Authors

Admin Starcevic
Coventry Business School, Coventry University
E-mail: starceva@coventry.ac.uk
Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices

Adriano Z. Zambom
Dept. of Statistics-IMECC, UNICAMP
E-mail: adriano.zambom@gmail.com
A Review of Kernel Density Estimation with Applications to Econometrics

Ahmad Zubaidi Baharumshah
Department of Economics, Universiti Putra Malaysia (UPM)
E-mail: zubaidi@putra.upm.edu.my
Testing Stationarity of Budgetary Position in Developing Countries

Akhlitdin Nizamitdinov
Department of Statistics, Anadolu University.
E-mail: ahlidin@gmail.com
ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price

Alessandro Cardinali
Research Associate in Statistics, University of Bristol, UK.
E-mail: a.cardinali@bristol.ac.uk
An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors

Amir Safari
AIFB at Karlsruhe Institute of Technology and Advisor at Central Insurance of Iran
E-mail: amirsafari2003@yahoo.com
Behavior of realized volatility and correlation in exchange markets

Arif Zaman
Lahore University of Management Science, Lahore
E-mail: arifz@lums.edu.pk
The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter

Armênio Dias Westin Neto
E-mail: armeniowestin@hotmail.com.
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach

Arnold Zellner
University of Chicago
E-mail: arnold.zellner@chicagogsb.edu
Comments on "Limits of Econometrics" by David Freedman

Arzdar Kiraci
Department of Economics, Siirt University
E-mail: arzdarkiraci@siirt.edu.tr

Asad Zaman
Pakistan Institute of Development Economics, Pakistan.
E-mail: asadzaman@alum.mit.edu

Atiq-ur-Rehman
International Islamic University
E-mail: ateeqmzd@gmail.com

Bruce Morley
Department of Economics, University of Bath
E-mail: bm232@bath.ac.uk
A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run

Charles van Marrewijk
Utrecht University, Utrecht School of Economics, Kriekenpitplein 21-22, 3584 EC Utrecht, The Netherlands
E-mail: J.G.M.vanMarrewijk@uu.nl
A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index

Christian Hafner
Institut de Statistique, Université catholique de Louvain
E-mail: hafner@stat.ucl.ac.be
Information Spillover, Volatility and the Currency Markets

Damon Berridge
Department of Mathematics and Statistics, Fylde College, Lancaster University
E-mail: d.berridge@lancaster.ac.uk
A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring

Daniel Weiserbs
Université catholique de Louvain
E-mail: weiserbs@ires.ucl.ac.be
Intra-European Trade of Manufacturing Goods: An Extension of the Gravity model

David A. Freedman
Limits of Econometrics

Debabrata Mukhopadhyay
Department of Economics, West Bengal State University
E-mail: debu1641975@yahoo.co.in
Stock Returns under Alternative Volatility and Distributional Assumptions : The Case for India

Detlef Seese
AIFB at Karlsruhe Institute of Technology
E-mail: seese@aifb.uni-karlsruhe.de
Behavior of realized volatility and correlation in exchange markets

Esin Cakan
Department of Economics and Finance, University of New Haven, CT, United States
E-mail: ecakan@newhaven.edu
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets

Esra Şimşek
Department of Economics, Istanbul Bilgi University, 34060, Istanbul, Turkey
E-mail: esraqsimsek@gmail.com
Effect of Government Expenditure on GDP in the Turkish Economy

Evan Lau
Department of Economics, Universiti Malaysia Sarawak (UNIMAS)
E-mail: lphevan@feb.unimas.my
Testing Stationarity of Budgetary Position in Developing Countries

Evren Ipek
Faculty of Bandirma Economics and Administrative Sciences, Department of Econometrics, Balikesir University.
E-mail: eipek@balikesir.edu.tr
An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case

F. Macit
Northeast Normal University.
E-mail: fmacit55@gmail.com
Effect of Government Expenditure on GDP in the Turkish Economy

Fatih Ayhan
Department of Business Management at Gönen Vocational High School, Bandirma Onyedi Eylul University, Balikesir, Turkey
E-mail: fatih_ayhan@yahoo.com
An Investigation of Stationarity Properties of the Turkish Tourism Income Variable

