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Mar 25 2020 Christina Christou , Giray Gozgor , Rangan Gupta and Chi keung Marco Lau
  Are Uncertainties across the World Convergent?
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Apr 15 2018 Monika Köppl-turyna and Michael Christl
  Returns to Skills or Returns to Tasks? A Comment on Hanushek et al. (2015)
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Feb 09 2018 An Nguyen and Tuan Nguyen
  Free cash flow and corporate profitability in emerging economies: Empirical evidence from Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 19 2017 Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide
  Are African stock markets efficient? Evidence from wavelet unit root test for random walk
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Nov 19 2017 Zoundi Zakaria
  Crude Oil Price Volatility and Domestic Price Responses in Developing Countries, Accounting for Asymmetry and Uncertainty
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Jul 08 2017 NULL NULL
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May 04 2017 NULL NULL
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Apr 14 2016 Patrick De lamirande and Jason Stevens
  Predicting events with an unidentified time horizon
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Sep 07 2015 Aviral Kumar Tiwari , Aruna Kumar Dash and Subhendu Dutta
  Testing the mean reversion in prices of agricultural commodities in India
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 01 2015 Sami ALI Debbichi
  Market Power and competition effect on Interconnection fees: Econometric Estimation of the Mobile Tunisian Market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 12 2014 Olalekan Bashir Aworinde
  Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 03 2013 Alexander Ludwig
  Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 04 2013 Junsoo Lee and Mark C. Strazicich
  Minimum LM unit root test with one structural break
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 29 2012 Arshia Amiri , Ulf-g Gerdtham and Bruno Ventelou
  HIV/AIDS-GDP Nexus? Evidence from panel-data for African countries
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Mar 04 2012 Frederick H Wallace
  Testing for a nonlinear Fisher relationship
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Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold
  Gold and financial assets: Are there any safe havens in bear markets?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 20 2011 George Milunovich
  Measuring the Impact of the GFC on European Equity Markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 02 2010 Jean françois Hoarau , Claude Lopez and Michel Paul
  Short Note on the Unemployment Rate of the “French overseas regions”
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Feb 08 2010 Erdal Atukeren
  The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests
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Jun 05 2009 Shyh-wei Chen
  Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 11 2009 Aaron Lowen and Chung-Hua Shen
  The random walk hypothesis revisited: evidence from the 16 OECD stock prices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 05 2009 Claude Lopez
  Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 08 2008 Rembert De Blander
  Which null hypothesis do overidentification restrictions actually test?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 02 2008 Julien Fouquau
  Threshold effects in Okun's Law: a panel data analysis
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Sep 30 2008 Naorayex K Dastoor
  A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis
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Aug 21 2008 Veli YILANCI
  Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 23 2008 Jorge Sainz , Pilar Grau , Luis Miguel Doncel and Javier Otamendi
  An evaluation on the true statistical relevance of Jensen's alpha trough simulation: An application for Germany
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 30 2008 Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee
  Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks
  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
 
Apr 29 2008 Abdullah Noman
  Testing for PPP in the mean-group panel rgression framework: further evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 19 2008 Andrea Cerasa
  CIPS test for Unit Root in Panel Data: further Monte Carlo results
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 14 2007 Amit Sen and Herve Queneau
  Evidence Regarding Persistence in the Gender Unemployment Gap Based on the Ratio of Female to Male Unemployment Rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 14 2007 Mohsen Bahmani-Oskooee , Su Zhou and Ali Kutan
  A Century of Purchasing Power Parity: Further Evidence
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Jul 16 2007 Chi-Wei Su , Yi-Sung Huang , Peirchyi Lii and Ning-Jun Zhang
  IS Per Capita Real GDP Stationary in China¡H Evidence Based on A Panel SURADF Approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 30 2006 Brian Francis and Sunday Iyare
  Do exchange rates in caribbean and latin american countries exhibit nonlinearities?
  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
 
May 04 2005 Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh
  Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 22 2004 Ted Juhl
  A nonparametric adjustment for tests of changing mean
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Jul 11 2004 Steven Cook
  Detecting changes in persistence in linear time series
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 01 2004 Stefano Fachin
  Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Mar 02 2004 Shunsuke Managi
  Unit root cycles in the US unemployment rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 27 2003 Francis Ahking
  Efficient unit root tests of real exchange rates in the post-Bretton Woods era
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Apr 03 2003 Sofiane Hicham Sekioua
  The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests
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Mar 31 2003 Yasuhito Tanaka
  A necessary and sufficient condition for Wilson's impossibility theorem with strict non-imposition
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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