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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?
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Jun 18 2014 Mohamed El Hedi Arouri , Adel Ben Youssef , Hatem M'Henni and Christophe Rault
  Energy use and economic growth in Africa: a panel Granger-causality investigation
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May 11 2012 Anthony N Rezitis and Maria A. Kalantzi
  Assessing competitive conditions and welfare losses in the Greek food and beverages manufacturing industry: An extended Hall-Roeger approach
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Mar 28 2012 Shu-Chen Chang and Teng-Yu Chang
  Threshold Effects of Economic Growth on Air Pollution under Regimes of Corruption
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Mar 19 2012 Esmeralda Ramalho , Joaquim Ramalho and Jose M.R. Murteira
  A supremum-type RESET test for binary choice models
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Feb 24 2012 Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah
  A structural VARX modelling of international parities between China and Japan in the liberalization era
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Aug 26 2011 Rachida Ouysse
  Computationally efficient approximation for the double bootstrap mean bias correction
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Jul 20 2011 Robert Finger and Nadja El Benni
  Spatial Analysis of Income Inequality in Agriculture
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Apr 22 2011 Richard Paul Gregory and Gary Shelley
  Purchasing Power Parity and the Chinese Yuan
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Jan 28 2011 Ioanna Keramidou , Angelos Mimis and Evangelia Pappa
  Identifying efficiency drivers in the greek sausage industry: a double bootstrap DEA approach
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Jan 19 2011 Christophe Rault and António Afonso
  Long-run Determinants of Sovereign Yields
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Nov 24 2010 Yi-Chi Chen and Chang-Ching Lin
  Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels
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Oct 19 2010 Francesca Giambona , Erasmo Vassallo and Elli Vassiliadis
  Educational efficiency in a dea-bootstrap approach
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Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora
  Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?
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May 18 2010 Henri Nyberg
  Testing an autoregressive structure in binary time series models
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Jan 11 2010 Samih A Azar
  Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro
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Jan 06 2010 Jamel JOUINI and Mohamed Boutahar
  The finite-sample properties of bootstrap tests in multiple structural change models
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Dec 25 2009 Francesca Di Iorio and Stefano Fachin
  A residual-based bootstrap test for panel cointegration
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Oct 12 2009 António Afonso and Christophe Rault
  Spend-and-tax: a panel data investigation for the EU
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Oct 07 2009 Jaqueson K. Galimberti
  A proxy-variable search procedure
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Jul 06 2009 Andrea Monticini and David Peel
  Testing for central bank independence and inflation using the wild bootstrap
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May 17 2009 Christophe Rault and António Afonso
  Bootstrap panel granger-causality between government budget and external deficits for the EU
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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
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Jul 18 2008 Marcel Voia
  A DISTRIBUTIONAL ANALYSIS OF TREATMENT EFFECTS IN RANDOMIZED EXPERIMENTS
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Nov 30 2007 Christophe Rault and António Afonso
  Should we care for structural breaks when assessing fiscal sustainability?
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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
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Nov 30 2005 S. C. Goh
  Simple Edgeworth approximations for semiparametric averaged derivatives
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Sep 20 2005 Jae Kim
  Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
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May 01 2004 Stefano Fachin
  Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
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Sep 17 2002 Stanislav Anatolyev and Andrey Vasnev
  Markov chain approximation in bootstrapping autoregressions
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Jul 23 2002 Hans-Eggert Reimers and Helmut Herwartz
  Testing Growth Ratios via Pooled Error Correction Models
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Jul 19 2002 Christopher Bajada
  How Reliable are the Estimates of the Underground Economy?
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Jul 26 2001 Claudio Lupi and Patrizia Ordine
  Testing for asymmetry in economic time series using bootstrap methods
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