle, productivité et croissance**

*by*Jean-Luc Gaffard

**Are We There Yet? Looking for the New Economy**

*by*Simon van Norden

**The Macroeconomic Reform and the Demand for Money in India**

*by*Rangan Gupta & Basab Dasgupta

**Revisiting the Temporal Causality between Money and Income**

*by*Rangan Gupta

**Economic integration in a multicone world?**

*by*Volpe Martincus, Christian & Pédussel Wu, Jennifer

**How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria**

*by*Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi

**Estimating a third-order translog demand system using Canadian micro-data**

*by*Vik Singh

**M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data**

*by*Mehmet Caner

**Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis**

*by*Guido Travaglini

**Nonparametric estimation of concave production technologies by entropic methods**

*by*Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro

**A practical test for the choice of mixing distribution in a discrete choice model**

*by*Mogens Fosgerau & Michel Bierlaire

**The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation**

*by*Peter Ilmolelian

**Globalization and Regional Income Inequality--Evidence from within China**

*by*Guanghua Wan & Ming Lu & Zhao Chen

**‘‘Moving Median’’ A New Method Of Forecasting**

*by*Eleftherios Giovanis

**Propagation of Memory Parameter from Durations to Counts**

*by*Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang

**A Note On Influence Assessment In Score Tests**

*by*J.M.C. Santos Silva

**A fresh look at the topical interest of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Bibliographic portrait of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Production Functions Estimates for Soviet Industry and Some Implications**

*by*Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke

**Simulation des Einflusses der Planung auf die sowjetische Wirtschaft**

*by*Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz

**Directional Log-spline Distributions**

*by*José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel

**Economic Growth as a Nonlinear and Discontinuous Process**

*by*Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi

**Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models**

*by*Ekrem Kilic

**A Nonparametric Way of Distribution Testing**

*by*Ekrem Kilic

**Open Source Software Development Projects: Determinants of Project Popularity**

*by*Ravi

**Compositional Time Series: Past and Present**

*by*Juan M.C. Larrosa

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Ugo Colombino & Rolf Aaberge & Tom Wennemo

**Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators**

*by*MEHMET CANER

**Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics**

*by*MEHMET CANER

**Exponential Tilting with Weak Instruments: Estimation and Testing**

*by*MEHMET CANER

**Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases**

*by*MEHMET CANER

**Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities**

*by*Ahmed Shamiri & Abu Hassan

**About a 'new' inequality index**

*by*Giovanni Maria Giorgi

**A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians**

*by*Giovanni Maria Giorgi

**Econometric Model for Cement demand and supply in Bolivia**

*by*Melitón Ramirez Mattos

**Regression with R**

*by*Miguel Rodrigues

**Total Factor Productivity Growth in Finland 1960 − 1999**

*by*Rana Bose

**Estimating Short and Long Run Relationships: A Guide to the Applied Economist**

*by*Bhaskara Rao

**Subsampling Cointegration Ranks in Large Systems**

*by*Chen Pu & Hsiao Chihying

**A maximal moment inequality for long range dependent time series with applications to estimation and model selection**

*by*Ching-Kang Ing & Ching-Zong Wei

**A Bootstrap Test for Single Index Models**

*by*Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca

**A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian**

*by*Isabel Proenca

**The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management**

*by*Feng Dai & Lin Liang

**Seasonally specific model analysis of UK cereals prices**

*by*Philip Kostov & John Lingard

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**Regional Empirics for Economic Disparities in Italy: 1951-2001**

*by*Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli

**A proposal of poverty measures based on the Bonferroni inequality index**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Encounter with the Italian Statistical School: A conversation with Carlo Benedetti**

*by*Giovanni Maria Giorgi

**Sampling distribution of the Bonferroni inequality index from exponential population**

*by*Giovanni Maria Giorgi & Riccardo Mondani

**Bayesian estimation of the Bonferroni index from a Pareto-type I population**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Distribution-free estimation of the Gini inequality index: the kernel method approach**

*by*Pier Luigi Conti & Giovanni Maria Giorgi

**About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data**

*by*Giovanni Maria Giorgi & Andrea Pallini

**A look at the Bonferroni inequality measure in a reliability framework**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units**

