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

Dec 28 2017 Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini
  Do integrated economies grow faster? Evidence from domestic equity holdings
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 26 2017 Vicente German-Soto , Luis Gutierrez Flores and Hector Alonso Barajas Bustillos
  An analysis of the relationship between infrastructure investment and economic growth in Mexican urban areas, 1985-2008
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 03 2016 Sarah A. Frederick , James J. Jozefowicz and Zackary T. Nelson
  A dynamic panel data study of the unemployment-crime relationship: the case of Pennsylvania
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2013 Sandrine Jacob Leal
  Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists
  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
 
Jun 25 2011 Tiziana Caliman and Enrico di Bella
  Spatial Autoregressive Models for House Price Dynamics in Italy
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 28 2011 Ioanna Keramidou , Angelos Mimis and Evangelia Pappa
  Identifying efficiency drivers in the greek sausage industry: a double bootstrap DEA approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 12 2008 Kristian Jönsson
  Choosing Between Panel Data Stationarity Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 07 2006 Uwe Hassler
  A note on Phillips-Perron-type statistics for cointegration testing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 22 2004 Ted Juhl
  A nonparametric adjustment for tests of changing mean
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2003 David O. Cushman
  Further evidence on the size and power of the Bierens and Johansen cointegration procedures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 05 2002 Yi-Ting Chen
  On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study
  Abstract  Contact Information  Citation  Full Text  -  Note