1. Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo.
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2. Demand and Distribution in a Dynamic Spatial Panel Model for the United States: Evidence from State-Level Data. (2022). Lima, Gilberto ; Marques, Andre M.
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3. Are the East African Communitys Countries Ready for a Common Currency?. (2022). Heshmati, Almas ; Kigabo-Rusuhuzwa, Thomas.
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4. The effects of renewable energy, spatial spillover of CO2 emissions and economic freedom on CO2 emissions in the EU. (2021). Shabani, Zahra Dehghan ; Shahnazi, Rouhollah.
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5. On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalya.
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6. Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul .
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7. Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Ma, Wei ; Li, Haiqi.
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8. Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem.
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9. Do financial reforms help stabilize inequality?. (2015). McAdam, Peter ; Christopoulos, Dimitris.
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10. Exchange Rate Undervaluation, Financial Development and Growth. (2012). Sekkat, Khalid.
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11. Is there a material Kuznets curve for aluminium? evidence from rich countries. (2012). Jaunky, Vishal Chandr.
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12. Effects of weather shocks on agricultural commodity prices in Central Asia. (2012). Mirzabaev, Alisher ; Tsegai, Daniel W..
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13. Exchange Rate Undervaluation and Manufactured Exports: A Deliberate Strategy?. (2011). Sekkat, Khalid ; Nouira, Ridha ; Plane, Patrick.
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14. Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels. (2008). Kapetanios, George ; Chortareas, Georgios.
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15. Price Convergence across Regions in India. (2004). Das, Samarjit ; Bhattacharya, Kaushik.
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16. An Improved Panel Unit Root Test Using GLS-Detrending. (2003). Lopez, Claude.
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17. An Improved Panel Unit Root Test Using GLS-Detrending. (2003). Lopez, Claude.
    In: Econometrics.
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1. Bonferroni-Based Size-Correction for Nonstandard Testing Problems. (2012). McCloskey, Adam.
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2. Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests. (2011). Guggenberger, Patrik ; Cheng, Xu ; Andrews, Donald ; Donald W. K. Andrews, .
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1813.

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3. Search equilibrium and social and private returns to education. (2010). Launov, Andrey ; Holzner, Christian.
   In: European Economic Review.
   RePEc:eee:eecrev:v:54:y:2010:i:1:p:39-59.

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4. Applications of subsampling, hybrid, and size-correction methods. (2010). Guggenberger, Patrik ; Andrews, Donald ; Andrews, Donald W. K., .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:158:y:2010:i:2:p:285-305.

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5. Testing for unobserved heterogeneity in exponential and Weibull duration models. (2010). Cho, Jin Seo.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:157:y:2010:i:2:p:458-480.

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6. Non Parametric Estimation of a Polarization Measure. (2009). LINTON, OLIVER ; Wang, Yoon-Jae ; Anderson, Gordon.
   In: Working Papers.
   RePEc:tor:tecipa:tecipa-363.

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7. Point Decisions for Interval-Identified Parameters. (2009). Song, Kyungchul.
   In: PIER Working Paper Archive.
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8. A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series. (2009). Monokroussos, George.
   In: Discussion Papers.
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9. Nonparametric estimation of a polarization measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
   In: CeMMAP working papers.
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10. Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models. (2009). Cho, Jin Seo ; White, Halbert.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:0912.

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11. Estimation with overidentifying inequality moment conditions. (2009). Schorfheide, Frank ; Moon, Hyungsik.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:2:p:136-154.

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12. Nonparametric Estimation of a Polarization Measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1714.

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13. Nonparametric estimation of a polarization measure. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Anderson, Gordon.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we095130.

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14. Functional Form Misspecification in Regressions with a Unit Root. (2008). Kasparis, Ioannis.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:2-2008.

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15. Parameter estimation in nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika.
    In: Economics Series Working Papers.
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16. Parameter Estimation in Nonlinear AR-GARCH Models. (2008). Saikkonen, Pentti ; Meitz, Mika.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/25.

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17. The structure of US food demand. (2008). LaFrance, Jeffrey.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:2:p:336-349.

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18. Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities. (2008). Rosen, Adam.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:107-117.

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19. Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities. (2008). Han, Sukjin ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1671.

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20. Assessing the shape of the distribution of interest rates: lessons from French individual data.. (2008). Lacroix, R..
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21. Parameter estimation in nonlinear AR-GARCH models. (2008). Saikkonen, Pentti ; Meitz, Mika.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-30.

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22. Applications of Subsampling, Hybrid, and Size-Correction Methods. (2007). Guggenberger, Patrik ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1608.

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23. On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models. (2007). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2007_0713.

