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Notes, Comments and Preliminary results |
| Sep 30 2025 |
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana |
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Persistence in real GDP: Evidence from Europe and the US |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2025 |
Fernando Barros Jr , Bruno Delalibera , Juliano Galle and Fábio Gomes |
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Durable and nondurable consumption responses to indebtedness shocks: A cross-country analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Guglielmo Maria Caporale , Luis Alberiko Gil-Alana and Sakiru Solarin |
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Persistence in US real personal consumption expenditure: durable versus non-durable goods |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Soo Khoon Goh , Yanru Yu , Chung Yan Sam and Tuck Cheong Tang |
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Purchasing power parity (PPP) in developed countries: updated evidence from multivariate ARDL unit root test |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Hiroshi Gunji and Kazuki Miura |
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Re-examination of monetary policy using a shift-share regressor and instrumental variables |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2024 |
Maria Noelia Romero |
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Lessons from the application of the Instrumental Variable (IV) research design to sudden immigration shocks |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Jarle Aarstad and Olav A. Kvitastein |
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Unpacking how wages cause changes in consumer prices by analyzing monthly data with long lags |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Håvard Hungnes , Terje Skjerpen , Jørn Ivar Hamre and Xiaoming Chen Jansen |
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Implications of not controlling for known events in seasonal adjustment |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Yann Kossi |
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Productivity and selection effects in French economics departments |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Boniface Yemba , Yi Duan and Nabaneeta Biswas |
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Government spending news and stock price index |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Christian Pierdzioch , Sebastian Rohloff and Roland von Campe |
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The stance of U.S. monetary policy and the realized variance of gold-price returns |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Zeineb Gouasmi and Riadh El Ferktaji |
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Detecting and date-stamping unsustainability: The case of Tunisian Budget Deficit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Houda Badri and Saïd Souam |
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Inequality, education and democracy in Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Jean-François Verne |
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Forecast the inflation rate in Lebanon: The use of the artificial neural networks method |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Sébastien Charles |
| |
Fiscal multipliers and policies in France and Italy: What has happened in the decade after the Great Recession? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
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Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Guillermo Peña and Fernando Sanz-Gracia |
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Zipf's exponent and Zipf's law in the BRICS: a rolling sample regressions approach |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 29 2021 |
Hiroaki Masuhara |
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Multi-episode count data estimation for health care demand |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 29 2021 |
Iacopo Grassi and Claudia Cantabene |
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R&D cooperation and choice of partner, in high and low-tech industries. Evidence from Italian firms. |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 18 2021 |
Sinda Hadhri |
| |
Fear of the Coronavirus and Cryptocurrencies' returns |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Fumitaka Furuoka |
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Testing hysteresis in unemployment using artificial network (ANN) unit root test
|
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Thiernaud T. D. Behanzin and Mamadou A. Konte |
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Impact of trade openness on the budget balance in WAEMU |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Elie Bouri , Rangan Gupta , Chi keung marco Lau and David Roubaud |
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Risk aversion and Bitcoin returns in extreme quantiles |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Manuel Carlos Nogueira and Mara Madaleno |
| |
New evidence of competitiveness based on the global competitiveness index |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2021 |
Flavio Vilela Vieira and Cleomar Gomes da Silva |
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What drives export performance in the BRICS countries? An ARDL investigation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 10 2021 |
Andrew Phiri |
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Beyond the chains: Slavery and Africa's wealth gap with the world |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 31 2020 |
Georg Stadtmann , Christian Pierdzioch and Timo Schöber |
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Law of one price: BigMac versus Fortnite - A Note |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 23 2020 |
Robert F. Phillips |
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The equivalence of two-step first difference and forward orthogonal deviations GMM |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 18 2020 |
Harry Aginta |
| |
Does the law of one price hold in 82 Indonesian cities? Evidence from club convergence approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 24 2020 |