*by*Stefano Fachin

**A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra**

*by*Mehmet Dalkir

**Liberalisation and it’s effect on inequality in developing countries-A case study on India**

*by*Supreena Narayanan

**Structural change in Export and economics growth: Analysis for spain (1980-2001)**

*by*zaharey

**Inspiration About The Economy**

*by*ZhaoYuan Wang

**Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000**

*by*Gino Santarossa & Marie-Ève Brouard

**Another Look At What To Do With Time-Series Cross-Section Data**

*by*Xiujian Chen & Shu Lin & W. Robert Reed

**Adaptive Estimation of the Regression Discontinuity Model**

*by*Yixiao Sun

**The effect on retail charges of mergers in the GB electricity market**

*by*Evens SALIES

**Active versus Passive Sample Attrition: The Health and Retirement Study**

*by*Honggao Cao & Daniel H. Hill

**On Tail Index Estimation for Dependent, Heterogenous Data**

*by*Jonathan B. Hill

**Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S**

*by*Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon

**Does Format of Pricing Contract Matter?**

*by*Teck-Hua Ho & Juanjuan Zhang

**Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques**

*by*Pablo M Garcia

**Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange**

*by*David Chappell & Theodore Panagiotidis

**Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series**

*by*Ching-Kang Ing

**Financing Constraints and Firm Inventory Investment: A Reexamination**

*by*John Tsoukalas

**Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**

*by*Ozgen Sayginsoy

**Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach**

*by*Amjad D. Al-Nasser

**The Inflation In European Union**

*by*Giovanis Elephtherios

**The hunting in the Province of Elassona**

*by*Giovanis Elephtherios

**Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens**

*by*Giovanis Elephtherios

**Econometric Analysis for the rural sector in Greek economy**

*by*Giovanis Elephtherios

**Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications**

*by*Matteo M. Pelagatti

**Dynamic Conditional Correlation with Elliptical Distributions**

*by*Matteo M. Pelagatti & Stefania Rondena

**Boating Against the Current: Cases, Concepts, Models and Development Power**

*by*feng dai

**A link between measures of Gross National Product, and measures of corruption**

*by*Mukti Diah Riani & Stuart Wattam

**Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua**

*by*adela parra romero & viviana vargas franco & carlos castellar palma

**Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification**

*by*Cornelis A. Los

**Extraction of Common Signal from Series with Different Frequency**

*by*Edoardo Otranto

**Multivariate STAR Unemployment Rate Forecasts**

*by*Costas Milas & Phil Rothman

**Grinkevych's Model of forecasting**

*by*Dmitry

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Bragoudakis Zacharias

**Overlaying Time Scales in Financial Volatility Data**

*by*Eric Hillebrand

**Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View**

*by*Dubois

**GMM Estimation for Long Memory Latent Variable Volatility and Duration Models**

*by*Willa Chen & Rohit Deo

**Tracing the Source of Long Memory in Volatility**

*by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich

**Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment**

*by*Rohit Deo & Clifford Hurvich & Yi Lu

**The Interplay Between Foreign Direct Investment, Security and European Integration: The Case of the Central and Eastern European Countries**

*by*Carmen Raluca Stoian & Roger Vickerman

**Demand for Internet Access and Use in Spain**

*by*Leonel Cerno & Teodosio Pérez Amaral

**Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios**

*by*Alfredo García Hiernaux & Miguel Jerez & José Casals

**Testing for Additive Outliers in Seasonally Integrated Time Series**

*by*Niels Haldrup & Antonio Montañés & Andreu Sansó

**Portfolio Diversification Effects of Downside Risk**

*by*Namwon Hyung & Casper G. de Vries

**Poverty and Poverty Dynamics in Rural Ethiopia**

*by*Christelle Swanepoel

**The Effects of EU Shocks on the Macrovariables of the Newly Acceded Countries -A Sign Restriction Approach**

*by*Alina Barnett

**Commodity Price Fluctuations: A Century of Analysis**

*by*Walter Labys

**Income Disparity and Economic Growth: Evidence from China**

*by*Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu

**LES déterminants des dépenses de santé des ménages pauvres au CAMEROUN**

*by*Nzingoula, Gildas

**The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002**

*by*Maxim, Belenkiy

**Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model**

*by*Wing-Keung Wong & Guorui Bian

**The Role of Beliefs in Inference for Rational Expectations Models**

*by*Bruce N. Lehmann

**Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects**

*by*David S. Lee

**Addressing the Needs of Under-Prepared Students in Higher Education: Does College Remediation Work?**

*by*Eric P. Bettinger & Bridget Terry Long

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

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

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

*by*DUFOUR, Jean-Marie

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

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

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

*by*DUFOUR, Jean-Marie

**Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant**

*by*Jahar L. Bhowmik & Maxwell L. King

**Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function**

*by*Jahar L. Bhowmik & Maxwell L. King

**Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution**

*by*Wing-Keung Wong & Guorui Bian

**The Impact of Internet on the Market for Daily Newspapers in Italy**

*by*Lapo Filistrucchi

**The Advance in Partial Distribution: A New Mathematical Tool for Economic Management**

*by*Feng Dai & Ling Liang

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**Estimated Age Effects in Baseball**

