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Details about Anurag Banerjee

E-mail:
Homepage:http://www.dur.ac.uk/a.n.banerjee/index.htm
Postal address:23/26 Old Elvet Department of Economics University of Durham Durham, UK
Workplace:Business School, Durham University, (more information at EDIRC)

Access statistics for papers by Anurag Banerjee.

Last updated 2014-03-28. Update your information in the RePEc Author Service.

Short-id: pba125


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Working Papers

2013

  1. Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
    Post-Print, HAL Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2013) Downloads

2011

  1. Is India Shining?
    Working Papers, Durham University Business School Downloads
  2. Piecewise local linear estimation of functional equilibrium relationships
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
  3. The rich keep getting richer in India! Says who?
    Working Papers, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada. Downloads View citations (1)
  4. Who pays for job training?
    Working Papers, Durham University Business School Downloads

2006

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

    See also Journal Article in Canadian Journal of Economics (2007)

2004

  1. Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads
  2. 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 Downloads

1997

  1. On the sensitivity of the usual t-and f-tests to AR(1) misspecification
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in Journal of Forecasting (2001)
  3. The Sensitivity of Estimates, Inferences and Forecasts of Linear Models
    Open Access publications from Tilburg University, Tilburg University Downloads

1996

  1. Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

Journal Articles

2013

  1. Active momentum trading versus passive ' naive diversification'
    Quantitative Finance, 2013, 13, (5), 655-663 Downloads

2012

  1. DISCRIMINATING SHORT AND LONG MEMORY IN FINITE SAMPLES USING SENSITIVITY ANALYSIS: AN APPLICATION TO GROWTH CONVERGENCE
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s168-s192 Downloads

2011

  1. Informed momentum trading versus uninformed "naive" investors strategies
    Journal of Banking & Finance, 2011, 35, (11), 3077-3089 Downloads View citations (1)

2007

  1. A method of estimating the average derivative
    Journal of Econometrics, 2007, 136, (1), 65-88 Downloads View citations (6)
  2. Skating on thin ice: rule changes and team strategies in the NHL
    Canadian Journal of Economics, 2007, 40, (2), 493-514 Downloads View citations (4)
    See also Working Paper (2006)
  3. The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
    Economics Letters, 2007, 94, (2), 213-219 Downloads

2004

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

2001

  1. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process
    Journal of Forecasting, 2001, 20, (5), 357-66
  2. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum
    Journal of Forecasting, 2001, 20, (7), 541
  3. 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 Downloads View citations (19)
  4. Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root
    Journal of Forecasting, 2001, 20, (3), 203-29 View citations (2)
    See also Working Paper (1997)

2000

  1. On the sensitivity of the usual t- and F-tests to covariance misspecification
    Journal of Econometrics, 2000, 95, (1), 157-176 Downloads View citations (6)
  2. The political economy of public research investment and commodity policies in agriculture: an empirical study
    Agricultural Economics, 2000, 22, (2), 111-122 Downloads View citations (15)

1999

  1. The sensitivity of OLS when the variance matrix is (partially) unknown
    Journal of Econometrics, 1999, 92, (2), 295-323 Downloads View citations (9)
 
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