Fatma Özgü Serttaş
Ankara Yıldırım Beyazıt University, Ankara, Turkey
E-mail: foserttas@ybu.edu.tr
Infinite-Variance Error Structure in Finance and Economics

George Judge
University of California
E-mail: judge@are.berkeley.edu
A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model

H. Murat Ertuğrul
Undersecretariat of Treasury, Ankara, Turkish Republic
E-mail: ertugrulmurat@ yahoo.com
An Investigation of Stationarity Properties of the Turkish Tourism Income Variable

Haibo Fan
Concordia University
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment

Jan R. Magnus
Department of Econometrics & Operations Research, Tilburg University, The Netherlands
E-mail: magnus@uvt.nl
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia

Jeroen Hinloopen
University of Amsterdam, FEB/ASE, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands
E-mail: J.Hinloopen@uva.nl
A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index

Kajal Lahiri
Distinguished Professor of Economics University at Albany: SUNY Albany, NY 12222, USA,
E-mail: klahiri@albany.edu
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results

Karen Poghosyan
Central Bank of Armenia, Economic Research Department, Yerevan, Armenia
E-mail: kpoghosyan@cba.am
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia

Kivilcim Metin Ozcan
Department of Economics, Bilkent University
E-mail: kivilcim@bilkent.edu.tr
Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations

Koray Kalafatcilar
Monetary Policy and Research Department, The Central Bank of Turkey
E-mail: Koray.Kalafatcilar@tcmb.gov.tr
Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations

Kushal Banik Chowdhury
Indian Statistical Institute
E-mail: kush.kolkata@gmail.com

Lorne N. Switzer
John Molson School of Business, Concordia University
E-mail: switz@jmsb.concordia.ca
Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment

M. Hakan Eratalay
Named Professor of Financial Econometrics in the Department of Economics at the European University at St. Petersburg. Professorship position financed by the MDM Bank
E-mail: heratalay@eu.spb.ru
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study

Mahmut Günay
Yıldırım Beyazıt University and The Central Bank of the Republic of Turkey
E-mail: mahmutgunay@gmail.com
Forecasting Turkish Industrial Production Growth With Static Factor Models

Mahua Barari
Missouri State University
E-mail: mahuabarari@missouristate.edu
Forecasting House Prices in the United States with Multiple Structural Breaks

Márcio Poletti Laurini
Dept. of Economics, FEA-RP USP. Av. Bandeirantes 3900, Ribeirão Preto, SP, Brazil.
E-mail: mplaurini@gmail.com
Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach

Mark Vancauteren
Faculty Business Econ (KIZOK), Universiteit Hasselt
E-mail: M.Vancauteren@uvt.nl
Intra-European Trade of Manufacturing Goods: An Extension of the Gravity model

Mehmet Balcilar
Department of Economics, Eastern Mediterranean University, Famagusta, Turkish Republic of Northern Cyprus; Department of Economics, University of Pretoria, Pretoria, 0002, South Africa
E-mail: balcilar@emu.edu.tr
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets

Mehmet Caner
Department of Economics, North Carolina State University
E-mail: mcaner@ncsu.edu
A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics

Mehmet Orhan
School of Economics and Social Sciences, International Burch University
E-mail: mehmet.orhan@ ibu.edu.ba
Effect of Government Expenditure on GDP in the Turkish Economy

Memmedaga Memmedli
Department of Statistics, Anadolu University.
E-mail: mmammadov@anadolu.edu.tr
ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price

Mesut Türkay
Undersecretariat of Treasury, Republic of Turkey, Ankara
E-mail: mesut.turkay@hazine.gov.tr
Does International Liquidity Matter For G-7 Countries? A PVAR Approach

Mojtaba Ganjali
Department of Statistics, Shahid Beheshti University
E-mail: m-ganjali@sbu.ac.ir
A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring

Muhammad Irfan Malik
PhD. Scholar (Econometrics), International Institute of Islamic Economics, International Islamic University Islamabad.
E-mail: irfanmalik@outlook.com
Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis

Munazza Jabeen
International Institute of Islamic Economics, International Islamic University Islamabad, Pakistan.
E-mail: munazza.jabeen17@gmail.com
Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan

