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DateTitle Authors
2002 Trust and Economic GrowthBeugelsdijk, Sjoerd / de Groot, Henri L.F. / van Schaik, Anton B.T.M.
2013 Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures MarketsCavalierea, Giuseppe / Ørregard Nielsen, Morten / Taylor, A. M. Robert
2013 A single composite financial stress indicator and its real impact in the euro areaIslami, Mevlud / Kurz-Kim, Jeong-Ryeol
2007 Testing a model of the UK by the method of indirect inferenceMinford, Patrick / Theodoridis, Konstantinos / Meenagh, David
2006 Marginal effects and significance testing with Heckman's sample selection model: a methodological noteVance, Colin
2008 Testing monotonicity of pricing KernelsGolubev, Yuri / Härdle, Wolfgang Karl / Timofeev, Roman
2013 Hypothesis Testing for Arbitrary BoundsPenney, Jeffrey
2012 A simple two-step method for testing moment inequalities with an application to inference in partially identified modelsRomano, Joseph P. / Shaikh, Azeem M. / Wolf, Michael
2013 Testing for structural stability of factor augmented forecasting modelsValentina Corradi / Norman Swanson
2013 Evaluating misspecification in DSGE models using tests for overidentifying restrictionsReicher, Christopher Phillip

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