Ba Chu and Shafiullah Qureshi |
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Predicting the COVID-19 pandemic in Canada and the US |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 24 2020 |
Olivier Darne and Amelie Charles |
| |
Nowcasting GDP growth using data reduction methods: Evidence for the French economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 24 2020 |
Bopjun Gwak |
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Long-term Inflation Expectations and Central Bank Credibility |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 14 2020 |
Frederique Bec and Melika Ben Salem |
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An asymmetrical overshooting correction model for G20 nominal effective exchange rates |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 18 2020 |
Cyriac Guillaumin , Salem Boubakri and Alexandre Silanine |
| |
Do commodity price volatilities impact currency misalignments in commodity-exporting countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 29 2020 |
Masaya Nishihata and Taisuke Otsu |
| |
Conditional GMM estimation for gravity models |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2020 |
Michael Polemis and Thanasis Stengos |
| |
The impact of state aid on economic growth |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 05 2020 |
Adeola Oyenubi |
| |
A note on Covariate Balancing Propensity Score and Instrument-like variables |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 05 2020 |
Tauã Vital , Daniel Morais De Souza and Jessica Faciroli |
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Unemployment, poverty and police performance: an ARDL analysis of crime in São Paulo |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 13 2019 |
Jochen Hartwig |
| |
Further insights into 'Baumol's disease' in Japan |
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Abstract Contact Information Citation Full Text - Note |
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| May 15 2019 |
Clark Lundberg |
| |
Identifying horizon-based heterogeneity in the cross section of portfolio returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 26 2019 |
Amélie Charles and Olivier Darné |
| |
Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 25 2019 |
Brantly Callaway and Weige Huang |
| |
Local Intergenerational Elasticities |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 27 2018 |
Mohammad Ariful Islam and Seiichi Fukui |
| |
The influence of share tenancy contracts on the cost efficiency of rice production during the Bangladeshi wet season |
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Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2018 |
Jean-Pascal Bassino , Celine Gimet and Stephane Quefelec |
| |
Climate and output variability in the Euro-Mediterranean region, 1950-2000 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 07 2018 |
Harri Pönkä |
| |
Sentiment and sign predictability of stock returns |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 23 2018 |
Martin Becker , Stefan Klößner and Gregor Pfeifer |
| |
Cross-Validating Synthetic Controls |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
| |
Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2017 |
Claudiu T Albulescu , Cornel Oros and Aviral K Tiwari |
| |
Is there any convergence in health expenditures across EU countries? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 31 2017 |
Burkhard Raunig |
| |
Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems |
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Abstract Contact Information Citation Full Text - Note |
| |
| Aug 31 2017 |
Nabil Alimi and Nabil Aflouk |
| |
The threshold effect of oil-price shocks on economic growth |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 31 2017 |
Amba Oyon Claude Marius , Taoufiki Mbratana and Kane Gilles Quentin |
| |
Assessing the current account sustainability in ECCAS economies: A dual cointegration analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 04 2017 |
Ya-Wen Lai |
| |
Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 20 2017 |
Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang |
| |
Extreme Risk Value and Dependence Structure of the China Securities Index 300 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2016 |
Daniel Melser |
| |
Prices over the business cycle: micro-level evidence from scanner data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 03 2016 |
Antonio Rodríguez Andrés and Raufhon Salahodjaev |
| |
Do cognitive able societies nurture entrepreneurs? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 03 2016 |
Athanasios Lapatinas |
| |
Economic complexity and human development: a note |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 22 2016 |
Dirk Ulbricht |
| |
It is not structural breaks that earn average forecasts their fame |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 11 2016 |
Emna Trabelsi |
| |
What effects exert Economic Globalization and Central Bank Transparency on inflation of OECD countries? An Application of LSDVC Estimator on a dynamic Panel Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 11 2016 |
G P Girish and Aviral Kumar Tiwari |
| |
A comparison of different univariate forecasting models forSpot Electricity Price in India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 18 2016 |
Komain Jiranyakul |
| |
Causal linkages between electricity consumption and GDP in Thailand: evidence from the bounds test |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 13 2015 |
Omid Ranjbar and Zahra (Mila) Elmi |
| |
Analyzing the effect of financial development and trade openness on income convergence |
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Abstract Contact Information Citation Full Text - Note |
| |
| Sep 07 2015 |
Yaya Keho |
| |
Is Foreign Direct Investment Good or Bad for the Environment? Times Series Evidence from ECOWAS Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 07 2015 |
Wenjie Wang and Qingfeng Liu |
| |
Bootstrap-based Selection for Instrumental Variables Model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 13 2015 |
Naomi Motlhasedi and Andrew Phiri |
| |
The effects of mass media on corruption in South Africa: A MTAR-TEC persepctive |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 01 2015 |