Nityananda Sarkar
Economic Research Unit, Indian Statistical Institute
E-mail: tanya@isical.ac.in

Ozer Ozdemir
Department of Statistics, Anadolu University.
E-mail: ozerozdemir@anadolu.edu.tr
ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price

Ozlem Ayvaz Kizilgol
Faculty of Bandirma Economics and Administrative Sciences, Department of Econometrics, Balikesir University.
E-mail: okizilgol@balikesir.edu.tr
An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case

Puah Chin Hong
Department of Economics, Universiti Malaysia Sarawak (UNIMAS)
E-mail: chpuah@feb.unimas.my
Testing Stationarity of Budgetary Position in Developing Countries

Richard Berk
Department of Statistics, Department of Criminology, University of Pennsylvania
E-mail: berkr@sas.upenn.edu
What Know? Some Brief Reflactions on Model-Free Data Analaysis

Richard E.Just
Department of Agricultural and Resource Economics, University of Maryland
E-mail: rjust@verizon.net
Cost Function Estimation with Proportional Errors in Variables

Rien J.LM. Wagenvoort
European Investment Bank, Economic and Financial Studies, 100 Boulevard Konrad Adenauer, Luxemburg, Luxemburg
E-mail: wagenvoo@eib.org
A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index

Ron Mittelhammer
Washington State University
E-mail: mittelha@wsu.edu
A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model

Ronaldo Dias
Dept. of Statistics-IMECC, UNICAMP
E-mail: dias@ime.unicamp.br
A Review of Kernel Density Estimation with Applications to Econometrics

Rulon D. Pope
Department of Economics, Brigham Young University
E-mail: rulon_pope@byu.edu
Cost Function Estimation with Proportional Errors in Variables

Saud Ahmad Khan
National University of Sciences and Technology.
E-mail: saudak2k3@yahoo.com
Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan

Sek Siok Kun
Universiti Sains Malaysia (USM)
E-mail: sksek@usm.my
Evaluating the performance of inflation targeting regime in three Asian economies

Selim Yıldırım
Department of Economics, Anadolu University, Eskisehir
E-mail: selimy@anadolu .edu.tr
An Investigation of Stationarity Properties of the Turkish Tourism Income Variable

Semen Son-Turan
Faculty of Economics, Administrative and Social Sciences, 34396, Istanbul, Turkey
E-mail: sons@mef.edu.tr
The Impact of Investor Sentiment on the "Leverage Effect"

Shalini Chandra
Banasthali University, Centre for Mathematical Sciences, Rajasthan-304022, INDIA.
Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss Function

Shazali Abu Mansor
Department of Economics, Universiti Malaysia Sarawak (UNIMAS)
E-mail: mshazali@feb.unimas.my
Testing Stationarity of Budgetary Position in Developing Countries

Sidika Basci
Econometric Research Association
E-mail: sbasci@ead.org.tr
Variance Estimates and Model Selection

Srikanta Kundu
Indian Statistical Institute
E-mail: kundu.srikanta@gmail.com
Forecasting House Prices in the United States with Multiple Structural Breaks

Taban Baghfalaki
Department of Statistics, Shahid Beheshti University
E-mail: t_baghfalaki@sbu. ac.ir
A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring

Timothy Rodgers
Coventry Business School, Coventry University
E-mail: ecx004@coventry.ac.uk
Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices

Uzma Bashir
Department of Economics, Pakistan Institute of Development Economics, Islamabad
E-mail: uzma.economist@gmail.com
Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange

Walid Ben Omrane
Department of Finance, Operations, and Information Systems, Brock University
E-mail: wbenomrane@brocku.ca
Information Spillover, Volatility and the Currency Markets

Yilmaz Akdi
Department of Statistics, Ankara University
E-mail: akdi@science.ankara.edu.tr
Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations

Zahid Asghar
Quaid-i-Azam University
E-mail: g.zahid@gmail.com
A Structural Approach for Testing Causality

Zeynel Abidin Ozdemir
Department of Economics, Gazi University, Ankara, Turkey
E-mail: zabidin@gazi.edu.tr
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets