Notes, Comments and Preliminary results Jun 03 2013 Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez   Long-run relationship with shifts between Mexican current account revenues and expenditures   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 06 2012 Mingming Jiang   On the Performance of Foreign Direct Investment in China: 1981-2004   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 11 2012 Henri Nyberg , Markku Lanne and Erkka Saarinen   Does noncausality help in forecasting economic time series?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 18 2012 Gabriella Legrenzi and Costas Milas   Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2012 Olivier Darné and Amélie Charles   A note on the uncertain trend in US real GNP: Evidence from robust unit root tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 06 2012 Chieh-hsuan Wang , Chien-ping Chung and Jen-Te Hwang   Hedonic and GMM Estimates of the Relationship between House Prices and Rents in Taiwan   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller   Quantiles autocorrelation in stock markets returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2012 Coro Chasco and Julie Le Gallo   Hierarchy and spatial autocorrelation effects in hedonic models.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 14 2012 David Coyne and Chih-ming Tan   Do political institutions yield multiple growth regimes?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 17 2012 Sheng-Pin Hsueh and Wei-Ming Lee   A revisit to the relationship between patents and R&D using empirical likelihood estimation   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 03 2012 Paresh Kumar Narayan and Stephan Popp   Comparing the small sample properties of two break Lagrange Multiplier unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 01 2012 Richard A Dunn   Consistently bounding parameter values with one instrument and two endogenous explanatory variables   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 04 2012 Frederick H Wallace   Testing for a nonlinear Fisher relationship   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 24 2012 Kuang-Liang Chang   Stock return predictability and stationarity of dividend yield   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 01 2012 Roger Collet   Household car use in France: a demographic and economic analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 13 2012 Benoît Sévi and César Baena   A reassessment of the risk-return tradeoff at the daily horizon   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 09 2011 António Afonso and João Jalles   Appraising fiscal reaction functions   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 21 2011 Munic Boungnarasy   Health care expenditures in Asia countries: Panel data analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 18 2011 David E Giles and Hui Feng   Reducing the bias of the maximum likelihood estimator for the Poisson regression model   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 12 2011 Vatthanamixay Chansomphou and Masaru Ichihashi   The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 11 2011 Gabriel Montes-Rojas   Quantile Regression with Classical Additive Measurement Errors   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 06 2011 Jamel Saadaoui   Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2011 Giray Gozgor   Purchasing power parity hypothesis among the main trading partners of Turkey   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 12 2011 Nicolas Canry , Julien Fouquau and Sébastien Lechevalier   Sectoral Price Dynamics in Japan: A Threshold Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 17 2011 Claudiu T Albulescu and Daniel Goyeau   Estimation of equilibrium exchange rate in CEECs: a rolling window approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 17 2011 Tsangyao Chang , Chia-hao Lee and Pei-I Chou   Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 25 2011 Mohamed el hédi Arouri and Fredj Jawadi   Do on/off time series models reproduce emerging stock market comovements?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 21 2011 Gueorgui I. Kolev   The "spurious regression problem" in the classical regression model framework   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 17 2011 Aviral Kumar Tiwari   Are exports and imports cointegrated in India and China? An empirical analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 25 2011 Shu-Yi Liao , Mao-Lung Huang and Lan-Hsun Wang   Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 15 2011 Terence Tai-Leung Chong , Ning Zhang and Qu Feng   Structural Changes and Regional Disparity in China's Inflation   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 04 2011 Corrado Andini   Efficiency vs. market-power effects in the mobile-voice industry   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 02 2010 Carlo Migliardo   Asymmetries in the price setting behavior of Firms: evidence from a panel of Italian firms   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 24 2010 Yi-Chi Chen and Chang-Ching Lin   Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2010 David E Giles   Hermite regression analysis of multi-modal count data   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 23 2010 Jahyun Koo , Ivan Paya and David A. Peel   Further empirical evidence of nonlinearity in the us monetary policy rule   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 09 2010 Charbel Bassil   An analysis of the ex post Fisher hypothesis at short and long term   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2010 Jean françois Hoarau , Claude