*by*Ray C. Fair

**Branch Rickey’s Equation Fifty Years Later**

*by*Ray C. Fair & Danielle Catambay

**The incidence of public expenditure for defense and security on Colombian economic growth 1970-2003**

*by*Alexander Cotte Poveda & Maria Fernanda Mera González

**Evolución de los resultados de la educación en Colombia (1997 - 2003)**

*by*Darwin Marcelo Gordillo & Natalia Ariza Ramírez

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

*by*Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

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

*by*Jean-Marie Dufour

**Incompatibility, Product Attributes and Consumer Welfare: Evidence from ATMs**

*by*Christopher Knittel & Victor Stango

**Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices**

*by*Haldrup; Niels & Morten Oerregaard Nielsen

**A survey of econometric models to analyze the demand and utilisation of health care**

*by*Antonio Clavero Barranquero & Mª. Luz González Alvarez

**Temporary Work Agencies in Italy: A Springboard Toward Permanent Employment?**

*by*Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini

**Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?**

*by*barhoumi karim

**An Empirical Investigation of the Determinants of Oman's National Savings**

*by*Paresh Narayan & Saud AL Siyabi

**Threshold autoregressive testing procedures and structural change in cointegrating relationships**

*by*Steven Cook

**Long horizon regressions with moderate deviations from a unit root**

*by*Jin Lee

**Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors**

*by*Jae Kim

**Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests**

*by*Tsangyao Chang & Ching-Chun Wei & Chien-Chung Nieh

**Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors**

*by*Venus Khim-Sen Liew & Terence Tai-leung Chong

**Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate**

*by*Daiki Maki

**The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework**

*by*Daiki Maki

**Bayesian Estimation of A Distance Functional Weight Matrix Model**

*by*Kazuhiko Kakamu

**Monetary Policy Rules In Accession Countries to EU: Is the Taylor rule a pattern?**

*by*Ramon Maria-Dolores

**On the limiting behaviour of augmented seasonal unit root tests**

*by*Robert Taylor

**Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses**

*by*Stefano Neri & Luca Dedola

**Endogenous Policy and Cross-Country Growth Empirics**

*by*G? Rehme

**The East German Cement Cartel : An Inquiry into Comparable Markets, Industry Structure, and Antitrust Policy**

*by*Veltins, Michael A. & Schaller, Armin & Blum, Ulrich

**Do gasoline prices converge in a unified Europe with non-harmonized tax rates?**

*by*Dreher, Axel & Krieger, Tim

**Why Run a Million Regressions? Endogenous Policy and Cross Country Growth Empirics**

*by*Rehme, Günther

**Do gasoline prices converge in a unified Europe with non- harmonized tax rates?**

*by*Axel Dreher & Tim Krieger

**HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India**

*by*Puja Guha

**Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile**

*by*Dante Jara

**Asymptotics for Duration-Driven Long Range Dependent Processes**

*by*Mengchen Hsieh & Clifford Hurvich & Philippe Soulier

**Predictive Regressions: A Reduced-Bias Estimation Method**

*by*Yakov Amihud & Clifford Hurvich

**Semiparametric Estimation of Fractional Cointegrating Subspaces**

*by*Willa Chen & Clifford Hurvich

**Estimating Long Memory in Volatility**

*by*Clifford Hurvich & Eric Moulines & Philippe Soulier

**Threshold Cointegration between Stock Returns : An application of STECM Models**

*by*Jawadi Fredj & Koubaa Yousra

**On the Estimation of Nonlinearly Aggregated Mixed Models**

*by*Tommaso Proietti

**The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts**

*by*Artur C. B. da Silva Lopes & Antonio Montañés

**Data-Driven Rate-Optimal Specification Testing In Regression Models**

*by*Emmanuel Guerre & Pascal Lavergne

**Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series**

*by*Guerre

**The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire**

*by*Cornelis A Los

**SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device**

*by*Ignacio Díaz-Emparanza

**TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl**

*by*Ignacio Díaz-Emparanza

**On the stability of recursive least squares in the Gauss-Markov model**

*by*Evens SALIES

**Modelling Directional Dispersion Through Hyperspherical Log- Splines**

*by*J.T.A.S. Ferreira & M.F.J. Steel

**Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este**

*by*Juan Miguel Villa

**A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data**

*by*Diana Weinhold

**Do Chinese stock markets share common information arrival processes?**

*by*Philip Kostov & Ziping Wu & Seamus McErlean

**Model Selection Uncertainty and Detection of Threshold Effecs**

*by*Jean-Yves Pitarakis

**On Describing Multivariate Skewness: A Directional Approach**

*by*J. T. A. S. Ferreira & M. F. J. Steel

**Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models**

*by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul

**Application of Local Influence Diagnostics to the Linear Logistic Regression Models**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**Testing The Significance Of Local Influence**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**A model to distribute mark-up amongst quotation component item**

*by*David Cattell & Paul Bowen & Ammar Kaka

**How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia**

*by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

*by*Jushan Bai & Serena Ng

**Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor**

*by*Jushan Bai & Serena Ng

**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

*by*Brian Krauth

**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation**

*by*Gioacchino Fazio & Olivier Hueber

**The Partial Distribution: Definition, Properties and Applications in Economy**

*by*feng dai

**A Constructive Representation of Univariate Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures**

*by*Bakhodir A Ergashev

**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

*by*Horst Entorf

**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

*by*Jonathan B. Hill

**Entry and Exit Dynamics in Austrian Manufacturing**

*by*Werner Hölzl & Sögner Leopold

**The Malaysian Balance of Payments:Keynesian Approach Versus Monetary Approach**

*by*Jarita Duasa

**Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis**

*by*Matteo Iacoviello

**Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review**

*by*Degiannakis, Stavros & Xekalaki, Evdokia

**Exchange Rate Volatility and Trade among the Asia Pacific Countries Econometric Analysis**

*by*SaangJoon Baak

**Instrumental variables for binary treatments with heterogeneous treatment effects: a simple exposition**

*by*Alan Manning

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**On the Asymptotic Efficiency of GMM**