Jacques Jaussaud , Sophie Nivoix and Serge Rey |
| |
The Great East Japan Earthquake and Stock Prices |
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Abstract Contact Information Citation Full Text - Note |
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| May 14 2015 |
Antonio Palestrini and Mauro Gallegati |
| |
Unbiased Adaptive Expectation Schemes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 22 2015 |
Ang Sun , Rui Wang and Zhaoguo Zhan |
| |
A medal share model for Olympic performance |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 22 2015 |
Siddhartha Bandyopadhyay , Samrat Bhattacharya and Rudra Sensarma |
| |
An analysis of the factors determining crime in England and Wales: A quantile regression approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Fábio Gomes and Lourenço Paz |
| |
Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 05 2014 |
Juan carlos Cuestas and Barry Harrison |
| |
Unemployment hysteresis in the EU15: Has anything changed? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 05 2014 |
Alexandru Todea and Andrei Rusu |
| |
Liquidity, information and market efficiency: an intraday approach on a frontier stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 13 2014 |
Arcade Ndoricimpa and Esther Leah Achandi |
| |
Are current account deficits sustainable in EAC countries? Evidence from threshold cointegration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 25 2014 |
Jan-Moritz Hohn |
| |
If you call it a wave: system parameters of merger waves - a wave pattern analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 20 2014 |
Julia Bersch and Tara M. Sinclair |
| |
Statistical versus economic output gap measures: evidence from Mongolia |
| |
Abstract Contact Information Citation Full Text - Note |
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| Aug 06 2014 |
Kien C Tran |
| |
Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects |
| |
Abstract Contact Information Citation Full Text - Note |
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| Apr 23 2014 |
Kuang-Liang Chang and Ming-Hui Yen |
| |
The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 31 2014 |
Khaled GUESMI and Salma FATTOUM |
| |
The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 03 2014 |
Cleomar Gomes da Silva and Flávio Vilela Vieira |
| |
BRICS countries: real interest rates and long memory |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 28 2014 |
Frederick H Wallace , Daniel Ventosa-santaulària and Manuel Gómez-zaldívar |
| |
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Jan 06 2014 |
Alexander Ludwig |
| |
What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 03 2013 |
Alexander Ludwig |
| |
Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 24 2013 |
Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik |
| |
A panel cointegration analysis of the exchange rate pass-through |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 04 2013 |
Junsoo Lee and Mark C. Strazicich |
| |
Minimum LM unit root test with one structural break |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 03 2013 |
Frederique Bec and Marie Bessec |
| |
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2013 |
Luis a. Gil-alana and Liang Jiang |
| |
Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jul 21 2013 |
Jean-pierre Allegret and Sana Azzabi |
| |
Financial development, threshold effects and convergence in developing and emerging countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 03 2013 |
Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez |
| |
Long-run relationship with shifts between Mexican current account revenues and expenditures |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2012 |
Mingming Jiang |
| |
On the Performance of Foreign Direct Investment in China: 1981-2004 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
| |
Does noncausality help in forecasting economic time series? |
| |
Abstract Contact Information Citation Full Text - Note |
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| Sep 18 2012 |
Gabriella Legrenzi and Costas Milas |
| |
Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 06 2012 |
Chieh-hsuan Wang , Chien-ping Chung and Jen-Te Hwang |
| |
Hedonic and GMM Estimates of the Relationship between House Prices and Rents in Taiwan |
| |
Abstract Contact Information Citation Full Text - Note |
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| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
| |
Quantiles autocorrelation in stock markets returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 15 2012 |
Coro Chasco and Julie Le Gallo |
| |
Hierarchy and spatial autocorrelation effects in hedonic models. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 14 2012 |
David Coyne and Chih-ming Tan |
| |
Do political institutions yield multiple growth regimes? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 17 2012 |
Sheng-Pin Hsueh and Wei-Ming Lee |
| |
A revisit to the relationship between patents and R&D using empirical likelihood estimation |
| |
Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2012 |
Paresh Kumar Narayan and Stephan Popp |
| |
Comparing the small sample properties of two break Lagrange Multiplier unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 01 2012 |
Richard A Dunn |
| |
Consistently bounding parameter values with one instrument and two endogenous explanatory variables |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2012 |
Frederick H Wallace |
| |
Testing for a nonlinear Fisher relationship |
| |
Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2012 |
Kuang-Liang Chang |
| |
Stock return predictability and stationarity of dividend yield |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 01 2012 |
Roger Collet |
| |
Household car use in France: a demographic and economic analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 13 2012 |
Benoît Sévi and César Baena |
| |
A reassessment of the risk-return tradeoff at the daily horizon |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 09 2011 |
António Afonso and João Jalles |
| |
Appraising fiscal reaction functions |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 21 2011 |
Munic Boungnarasy |
| |
