Notes, Comments and Preliminary results 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 Hisashi Tanizaki   A Simple Gamma Random Number Generator for Arbitrary Shape Parameters   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 27 2008 Deniz Dilan Karaman Örsal   Comparison of Panel Cointegration Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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 Taro Kanatani   Integrated volatility measuring from unevenly sampled observations   Abstract  Contact Information  Citation  Full Text  -  Comment   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   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