Details about Anurag Banerjee
Access statistics for papers by Anurag Banerjee.
Last updated 2021-07-08. Update your information in the RePEc Author Service.
Short-id: pba125
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Working Papers
2021
- Cross-country Disparities in Skill Premium and Skill Acquisition
Department of Economics Working Papers, Durham University, Department of Economics View citations (1)
2016
- Business Cost and Skill Acquisition
CEMAP Working Papers, Durham University Business School
- Demand for household sanitation in India using NFHS-3 data
CEMAP Working Papers, Durham University Business School
See also Journal Article Demand for household sanitation in India using NFHS-3 data, Empirical Economics, Springer (2017) View citations (7) (2017)
- The Endgame
Working Papers, Nazarbayev University, Department of Economics View citations (1)
2013
- Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
Working Papers, HAL View citations (7)
Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2013) View citations (7)
- Is India Shining?
CEMAP Working Papers, Durham University Business School
Also in Department of Economics Working Papers, Durham University, Department of Economics (2011)
See also Journal Article Is India Shining?, Review of Development Economics, Wiley Blackwell (2014) View citations (2) (2014)
- The Dynamics of Income Growth and Poverty: Evidence from Districts in India
CEMAP Working Papers, Durham University Business School
See also Journal Article The Dynamics of Income Growth and Poverty: Evidence from Districts in India, Development Policy Review, Overseas Development Institute (2015) View citations (7) (2015)
2011
- 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. View citations (2)
- Who pays for job training?
Department of Economics Working Papers, Durham University, Department of Economics
Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2008)
2004
- Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
Econometric Society 2004 Australasian Meetings, Econometric Society
Journal Articles
2020
- Probabilistic forecasting of bubbles and flash crashes
The Econometrics Journal, 2020, 23, (2), 297-315 View citations (1)
2017
- Corporate financing and anticipated credit rating changes
Review of Quantitative Finance and Accounting, 2017, 48, (4), 893-915 View citations (11)
- Demand for household sanitation in India using NFHS-3 data
Empirical Economics, 2017, 53, (1), 307-327 View citations (7)
See also Working Paper Demand for household sanitation in India using NFHS-3 data, CEMAP Working Papers (2016) (2016)
2016
- An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 102-120 View citations (12)
2015
- The Dynamics of Income Growth and Poverty: Evidence from Districts in India
Development Policy Review, 2015, 33, (3), 293-312 View citations (7)
See also Working Paper The Dynamics of Income Growth and Poverty: Evidence from Districts in India, CEMAP Working Papers (2013) (2013)
2014
- Functional cointegration: definition and nonparametric estimation
Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (5), 507-520
- How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
Emerging Markets Review, 2014, 21, (C), 67-81 View citations (4)
- Is India Shining?
Review of Development Economics, 2014, 18, (1), 59-72 View citations (2)
See also Working Paper Is India Shining?, CEMAP Working Papers (2013) (2013)
2013
- Active momentum trading versus passive ' naive diversification'
Quantitative Finance, 2013, 13, (5), 655-663 View citations (2)
2012
- 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
2011
- Informed momentum trading versus uninformed "naive" investors strategies
Journal of Banking & Finance, 2011, 35, (11), 3077-3089 View citations (10)
2007
- A method of estimating the average derivative
Journal of Econometrics, 2007, 136, (1), 65-88 View citations (9)
- Skating on thin ice: rule changes and team strategies in the NHL
Canadian Journal of Economics, 2007, 40, (2), 493-514 View citations (7)
- 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
- Does a sudden death liven up the game? Rules, incentives, and strategy in football
Economic Theory, 2004, 23, (2), 411-421 View citations (2)
2001
- A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process
Journal of Forecasting, 2001, 20, (5), 357-66 View citations (1)
- A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum
Journal of Forecasting, 2001, 20, (7), 541
- 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 (40)
- Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root
Journal of Forecasting, 2001, 20, (3), 203-29 View citations (5)
2000
- 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 (34)
1999
- The sensitivity of OLS when the variance matrix is (partially) unknown
Journal of Econometrics, 1999, 92, (2), 295-323 View citations (16)
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