Health care expenditures in Asia countries: Panel data analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
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| Oct 12 2011 |
Vatthanamixay Chansomphou and Masaru Ichihashi |
| |
The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 11 2011 |
Gabriel Montes-Rojas |
| |
Quantile Regression with Classical Additive Measurement Errors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 06 2011 |
Jamel Saadaoui |
| |
Exchange Rate Dynamics and Fundamental Equilibrium Exchange Rates |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 15 2011 |
Giray Gozgor |
| |
Purchasing power parity hypothesis among the main trading partners of Turkey |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 12 2011 |
Nicolas Canry , Julien Fouquau and Sébastien Lechevalier |
| |
Sectoral Price Dynamics in Japan: A Threshold Approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2011 |
Claudiu T Albulescu and Daniel Goyeau |
| |
Estimation of equilibrium exchange rate in CEECs: a rolling window approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 17 2011 |
Tsangyao Chang , Chia-hao Lee and Pei-I Chou |
| |
Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
| |
Do on/off time series models reproduce emerging stock market comovements? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 21 2011 |
Gueorgui I. Kolev |
| |
The "spurious regression problem" in the classical regression model framework |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 17 2011 |
Aviral Kumar Tiwari |
| |
Are exports and imports cointegrated in India and China? An empirical analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 25 2011 |
Shu-Yi Liao , Mao-Lung Huang and Lan-Hsun Wang |
| |
Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 15 2011 |
Terence Tai-Leung Chong , Ning Zhang and Qu Feng |
| |
Structural Changes and Regional Disparity in China's Inflation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 04 2011 |
Corrado Andini |
| |
Efficiency vs. market-power effects in the mobile-voice industry |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 02 2010 |
Carlo Migliardo |
| |
Asymmetries in the price setting behavior of Firms: evidence from a panel of Italian firms |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 24 2010 |
Yi-Chi Chen and Chang-Ching Lin |
| |
Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2010 |
David E Giles |
| |
Hermite regression analysis of multi-modal count data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 23 2010 |
Jahyun Koo , Ivan Paya and David A. Peel |
| |
Further empirical evidence of nonlinearity in the us monetary policy rule |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2010 |
Charbel Bassil |
| |
An analysis of the ex post Fisher hypothesis at short and long term |
| |
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” |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 30 2010 |
Jen-je Su , Wai-kong (adrian) Cheung and Astrophel (kim) Choo |
| |
On the power of modified Kapetanios-Snell-Shin (KSS) tests |
| |
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 |
| |
| Mar 25 2010 |
Pedro de Araujo and James Murray |
| |
Estimating the effects of dormitory living on student performance |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 08 2010 |
Erdal Atukeren |
| |
The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 06 2010 |
Dara Long |
| |
The Long-Run of Purchasing Power Parity: The Case of Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 24 2009 |
Gabriel Montes-Rojas |
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A note on the variance of average treatment effects estimators |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2009 |
Stephen Norman |
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Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one. |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 07 2009 |
Juan carlos Escanciano and David Jacho-chavez |
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Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2009 |
Nilgün Çil Yavuz |
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Purchasing power parıty with multiple structural breaks: evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 28 2009 |
Vêlayoudom Marimoutou , Denis Peguin and Anne Peguin-Feissolle |
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The "distance-varying" gravity model in international economics: is the distance an obstacle to trade? |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2009 |
Terence tai-leung Chong , Cally Choi and Benjamin Everard |
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Who will win the Nobel Prize? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 19 2009 |
Terence tai-leung Chong , Angela Fung , Wing-ting Lee and Ka-lai Man |
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Hedonic pricing models for metropolitan bus services |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
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Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2009 |
Aaron Lowen and Chung-Hua Shen |
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The random walk hypothesis revisited: evidence from the 16 OECD stock prices |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2009 |
Helena Veiga |
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Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2009 |
Claude Lopez |
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Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 22 2009 |
Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri |
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Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2009 |
Juan Carlos Cuestas and Javier Ordoñez |
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Nonlinearities in price convergence among Mercosur countries |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 19 2009 |
Hyeongwoo Kim and Young-Kyu Moh |
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On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 08 2008 |
Rembert De Blander |
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Which null hypothesis do overidentification restrictions actually test? |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 08 2008 |
