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Adeniji, Sesan (2013): Investigating the Relationship between Currency Substitution, Exchange Rate and Inflation in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach.
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Ahmed, Muhammad Ashfaq and Nawaz, Nasreen (2023): A Sufficient Statistical Test for Dynamic Stability.
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Barra, Cristian and Zotti, Roberto (2016): Investigating the impact of national income on environmental pollution. International evidence.
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Bartolucci, Francesco and Pigini, Claudia (2017): Granger causality in dynamic binary short panel data models.
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Chattopadhyay, Sadhan Kumar (2011): Financial Inclusion in India: A case-study of West Bengal. Published in: Reserve Bank of India Working Paper , Vol. July 2, No. WPS(DEPR): 8/2011
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Chen, Liang and Dolado, Juan Jose and Gonzalo, Jesus (2011): Detecting big structural breaks in large factor models.
Chen, Min and Zhu, Ke (2013): Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations.
Chen, Min and Zhu, Ke (2014): Sign-based specification tests for martingale difference with conditional heteroscedasity.
Chen, Song Xi and Li, Jun and Zhong, Pingshou (2014): Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation.
Chen, Song Xi and Qin, Yingli (2010): A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing. Published in: The Annals of Statistics , Vol. 38, (2010): pp. 808-835.
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Chong, Lucy Lee-Yun and Puah, Chin-Hong and Md Isa, Abu Hassan (2012): Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia.
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Chong, Terence Tai Leung and Lin, Shiyu (2015): Predictive Models for Disaggregate Stock Market Volatility.
Chong, Terence Tai Leung and Yan, Isabel K. (2014): Estimating and Testing Threshold Regression Models with Multiple Threshold Variables.
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Chtioui, Naouel and Ayadi, Mohamed (2017): Multidimensional Rank Based Poverty Measures A Case Study: Tunisia.
Chun, So Yeon and Alexander, Shapiro (2009): Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. Forthcoming in: multivariate behavioral research
Ciuiu, Daniel (2011): Bayes multivariate signification tests and Granger causality. Published in: Proceedings of the Conference “Predictability in Nonlinear Dynamical Systems: the Economic Crises”, Faculty of Applied Sciences, Politechnical University, Bucharest, October 5, 2011, (5 October 2011): pp. 48-56.
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Coleman, Stephen (2005): Testing Theories with Qualitative and Quantitative Predictions.
Coskun, Yener and Akinsomi, Omokolade and Gil-Alana, Luis A. and Yaya, OlaOIuwa S. (2021): Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours.
Cubadda, Gianluca and Hecq, Alain and Telg, Sean (2017): Detecting Co-Movements in Noncausal Time Series.
DO ANGO, Simplicio and AMBA OYON, Claude Marius (2016): A PANIC Attack on Inflation and Unemployment in Africa: Analysis of Persistence and Convergence. Published in: The Empirical Economics Letters , Vol. 15, (2016)
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Deb, Kaveri and Sengupta, Bodhisattva (2016): On Empirical Distribution of RCA Indices.
Debgupta, Sanchari (2015): Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach.
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Degiannakis, Stavros and Filis, George and Siourounis, Grigorios and Trapani, Lorenzo (2019): Superkurtosis.
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Di Iorio, Francesca and Fachin, Stefano (2010): A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007.
Di Iorio, Francesca and Fachin, Stefano (2007): Testing for cointegration in dependent panels via residual-based bootstrap methods.
Di Iorio, Francesca and Triacca, Umberto (2011): Testing for non-causality by using the Autoregressive Metric.
Diakité, Zakary (2023): Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada. Published in: Theoretical Economics Letters , Vol. 14, No. 1 (8 February 2024): pp. 67-93.
Dietrich, Franz and Spiekermann, Kai (2016): Jury Theorems.
Dogru, Bülent (2015): Is Per Capıta Real GDP Stationary in High Income OECD Countrıes? Evidence from Panel Unıt Root Test With Multiple Structural Breaks.
Doko Tchatoka, Firmin Sabro (2012): Specification Tests with Weak and Invalid Instruments.
Doko Tchatoka, Firmin Sabro and Dufour, Jean-Marie (2008): Instrument endogeneity and identification-robust tests: some analytical results. Published in: Journal of Statistical Planning and Inference , Vol. 138, (12 March 2008): pp. 2649-2661.
Doko Tchatoka, Firmin and Wang, Wenjie (2023): Size-Corrected Wild Bootstrap Tests after Pretesting for Exogeneity with Heteroskedastic or Clustered Data.
