Details about Anurag Banerjee

Access statistics for papers by Anurag Banerjee.

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Short-id: pba125

Working Papers

2006

1. Skating on Thin Ice: Rule Changes and Team Strategies in the NHL
   LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven
   Also in
   Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences (2004)

2004

2. Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
   Econometric Society 2004 Australasian Meetings, Econometric Society
3. The Limiting Power of Autocorrelation Tests in Regression Models with Linear Restrictions
   Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences

1996

4. Testing the sensitivity of ols when the variance matrix is (partially) unknown
   Discussion Paper, Tilburg University, Center for Economic Research

Journal Articles

2007

1. A method of estimating the average derivative
   Journal of Econometrics, 2007, 136, (1), 65-88
2. The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
   Economics Letters, 2007, 94, (2), 213-219

2004

3. Does a sudden death liven up the game? Rules, incentives, and strategy in football
   Economic Theory, 2004, 23, (2), 411-421

2001

4. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process
   Journal of Forecasting, 2001, 20, (5), 357-66
5. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum
   Journal of Forecasting, 2001, 20, (7), 541
6. Economic development, institutional change, and the political economy of agricultural protection: An econometric study of Belgium since the 19th century
   Agricultural Economics, 2001, 26, (1), 25-43 View citations
7. Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root
   Journal of Forecasting, 2001, 20, (3), 203-29 View citations

2000

8. On the sensitivity of the usual t- and F-tests to covariance misspecification
   Journal of Econometrics, 2000, 95, (1), 157-176 View citations
9. The political economy of public research investment and commodity policies in agriculture: an empirical study
   Agricultural Economics, 2000, 22, (2), 111-122 View citations

1999

10. The sensitivity of OLS when the variance matrix is (partially) unknown
    Journal of Econometrics, 1999, 92, (2), 295-323 View citations