All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Notes, Comments and Preliminary results

Aug 25 2014 Mohamed Siry Bah
  Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2014 Ricky Chee Jiun Chia , Shiok Ye Lim and Sheue Li Ong
  Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 08 2014 Olga Vasyechko and Michel Grun Rehomme
  A new smoothing technique for univariate time series: the endpoint problem
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 06 2014 Samuel Bates and Cheikh Tidiane Ndiaye
  Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 02 2014 Antonio Ribba
  Sources of unemployment fluctuations in the USA and in the Euro Area in the last decade
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 06 2014 Oasis Kodila-Tedika and Mihai Mutascu
  Shadow economy and tax revenue in Africa
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 23 2013 Olaolu R Olayeni
  Analyzing the Feldstein-Horioka puzzle in continuous wavelet transform
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 03 2013 Alexander Ludwig
  Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2013 Dimitris Hatzinikolaou , Theodore Simos and Agathi Tsoka
  Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon
  Common risk factors in commodities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 19 2013 Masato Okamoto
  Erratum to “Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation”
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Sep 19 2013 Gerry H. Makepeace and Michael J. Peel
  Combining information from Heckman and matching estimators: testing and controlling for hidden bias
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 11 2013 Mouna Ben rejeb attia , Houda Sassi and Naima Lassoued
  Signaling over income smoothing and IFRS adoption by banks: a panel data analysis on MENA countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 29 2013 Zuzana Janko and Janusz Kokoszewski
  An Intervention Time Series Analysis: Specialization and Competitiveness in Sports”
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 13 2013 Fabio Clementi and Francesco Schettino
  Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2013 Komivi Afawubo and Vincent Fromentin
  Financial development and economic growth: the case of ECOWAS and WAEMU
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 21 2013 Cassandro Mendes and Olugbenga Adesida
  Income inequality and economic development: evidence from sub-Saharan African countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 19 2013 Marcus F. da Silva , Eder J. A. Leão , Idaraí Santos de Santana and José Garcia Vivas Miranda
  Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 05 2013 Nabil Aflouk and Jacques Mazier
  Exchange rate misalignments and economic growth: A threshold panel approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 18 2013 Benoît Sévi and César Baena
  The explanatory power of signed jumps for the risk-return tradeoff
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 07 2013 Marcel die Dama , Boniface ngah Epo and Galex syrie Soh
  Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 23 2013 Dongling Huang and Christian Rojas
  The Outside Good Bias in Logit Models of Demand with Aggregate Data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 14 2013 Hwa-taek Lee , Venus khim-sen Liew and Gawon Yoon
  Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 03 2012 Markus Haas
  A Note on the Moments of the Skew-Normal Distribution
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 30 2012 Robert F. Phillips
  On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 25 2012 Antonio Ribba
  The federal funds rate and the conduction of the international orchestra
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 25 2012 Masato Okamoto
  Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 16 2012 Marcelo Resende
  Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2012 Serge Rey and Florent Deisting
  GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 27 2012 Shibananda Nayak
  What motivates to participate in an employment guarantee programme in India? A logit model analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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 14 2012 Susan Sunila Sharma and Paresh Kumar Narayan
  Investment and oil price volatility
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2012 Kentaka Aruga and Shunsuke Managi
  Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market
  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
 
Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi
  The fractional integrated bi- parameter smooth transition autoregressive model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 27 2012 Takuya Hasebe
  The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 23 2012 George E. Halkos and Nickolaos G. Tzeremes
  The culture of corruption: A nonparametric analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 23 2012 Hakan M. Berument , Zulal S Denaux and Yeliz Yalcin
  How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Predicting the risk of global portfolios considering the non-linear dependence structures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2012 Julien Chevallier
  Cointegration between carbon spot and futures prices: from linear to nonlinear modeling
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 13 2012 Julien Chevallier
  EUAs and CERs: Interactions in a Markov regime-switching environment
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 09 2011 Wafa Snoussi and Mhamed ali El-aroui
  Impact of Returns Time Dependency on the Estimation of Extreme Market Risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 28 2011 Dean Fantazzini
  Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 13 2011 Benoît Sévi and César Baena
  Brownian motion vs. pure-jump processes for individual stocks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye
  Stock Market Anomalies in South Africa and its Neighbouring Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye
  Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis
  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
 
