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JEL Code: C1
1,879,685 Total downloads
Showing Papers 1,341 - 1,390 of 8,573
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Testing for Third-Order Stochastic Dominance with Diversification Possibilities ERIM Report Series Reference No. ERS-2002-02-F&A
Thierry Post
Date Posted: February 26, 200882 downloads
Testing for Symmetry of Distribution
Date Posted: August 07, 2011Last Revised: October 30, 201134 downloads
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels Swiss Finance Institute Research Paper No. 11-32
Marcelo Fernandes ,
O. Scaillet and
Eduardo F. Mendes
Date Posted: August 22, 201146 downloads
Testing for Structural Change in the Dynamic Adjustment Model with Autoregressive Errors Empirical Economics, Vol. 24, No. 1, 1999
Kien C. Tran
Date Posted: March 03, 1999
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations U of London Queen Mary Economics Working Paper No. 470
George Kapetanios
Date Posted: January 15, 2003187 downloads
Testing for Stochastic Monotonicity LSE STICERD Research Paper No. EM504
Sokbae Lee ,
Oliver B. Linton and
Yoon-Jae Whang
Date Posted: July 21, 200829 downloads
Testing for Stochastic Dominance Efficiency ERIM Report Series Reference No. ERS-2005-033-F&A
Oliver B. Linton ,
Thierry Post and
Yoon-Jae Whang
Date Posted: May 13, 2005252 downloads
Testing for Stochastic Dominance Efficiency
Nikolas L. Topaloglou
and
O. Scaillet
Date Posted: September 15, 2005149 downloads
Testing for Stationarity with a Break in Panels Where the Time Dimension is Finite Bulletin of Economic Research, Vol. 64, pp. s123-s148, 2012
Kaddour Hadri
,
Rolf Larsson and
Yao Rao
Date Posted: December 11, 2012
Testing for Spurious Long Memory: A Monte Carlo Comparison with an Application to Credit Default Swaps
Arturo Leccadito
,
Omar Rachedi
and
Giovanni Urga
Date Posted: March 17, 201077 downloads
Testing for Sphericity in a Fixed Effects Panel Data Model Center for Policy Research Working Paper No. 112
Badi H. Baltagi
,
Qu Feng and
Chihwa Kao
Date Posted: April 13, 201110 downloads
Testing for Sign and Amplitude Asymmetries Using Threshold Autoregressions Journal of Economic Dynamics and Control, Vol. 30, No. 4, pp. 623-654, 2006, Cass Business School Research Paper
Ana-Maria Fuertes and
Jerry Coakley
Date Posted: March 30, 2006
Testing for Restricted Stochastic Dominance IZA Discussion Paper No. 2047
Russell Davidson and
Jean-Yves Duclos
Date Posted: March 30, 2006120 downloads
Testing for Restricted Stochastic Dominance CIRPEE Working Paper No. 06-09
Russell Davidson and
Jean-Yves Duclos
Date Posted: April 04, 200671 downloads
Testing for Rational Bubbles in a Co-Explosive Vector Autoregression Shorter and revised version published in: Econometrics Journal, Vol. 15, Nr. 2, 2012, s. 226-254.
Tom Engsted and
Bent Nielsen
Date Posted: June 26, 2010Last Revised: February 28, 201335 downloads
Testing for Random Effects and Spatial Lag Dependence in Panel Data Models
Badi H. Baltagi
and
Long Liu
Date Posted: April 16, 201123 downloads
Testing for Productive Efficiency with Errors-in-Variables: With an Application to the Dutch Electricity Sesctor ERIM Report Series Reference No. ERS-2001-22-F&A
Timo Kuosmanen
,
Thierry Post and
Stefan Scholtes
Date Posted: February 10, 2003108 downloads
Testing for Predictability Quantile Journal, Vol. 1, pp. 39-42, 2006
Stanislav Anatolyev
Date Posted: October 21, 200661 downloads
Testing for Poverty Dominance: An Application to Canada - Mettre AU Test La Dominance Des États De Pauvreté: Une Application AU Canada Canadian Journal of Economics/Revue canadienne d'économique, Vol. 44, Issue 3, pp. 781-803, 2011,
Wen‐Hao Chen and
Jean‐Yves Duclos
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: August 25, 20113 downloads
Testing for Poverty Dominance: An Application to Canada CIRPEE Working Paper 08-36
Wen-Hao Chen
and
Jean-Yves Duclos
Date Posted: November 17, 200814 downloads
Testing for Poverty Dominance: An Application to Canada IZA Discussion Paper No. 3829
Wen-Hao Chen
and
Jean-Yves Duclos
Date Posted: November 25, 200849 downloads
Testing for Partial Exogeneity with Weak Identification
Firmin Doko Tchatoka
Date Posted: June 17, 20121 downloads
Testing for Optimal Monetary Policy via Moment Inequalities
Laura Coroneo
,
Valentina Corradi
and
Paulo Santos Monteiro
Date Posted: June 09, 2011Last Revised: April 13, 201227 downloads
Testing for Nonstationary Long Memory against Nonlinear Ergodic Models U of London Queen Mary Economics Working Paper No. 500
George Kapetanios and
Yongcheol Shin
Date Posted: August 21, 2003121 downloads
Testing for Non-Nested Conditional Moment Restrictions via Conditional Empirical Likelihood Cowles Foundation Discussion Paper No. 1533
Taisuke Otsu
and
Yoon-Jae Whang
Date Posted: September 20, 200560 downloads
