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
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
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
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
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
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
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
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
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
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
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
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"
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
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
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