*by*Jean-Pierre Florens & Marine Carrasco

**Does Price Matter? Price and Non-price Competition in the Airline Industry**

*by*Philip G. Gayle

**Exchange Rate Volatility and Trade among the Asia Pacific Countries**

*by*SaangJoon Baak

**Specification Testing for Multivariate Time Series Volatility Models**

*by*Yoon-Jin Lee & Yongmiao Hong

**Maximal Invariant Likelihood Based Testing of Semi-Linear Models**

*by*Maxwell L. King & Jahar L. Bhowmik

**Smooth ‘inverted-V-shaped’ & smooth ‘N-shaped’ pollution-income paths**

*by*Nektarios Aslanidis & Anastasios Xepapadeas

**The political economy of the growth: the Colombian case during the period 1950 -2002**

*by*Alexander Cotte Poveda

**The model of colombian development and economic growth:1990-2000**

*by*Alexander Cotte Poveda

**Instrumental Variables for Binary Treatments with Heterogeneous Treatment Effects: A Simple Exposition**

*by*Alan Manning

**Early Childhood Investments in Human Capital: Parental Resources and Preferences**

*by*Sonia Bhalotra

**Parent Altruism, Cash Transfers and Child Poverty**

*by*Sonia Bhalotra

**Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis**

*by*Matteo Iacoviello

**A Regime Switching Long Memory Model for Electricity Prices**

*by*Niels Haldrup & Morten O. Nielsen

**Testing for Additive Outliers in Seasonally Integrated Time Series**

*by*Niels Haldrup & Antonio Montañés & Andreu Sansó

**The announcement effect of bond and equity issues: evidence from Chile**

*by*Augusto Castillo

**The Big Mac Standard: A statistical Illustration**

*by*Yukinobu Kitamura & Hiroshi Fujiki

**Detecting changes in persistence in linear time series**

*by*Steven Cook

**F versus t tests for unit roots: a comment**

*by*Paulo M. M. Rodrigues & Andrew Tremayne

**A nonparametric adjustment for tests of changing mean**

*by*Ted Juhl

**Some New Tests for a Change in Persistence**

*by*Robert Taylor & Stephen Leybourne

**Testing of I(d) processes in the real output**

*by*Luis A. Gil-Alana

**Fractional cointegration in the consumption and income relationship using semiparametric techniques**

*by*Luis A. Gil-Alana

**Testing for no autocorrelation using a modified Lobato test**

*by*Jen-Je Su

**Which Lag Length Selection Criteria Should We Employ?**

*by*Venus Khim-Sen Liew

**The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study**

*by*Valerie Mignon & Sandrine Lardic

**Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective**

*by*Valerie Mignon & Gilles Dufrenot & Slim Chaouachi

**Modeling the French Consumption Function Using SETAR Models**

*by*Valerie Mignon & Gilles Dufrenot

**Is the Size Distribution of Income in Canada a Random Walk?**

*by*Baotai Wang & Tomson Ogwang

**Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment**

*by*Stefano Fachin

**The effects of additive outliers on stationarity tests: a monte carlo study**

*by*Olivier Darné

**A fractionally integrated model for the Spanish real GDP**

*by*Luis Alberiko Gil-Alana

**Unit root cycles in the US unemployment rate**

*by*Shunsuke Managi

**R&D expenditure in G7 countries and implications for endogenous fluctuations and growth**

*by*Wälde, Klaus & Woitek, Ulrich

**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**

*by*Jean-Yves Pitarakis

**Spot price dynamics in deregulated power markets**

*by*Marina Resta & Davide Sciutti