Baotai Wang , Ajit Dayanandan and Xiaofei Tian |
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The Impact of Economic Globalization on Income Distribution: Empirical Evidence in China |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 28 2008 |
Robert Phillips |
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On calculating estimates of stratified error-components models |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 02 2008 |
Julien Fouquau |
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Threshold effects in Okun's Law: a panel data analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2008 |
Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés |
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Granger-Causality in the presence of structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 19 2008 |
Olivier Darné and Amélie Charles |
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The impact of outliers on transitory and permanent components in macroeconomic time series |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2008 |
Yoke-Kee Eng and Chin-Yoong Wong |
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A short note on business cycles of underground output: are they asymmetric? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2008 |
Frederick Wallace |
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Nonlinear unit root tests of PPP using long-horizon data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 21 2008 |
Veli YILANCI |
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Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 26 2008 |
Steve Cook |
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Non-linear unit root testing in the presence of heavy-tailed innovation processes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 23 2008 |
Chin-Hong Puah , Albert Apoi and Jerome Swee-Hui Kueh |
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Outward FDI of Malaysia: An Empirical Examination from Macroeconomic Perspective |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 02 2008 |
Sofiane Amri |
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Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 02 2008 |
Olivier Darne |
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Using business survey in industrial and services sector to nowcast GDP growth:The French case |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 22 2008 |
Laurent Ferrara and Dominique Guégan |
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Business surveys modelling with Seasonal-Cyclical Long Memory models |
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Abstract Contact Information Citation Full Text - Note |
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| May 16 2008 |
Juan Carlos Cuestas and Paulo José Regis |
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Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives |
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Abstract Contact Information Citation Full Text - Note |
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| May 14 2008 |
Johan Lyhagen |
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Why not use standard panel unit root test for testing PPP |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2008 |
Edgar J Sanchez Carrera , W. Adrian Risso and Juan Gabriel Brida |
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Tourism's Impact on Long-Run Mexican Economic Growth |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 08 2008 |
Jamel JOUINI and Karim BARHOUMI |
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Revisiting the decline in the exchange rate pass-through: further evidence from developing countries |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 19 2008 |
Andrea Cerasa |
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CIPS test for Unit Root in Panel Data: further Monte Carlo results |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 06 2008 |
Chia-Hui Huang |
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A Note on the Persistence of Firms' Innovation Behavior: A Dynamic Random Effect Probit Model Approach |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2008 |
Shyh-Wei Chen |
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Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 31 2008 |
Jue-Shyan Wang and Mei-Yin Lin |
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Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 13 2008 |
Shyh-Wei Chen |
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Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 11 2007 |
Terence Tai-Leung Chong |
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Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 30 2007 |
Christophe Rault and António Afonso |
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Should we care for structural breaks when assessing fiscal sustainability? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 14 2007 |
Hiroaki Masuhara |
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Semi-nonparametric estimation of regression-based survival models |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 14 2007 |
Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu |
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Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 05 2007 |
Christophe Schalck |
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Effects of Fiscal Policies in Four European Countries: A Non-linear Structural VAR Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 03 2007 |
Kazumitsu Nawata |
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A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 18 2007 |
Carlos Santos |
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A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 31 2007 |
Jamel JOUINI and Mohamed BOUTAHAR |
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Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 28 2007 |
Terence Tai-Leung Chong , Kwan-To Wong and Melvin Hinich |
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Identification and Estimation of Structural-Change Models with Misclassification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 13 2007 |
Paresh Narayan and Arti Prasad |
