Oct 22 2012 Gijsbert Suren and Guilherme Moura   Heteroskedastic Dynamic Factor Models: A Monte Carlo Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   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   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   Jan 11 2010 Samih A Azar   Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro   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   Sep 02 2009 Katsuhiro Sugita   A Monte Carlo comparison of Bayesian testing for cointegration rank   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2008 Katsuhiro Sugita   Bayesian analysis of a vector autoregressive model with multiple structural breaks   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   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   Jun 01 2005 Théophile Azomahou and Dong Li   A consistent nonparametric estimation of spatial autocovariances   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   Nov 29 2003 Jérôme Fillol   Multifractality: Theory and Evidence an Application to the French Stock Market   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