**Testing for Stochastic Cointegration and Evidence for Present Value Models**

*by*Brendan McCabe & Stephen Leybourne & David Harris

**Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification**

*by*Steve Leybourne & Tae-Hwan Kim & Paul Newbold

**Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test**

*by*Steve Leybourne & Paul Newbold & Tae-Hwan Kim

**On Unit Root Tests and the Initial Observation**

*by*Steve Leybourne & David Harvey

**Panel Stationarity Tests with Cross-sectional Dependence**

*by*David Harris & Steve Leybourne & Brendan McCabe

**Mutual information: a dependence measure for nonlinear time series**

*by*Andreia Dionisio & Rui Menezes & Diana A. Mendes

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison**

*by*Luciano Gutierrez

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**Structural Equation Models in Human Behavior Genetics**

*by*Arthur S. Goldberger

**Testing for Unit Roots: Mexico's GDP**

*by*Alejandro Diaz-Bautista & Ramon A. Castillo Ponce

**Econometrics and Economic Policy**

*by*Gregory C. Chow

**Economic Effects of Political Movements in China: Lower Bound Estimates**

*by*Gregory C. Chow

**Estimating Economic Effects of Political Movements in China**

*by*Gregory C. Chow

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression**

*by*Temel, Tugrul & Lucas, Andre

**The Evolution of City Size Distributions**

*by*Xavier Gabaix & Yannis M. Ioannides

**Country and Consumer Segmentation : Multi-Level Latent Class Analysis of Financial Product Ownership**

*by*Bijmolt, T.H.A. & Paas, L.J. & Vermunt, J.K.

**Modelo de intervención cambiaria para el caso venezolano**

*by*Pedauga Sánchez, Luis Enrique

**An empirical model of volatility of returns and option pricing**

*by*McCauley, Joseph L. & Gunaratne, Gemunu H.

**Are Canadian Regional Business Cycles All Alike?**

*by*Gabriel Rodriguez

**Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates**

*by*Indira Romero & Gabriel Rodriguez

**Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data**

*by*Emir Emiray & Gabriel Rodriguez

**Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data**

*by*Christopher R. Bollinger & Amitabh Chandra

**Bounding Estimates of Wage Discrimination**

*by*J.G. Hirschberg & D.J. Slottje

**An Invitation to Multivariate Analysis: An Example About the Effect of Educational Attainment on Migration Propensities in Japan**

*by*Atsushi Otomo & Kao-Lee Liaw

**An Invitation to Multivariate Analysis: An Example About the Effect of Educational Attainment on Migration Propensities in Japan**

*by*Atsushi Otomo & Kao-Lee Liaw

**Exchange Rate Volatility and Exports from East Asian Countries to Japan and the U. S**

*by*SaangJoon Baak & Arif Al-Mahmood & Souksavanh Vixathep

**The Maastricht Criteria and the Euro. Has the Convergence Continued?**

*by*Polasek, Wolfgang & Amplatz, Christian

**The Impact of Collaborative Agreement on Firms' Performances: The case of the IT industry in the 90's**

*by*Mortehan, Olivier & Pottelsberghe de la Potterie, Bruno van

**Propensity Score Estimates of the Effects of Fertility on Marital Dissolution**

*by*Daniela VURI

**Convergence club empirics: some dynamics and explanations of unequal growth across Indian states**

*by*Sanghamitra Bandyopadhyay

**Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques**

*by*Pablo M Garcia

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Identifying Determinants of German Inflation: An Eclectic Approach**