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Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2007 |
Luis Gil-Alana |
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Seasonal fractional integration with structural break. An application to the German GNP data |
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Abstract Contact Information Citation Full Text - Note |
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| May 11 2007 |
Marcelo Mello and Roberto Guimaraes-Filho |
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A note on fractional stochastic convergence |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2007 |
Tuck Cheong Tang and Koi Nyen Wong |
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Foreign Direct Investment and Electronics Exports: Exploratory Empirical Evidence from Malaysia's Top Five Electronics Exports |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 08 2007 |
Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari |
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Foreign Aid, FDI and Economic Growth in East European Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 27 2007 |
Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang |
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Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 12 2007 |
Constantin Chilarescu and Nicolas Vaneecloo |
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A Stochastic Approach to the Cobb-Douglas Production Function |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 21 2007 |
Lefteris Tsoulfidis and Theologos Dergiades |
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Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 21 2007 |
Kim-Leng Goh and Sook-Lu Yong |
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Bank lending and monetary policy: the effects of structural shift in interest rates |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 24 2007 |
Amit Sen |
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On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 10 2007 |
Jamel JOUINI and Mohamed BOUTAHAR |
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wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 10 2007 |
Terence Tai-Leung Chong , Guoxin Liu and Isabel Kit-Ming Yan |
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Habit Formation: Deep and Uncertain |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 09 2007 |
Thanasis Stengos and Dianqin Wang |
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An algorithm for censored quantile regressions |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 06 2006 |
Haibin Wu |
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Wavelet Estimation of Time Series Regression with Long Memory Processes |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2006 |
Jonas Andersson |
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Searching for the DGP when forecasting - Is it always meaningful for small samples? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 30 2006 |
Brian Francis and Sunday Iyare |
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Do exchange rates in caribbean and latin american countries exhibit nonlinearities? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 04 2006 |
Kazuhiko Hayakawa |
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A Note on Bias in First-Differenced AR(1) Models |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 10 2006 |
Shyh-Wei Chen |
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Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 20 2006 |
Arne Risa Hole |
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Small-sample properties of tests for heteroscedasticity in the conditional logit model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 14 2006 |
Baotai Wang and Ajit Dayanandan |
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Unit Root Tests of Canadian Poverty Measures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 12 2006 |
Jamie Emerson and Chihwa Kao |
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Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth |
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Abstract Contact Information Citation Full Text - Note |
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| May 25 2006 |
Johan Lyhagen |
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The seasonal KPSS statistic |
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Abstract Contact Information Citation Full Text - Note |
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| May 23 2006 |
Terence Tai-Leung Chong , Chi-Leung Wong and Venus Liew |
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Estimation of the Autoregressive Order in the Presence of Measurement Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 28 2006 |
Sainan Jin , Wanjun Jiang , Liangjun Su and Jianying Hu |
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The Rise in House Prices in China: Bubbles or Fundamentals? |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 22 2006 |
Barry Falk and Anindya Roy |
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Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 02 2006 |
Brian Francis and Sunday Iyare |
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Education and development in the caribbean: a cointegration and causality approach |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 27 2005 |
Kazuhiko Kakamu |
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Bayesian Estimation of A Distance Functional Weight Matrix Model |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 07 2005 |
Steven Cook |
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Threshold autoregressive testing procedures and structural change in cointegrating relationships |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 06 2005 |
Jin Lee |
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Long horizon regressions with moderate deviations from a unit root |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 05 2005 |
Paresh Narayan and Saud AL Siyabi |
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An Empirical Investigation of the Determinants of Oman's National Savings |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 20 2005 |
