1. Alternative tests for correct specification of conditional predictive densities. (2017). Sekhposyan, Tatevik ; Rossi, Barbara.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1416.

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2. Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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3. Conditional Predictive Density Evaluation in the Presence of Instabilities. (2015). Rossi, Barbara ; Sehkposyan, Tatevik .
   In: Working Papers.
   RePEc:bge:wpaper:688.

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4. Quantile aggregation of density forecasts. (2014). Busetti, Fabio.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_979_14.

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5. Conditional predictive density evaluation in the presence of instabilities. (2013). Sekhposyan, Tatevik ; Rossi, Barbara.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1368.

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6. The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand. (2013). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C. ; Stofberg, Francois .
   In: Working Papers.
   RePEc:pre:wpaper:201304.

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7. Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models. (2011). SHEN, XIANGJIN ; Tsurumi, Hiroki.
   In: Departmental Working Papers.
   RePEc:rut:rutres:201126.

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8. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments. (2011). Swanson, Norman ; Armah, Nii Ayi.
   In: Departmental Working Papers.
   RePEc:rut:rutres:201105.

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9. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2011). Swanson, Norman ; Armah, Nii Ayi.
   In: Departmental Working Papers.
   RePEc:rut:rutres:201103.

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10. Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250.

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11. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Discussion Papers.
    RePEc:swe:wpaper:2008-10.

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12. Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments. (2008). Swanson, Norman ; Armah, Nii Ayi.
    In: Working Papers.
    RePEc:fip:fedpwp:08-25.

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13. Combining inflation density forecasts. (2008). Ravazzolo, Francesco ; Kascha, Christian.
    In: Working Paper.
    RePEc:bno:worpap:2008_22.

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14. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-03.

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15. Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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16. Nonparametric tests for conditional symmetry in dynamic models. (2007). Escanciano, Juan Carlos ; Delgado, Miguel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:652-682.

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17. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2006). Swanson, Norman ; Armah, Nii Ayi.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200619.

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18. A Simulation Based Specification Test for Diffusion Processes. (2006). Swanson, Norman ; Bhardwaj, Geetesh ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200614.

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19. Predictive density and conditional confidence interval accuracy tests. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:187-228.

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20. Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability. (2005). Rossi, Barbara.
    In: International Finance.
    RePEc:wpa:wuwpif:0503006.

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21. Comparing Density Forecsts via Weighted Likelihood Ratio Tests. (2005). Giacomini, Raffaella ; amisano, gianni.
    In: Working Papers.
    RePEc:ubs:wpaper:ubs0504.

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22. STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index. (2005). Pérez-Rodríguez, Jorge ; Andrada-Felix, Julian ; Torra, Salvador.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:3:p:490-509.

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23. Testing the Parametric Specification of the Diffusion Function in a Diffusion Process. (2005). Li, Fuchun.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-35.

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24. Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots. (2004). Silva, Ricardo.
    In: Econometrics.
    RePEc:wpa:wuwpem:0405002.

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25. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200423.

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26. Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. (2004). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Mishra, Santosh.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:4:p:629-645.

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27. Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives. (2004). Swanson, Norman ; Corradi, Valentina.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:185-199.

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28. Maximum likelihood and the bootstrap for nonlinear dynamic models. (2004). Goncalves, Silvia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:119:y:2004:i:1:p:199-219.

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29. A test for the distributional comparison of simulated and historical data. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:85:y:2004:i:2:p:185-193.

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30. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200316.

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31. A Test for Comparing Multiple Misspecified Conditional Distributions. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200314.

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32. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200313.

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33. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-41.

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1. Eligibility Recertification and Dynamic Opt-in Incentives in Income-tested Social Programs: Evidence from Medicaid/CHIP. (2015). Pei, Zhuan.
   In: Upjohn Working Papers.
   RePEc:upj:weupjo:15-234.

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2. Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets. (2013). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
   In: Working Paper.
   RePEc:qed:wpaper:1309.