Lopez and Michel Paul   Short Note on the Unemployment Rate of the “French overseas regions”   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 30 2010 Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo   On the power of modified Kapetanios-Snell-Shin (KSS) tests   Abstract  Contact Information  Citation  Full Text  -  Note   May 18 2010 Henri Nyberg   Testing an autoregressive structure in binary time series models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 25 2010 Pedro de Araujo and James Murray   Estimating the effects of dormitory living on student performance   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 08 2010 Erdal Atukeren   The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2010 Dara Long   The Long-Run of Purchasing Power Parity: The Case of Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 24 2009 Gabriel Montes-Rojas   A note on the variance of average treatment effects estimators   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2009 Stephen Norman   Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 07 2009 Juan carlos Escanciano and David Jacho-chavez   Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 01 2009 Nilgün Çil Yavuz   Purchasing power parıty with multiple structural breaks: evidence from Turkey   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 28 2009 Vêlayoudom Marimoutou , Denis Peguin and Anne Peguin-Feissolle   The "distance-varying" gravity model in international economics: is the distance an obstacle to trade?   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2009 Terence tai-leung Chong , Cally Choi and Benjamin Everard   Who will win the Nobel Prize?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 19 2009 Terence tai-leung Chong , Angela Fung , Wing-ting Lee and Ka-lai Man   Hedonic pricing models for metropolitan bus services   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 26 2009 Chia-Cheng Ho , Su-Yin Cheng and Han Hou   Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2009 Aaron Lowen and Chung-Hua Shen   The random walk hypothesis revisited: evidence from the 16 OECD stock prices   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2009 Helena Veiga   Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2009 Claude Lopez   Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2009 Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri   Stock market integration in the Latin American markets: further evidence from nonlinear modeling   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2009 Juan Carlos Cuestas and Javier Ordoñez   Nonlinearities in price convergence among Mercosur countries   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 19 2009 Hyeongwoo Kim and Young-Kyu Moh   On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2008 Rembert De Blander   Which null hypothesis do overidentification restrictions actually test?   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2008 Baotai Wang , Ajit Dayanandan and Xiaofei Tian   The Impact of Economic Globalization on Income Distribution: Empirical Evidence in China   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 28 2008 Robert Phillips   On calculating estimates of stratified error-components models   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 02 2008 Julien Fouquau   Threshold effects in Okun's Law: a panel data analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2008 Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés   Granger-Causality in the presence of structural breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 19 2008 Olivier Darné and Amélie Charles   The impact of outliers on transitory and permanent components in macroeconomic time series   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 17 2008 Yoke-Kee Eng and Chin-Yoong Wong   A short note on business cycles of underground output: are they asymmetric?   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 25 2008 Frederick Wallace   Nonlinear unit root tests of PPP using long-horizon data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 21 2008 Veli YILANCI   Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 26 2008 Steve Cook   Non-linear unit root testing in the presence of heavy-tailed innovation processes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 23 2008 Chin-Hong Puah , Albert Apoi and Jerome Swee-Hui Kueh   Outward FDI of Malaysia: An Empirical Examination from Macroeconomic Perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 02 2008 Sofiane Amri   Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 02 2008 Olivier Darne   Using business survey in industrial and services sector to nowcast GDP growth:The French case   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 22 2008 Laurent Ferrara and Dominique Guégan   Business surveys modelling with Seasonal-Cyclical Long Memory models   Abstract  Contact Information  Citation  Full Text  -  Note   May 16 2008 Juan Carlos Cuestas and Paulo José Regis   Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives   Abstract  Contact Information  Citation  Full Text  -  Note   May 14 2008 Johan Lyhagen   Why not use standard panel unit root test for testing PPP   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2008 Edgar J Sanchez Carrera , W. Adrian Risso and Juan Gabriel Brida   Tourism's Impact on Long-Run Mexican Economic Growth   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 08 2008 Jamel JOUINI and Karim BARHOUMI   Revisiting the decline in the exchange rate pass-through: further evidence from developing countries   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 19 2008 Andrea Cerasa   CIPS test for Unit Root in Panel Data: further Monte Carlo results   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 06 2008 Chia-Hui Huang   A Note on the Persistence of Firms' Innovation Behavior: A Dynamic Random Effect Probit Model Approach   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2008 Shyh-Wei Chen   Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 31 2008 Jue-Shyan Wang and Mei-Yin Lin   Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 13 2008 Shyh-Wei Chen   Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 11 2007 Terence Tai-Leung Chong   Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 30 2007 Christophe Rault and António Afonso   Should we care for structural breaks when assessing fiscal sustainability?