Sep 21 2011 Shiok Ye Lim , Mohd Fahmi Ghazali and Chong Mun Ho
  Export and economic growth in Southeast Asia current Newly Industrialized Countries: Evidence from nonparametric approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 13 2011 Marco Biagetti and Sergio Scicchitano
  Education and wage inequality in Europe
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 07 2011 Thomai Filippeli
  Inflation differentials in EMU: what can we learn from the time series evidence?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 30 2011 Ufuk gunes Bebek
  Consistency of the proposed additive measures of revealed comparative advantage
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 21 2011 Aviral Kumar Tiwari
  Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 13 2011 Somnath Chattopadhyay
  Earnings efficiency and poverty dominance analysis: a spatial approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 05 2011 Chor Foon Tang and Hooi Hooi Lean
  Revisit Feldstein-Horioka puzzle: evidence from Malaysia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 28 2011 Loredana Ureche-Rangau and Franck Speeg
  A simple method for variance shift detection at unknown time points
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 12 2011 Helton Saulo and Jeremias Leao
  Equilibrium, Adverse Selection, and Statistical Distributions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 05 2011 Andrew Phiri and Peter Lusanga
  Can asymmetries account for the empirical failure of the Fisher effect in South Africa?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 22 2011 Rania Guirat
  Investor behavior heterogeneity in the French stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 19 2011 Yi-Chi Chen and Wei-Choun Yu
  Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 14 2011 Reginaldo Pinto Nogueira Jr., Claudio Djissey Shikida and Ari Francisco de Araujo Jr.
  Structural changes in exchange rate regimes in Brazil
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 14 2011 Julien Chevallier
  Wavelet packet transforms analysis applied to carbon prices
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 20 2011 George Milunovich
  Measuring the Impact of the GFC on European Equity Markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2011 Atsushi Maki and Kenji Wada
  Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 15 2011 Chaker Aloui Mr and Ben hamida Hela miss
  Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 10 2011 Julien Chevallier
  Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 09 2011 Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee
  Are Fruit and Vegetable Prices Non-linear Stationary? Evidence from Smooth Transition Autoregressive Models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 04 2011 Marco Biagetti and Sergio Scicchitano
  Exploring the inter-industry wage premia in Portugal along the wage distribution: evidence from EU-SILC data
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan
  Long Memory Features in Return and Volatility of the Malaysian Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 30 2010 Stefan D. Haigner , Stefan Jenewein , Hans-Christian Müller and Florian Wakolbinger
  The first shall be last: Serial position effects in the case contestants evaluate each other
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 19 2010 Francesca Giambona , Erasmo Vassallo and Elli Vassiliadis
  Educational efficiency in a dea-bootstrap approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 09 2010 Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong
  Linearity and stationarity of G7 government bond returns
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 05 2010 Jialu Liu
  Does Migration Income Help Hometown Business? Evidences from Rural Households Survey in China
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 28 2010 Ivan Jeliazkov and Rui Liu
  A model-based ranking of U.S. recessions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 19 2010 Komain Jiranyakul
  Recent evidence of the validity of the export-led growth hypothesis for Thailand
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 04 2010 Claudio Detotto and Pulina Manuela
  Testing the effects of crime on the Italian economy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 11 2010 A. nazif Catik and Chris Martin
  Relative Price Adjustment and the UK Phillips Curve
  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
 
