Notes, Comments and Preliminary results Dec 29 2016 Eugene Kouassi and Lexi L Setlhare   Asymptotic Properties of Pesaran's CD Test Revisited   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 05 2016 Stephen Norman   Attractor misspecification and threshold estimation bias   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 18 2015 Jeremy Nguyen and Jen-je Su   Combining linear and nonlinear unit root tests with an application to PPP.   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2015 Nikolaos Kourogenis   Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2015 Kazumitsu Nawata   Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 28 2014 Kazumitsu Nawata and Koichi Kawabuchi   A new test for the Box-Cox transformation model: An analysis of length of hospital stay for diabetes patients in Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 10 2013 Kazumitsu Nawata   A new estimator of the Box-Cox transformation model using moment conditions   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 15 2011 Masaki Narukawa and Katsuhito Nohara   Semiparametric estimation of on-stie count data models   Abstract  Contact Information  Citation  Full Text  -  Note   May 11 2010 Ryan Compton and Syeed Khan   An examination of the stability of short-run Canadian stock predictability   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 25 2010 Luca Zanin   The relationship between changes in the Economic Sentiment Indicator and real GDP growth: a time-varying coefficient approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2010 Laëtitia Guilhot   Assessing the impact of the main East-Asian free trade agreements using a gravity model. First results   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 06 2010 Jamel JOUINI and Mohamed Boutahar   The finite-sample properties of bootstrap tests in multiple structural change models   Abstract  Contact Information  Citation  Full Text  -  Note   May 21 2008 Chiara Monfardini and Joao Santos Silva   What can we learn about correlations from multinomial probit estimates?   Abstract  Contact Information  Citation  Full Text  -  Note