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 14 2007 Hiroaki Masuhara   Semi-nonparametric estimation of regression-based survival models   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 14 2007 Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu   Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2007 Christophe Schalck   Effects of Fiscal Policies in Four European Countries: A Non-linear Structural VAR Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 03 2007 Kazumitsu Nawata   A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 18 2007 Carlos Santos   A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 31 2007 Jamel JOUINI and Mohamed BOUTAHAR   Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 28 2007 Terence Tai-Leung Chong , Kwan-To Wong and Melvin Hinich   Identification and Estimation of Structural-Change Models with Misclassification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2007 Luis Gil-Alana   Seasonal fractional integration with structural break. An application to the German GNP data   Abstract  Contact Information  Citation  Full Text  -  Note   May 11 2007 Marcelo Mello and Roberto Guimaraes-Filho   A note on fractional stochastic convergence   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2007 Tuck Cheong Tang and Koi Nyen Wong   Foreign Direct Investment and Electronics Exports: Exploratory Empirical Evidence from Malaysia's Top Five Electronics Exports   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 08 2007 Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari   Foreign Aid, FDI and Economic Growth in East European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 27 2007 Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang   Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 12 2007 Constantin Chilarescu and Nicolas Vaneecloo   A Stochastic Approach to the Cobb-Douglas Production Function   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 21 2007 Kim-Leng Goh and Sook-Lu Yong   Bank lending and monetary policy: the effects of structural shift in interest rates   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 21 2007 Lefteris Tsoulfidis and Theologos Dergiades   Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 24 2007 Amit Sen   On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2007 Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan   Habit Formation: Deep and Uncertain   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2007 Jamel JOUINI and Mohamed BOUTAHAR   wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 09 2007 Thanasis Stengos and Dianqin Wang   An algorithm for censored quantile regressions   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 06 2006 Haibin Wu   Wavelet Estimation of Time Series Regression with Long Memory Processes   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 06 2006 Jonas Andersson   Searching for the DGP when forecasting - Is it always meaningful for small samples?   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 30 2006 Brian Francis and Sunday Iyare   Do exchange rates in caribbean and latin american countries exhibit nonlinearities?   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 04 2006 Kazuhiko Hayakawa   A Note on Bias in First-Differenced AR(1) Models   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 10 2006 Shyh-Wei Chen   Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 20 2006 Arne Risa Hole   Small-sample properties of tests for heteroscedasticity in the conditional logit model   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 14 2006 Baotai Wang and Ajit Dayanandan   Unit Root Tests of Canadian Poverty Measures   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 12 2006 Jamie Emerson and Chihwa Kao   Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth   Abstract  Contact Information  Citation  Full Text  -  Note   May 25 2006 Johan Lyhagen   The seasonal KPSS statistic   Abstract  Contact Information  Citation  Full Text  -  Note   May 23 2006 Terence Tai-Leung Chong , Chi-Leung Wong and Venus Liew   Estimation of the Autoregressive Order in the Presence of Measurement Errors   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 28 2006 Sainan Jin , Wanjun Jiang , Liangjun Su and Jianying Hu   The Rise in House Prices in China: Bubbles or Fundamentals?