May 11 2010 Venus khim-sen Liew , Chin-hong Puah , Chee-keong Choong and Evan Lau
  Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 29 2010 Yen-Chen Chiu
  Industry Concentration and Cash Flow at Risk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 13 2010 Frederik Lundtofte
  Implied volatility and risk aversion in a simple model with uncertain growth
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 24 2009 Juan Gabriel Brida and W. Adrian Risso
  Dynamic and Structure of the Italian stock market based on returns and volume trading
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 16 2009 Brennan S. Thompson
  Nonparametric estimation and specification testing of a two-factor interest rate model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 02 2009 Katsuhiro Sugita
  A Monte Carlo comparison of Bayesian testing for cointegration rank
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 28 2009 Juliana Caicedo-llano and Catherine Bruneau
  Co-movements of international equity markets: a large-scale factor model approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 28 2009 Andreas Chai and Alessio Moneta
  Comparing shapes of engel curves
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2009 Youngki Shin
  Misspecified Markov Switching Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 05 2009 Frédérique Bec and Charbel Bassil
  Federal Funds Rate Stationarity: New Evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 04 2009 Richard Duhautois , Emmanuelle Walkowiak and Oana Calavrezo
  The Substitution of Worksharing and Short-Time Compensation in France: A Difference-in-differences Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 15 2009 José de Hevia and María Arrazola
  Marginal effects in the double selection regression model: an illustration for the wages of women in Spain
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2009 Tsangyao Chang , Gengnan Chiang and Yichun Zhang
  Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 23 2009 Christos Emmanouilides and Panos Fousekis
  Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2008 Naorayex K Dastoor
  A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2008 Frédérique Bec , Anders Rahbek and Mélika Ben Salem
  Purchasing power parity: A nonlinear multivariate perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 15 2008 Sayed H. Saghaian , Gökhan Özertan and Aslihan D. Spaulding
  The impacts of Atlantic bonito rush and the avian influenza on meat products in Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 21 2008 David Jacho-Chávez
  k nearest-neighbor estimation of inverse density weighted expectations
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 18 2008 Marcel Voia
  A DISTRIBUTIONAL ANALYSIS OF TREATMENT EFFECTS IN RANDOMIZED EXPERIMENTS
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 04 2008 Yu-Shu Cheng and Yi-Pei Liu
  Does a change in debt structure matter in earnings management? the application of nonlinear panel threshold test
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 11 2008 Yu-Lieh Huang and Chia-Wen Ho
  Demarcating stable and turbulent regimes in Taiwan's stock market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2008 JAWADI Fredj
  Does nonlinear econometrics confirm the macroeconomic models of consumption?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 14 2008 Katsuhiro Sugita
  Bayesian analysis of a vector autoregressive model with multiple structural breaks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 12 2008 Debasri Mukherjee , Elias Shukralla and Eskander Alvi
  FOREIGN AID, GROWTH, POLICY AND REFORM
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 27 2008 Deniz Dilan Karaman Örsal
  Comparison of Panel Cointegration Tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 27 2008 Hisashi Tanizaki
  A Simple Gamma Random Number Generator for Arbitrary Shape Parameters
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 21 2008 Daisuke Nagakura
  A note on the relationship between the information matrx test and a score test for parameter constancy
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 14 2007 Kim Huynh and David Jacho-Chavez
  Conditional density estimation: an application to the Ecuadorian manufacturing sector
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 11 2007 Sudhanshu Mishra
  Least squares estimation of joint production functions by the differential evolution method of global optimization
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 18 2007 Sheng-Kai Chang
  The asymptotic global power comparisons of the GMM overidentifying restrictions tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 20 2007 Kevin Aretz and David Peel
  Some implications of a quartic loss function
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2007 virginie terraza and stephane mussard
  New trading risk indexes: application of the shapley value in finance
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 01 2007 Eric S. Lin
  On the standard errors of Oaxaca-type decompositions for inter-industry gender wage differentials
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 27 2007 Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang
  Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 19 2007 Dipendra Sinha
  Safety, profitability and the load factor for airlines in the USA
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 05 2007 Eiji Yamamura and Inyong Shin
  Technological Change and Catch-up and Capital Deepening: Relative Contributions to Growth and Convergence: Comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Dec 29 2006 Giorgio Fagiolo
  Directed or Undirected? A New Index to Check for Directionality of Relations in Socio-Economic Networks
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 24 2006 Andreas C. Drichoutis , Rodolfo M. Nayga, Jr. and Panagiotis Lazaridis
  Heteroskedasticity, the single crossing property and ordered response models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 05 2006 Steven Zongshin Liu , Sophia Meiying Lai and Kung-Cheng Lin
  Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 20 2006 Luiz Lima and Breno Neri
  Omitted Asymmetric Persistence and Conditional Heteroskedasticity
  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 19 2005 Dimitris Hatzinikolaou and Athanassios Stavrakoudis
  A New Variant of RESET for Distributed Lag Models
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 07 2005 Steven Cook
  Threshold autoregressive testing procedures and structural change in cointegrating relationships
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 30 2005 S. C. Goh
  Simple Edgeworth approximations for semiparametric averaged derivatives
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 04 2005 Marian Gidea and David Quaid
  On Wesner's method of searching for chaos on low frequency
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Jul 28 2005 Lawrence Dacuycuy
  Is the earnings-schooling relationship linear? a semiparametric analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 20 2005 Claudio Lupi
  Are credit constraints in Italy really more binding in the South?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2005 Théophile Azomahou and Dong Li
  A consistent nonparametric estimation of spatial autocovariances
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 02 2005 Lawrence Dacuycuy
  A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 01 2005 David Edgerton , Donald Dutkowsky , Thomas Elger and Barry Jones
  Toward a unified approach to testing for weak separability
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 10 2005 Patrik Guggenberger
  Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 04 2005 Theophile Azomahou , Thi Kim Cuong Pham , Phu Nguyen Van and Jalal El Ouardighi
  Income distribution dynamics across European regions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 24 2005 Min-Hsien Chiang and Chihwa Kao
  Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2004 Peter E. Kennedy and John Elder
  More on F versus t tests for unit roots when there is no trend
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 08 2004 Taro Kanatani
  Integrated volatility measuring from unevenly sampled observations
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Aug 10 2004 Taisuke Otsu
  Effect of small-sample adjustments for Cox test under non-nested linear regression models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 25 2004 Montserrat Ferré
  The Johansen Test and the Transitivity Property
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 26 2004 Tito Moreira , Geraldo Souza and Charles Almeida
  Rational Expectation Hypothesis: An Application of the Blanchard and Khan Approach
  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 12 2004 SK Mishra
  Median as a weighted arithmetic mean of all sample observations
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 01 2004 SK Mishra
  Median as a weighted arithmetic mean of all sample observations
  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
 