Doko Tchatoka, Firmin (2013): On bootstrap validity for specification tests with weak instruments.
Doko Tchatoka, Firmin (2012): On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments.
Doko Tchatoka, Firmin (2010): Subset hypotheses testing and instrument exclusion in the linear IV regression.
Doko Tchatoka, Firmin (2011): Testing for partial exogeneity with weak identification.
Doko Tchatoka, Firmin and Dufour, Jean-Marie (2012): Identification-robust inference for endogeneity parameters in linear structural models.
Doko Tchatoka, Firmin and Wang, Wenjie (2020): Uniform Inference after Pretesting for Exogeneity.
Doko Tchatoka, Firmin and Wang, Wenjie (2021): Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data.
Drichoutis, Andreas (2011): Interpreting interaction terms in linear and non-linear models: A cautionary tale.
Duasa, Jarita (2008): Income convergence of divergence? Study on selected Muslim countries.
Duasa, Jarita and Kassim, Salina (2008): Herd behaviour in Malaysian capital market: An empirical analysis.
Duasa, Jarita and Kassim, Salina (2008): Hot money and economic performance: An empirical analysis.
Duchesne, Pierre and Francq, Christian (2010): On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses.
Dutta, Jayasri and Zaman, Asad (1989): What Do Heteroskedasticity Tests Detect?
El-Khatib, Youssef and Hatemi-J, Abdulnasser (2013): On the pricing and hedging of options for highly volatile periods.
Emura, Takeshi and Chen, Yi-Hau (2014): Gene selection for survival data under dependent censoring: a copula-based approach. Published in: Statistical Methods in Medical Research
Emura, Takeshi and Katsuyama, Hitomi and Wang, Jinfang (2010): Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan.
Emura, Takeshi and Wang, Weijing (2009): Testing Quasi-independence for Truncation Data. Published in: Journal of Multivariate Analysis , Vol. 101, (January 2010): pp. 223-239.
Eriksson, Per-Erik and Pesämaa, Ossi (2007): Modelling procurement effects on cooperation. Published in: Construction Management and Economics , Vol. 25, No. 8 : pp. 893-901.
Erlingsson, Einar Jón and Alfarano, Simone and Raberto, Marco and Stefánsson, Hlynur (2012): On the distributional properties of size, pro fit and growth of Icelandic firms.
Ermişoğlu, Ergun and Akçelik, Yasin and Oduncu, Arif and Taşkın, Temel (2013): The Effects of Additional Monetary Tightening on Exchange Rates.
Faheem, Samra (2017): Patients Compliance and Follow-Up Rate after Tooth Extraction. Published in: IOSR Journal of Dental and Medical Sciences (IOSR-JDMS) , Vol. 16, No. 5 (23 May 2017): pp. 115-120.
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Faizan, Riffat and Zehra, Nasreen (2016): Quality Work-Life as predictor to Organisational Commitment under contrasting Leadership Styles: I.T Responses from Pakistan's private software houses. Published in: Global Journal of Management and Administration , Vol. 16, No. 6 (28 August 2016): pp. 9-23.
Fan, Yanqin and Park, Sang Soo (2010): Confidence sets for some partially identified parameters. Published in: Economics, Management, and Financial Market , Vol. 5, (2010): pp. 37-87.
Fan, Yanqin and Park, Sang Soo (2009): Partial identification of the distribution of treatment effects and its confidence sets. Published in: Advances in Econometrics: Nonparametric Econometric Methods , Vol. 24, (2009): pp. 3-70.
Fedotenkov, Igor (2015): A note on the bootstrap method for testing the existence of finite moments. Forthcoming in: Statistica
Fedotenkov, Igor (2015): A simple nonparametric test for the existence of finite moments.
Ferman, Bruno (2019): Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?
Ferman, Bruno (2017): Matching Estimators with Few Treated and Many Control Observations.
Ferman, Bruno and Pinto, Cristine (2015): Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity.
Ferman, Bruno and Pinto, Cristine (2017): Placebo Tests for Synthetic Controls.
Ferman, Bruno and Pinto, Cristine and Possebom, Vitor (2018): Cherry Picking with Synthetic Controls.
Francq, Christian and Zakoian, Jean-Michel (2024): Finite moments testing in a general class of nonlinear time series models.
Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2008): Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space.
Francq, Christian and Jiménez Gamero, Maria Dolores and Meintanis, Simos (2015): Tests for sphericity in multivariate garch models.
