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On the application of robust, regression- based diagnostics to models of conditional means and conditional variances. (1991). Wooldridge, Jeffrey.
In: Journal of Econometrics.
RePEc:eee:econom:v:47:y:1991:i:1:p:5-46.

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  4. Revisiting the return?volatility relationship of exchange rates: New evidence from offshore RMB. (2022). Wu, Ximing ; Lin, Juan ; Chen, Yue.
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  5. Evaluation of the environmental Kuznets curve hypothesis in a tourism development context: evidence for 15 Latin American countries. (2022). Garcia, Jose Alvarez ; Alvarezgarcia, Jose ; Enriquez, Daniel E ; Quito, Byron ; Ochoamoreno, Wilmansantiago.
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  11. Are Trade Liberalization policies aligned with Renewable Energy Transition in low and middle income countries? An Instrumental Variable approach. (2020). Murshed, Muntasir.
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  12. On the use of hedonic regression models to measure the effect of energy efficiency on residential property transaction prices: Evidence for Portugal and selected data issues. (2020). Ramalho, Esmeralda A ; Evangelista, Rui ; Andrade, Joo.
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  13. Trade Liberalization Policies and Renewable Energy Transition in Low and Middle-Income Countries? An Instrumental Variable Approach. (2019). Murshed, Muntasir.
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  14. On the use of Hedonic Regression Models to Measure the Effect of Energy Efficiency on Residential Property Transaction Prices: Evidence for Portugal and Selected Data Issues. (2019). Andrade, Joo ; Ramalho, Esmeralda A ; Evangelista, Rui .
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  18. Locally Robust Semiparametric Estimation. (2018). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Newey, Whitney K ; Ichimura, Hidehiko.
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  23. Tests for serial correlation of unknown form in dynamic least squares regression with wavelets. (2017). Li, Meiyu ; Genay, Ramazan.
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  24. Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo.
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  25. Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models. (2016). Medeiros, Marcelo ; Hillebrand, Eric.
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  26. The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India. (2016). Ramachandran, M ; Sethu, Raja S ; Balaji, B.
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  27. Locally robust semiparametric estimation. (2016). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Newey, Whitney K ; Ichimura, Hidehiko.
    In: CeMMAP working papers.
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  31. The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010. (2013). Nilsson, Birger ; Hansson, Bjorn ; Hagstromer, Bjorn .
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  32. Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil. (2013). Asai, Manabu ; Brugal, Ivan .
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  38. The impact of public basic research on industrial innovation: Evidence from the pharmaceutical industry. (2011). Toole, Andrew A..
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  41. Robust tests for heteroskedasticity in the one-way error components model. (2011). Sosa Escudero, Walter ; Montes-Rojas, Gabriel ; Sosa-Escudero, Walter.
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  43. The effect of a variance shift on the Breusch-Godfreys LM test. (2010). Kim, Tae-Hwan ; Jeong, Jinook ; Mun, Hyeong Ho ; Hyun, Joo-Yeon .
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  46. Calendar anomolies and stock market volatility in selected Arab stock exchanges. (2009). Kamaly, Ahmed ; Tooma, Eskandar.
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  47. A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data. (2009). LEJEUNE, Bernard .
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  48. The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework. (2009). YILDIRIM, JULIDE ; Yalcin, Yeliz ; Berument, Hakan.
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  58. Short-run Exchange-Rate Dynamics: Theory and Evidence. (2008). Osler, Carol ; Dahl, Christian ; Carlson, John A.
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  59. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts. (2007). Milas, Costas ; Rothman, Philip .
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  60. Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Pesaran, M ; pagan, adrian ; Hurn, Stan ; Becker, Ralf.
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  63. Detecting Misspecifications in Autoregressive Conditional Duration Models. (2007). Lee, Yoon-Jin ; Hong, Yongmiao.
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  64. Asymmetric volatility of stock returns during the Asian crisis: Evidence from Indonesia. (2007). Leeves, Gareth.
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  65. Does a municipal electrics supply of communications crowd out private communications investment? An empirical study. (2007). FORD, GEORGE.
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  66. Testing for nonlinearity in mean in the presence of heteroskedasticity. (2006). Hurn, Stan ; Becker, Ralf.
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  67. Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange. (2006). Fernandes, Marcelo.
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  68. Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange. (2006). Fernandes, Marcelo ; Dos, Marco Aurelio.
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  69. Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models.. (2006). Panagiotidis, Theodore ; Milas, Costas ; Lekkos, Ilias .
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  70. Innovative activity in rural areas: the importance of local and regional characteristics. (2006). Barkley, David L. ; Henry, Mark S. ; Lee, Doohee.
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  71. Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange. (2006). Fernandes, Marcelo ; Marco Aurelio dos Santos Rocha, .