*by*Tatiana Fic

**Violencia, Politica Economica Y Crecimiento Economico En Colombia**

*by*Alexander Cotte Poveda

**The Role of Divorce in the Consumption Function: Further Evidence**

*by*Giovanna Tagliabue

**The Conditional Capm And Cross-Sectional Evidence Of Return And Beta For Islamic Unit Trusts In Malaysia**

*by*Abd. Ghafar Ismail and Mohd. Saharudin Shakrani

**Macroeconomic Effects of Inflation Targeting Policy in New Zealand**

*by*Kyongwook Choi & William Shambora & Chulho Jung

**Sectoral fluctuations in U.K. firms' investment expenditures**

*by*Christopher Baum & Neslihan Ozkan & Mustafa Caglayan

**Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances**

*by*Robert Phillips

**AR Versus MA Disturbance Terms**

*by*Richard Carter & Arnold Zellner

**The properties of asymmetric unit root tests in the presence of mis-specified asymmetry**

*by*Steve Cook

**Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries**

*by*Valerie Mignon & Sandrine Lardic

**Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK**

*by*Gil-Alana, Luis A.

**Theoretical Aspects of Retirement Decisions**

*by*Miroslav Verbic

**Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto**

*by*Vladimir Z. Nuri

**The Inconsistency of the Breusch-Pagan Test**

*by*Asad Zaman

**Technical Efficiency and Its Determinants in Chinese Manufacturing Sector**

*by*Yanrui Wu

**Un Enfoque Monetario de los Efectos Sobre Precios y Tasas de Interés del Tipo de Cambio Fijo**

*by*Leon, Jorge & Muñoz, Evelyn & Madrigal, Roger

**Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve**

*by*Leo Krippner

**An Evaluation of Instrumental Variable Strategies for Estimating the Effects of Catholic Schools**

*by*Joseph G. Altonji & Todd E. Elder & Christopher R. Taber

**Testing for Weak Instruments in Linear IV Regression**

*by*James H. Stock & Motohiro Yogo

**Bounding Estimates of Wage Discrimination**

*by*J.G. Hirschberg & D.J. Slottje

**Quantity Constraints, Poverty Lines and Poverty Orderings**

*by*Ramses H. Abul Naga

**On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture**

*by*Gauthier Lanot

**Attribute Choices and Structural Econometrics of Price Elasticity of Demand**

*by*Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre

**PPP May not Hold Afterall: A Further Investigation**

*by*Serena Ng & Pierre Perron

**On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels**

*by*René Fahr & Uwe Sunde

**Growth and the Environment in Canada: An Empirical Analysis**

*by*Kathleen M. Day & R. Quentin Grafton

**Demographic Transition In Europe**

*by*George Hondroyiannis & Evangelia Papapetrou

**Testing the assumption of Linearity**

*by*Theodore Panagiotidis

**Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests**

*by*Dimitris Christopoulos & Eftymios Tsionas

**Testing Growth Ratios via Pooled Error Correction Models**

*by*Hans-Eggert Reimers & Helmut Herwartz

**An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models**

*by*Elena Casquel & Ezequiel Uriel

**PPP May not Hold Afterall: A Further Investigation**

*by*Serena Ng & Pierre Perron

**Import price elasticities: reconsidering the evidence**

*by*Hélène Erkel-Rousse & Daniel Mirza

**La inflación en Colombia: una aproximación desde las redes neuronales**

*by*Martha Misas Arango & Enrique López Enciso & Pablo Querubín Borrero

**Hamilton-Jacobi-Bellman equation with multiple equilibria**

*by*Malte Sieveking

**Borders matter!: Regional integration in Europe and North America**

*by*Blum, Ulrich

**Labour supply and labour force participation in Europe: a discussion of some recent developments and projections**

*by*Plane, Mathieu & Döpke, Jörg & Chagny, Odile & Schmidt, Rainer

**The "Employment Intensity" of Growth in Europe**

*by*Döpke, Jörg

**Monetary Policy and the Credit Channel: Evidence from India**

*by*Bose, Sukanya

**Child Labour and Child Schooling in South Asia: A Cross Country Study of their Determinants**

*by*Ranjan Ray

**Estimation of the Taylor Rule for Canada Under Multiple Structural Changes**

*by*Gabriel Rodriguez

**Social Divergence and Economic Performance**

*by*Quentin Grafton & Stephen Knowles & P. Dorian Owen

**Economic Growth and the Environment: A Canadian Perspective**

*by*Kathleen Day & R. Quentin Grafton

**Inflation, Inflation Uncertainty, and a Common European Monetary Policy**

*by*Fountas, Stilianos & Alexandra,Ioannidid

**A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models**

*by*Edoardo Otranto & Giampiero M. Gallo

**Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns**

*by*Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Regression Quantiles for Unstable Autoregressive Models**

*by*Ling, S. & McAleer, M.

