Mar 30 2023 Christian Pierdzioch   A bootstrap test of the time-varying efficiency of German growth forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 30 2020 Gabriel Yong Ping Chua , Hui Jun Er , Shao Yi Liaw and Tai-Sen He   Pitch Right: The Effect of Vocal Pitch on Risk Aversion   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2017 Fernanda Maria Müller and Fábio M Bayer   Improved two-component tests in Beta-Skew-t-EGARCH models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 13 2017 Pedro Macedo and Elvira Silva   Sensitivity of directional technical inefficiency measures to the choice of the direction vector: a simulation study   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 21 2015 Douglas Campbell and Sarah Johnson   The effect of municipal drug fund revenues on crime rates   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 24 2015 Nikolaos Kourogenis   Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2012 Olivier Darné and Amélie Charles   A note on the uncertain trend in US real GNP: Evidence from robust unit root tests   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   Apr 03 2012 Paresh Kumar Narayan and Stephan Popp   Comparing the small sample properties of two break Lagrange Multiplier unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   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 Henri Nyberg   Testing an autoregressive structure in binary time series models   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 02 2009 Takamitsu Kurita   A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis   Abstract  Contact Information  Citation  Full Text  -  Note   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   Sep 04 2005 Marian Gidea and David Quaid   On Wesner's method of searching for chaos on low frequency   Abstract  Contact Information  Citation  Full Text  -  Comment   Jul 26 2005 Alexander Gorobets   The Optimal Prediction Simultaneous Equations Selection   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2004 Venus Khim-Sen Liew   Which Lag Length Selection Criteria Should We Employ?   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 27 2004 Nicolas Wesner   Searching for chaos on low frequency   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 01 2002 Elena Casquel and Ezequiel Uriel   An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models   Abstract  Contact Information  Citation  Full Text  -  Note