Francq, Christian and Thieu, Le Quyen (2015): Qml inference for volatility models with covariates.
Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes.
Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.
Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models.
Francq, Christian and Zakoian, Jean-Michel (2021): Testing the existence of moments and estimating the tail index of augmented garch processes.
Francq, Christian and Zakoian, Jean-Michel (2019): Testing the existence of moments for GARCH processes. Forthcoming in: Journal of Econometrics
Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2007): Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange.
Fu, Hui (2012): On a Class of Estimation and Test for Long Memory.
G., Germinal and Taleb Da Costa, Marcella (2021): An Econometric Study of the Impact of Education on the Economic Development of Low-Income Countries.
Gao, Jiti and Pan, Guangming and Yang, Yanrong (2012): Testing Independence for a Large Number of High–Dimensional Random Vectors.
Ghassan, Hassan B. and Guendouz, Abdelkarim (2018): Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks. Published in: International Journal of Islamic and Middle Eastern Finance and Management , Vol. 12, No. 3 (8 July 2019): pp. 448-468.
Ghassan, Hassan B. and Guendouz, Abdelkarim (2018): Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks. Published in: International Journal of Islamic and Middle Eastern Finance and Management No. https://doi.org/10.1108/IMEFM-04-2018-0122 (8 July 2019)
Ghassan, Hassan B. and Taher, Farid B. (2015): Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models. Published in: Book: Islamic Finance: Risk, Stability and Growth , Vol. 2, No. Chapter 3 at http://www.jstor.org/stable/j.ctt1df4hmj (January 2015): pp. 81-114.
Gifuni, Luigi (2017): The Financial and Macroeconomic Effects of SMP, LTRO and OMT Announcements.
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González-Val, Rafael (2019): Lognormal city size distribution and distance.
González-Val, Rafael (2020): The Spanish spatial city size distribution.
González-Val, Rafael (2018): US city size distribution and space.
González-Val, Rafael (2018): The spatial distribution of US cities.
González-Val, Rafael and Lanaspa, Luis (2011): Patterns in US urban growth (1790–2000).
González-Val, Rafael and Marcén, Miriam (2011): Breaks in the breaks: an analysis of divorce rates in Europe.
González-Val, Rafael and Marcén, Miriam (2011): Unilateral divorce vs. child custody and child support in the U.S.
González-Val, Rafael and Olmo, Jose (2014): Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?
González-Val, Rafael and Sanso-Navarro, Marcos (2009): Gibrat’s law for countries.
Guduza, Sinazo and Phiri, Andrew (2017): Efficient Market Hypothesis: Evidence from the JSE equity and bond markets.
Gul, Adnan (2008): Is external debt an effective way of bringing economic reforms?
Guo, Shaojun and Ling, Shiqing and Zhu, Ke (2013): Factor double autoregressive models with application to simultaneous causality testing.
Guo, Xu and Wong, Wing-Keung and Zhu, Lixing (2013): Make Almost Stochastic Dominance really Almost.
Guzman, Giselle (2007): Using sentiment surveys to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.
Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.
Guzman, Giselle C. (2009): An inflation expectations horserace.
Gómez, Manuel and Ventosa-Santaulària, Daniel (2010): Testing for a Deterministic Trend when there is Evidence of Unit-Root. Published in: Journal of Time Series Econometrics , Vol. 2, No. 2 (2010)
Güriş, Burak (2017): A Flexible Fourier Form Nonlinear Unit Root Test Based on ESTAR Model.
Güriş, Burak (2017): A New Nonlinear Unit Root Test with Fourier Function.
HASHIGUCHI, Yoshihiro and HAMORI, Shigeyuki (2010): Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity.
Haider, Adnan and Butt, M. Sabihuddin (2006): The Direction of Causality between Health Spending and GDP: The Case of Pakistan. Published in: Pakistan Economic and Social Review , Vol. 45, No. 1 (5 March 2007): pp. 125-140.
Halicioglu, Ferda (2007): A Multivariate Causality Analysis of Export and Growth for Turkey.
Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS.
Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares.
Hanck, Christoph (2008): Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.
Hanck, Christoph (2008): Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach.
Haque, Adnan ul and Faizan, Riffat and Cockrill, Antje (2017): The Relationship between Female Representation at Strategic Level and Firm's Competitiveness: Evidences from Cargo Logistic Firms of Pakistan and Canada. Published in: Polish Journal of Management Studies , Vol. 15, No. 1 (4 July 2017): pp. 69-81.
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Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.
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