Notes, Comments and Preliminary results Jan 08 2013 Ke Yang   An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 03 2012 Ke Yang   Multivariate Local Polynomial Regression With Autocorrelated Errors   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 22 2012 Gijsbert Suren and Guilherme Moura   Heteroskedastic Dynamic Factor Models: A Monte Carlo Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 12 2012 Umberto Triacca   On the limit of the variation of the explanatory variable in simple linear regression model   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 19 2012 Esmeralda Ramalho , Joaquim Ramalho and Jose M.R. Murteira   A supremum-type RESET test for binary choice models   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 12 2012 Ahamada Ibrahim and Boutahar Mohamed   Power of the KPSS test against shift in variance: a further investigation.   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 23 2012 Shuichi Nagata   Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes   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   Nov 08 2010 Yoshihiko Tsukuda and Tatsuyoshi Miyakoshi   Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models   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   Jul 12 2010 Donghun Kim and Philip Sugai   Willingness to Pay for Digital Contents in Japan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 19 2010 William Barnett and Ousmane Seck   A note on nonidentification in truncated sampling distribution estimation   Abstract  Contact Information  Citation  Full Text  -  Note   May 18 2010 Mazbahul Golam Ahamad and Rezai Karim Khondker   Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 12 2010 Daniel Ventosa-santaulària   Testing for an irrelevant regressor in a simple cointegration analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 04 2010 Shiok Ye Lim , Ricky Chee-Jiun Chia and Chong Mun Ho   Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2010 Essahbi Essaadi and Mohamed Boutahar   A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 08 2010 Ben m'barek Hassene Jr and Ben romdhane Hager Jr   Financial Crises and Banking Deregulation: the Case of Tunisia   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 17 2010 Pedro Macedo and Elvira Silva   A stochastic production frontier model with a translog specification using the generalized maximum entropy estimator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 10 2010 Dominique Guégan and Patrick Rakotomarolahy   A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques   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   Dec 23 2009 Giorgio Fagiolo , Mauro Napoletano , Marco Piazza and Andrea Roventini   Detrending and the Distributional Properties of U.S. Output Time Series   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   Oct 29 2009 Helena Veiga   Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga   Abstract  Contact Information  Citation  Full Text  -  Comment   Oct 07 2009 Jaqueson K. Galimberti   A proxy-variable search procedure   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   Jul 15 2004 Sudhanshu Mishra   Multicollinearity and maximum entropy leuven estimator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result