Details about Anurag Banerjee

Access statistics for papers by Anurag Banerjee.

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Short-id: pba125

Working Papers

2011

1. Is India Shining?
   Working Papers, Durham University Business School
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.
4. Who pays for job training?
   Working Papers, Durham University Business School

2006

5. Skating on Thin Ice: Rule Changes and Team Strategies in the NHL
   LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven
   Also in Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences (2004) View citations (1)
   See also Journal Article in Canadian Journal of Economics (2007)

2004

6. Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
   Econometric Society 2004 Australasian Meetings, Econometric Society
7. 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

1997

8. On the sensitivity of the usual t-and f-tests to AR(1) misspecification
   Discussion Paper, Tilburg University, Center for Economic Research
9. 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)
10. The Sensitivity of Estimates, Inferences and Forecasts of Linear Models
    Open Access publications from Tilburg University, Tilburg University

1996

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

Journal Articles

2011

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

2007

2. A method of estimating the average derivative
   Journal of Econometrics, 2007, 136, (1), 65-88 View citations (5)
3. Skating on thin ice: rule changes and team strategies in the NHL
   Canadian Journal of Economics, 2007, 40, (2), 493-514 View citations (3)
   See also Working Paper (2006)
4. 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

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

2001

6. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process
   Journal of Forecasting, 2001, 20, (5), 357-66
7. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum
   Journal of Forecasting, 2001, 20, (7), 541
8. 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 (15)
9. 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

10. On the sensitivity of the usual t- and F-tests to covariance misspecification
    Journal of Econometrics, 2000, 95, (1), 157-176 View citations (6)
11. The political economy of public research investment and commodity policies in agriculture: an empirical study
    Agricultural Economics, 2000, 22, (2), 111-122 View citations (11)

1999

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