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

**A Note on the Selection of Time Series Models**

*by*Serena Ng & Pierre Perron

**The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function**

*by*Michael Wüger & Gerhard Thury

**Short-run Demand for Residential Electricity in Rural Electric Cooperatives Franchise Area**

*by*Rolando A. Danao

**El papel de la calidad en la demanda universitaria de transporte público**

*by*Arantza Beitia & Javier Bilbao & Ana Fernández Sainz

**Efficiency measurement with nonstationary variables: an application of panel cointegration techniques**

*by*Efthymios Tsionas & Dimitris Christopoulos

**Multicollinearity and maximum entropy estimators**

*by*Quirino Paris

**Asymmetric unit root tests in the presence of structural breaks under the null**

*by*Steven Cook

**Dynamiques organisationnelles, interactions localisées et innovation technologique. Une investigation empirique**

*by*Pascale Roux

**Seraching for Additive Outliers in Nonstationary Time Series**

*by*Perron, P. & Rodriguez, G.

**Residual Based Tests for Cointegration with GLS Detrended Data**

*by*Perron, P. & Rodriguez, G.

**Import Price-Elasticities : Reconsidering the Evidence**

*by*Erkel-Rousse, H. & Mirza, D.

**Vertical Industry Linkages: Sources of Productivity Gains and Cumulative Causation?**

*by*Knarvik, K.H.M. & Steen, F.

**An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model**

*by*Bailey, R.W. & Taylor, A.M.R.

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback**

*by*Stilianos Fountas & Menelaos Karanasos & Marika Karanassou

**The Joint Estimation of Child Participation in Schooling and Employment: Comparative Evidence from Three Continents**

*by*Pushkar Maitra & Ranjan Ray

**A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback**

*by*Stilianos Fountas & Menelaos Karanasos & Marika Karanassou

**Poverty and Permanent Income : A Methodology for Cross-Section Data**

*by*Ramses H. ABUL NAGA & Enrico BOLZANI

**IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample**

*by*Bender, Stefan & Haas, Anette & Klose, Christoph

**IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample**

*by*Bender, Stefan & Haas, Anette & Klose, Christoph

**Estimation in a Duration Model for Evaluating Educational Programs**

*by*Brännäs, Kurt

**Estimation in a Duration Model for Evaluating Educational Programs**

*by*Brännäs, Kurt

**Testing Intra-Industry Trade Between Portugal and Spain [1990-1996]**

*by*Horácio C. Faustino & J. R. Silva & Rita V. Carvalho

**Corporate Inefficiency and the Risk of Takeover**

*by*Trimbath, S. & Frydman, H. & Frydman, R.

**Uncertainty about children's survival and fertility: A test using indian microdata**

*by*Vincenzo Atella & Furio Camillo Rosati

**Analysis of child labour in Peru and Pakistan: A comparative study**

*by*Ranjan Ray

**Black market exchange rates in India: an empirical analysis**

*by*Jalal U. Siddiki

**Is it efficient to analyse efficiency rankings?**

*by*Uwe Jensen

**Covariate Measurement Error in Quadratic Regression**

*by*Kuha, J. & Temple, J.

**Comovement and catch-up in productivity across sectors: Evidence from the OECD**

*by*Cornwell, Christopher Mark & Wächter, Jens-Uwe

**Productivity convergence and economic growth: A frontier production function approach**

*by*Cornwell, Christopher Mark & Wächter, Jens-Uwe

**Approximation properties of the neuro-fuzzy minimum function**

*by*Gottschling, Andreas & Kreuter, Christof

**The Reliability of Output Gap Estimates in Real Time**

*by*Athanasios Orphanides & Simon van Norden

**Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes**

*by*Anders Johansen & Didier Sornette & Olivier Ledoit

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

**Best Log-linear Index Numbers: Extensions and Applications**

*by*Eric Blankmeyer

**Bivariate FIGARCH and Fractional Cointegration**

*by*Celso Brunetti & Christopher L. Gilbert

**Modeling ASEAN Global Linkages**

*by*Lord, Montague J.