Jae Kim |
| |
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 15 2005 |
Ramon Maria-Dolores |
| |
Monetary Policy Rules In Accession Countries to EU: Is the Taylor rule a pattern? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2005 |
barhoumi karim |
| |
Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon? |
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Abstract Contact Information Citation Full Text - Note |
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| May 04 2005 |
Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh |
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Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 01 2005 |
Venus Khim-Sen Liew and Terence Tai-leung Chong |
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Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 23 2005 |
Daiki Maki |
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Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 05 2005 |
Daiki Maki |
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The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 17 2005 |
Robert Taylor |
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On the limiting behaviour of augmented seasonal unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 13 2004 |
Luis A. Gil-Alana |
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Fractional cointegration in the consumption and income relationship using semiparametric techniques |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 08 2004 |
Jen-Je Su |
| |
Testing for no autocorrelation using a modified Lobato test |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 13 2004 |
Robert Taylor and Stephen Leybourne |
| |
Some New Tests for a Change in Persistence |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 22 2004 |
Ted Juhl |
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A nonparametric adjustment for tests of changing mean |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2004 |
Venus Khim-Sen Liew |
| |
Which Lag Length Selection Criteria Should We Employ? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 16 2004 |
Luis A. Gil-Alana |
| |
Testing of I(d) processes in the real output |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 02 2004 |
Yukinobu Kitamura and Hiroshi Fujiki |
| |
The Big Mac Standard: A statistical Illustration |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 12 2004 |
Baotai Wang and Tomson Ogwang |
| |
Is the Size Distribution of Income in Canada a Random Walk? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 11 2004 |
Steven Cook |
| |
Detecting changes in persistence in linear time series |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 19 2004 |
Valerie Mignon and Sandrine Lardic |
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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 17 2004 |
Valerie Mignon and Gilles Dufrenot |
| |
Modeling the French Consumption Function Using SETAR Models |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 17 2004 |
Valerie Mignon , Gilles Dufrenot and Slim Chaouachi |
| |
Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective |
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Abstract Contact Information Citation Full Text - Note |
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| May 13 2004 |
Olivier Darné |
| |
The effects of additive outliers on stationarity tests: a monte carlo study |
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Abstract Contact Information Citation Full Text - Note |
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| May 01 2004 |
Stefano Fachin |
| |
Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment |
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Abstract Contact Information Citation Full Text - Comment |
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| Apr 09 2004 |
Paulo M. M. Rodrigues and Andrew Tremayne |
| |
F versus t tests for unit roots: a comment |
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Abstract Contact Information Citation Full Text - Comment |
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| Mar 03 2004 |
Luis Alberiko Gil-Alana |
| |
A fractionally integrated model for the Spanish real GDP |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 02 2004 |
Shunsuke Managi |
| |
Unit root cycles in the US unemployment rate |
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Abstract Contact Information Citation Full Text - Note |
| |
| Nov 23 2003 |
Kyongwook Choi , William Shambora and Chulho Jung |
| |
Macroeconomic Effects of Inflation Targeting Policy in New Zealand |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 08 2003 |
Richard Carter and Arnold Zellner |
| |
AR Versus MA Disturbance Terms |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jul 21 2003 |
Christopher Baum , Neslihan Ozkan and Mustafa Caglayan |
| |
Sectoral fluctuations in U.K. firms' investment expenditures |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2003 |
Robert Phillips |
| |
Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 02 2003 |
Valerie Mignon and Sandrine Lardic |
| |
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 13 2003 |
Steve Cook |
| |
The properties of asymmetric unit root tests in the presence of mis-specified asymmetry |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 05 2002 |
Theodore Panagiotidis |
| |
Testing the assumption of Linearity |
| |
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 |
| |
| Jul 23 2002 |
Hans-Eggert Reimers and Helmut Herwartz |
| |
Testing Growth Ratios via Pooled Error Correction Models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 06 2002 |
Dimitris Christopoulos and Eftymios Tsionas |
| |
Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 29 2002 |
George Hondroyiannis and Evangelia Papapetrou |
| |
DEMOGRAPHIC TRANSITION IN EUROPE |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 11 2001 |
Efthymios Tsionas and Dimitris Christopoulos |
| |
Efficiency measurement with nonstationary variables: an application of panel cointegration techniques |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 17 2001 |
Quirino Paris |
| |
Multicollinearity and maximum entropy estimators |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
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