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2006 Barry Falk and Anindya Roy   Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 02 2006 Brian Francis and Sunday Iyare   Education and development in the caribbean: a cointegration and causality approach   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 27 2005 Kazuhiko Kakamu   Bayesian Estimation of A Distance Functional Weight Matrix Model   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 07 2005 Steven Cook   Threshold autoregressive testing procedures and structural change in cointegrating relationships   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 06 2005 Jin Lee   Long horizon regressions with moderate deviations from a unit root   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 05 2005 Paresh Narayan and Saud AL Siyabi   An Empirical Investigation of the Determinants of Oman's National Savings   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 20 2005 Jae Kim   Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 15 2005 Ramon Maria-Dolores   Monetary Policy Rules In Accession Countries to EU: Is the Taylor rule a pattern?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2005 barhoumi karim   Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2005 Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh   Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 01 2005 Venus Khim-Sen Liew and Terence Tai-leung Chong   Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 23 2005 Daiki Maki   Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2005 Daiki Maki   The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 17 2005 Robert Taylor   On the limiting behaviour of augmented seasonal unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2004 Luis A. Gil-Alana   Fractional cointegration in the consumption and income relationship using semiparametric techniques   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2004 Jen-Je Su   Testing for no autocorrelation using a modified Lobato test   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 13 2004 Robert Taylor and Stephen Leybourne   Some New Tests for a Change in Persistence   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 22 2004 Ted Juhl   A nonparametric adjustment for tests of changing mean   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2004 Venus Khim-Sen Liew   Which Lag Length Selection Criteria Should We Employ?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 16 2004 Luis A. Gil-Alana   Testing of I(d) processes in the real output   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 02 2004 Yukinobu Kitamura and Hiroshi Fujiki   The Big Mac Standard: A statistical Illustration   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 12 2004 Baotai Wang and Tomson Ogwang   Is the Size Distribution of Income in Canada a Random Walk?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 11 2004 Steven Cook   Detecting changes in persistence in linear time series   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 19 2004 Valerie Mignon and Sandrine Lardic   The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 17 2004 Valerie Mignon and Gilles Dufrenot   Modeling the French Consumption Function Using SETAR Models   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 17 2004 Valerie Mignon , Gilles Dufrenot and Slim Chaouachi   Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective   Abstract  Contact Information  Citation  Full Text  -  Note   May 13 2004 Olivier Darné   The effects of additive outliers on stationarity tests: a monte carlo study   Abstract  Contact Information  Citation  Full Text  -  Note   May 01 2004 Stefano Fachin   Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment   Abstract  Contact Information  Citation  Full Text  -  Comment   Apr 09 2004 Paulo M. M. Rodrigues and Andrew Tremayne   F versus t tests for unit roots: a comment   Abstract  Contact Information  Citation  Full Text  -  Comment   Mar 03 2004 Luis Alberiko Gil-Alana   A fractionally integrated model for the Spanish real GDP   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 02 2004 Shunsuke Managi   Unit root cycles in the US unemployment rate   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 23 2003 Kyongwook Choi , William Shambora and Chulho Jung   Macroeconomic Effects of Inflation Targeting Policy in New Zealand   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 08 2003 Richard Carter and Arnold Zellner   AR Versus MA Disturbance Terms   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 21 2003 Christopher Baum , Neslihan Ozkan and Mustafa Caglayan   Sectoral fluctuations in U.K. firms' investment expenditures   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2003 Robert Phillips   Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 02 2003 Valerie Mignon and Sandrine Lardic   Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2003 Steve Cook   The properties of asymmetric unit root tests in the presence of mis-specified asymmetry   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 05 2002 Theodore Panagiotidis   Testing the assumption of Linearity   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 01 2002 Elena Casquel and Ezequiel Uriel   An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 23 2002 Hans-Eggert Reimers and Helmut Herwartz   Testing Growth Ratios via Pooled Error Correction Models   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 06 2002 Dimitris Christopoulos and Eftymios Tsionas   Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 29 2002 George Hondroyiannis and Evangelia Papapetrou   DEMOGRAPHIC TRANSITION IN EUROPE   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 11 2001 Efthymios Tsionas and Dimitris Christopoulos   Efficiency measurement with nonstationary variables: an application of panel cointegration techniques   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 17 2001 Quirino Paris   Multicollinearity and maximum entropy estimators   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 17 2001 Steven Cook   Asymmetric unit root tests in the presence of structural breaks under the null   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result