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood Cowles Foundation Discussion Paper No. 1660
Taisuke Otsu
,
Myung Hwan Seo
and
Yoon-Jae Whang
Date Posted: May 23, 200833 downloads
Testing for Non-Linear Structure in an Artificial Financial Market SFB (Sonderforschungsbereich)303 Discussion Paper No. B - 447
Shu-Heng Chen ,
Thomas Lux and
Michele Marchesi
Date Posted: November 14, 1999
Testing for Neglected Nonlinearity in Long Memory Models U of London Queen Mary Economics Working Paper No. 473
George Kapetanios
Date Posted: January 14, 2003134 downloads
Testing for Negativity in a Demand System: A Bayesian Approach Empirical Economics, Vol. 24, No. 2, May 1999
Hikaru Hasegawa ,
Hideo Kozumi and
Noriko Hashimoto
Date Posted: May 23, 1999
Testing for Multiple Bubbles Cowles Foundation Discussion Paper No. 1843
Peter C. B. Phillips ,
Shu Ping Shi
and
Jun Yu
Date Posted: January 09, 2012150 downloads
Testing for Multimodality in Russian and Chinese Regional Income Distribution: A Research Note
Thomas Herzfeld
Date Posted: March 01, 2006166 downloads
Testing for Multicointegration Working Paper No. 1997-1
Tom Engsted ,
Jesús Gonzalo and
Niels Haldrup
Date Posted: February 25, 1997212 downloads
Testing for Monotonicity in Expected Asset Returns
Joseph P. Romano
and
Michael Wolf
Date Posted: June 07, 2011Last Revised: January 24, 201351 downloads
Testing for Mobility Dominance CIRPEE Working Paper 10-02
Yele Maweki Batana and
Jean-Yves Duclos
affiliation not provided to SSRN
and
Laval University
Date Posted: February 09, 201019 downloads
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization
Chang-Jin Kim and
Charles R. Nelson
Date Posted: March 12, 1999302 downloads
Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes CREATES Research Paper No. 2008-59
Frank Nielsen
and
Per Skaarup Frederiksen
Date Posted: November 25, 200849 downloads
Testing for Linear and Nonlinear Causality in Spot and Future Prices of Notional Multi-Commodity Indices Soni, T.K ‘Testing for Linear and Nonlinear Granger Causality in Notional Indian Multi-Commodity Indices’ ArthAnvesan- Bi-Annual Refereed Journal of SMVDU College of Management , 61-76,
Tarun Kumar Soni
Date Posted: February 10, 2012Last Revised: April 08, 20134 downloads
Testing for Jumps When Asset Prices are Observed with Noise - A Swap Variance Approach Journal of Econometrics, Vol. 144, No. 2, pp. 352-370, 2008
George J. Jiang and
Roel C. A. Oomen
Date Posted: November 21, 2005Last Revised: July 08, 2008443 downloads
Testing for Instability in Factor Structure of Yield Curves Cass Working Paper No. WP-CEA-09-2007, Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Dennis Philip
Date Posted: July 12, 2007Last Revised: June 22, 2010
Testing for Inflation Convergence Between the Euro Zone and its CEE Partners William Davidson Institute Working Paper No. 768
Imed Drine
and
Christophe Rault
Date Posted: May 26, 200556 downloads
Testing for Indeterminacy: An Application to U. S. Monetary Policy PIER Working Paper No. 02-025
Thomas A. Lubik and
Frank Schorfheide
Date Posted: August 12, 2002106 downloads
Testing for IIA with the Hausman-Mcfadden Test IZA Discussion Paper No. 5826
Wim P.M. Vijverberg
Date Posted: July 11, 201130 downloads
Testing for Granger Causalityin Heterogeneous Mixed Panels Economic Modelling, Vol. 28, 2011
Furkan Emirmahmutoglu
and
Nezir Kose
Date Posted: February 10, 2010Last Revised: June 24, 201276 downloads
Testing for Fractional Integration Versus Short Memory with Structural Breaks* Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 278-305, 2012
Laura Mayoral
Date Posted: February 10, 20121 downloads
Testing for Fractal Structure in Stock Returns Boston College Economics Working Paper #314
John T. Barkoulas and
Christopher F. Baum
Date Posted: June 25, 1998
Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity US Census Bureau Center for Economic Studies Paper No. CES-WP- 12-32
Andrew B. Bernard ,
Stephen J. Redding and
Peter K. Schott
Date Posted: January 22, 20132 downloads
Testing for Factor Price Equality in the Presence of Unobserved Factor Quality Differences Tuck School of Business Working Paper No. 2009-71, US Census Bureau Center for Economic Studies Paper No. CES-WP 09-22
Andrew B. Bernard ,
Stephen J. Redding and
Peter K. Schott
Date Posted: September 20, 200921 downloads
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Markets: A Geometric Brownian Motion and Multivariate Garch Model Approach
Jie Zhu
Date Posted: April 23, 2007329 downloads
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach CREATES Research Paper No. 2008-15
Jie Zhu
Date Posted: June 25, 2008137 downloads
Testing for Exogeneity in Nonlinear Threshold Models Queen Mary, University of London Economics Working Paper No. 515
George Kapetanios
Date Posted: July 26, 200479 downloads
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