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