Mar 22 2004 Tito Moreira , Adolfo Sachsida and Loureiro Paulo
  Traffic accidents: an econometric investigation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 01 2004 Joseph Little and Robert Berrens
  Explaining Disparities between Actual and Hypothetical Stated Values: Further Investigation Using Meta-Analysis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 19 2004 AHAMADA IBRAHIM
  A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 27 2004 Nicolas Wesner
  Searching for chaos on low frequency
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 12 2003 AHAMADA IBRAHIM
  Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 26 2003 Boriss Siliverstovs
  Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Oct 07 2003 jérôme Fillol and Fabien Tripier
  The scaling function-based estimator of the long memory parameter: a comparative study
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 19 2003 Carsten Trenkler
  A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
  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
 
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
 
Sep 17 2002 Stanislav Anatolyev and Andrey Vasnev
  Markov chain approximation in bootstrapping autoregressions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 19 2002 Christopher Bajada
  How Reliable are the Estimates of the Underground Economy?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 06 2002 Fabien Tripier
  The Dynamic Correlation Between Growth and Unemployment
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 19 2002 Eduardo Ley
  On Plutocratic and Democratic CPIs
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 15 2002 Harry Haupt and Walter Oberhofer
  Fully restricted linear regression: A pedagogical note
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2001 Teruko Takada
  Nonparametric density estimation: A comparative study
  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
 
Jul 09 2001 Brian Silverstone and Richard Harris
  Testing for asymmetry in Okun's law: A cross-country comparison
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 04 2001 Peter E. Kennedy and John Elder
  F versus t tests for unit roots
  Abstract  Contact Information  Citation  Full Text  -  Note