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3. Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions. (2013). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, H. Peter ; A. M. Robert Taylor, .
   In: Discussion Papers.
   RePEc:kud:kuiedp:1313.

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4. Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models. (2013). Chen, Xiaohong ; Pouzo, Demian.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1897.

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5. The electricity consumption versus economic growth of the Polish economy. (2012). Lach, Łukasz ; Gurgul, Henryk.
   In: MPRA Paper.
   RePEc:pra:mprapa:52233.

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6. Aligning Learning Incentives of Students and Teachers: Results from a Social Experiment in Mexican High Schools. (2012). Todd, Petra ; Parker, Susan ; Behrman, Jere ; Wolpin, Kenneth I..
   In: PIER Working Paper Archive.
   RePEc:pen:papers:13-004.

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7. Link between Pay for Performance Incentives and Physician Payment Mechanisms: Evidence from the Diabetes Management Incentive in Ontario. (2012). Kantarevic, Jasmin ; Kralj, Boris.
   In: IZA Discussion Papers.
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8. Financial Development and Economic Growth in Poland in Transition: Causality Analysis. (2012). Lach, Łukasz ; Gurgul, Henryk.
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:62:y:2012:i:4:p:347-367.

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9. The causal relationship between gang joining and violent victimization: A critical review and directions for future research. (2012). Jennings, Wesley G. ; Miller, Mitchell J. ; Swatt, Marc L. ; Gibson, Chris L. ; Gover, Angela R..
   In: Journal of Criminal Justice.
   RePEc:eee:jcjust:v:40:y:2012:i:6:p:490-501.

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10. The electricity consumption versus economic growth of the Polish economy. (2012). Lach, Łukasz ; Gurgul, Henryk.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:500-510.

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11. Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica. (2012). Tabak, Benjamin ; Cajueiro, Daniel ; JOSe GUILHERME DE LARA RESENDE, ; Oliveira, Guilherme Resende.
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12. The impact of regional disparities on economic growth. (2011). Lach, Łukasz ; Gurgul, Henryk.
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:2:y:2011:p:17-43:id:181.

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13. The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition. (2011). Lach, Łukasz ; Gurgul, Henryk ; Henryk Gurgul, £ukasz Lach, .
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:3:y:2011:i:3:p:133-168.

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14. The nexus between economic freedom and growth: Evidence from CEE countries in transition. (2011). Lach, Łukasz ; Gurgul, Henryk.
    In: MPRA Paper.
    RePEc:pra:mprapa:37434.

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15. A nonparametric hypothesis test via the Bootstrap resampling. (2011). Temel, Tugrul.
    In: MPRA Paper.
    RePEc:pra:mprapa:31880.

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16. Informed traders of cross-listed shares trade more in the domestic market around earnings releases. (2011). Lazrak, Skander ; Kryzanowski, Lawrence.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:36:y:2011:i:1:p:1-31.

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17. With or Without You: Hazard of Divorce and Intra-household Allocation of Time. (2011). Tabasso, Domenico.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n07.

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18. The role of coal consumption in the economic growth of the Polish economy in transition. (2011). Lach, Łukasz ; Gurgul, Henryk.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:4:p:2088-2099.

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19. Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men. (2011). Li, Xianghong ; Ham, John ; Reagan, Patricia B..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:161:y:2011:i:2:p:208-227.

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20. The interdependence between energy consumption and economic growth in the Polish economy in the last decade. (2011). Lach, Łukasz ; Gurgul, Henryk.
    In: Managerial Economics.
    RePEc:agh:journl:v:9:y:2011:p:25-48.

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21. Impact of hard coal usage for metal production on economic growth of Poland. (2011). Lach, Łukasz.
    In: Managerial Economics.
    RePEc:agh:journl:v:9:y:2011:p:103-120.

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22. International trade and economic growth in the Polish economy. (2010). Lach, Łukasz ; Gurgul, Henryk.
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:3-4:y:2010:p:5-29:id:166.

