Yazarlar

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

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

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
Impact of Model Specification Decisions on Unit Root Tests

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

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

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

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

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

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
Forecasting House Prices in the United States with Multiple Structural Breaks

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

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 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

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

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

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

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

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