2005 Working papers

Paper No.	Title	Authors
No. 548:	Income Disparity and Economic Growth: Evidence from China	Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu, Shiguo Liu,
No. 542:	ACE Models of Endogenous Interactions	Nicolaas J. Vriend,
No. 551:	A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets	George Kapetanios,
No. 547:	Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach	Lorenzo Cappiello, Nikolaos Panigirtzoglou,
No. 530:	Econometric Methods of Signal Extraction	Stephen Pollock,
No. 534:	Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria	George Kapetanios,
No. 536:	Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns	George Kapetanios, M. Hashem Pesaran,
No. 532:	The Employment Effects of the October 2003 Increase in the National Minimum Wage	Richard Dickens, Mirko Draca,
No. 539:	Tests for Deterministic Parametric Structural Change in Regression Models	George Kapetanios,
No. 541:	Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling	Gonzalo Camba-Mendez, George Kapetanios,
No. 543:	Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?	Richard T. Baillie, Rehim Kilic,
No. 538:	Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis	Andrea Cipollini, George Kapetanios,
No. 531:	On the Non-emptiness of the Fuzzy Core	Nizar Allouch, Arkadi Predtetchinski,
No. 527:	Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case	Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas F. Quising,
No. 537:	Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset	George Kapetanios, Elias Tzavalis,
No. 535:	Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria	George Kapetanios,
No. 544:	The First Fifty Years of Modern Econometrics	Christopher L. Gilbert, Duo Qin,
No. 549:	Segregation in Networks	Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend,
No. 533:	Variable Selection using Non-Standard Optimisation of Information Criteria	George Kapetanios,
No. 546:	Balanced Growth with a Network of Ideas	Christian Ghiglino,
No. 545:	How Much Does Investment Drive Economic Growth in China?	Duo Qin, Marie Anne Cagas, Pilipinas Quising, Xin-Hua He,
No. 529:	Orthogonality Conditions for Non-Dyadic Wavelet Analysis	Stephen Pollock, Iolanda Lo Cascio,
No. 528:	Testing for Neglected Nonlinearity in Long Memory Models	Richard T. Baillie, George Kapetanios,
No. 540:	Estimating Deterministically Time-Varying Variances in Regression Models	George Kapetanios,
No. 550:	Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension	Stefan De Wachter, Richard D.F. Harris, Elias Tzavalis,

Paper No.

Title

Authors

No. 548:

Income Disparity and Economic Growth: Evidence from China

Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu, Shiguo Liu,

No. 542:

ACE Models of Endogenous Interactions

Nicolaas J. Vriend,

No. 551:

A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets

George Kapetanios,