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23. Testing for co-integration in vector autoregressions with non-stationary volatility. (2010). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:7-24.

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24. Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility. (2008). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:kud:kuiedp:0834.

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25. Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility. (2008). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-50.

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26. Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:07/02.

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27. Finite sample evidence of IV estimators under weak instruments. (2007). Flores-Lagunes, Alfonso.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:3:p:677-694.

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28. Nonparametric estimation of concave production technologies by entropic methods. (2005). Beenstock, Michael ; Passy, Ury ; Hackman, Steven ; Allon, Gad ; Shapiro, Alex.
    In: Econometrics.
    RePEc:wpa:wuwpem:0512003.

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29. Propensity score matching, a distance-based measure of migration, and the wage growth of young men. (2005). Li, Xianghong ; Ham, John ; Reagan, Patricia B..
    In: Staff Reports.
    RePEc:fip:fednsr:212.

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30. Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men. (2004). Li, Xianghong ; Ham, John ; Reagan, Patricia B..
    In: Working Papers.
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31. Are R&D subsidies a substitute or a complement to privately funded R&D? Evidence from France using propensity score methods for non- experimental data. (2004). Duguet, Emmanuel ; Emmanuel, DUGUET.
    In: Public Economics.
    RePEc:wpa:wuwppe:0411007.

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32. From the help desk: Some bootstrapping techniques. (2004). Poi, Brian.
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33. Is innovation persistent at the firm Level. An econometric examination comparing the propensity score and regression methods. (2004). Monjon, Stéphanie ; Duguet, Emmanuel.
    In: Cahiers de la Maison des Sciences Economiques.
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34. How large is the bias in self-reported disability?. (2004). Rust, John ; Buchinsky, Moshe ; Benitez-Silva, Hugo ; Hugo Benítez-Silva, ; Chan, Hiu Man ; Cheidvasser, Sofia.
    In: Journal of Applied Econometrics.
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35. Bootstrapping the HEGY Seasonal Unit Root Tests. (2004). Taylor, Robert ; Burridge, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:125.

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36. A JOINT TEST OF PRICING-TO-MARKET, MENU COST AND CURRENCY INVOICING. (2004). Gervais, Jean-Philippe ; Larue, Bruno.
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37. Bootstrap Specification Tests for Diffusion Processes. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
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38. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200311.

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39. Estimating the Effects of Global Patent Protection in Pharmaceuticals: A Case Study of Quinolones in India. (2003). Barwick, Panle ; Goldberg, Pinelopi ; Chaudhuri, Shubham ; Jia, Panle .
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40. Educational Track, Networks and Labor Market Outcomes. (2003). Simonnet, Véronique ; MARGOLIS, David.
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41. Francs or Ranks? Earnings Mobility in France, 1967-1999. (2003). Kramarz, Francis ; FOUGERE, DENIS ; Fields, Gary ; Buchinsky, Mosche.
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42. Dividend Policy inside the Firm. (2002). Hines, James ; Desai, Mihir A. ; Foley, Fritz C..
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43. Median unbiased forecasts for highly persistent autoregressive processes. (2002). Gospodinov, Nikolay.
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44. Bootstrap Tests: How Many Bootstraps?. (2001). MacKinnon, James ; Davidson, Russell.
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45. Repatriation Taxes and Dividend Distortions. (2001). Hines, James ; Desai, Mihir A. ; Foley, Fritz C..
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46. Evaluation of a three-step method for choosing the number of bootstrap repetitions. (2001). Buchinsky, Moshe ; Andrews, Donald.
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47. An Unbiased and Powerful Test for Superior Predictive Ability. (2001). Hansen, Peter.
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48. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?. (2001). Lunde, Asger ; Hansen, Peter.
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49. A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING. (2001). Temel, Tugrul.
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50. Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation. (2000). Inkmann, Joachim.
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