Econometrics

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0402010: Mexico’s Industrial Engine of Growth: Cointegration and Causality

Alejandro Diaz-Bautista

0402009: Classifying the Markets Volatility with ARMA Distance Measures

Edoardo Otranto

0402008: The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach

Giancarlo Bruno and Edoardo Otranto

0402007: Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?

Artur C. B. da Silva Lopes

0402006: ASIMETRÍA, PERSISTENCIA Y NO LINEALIDAD DE LA TASA DE DESEMPLEO ESPAÑOL

Jose Maria Casado Garcia and F.Javier Trívez

0402005: Cointegration in Frequency Domain

Daniel Levy

0402004: Consistent Model Specification Tests Against Smooth Transition Alternatives

Jonathan B. Hill

0402003: Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems

Victor Aguirregabiria

0402002: Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited

Jonathan B. Hill

0402001: Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures

Bakhodir Ergashev

0401009: Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View

Horst Entorf

0401008: Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes

Niklas Wagner and Terry A. Marsh

0401007: Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications

Markus Junker, Alexander Szimayer and Niklas Wagner

0401006: Unit Roots, Nonlinear Cointegration and Purchasing Power Parity

Alfred A. Haug and Syed A. Basher

0401005: Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries

Jesus Clemente, Antonio Montañes and Marcelo Reyes

0401004: LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study

Jonathan B. Hill

0401003: Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints

Tommaso Proietti and Filippo Moauro

0401002: Forecasting and Signal Extraction with Misspecified Models

Tommaso Proietti

0401001: Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes

Jonathan B. Hill

0312005: Offensive Performance, Omitted Variables, and the Value of Speed in Baseball

Theodore Turocy

0312004: Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification

Jean-Yves Pitarakis

0312003: Dating the Italian Business Cycle: A Comparison of Procedures

Giancarlo Bruno and Edoardo Otranto

0312002: Spot price dynamics in deregulated power markets

Marina Resta and Davide Sciutti

0312001: Tests for the consistency of three-level nested logit models with utility maximization

María José Gil-Moltó and Arne Hole (Maria Jose Gil Molto)

0311009: Testing for Stochastic Cointegration and Evidence for Present Value Models

Brendan McCabe, Stephen Leybourne and David Harris

0311008: Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification

Stephen Leybourne, Tae-Hwan Kim and Paul Newbold

0311007: EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST

Stephen Leybourne, Paul Newbold and Tae-Hwan Kim

0311006: On Unit Root Tests and the Initial Observation

Stephen Leybourne and David Harvey

0311005: Panel Stationarity Tests with Cross-sectional Dependence

David Harris, Stephen Leybourne and Brendan McCabe

0311004: Testing and Estimating Persistence in Canadian Unemployment

O. Mikhail, Curtis J. Eberwein and Jagdish Handa

0311003: Mutual information: a dependence measure for nonlinear time series

Andreia Dionisio, Rui Menezes and Diana A. Mendes

0311002: Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter

Roberto Iannaccone and Edoardo Otranto

0311001: the Multi-State Markov Switching Model

Edoardo Otranto

0310006: An Improved Panel Unit Root Test Using GLS-Detrending

Claude Lopez

0310005: Smoothed Empirical Likelihood Methods for Quantile Regression Models

Yoon-Jae Whang

0310004: Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison

Luciano Gutierrez

0310003: An Improved Panel Unit Root Test Using GLS-Detrending

Claude Lopez

0310002: Japanese Public Support For Official Development Assistance

Michael Joseph Gagen

0310001: MyQuestLight User’s Guide

Plamen Yossifov (Пламен Йосифов)

0309004: Central regions and dependency

Karl Mosler

0309003: Maximum Probability/Entropy translating of contiguous categorical observations into frequencies

Marian Grendar and Marian Grendar (Marian Grendar)

0309002: A SETAR model with long-memory dynamics

Gilles Dufrénot, Dominique GUEGAN and Anne PEGUIN-FEISSOLLE

0309001: Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model

Gilles Dufrénot, Elisabeth GRIMAUD, Eug=E9nie LATIL and Valérie Mignon

0308005: A Self-Consistent Model for the Forward Price Dynamics

Vlad Makhankov

0308004: Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials

Daniel Kaufmann, Gil Mehrez and Tugrul Gurgur

0308003: Structural Equation Models in Human Behavior Genetics

Arthur S. Goldberger

0308002: Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong

Hai-Chin Yu and Ming-Chang Huang

0308001: Tests of Conditional Predictive Ability

Raffaella Giacomini and Halbert White

0307007: Strongly Consistent Determination of the Rank of Matrix

Zaka Ratsimalahelo

0307006: On Priors for Impulse Responses in Bayesian Structural VAR Models

Andrzej Kociêcki