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24. Maximum Likelihood Inference for Log-linear Models Subject to Constraints of Double Monotone Dependence. (2006). Colombi, Roberto ; Cazzaro, Manuela.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:15:y:2006:i:2:p:177-190.

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25. Inference in GARCH when some coefficients are equal to zero. (2006). Zakoian, Jean-Michel ; Francq, Christian.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:64.

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26. Indirect estimation of alpha-stable stochastic volatility models. (2006). Lombardi, Marco ; Calzolari, Giorgio.
    In: Econometrics Working Papers Archive.
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27. Asymptotics for estimation and testing procedures under loss of identifiability. (2006). Zhu, Hongtu ; Zhang, Heping.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:97:y:2006:i:1:p:19-45.

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28. A fast subsampling method for nonlinear dynamic models. (2006). Scaillet, Olivier ; Hong, Han.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:557-578.

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29. Regime switching for dynamic correlations. (2006). Pelletier, Denis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:445-473.

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30. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions. (2006). Schorfheide, Frank ; Moon, Hyungsik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5605.

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31. Asymptotic theory for a factor GARCH model. (2006). Hafner, Christian ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006071.

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32. MONOTONICITY AND CURVATURE - A BOOTSTRAPPING APPROACH. (2006). Sauer, Johannes.
    In: 46th Annual Conference, Giessen, Germany, October 4-6, 2006.
    RePEc:ags:gewi06:14948.

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33. Rates of information aggregation in common value auctions. (2004). Shum, Matthew ; Hong, Han.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:116:y:2004:i:1:p:1-40.

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34. Evaluating style analysis. (2004). ter Horst, Jenke ; Nijman, Theo ; De Roon, Frans A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:29-53.

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35. Bootstrap unit root tests in panels with cross-sectional dependency. (2004). Chang, Yoosoon.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:120:y:2004:i:2:p:263-293.

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36. Factor representing portfolios in large asset markets. (2004). Sentana, Enrique.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:119:y:2004:i:2:p:257-289.

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37. Regime Switching for Dynamic Correlations. (2004). Pelletier, Denis.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:230.

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38. BOOTSTRAPPING YOUR FISH OR FISHING FOR BOOTSTRAPS?: PRECISION OF WELFARE LOSS ESTIMATES FROM A GLOBALLY CONCAVE INVERSE DEMAND MODEL OF COMMERCIAL FISH LANDINGS IN THE U.S. GREAT LAKES. (2004). Holt, Matthew ; Bishop, Richard C. ; Hilmer, Christiana E..
    In: 2004 Annual meeting, August 1-4, Denver, CO.
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39. A simple estimator for nonlinear error in variable models. (2003). Tamer, Elie ; Hong, Han.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:117:y:2003:i:1:p:1-19.

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40. An MCMC approach to classical estimation. (2003). Hong, Han ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:115:y:2003:i:2:p:293-346.

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41. GMM Estimation of Autoregressive Roots Near Unity with Panel Data. (2003). Phillips, Peter ; Moon, Hyungsik.
    In: Cowles Foundation Discussion Papers.
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42. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. (2002). Chang, Yoosoon.
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43. Variable Selection for Portfolio Choice. (2001). Ait-Sahalia, Yacine ; Brandt, Michael W..
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44. Endogenous Distribution, Politics, and Growth. (2001). Ghate, Chetan ; CHATE, Chetan.
    In: LIDAM Discussion Papers IRES.
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45. Nonparametric Tests for Positive Quadrant Dependence. (2001). Scaillet, Olivier ; Denuit, Michel.
    In: LIDAM Discussion Papers IRES.
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46. Discrete Choice Modeling for Transportation. (2001). Brownstone, David.
    In: University of California Transportation Center, Working Papers.
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47. CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION. (2000). Sentana, Enrique ; Fiorentini, Gabriele ; Calzolari, Giorgio.
    In: Working Papers. Serie AD.
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48. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. (2000). Chang, Yoosoon.
    In: Econometric Society World Congress 2000 Contributed Papers.
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49. Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights. (2000). Kim, Tae-Hwan ; White, Halbert ; Stone, Douglas.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt5h98h28m.

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50. A COMPARISON OF RESAMPLING TECHNIQUES WHEN PARAMETERS ARE ON A BOUNDARY: THE BOOTSTRAP, SUBSAMPLE BOOTSTRAP, AND SUBSAMPLE JACKKNIFE. (2000). Holt, Matthew ; Hilmer, Christiana E..
    In: 2000 Annual meeting, July 30-August 2, Tampa, FL.
    RePEc:ags:aaea00:21810.

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