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  72. Hedonic prices indexes for new passenger cars in Portugal (1997-2001). (2006). Santos Silva, João ; Reis, Hugo.
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  73. Innovative Activity in Rural Areas: The Role of Local and Regional Characteristics. (2006). Barkley, David L. ; Henry, Mark S. ; Lee, Doohee.
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  74. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
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  75. Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). McAleer, Michael ; Asai, Manabu.
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  76. On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models.. (2005). Panagiotidis, Theodore ; Milas, Costas ; Lekkos, Ilias .
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  77. Mandated access and the make-or-buy decision: the case of local telecommunications competition. (2005). FORD, GEORGE ; Beard, Thomas ; Koutsky, Thomas M..
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  78. A robust LR test for the GARCH model. (2005). Busch, Thomas.
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  79. Threshold Cointegration between Stock Returns : An application of STECM Models. (2004). JAWADI, Fredj ; Yousra, Koubaa.
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  80. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
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  81. Is exchange rate volatility excessive? An ARCH and AR approach. (2004). Edmonds, Radcliffe Jr., ; So, Jacky Y. C., .
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  82. Diagnostics for conditional heteroscedasticity models: some simulation results. (2004). Tsui, Albert.
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  83. Forecasting unemployment using an autoregression with censored latent effects parameters. (2004). Paap, Richard ; Franses, Philip Hans ; Vroomen, Bjorn.
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  84. Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives. (2004). Hill, Jonathan.
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  85. Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity. (2004). Kao, Chihwa ; Hong, Yongmiao.
    In: Econometric Society 2004 Far Eastern Meetings.
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  86. Specification Testing for Multivariate Time Series Volatility Models. (2004). Lee, Yoon-Jin ; Hong, Yongmiao.
    In: Econometric Society 2004 Far Eastern Meetings.
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  87. Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity. (2004). Hurn, Stan.
    In: Econometric Society 2004 Australasian Meetings.
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  88. The Inflation-Output Variability Trade-off: OECD Evidence. (2004). Lee, Jim.
    In: Contemporary Economic Policy.
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  89. Identification with averaged data and implications for hedonic regression studies. (2003). Santos Silva, João ; Machado, José António.
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  90. Three-structured smooth transition regression models based on CART algorithm. (2003). Medeiros, Marcelo ; Veiga, Alvaro ; da Rosa, Joel Correa.
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  91. Patents and new product development in the pharmaceutical and biotechnology industries. (2003). Grabowski, Henry G..
    In: Proceedings.
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  92. The convergence of disruptive technologies enabling a new industrial approach to health products. (2003). Caskey, Thomas C..
    In: Proceedings.
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  93. Harnessing new technologies for the 21st century. (2003). Gillis, Stephen.
    In: Proceedings.
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    In: University of California at San Diego, Economics Working Paper Series.
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  33. Volatility in Arab Stock Market. (1999). Dahel, Riad .
    In: API-Working Paper Series.
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  34. School Characteristics and the Demand for College. (1998). Depken, Craig ; Bezmen, Trisha.
    In: Economics of Education Review.
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  35. Price effects of stock market liberalization in Taiwan. (1997). Kwan, Felix B. ; Reyes, Mario G..
    In: The Quarterly Review of Economics and Finance.
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  36. On biases in tests of the expectations hypothesis of the term structure of interest rates. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert ; Marshall David A., .
    In: Journal of Financial Economics.
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  37. Emerging equity market volatility. (1997). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Financial Economics.
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  38. The European exchange rates before and after the establishment of the European Monetary System. (1997). Jiang, Christine X. ; Hu, Michael Y. ; Tsoukalas, Christos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:7:y:1997:i:3:p:235-253.

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    In: Journal of Policy Modeling.
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  42. Testing for multivariate normality in simultaneous equations models. (1995). McKenzie, Colin ; Jarque, C. M..
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  43. A model of the world oil market for project LINK Integrating economics, geology and politics. (1995). Kaufmann, Robert.
    In: Economic Modelling.
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  44. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective. (1994). Bekaert, Geert.
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  45. The Implications of First-Order Risk Aversion for Asset Market Risk Premiums. (1994). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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  46. Approximate maximum likelihood estimation in linear regression. (1993). Magdalinos, Michael.
    In: Annals of the Institute of Statistical Mathematics.
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  47. Global Financial Markets and the Risk Premium on U.S. Equity. (1992). Stulz, René ; Karolyi, G. ; Chan, K. C..
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  48. On meteor showers in stock markets: New York vs Madrid. (1992). Pea, Ignacio J..
    In: Investigaciones Economicas.
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  49. Output fluctuations with bargained wages and a competitive tradeable goods sector in the economy: Empirical estimates for the group of five, 1970.1 — 1985.4. (1991). Kaskarelis, Ioannis .
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  50. Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics. (). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
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