**Estimating Log Models: To Transform or Not to Transform?**

*by*Willard G. Manning & John Mullahy

**Interaction Effects and Difference-in-Difference Estimation in Loglinear Models**

*by*John Mullahy

**Presence of Persistence in Industrial Production: The Case of India**

*by*Pami Dua & Tapas Mishra

**Forecasting Dynamic Time Series in the Presence of Deterministic Components**

*by*Serena Ng & Timothy Vogelsang

**Analysis of Child Labour in Peru and Pakistan: a Comparative Study**

*by*Ray, R.

**Tradeoffs Between Inflation and Output-Gap Variances in an Optimizing-Agent Model**

*by*Erceg, C.J. & Henderson, D.W. & Levin, A.T.

**Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations**

*by*Kukuk, Martin

**Volatility estimates of the short term interest rate with an application to German data**

*by*Dankenbring, Henning

**Long-Run Neutrality in a Long-Memory Model**

*by*SangKun Bae & Mark J. Jensen

**Bayesian and Classical Approaches to Instrumental Variables Regression**

*by*Frank Kleibergen & Eric Zivot

**An Approximate Wavelet MLE of Short and Long Memory Parameters**

*by*Mark J. Jensen

**Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies**

*by*Bilgili, Faik

**Testing the predictive power of New Zealand bank bill futures rates**

*by*Leo Krippner

**Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks**

*by*Dan Ben-David & Robin L. Lumsdaine & David H. Papell

**Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics**

*by*John Mullahy

**An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics**

*by*John Fitzgerald & Peter Gottschalk & Robert Moffitt

**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

*by*Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

**Testing between Different Types of Switching Regression Models**

*by*Frieder Knuepling

**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

*by*Chihwa Kao & Min-Hsien Chiang

**band Labor Demand: Evidence from the South Coast Air Basin**

*by*Eli Berman & Linda T. Bui

**Vacancy Durations - A Model for Employer's Search**

*by*Weber, Andrea

**Analysis of Vector Autoregressions in the Presence of Shifts in Mean**

*by*Serena Ng & Timothy J. Vogelsang

**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**

*by*Serena Ng & Pierre Perron

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Posterior Simulation and Bayes Factors in Panel Count Data Models**

*by*Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

**Bayesian Analysis of Multivariate Probit Models**

*by*Siddhartha Chib & Edward Greenberg

**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

*by*Simon van Norden & Robert Vigfusson

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Joel L. Horowitz

**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

*by*F. Cribari-Neto & G.M. Cordeiro

**A Score Test for Seasonal Fractional Integration and Cointegration**

*by*Param Silvapulle

**Observed Choice, Estimation, and Optimism About Policy Changes**

*by*Eric Rasmusen

**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

**Unit Root Tests and the Burden of Proof**

*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching in Stock Market Returns**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching as a Test for Exchange Rate Bubbles**

*by*Simon van Norden

**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

**Using Expectations Data to Study Subjective Income Expectations**

*by*Jeff Dominitz & Charles F. Manski

**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**Testing the null of stationarity in the presence of structural breaks for multiple time series**

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

**Wavelets in Econometrics: An Application to Outlier Testing**

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**Forming Beliefs about Adjudicated Outcomes: Risk Attitudes, Uncertainty, and Reservation Values**

*by*Linda Babcock & Henry S. Farber & Cynthia Fobian & Eldar Shafir

**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**Spectral estimation of secular and cyclical elasticities for bilateral trade**

*by*Jaime Marquez

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

*by*Lallmahomed, Naguib & Taubert, Peter

**Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken**

*by*Franssen, M.M.E. & Peeters, H.M.M.

**New evidence on income and the velocity of money**

*by*Graves, Philip E.

**Optimal price adjustment: tests of a price equation in U.S. manufacturing**

*by*Von zur Muehlen, Peter

**A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback**

*by*Stilianos Fountas & Menelaos Karanasos & Marika Karanassou

**Inference on Peer Effects with Missing Peer Data: Evidence from Project STAR**

*by*Aaron Sojourner

**Regime Switching and the Shape of the**

*by*Nektarios Aslanidis & Anastasios Xepapadeas

**Estimating Aggregate Autoregressive Processes When Only Macro Data are Available**

*by*Eric JONDEAU & Florian PELGRIN

**Estimation of Fractional Integration in the Presence of Data Noise**

*by*Haldrup, Niels & Nielsen, Morten Oe.

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

*by*Niels Haldrup & Antonio Montanés & Andreu Sanso

**Purchasing Power Parity Approach To Real Exchange Rate Misalignment Determinationin Turkey: An Analysis With Unit Root Test With Structural Break And Nonlinear Unit Root Tests**

*by*Sevgi Gerek & Mustafa Karabacak