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238,981
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JEL Code: C1
1,883,081 Total downloads
Showing Papers 1,361 - 1,410 of 8,584
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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, 2012153 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, 2008444 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, 201277 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
Testing for Equality between Two Copulas Swiss Finance Institute Research Paper No. 07-24
Bruno Remillard and
O. Scaillet
Date Posted: September 24, 2007244 downloads
Testing for East-West Contagion in the European Banking Sector During the Financial Crisis Bank of Italy Temi di Discussione (Working Paper) No. 790
Emidio Cocozza
and
Paolo Piselli
Date Posted: May 09, 201170 downloads
Testing for Discontinuity or Type of Distribution Mathematics and Computers in Simulation, Vol. 71, No. 1, March 2006
Neil Garrod ,
Pirkovic Sonja Ratej
and
Aljosa Valentincic
Date Posted: August 03, 2006
Testing For Differences In The Tails Of Stock-Market Returns HEC Working Paper No. CR 739/2001
Michael Rockinger
Date Posted: November 22, 2001177 downloads
Testing for Differences in Risk Exposure Among Assets SIUC Department of Economics Working Paper 01-11
Scott D. Gilbert and
Petr Zemcik
Date Posted: June 09, 2001
Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach CEPR Working Paper No. 2201
Fabio Canova
Date Posted: October 15, 1999
Testing for Contagion - Mean and Volatility Contagion Journal of Multinational Financial Management,
Vol. 13, Nos. 4-5 , pp. 405-422, December 2003
Dirk G. Baur
Date Posted: June 14, 2006
Testing for Concordance Ordering FAME Research Paper No. 41
Ana C. Cebrian ,
Michel Denuit
and
O. Scaillet
Date Posted: May 24, 2002106 downloads
Testing for Complementarity and Substitutability in the Case of Multiple Practices
Boris Lokshin
,
Martin A. Carree and
Rene Belderbos
Date Posted: March 04, 200890 downloads
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects Cowles Foundation Discussion Paper No. 1832
Zhang Yonghui
,
Liangjun Su
and
Peter C. B. Phillips
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Yale University - Cowles Foundation
Date Posted: November 01, 201133 downloads
Testing for Collusion in Asymmetric First-Price Auctions International Journal of Industrial Organization, 2013, vol 31, 26-35.
Gaurab Aryal
and
Maria Florencia Gabrielli
Date Posted: June 29, 2012Last Revised: April 12, 201321 downloads
Testing for Cointegration in Nonlinear STAR Error Correction Models U of London Queen Mary Economics Working Paper No. 497
George Kapetanios ,
Yongcheol Shin and
Andy Snell
Date Posted: August 31, 2003257 downloads
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process Journal of Statistical Planning and Inference, Vol. 139, pp. 2731 -2745, 2009
Date Posted: March 30, 2007Last Revised: November 11, 2009110 downloads
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle Economics Discussion Paper No. 2007-39
Francesca Di Iorio and
Stefano Fachin
Date Posted: November 29, 20105 downloads
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-14
Francesca Di Iorio and
Stefano Fachin
Date Posted: December 18, 201012 downloads
Testing for Bivariate Spherical Symmetry CentER Discussion Paper Series No. 2010-71
John H. J. Einmahl
and
Maria Gantner
Date Posted: July 17, 201015 downloads
Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean U of London Queen Mary Economics Working Paper No. 496
Andrew P. Blake
and
George Kapetanios
Date Posted: August 31, 2003102 downloads
Testing for ARCH in the Presence of Additive Outliers
Philip Hans Franses ,
Andre Lucas and
Dick J. C. van Dijk
Date Posted: July 22, 1997
Testing for Additive Outliers in Seasonally Integrated Time Series University of Aarhus Department of Economics Working Paper No. 2004-14
Niels Haldrup ,
Antonio Montañes and
Andreu Sansó
Date Posted: February 08, 200541 downloads
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