Anurag Banerjee

Personal Details

First Name:	Anurag
Middle Name:	Narayan
Last Name:	Banerjee
Suffix:
RePEc Short-ID:	pba125
	https://www.dur.ac.uk/business/research/economics/profle/index.php?mode=staff&id=2947
	Mill Hill Lane Department of Economics University of Durham Durham, UK
Terminal Degree:	1997 CentER Graduate School for Economics and Business; School of Economics and Management; Universiteit van Tilburg (from RePEc Genealogy)

Affiliation

Business School
Durham University

Durham, United Kingdom
http://www.dur.ac.uk/dubs/
RePEc:edi:bsduruk (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Anurag Banerjee & Parantap Basu & Elisa Keller, 2021. "Cross-country Disparities in Skill Premium and Skill Acquisition," Working Papers 2021_01, Durham University Business School.
   • Anurag Banerjee & Parantap Basu & Elisa Keller, 2023. "Cross‐country disparities in skill premium and skill acquisition," Economic Inquiry, Western Economic Association International, vol. 61(1), pages 179-198, January.

   Cited by:

   1. Stephanie de Mel, 2020. "A Job Worth Waiting for: Parental Wealth and Youth Unemployment in Ghana," IFS Working Papers W20/21, Institute for Fiscal Studies.

2. Anurag N Banerjee & Nilanjan Banik & Ashvika Dalmia, 2016. "Demand for household sanitation in India using NFHS-3 data," CEGAP Working Papers 2016_05, Durham University Business School.
   • Anurag N. Banerjee & Nilanjan Banik & Ashvika Dalmia, 2017. "Demand for household sanitation in India using NFHS-3 data," Empirical Economics, Springer, vol. 53(1), pages 307-327, August.

   Cited by:

   1. Mohammad Rashid & Debapratim Pandit, 2019. "Analysis of service quality of household toilets expected by households practicing open defecation: a study in rural settlements of Bihar, India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 21(5), pages 2487-2506, October.
   2. Sania Ashraf & Cristina Bicchieri & Upasak Das & Tanu Gupta & Alex Shpenev, 2024. "Learning from diversity: ``jati" fractionalization, social expectations and improved sanitation practices in India," Discussion Papers 24-01, Indian Statistical Institute, Delhi.
   3. Siddhartha Bandyopadhyay & Sanjukta Sarkar & Rudra Sensarma, 2021. "Does Access to Key Household Resources Help in Reducing Violence against Women?," Working papers 440, Indian Institute of Management Kozhikode.
      • Siddhartha Bandyopadhyay & Sanjukta Sarkar & Rudra Sensarma, 2021. "Does Access to Key Household Resources Help in Reducing Violence against Women?," Discussion Papers 21-09, Department of Economics, University of Birmingham.
   4. Das, Upasak & Biswas, Shreya, 2023. "Fuelling down after a lockdown: Effects of the first COVID wave on clean fuel usage in India," Energy Economics, Elsevier, vol. 126(C).
   5. Amrita Chatterjee & Shriya Agarwal, 2019. "Can Women Empowerment Help to Reduce Open Defecation in India: Evidence from NFHS 4," Working Papers 2019-186, Madras School of Economics,Chennai,India.
   6. Dinabandhu Mondal, 2022. "Access to Latrine Facilities and Associated Factors in India: An Empirical and Spatial Analysis," Indian Journal of Human Development, , vol. 16(3), pages 528-547, December.
   7. Sania Ashraf & Cristina Bicchieri & Upasak Das & Tanu Gupta & Alex Shpenev, 2023. "Learning from diversity: jati fractionalization, social expectations and improved sanitation practices in India," Papers 2312.15221, arXiv.org.

3. Anurag N. Banerjee & Sarit Markovich & Giulio Seccia, 2016. "The Endgame," Working Papers 1601, Nazarbayev University, Department of Economics.

   Cited by:

   1. Banerjee, Anurag N. & Markovich, Sarit & Seccia, Giulio, 2019. "The endgame," Games and Economic Behavior, Elsevier, vol. 118(C), pages 176-192.

4. Anurag Banerjee & Nilanjan Banik & Jyoti Prasad Mukhopadhyay, 2013. "The Dynamics of Income Growth and Poverty: Evidence from Districts in India," CEGAP Working Papers 2013_04, Durham University Business School.
   • Anurag Narayan Banerjee & Nilanjan Banik & Jyoti Prasad Mukhopadhyay, 2015. "The Dynamics of Income Growth and Poverty: Evidence from Districts in India," Development Policy Review, Overseas Development Institute, vol. 33(3), pages 293-312, May.

   Cited by:

   1. Kim, Rockli & Mohanty, Sanjay K. & Subramanian, S.V., 2016. "Multilevel Geographies of Poverty in India," World Development, Elsevier, vol. 87(C), pages 349-359.
   2. Sèna Kimm Gnangnon, 2023. "Do unilateral trade preferences help reduce poverty in beneficiary countries?," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 249-288, February.
   3. Eric Yaw Naminse & Jincai Zhuang, 2018. "Does farmer entrepreneurship alleviate rural poverty in China? Evidence from Guangxi Province," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-18, March.
   4. Saibal Ghosh, 2019. "Financial inclusion through a public works programme: Does left‐wing extremism make a difference?," Development Policy Review, Overseas Development Institute, vol. 37(1), pages 19-45, January.
   5. Gnangnon, Sèna Kimm, 2021. "Do Unilateral Trade Preferences Help Reduce Poverty in Beneficiary Countries?," EconStor Preprints 247346, ZBW - Leibniz Information Centre for Economics.
   6. Sena Kimm Gnangnon, 2021. "Economic complexity and poverty in developing countries," Economic Affairs, Wiley Blackwell, vol. 41(3), pages 416-429, October.
   7. Jigme Nidup & Simon Feeny & Ashton Silva, 2018. "Improving Well-Being in Bhutan: A Pursuit of Happiness or Poverty Reduction?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 140(1), pages 79-100, November.

5. Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers WP1314, ESSEC Research Center, ESSEC Business School.
   • Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013. "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Working Papers hal-00870795, HAL.

   Cited by:

   1. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Bank of Finland Research Discussion Papers 27/2016, Bank of Finland.
   2. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
   3. Trapani, Lorenzo, 2021. "A test for strict stationarity in a random coefficient autoregressive model of order 1," Statistics & Probability Letters, Elsevier, vol. 177(C).
   4. Horváth, Lajos & Trapani, Lorenzo, 2019. "Testing for randomness in a random coefficient autoregression model," Journal of Econometrics, Elsevier, vol. 209(2), pages 338-352.
      • Lajos Horvath & Lorenzo Trapani, 2018. "Testing for randomness in a random coefficient autoregression model," Discussion Papers 18/03, University of Nottingham, Granger Centre for Time Series Econometrics.
   5. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.

6. Anurag N Banerjee & Nilanjan Banik, 2011. "Is India Shining?," Working Papers 2011_11, Durham University Business School.
   • Anurag Banerjee & Nilanjan Banik, 2014. "Is India Shining?," Review of Development Economics, Wiley Blackwell, vol. 18(1), pages 59-72, February.
   • Anurag Banerjee & Nilanjan Banik, 2013. "Is India Shining?," CEGAP Working Papers 2013_01, Durham University Business School.

   Cited by:

   1. Anurag N Banerjee & Nilanjan Banik & Ashvika Dalmia, 2016. "Demand for household sanitation in India using NFHS-3 data," CEGAP Working Papers 2016_05, Durham University Business School.
      • Anurag N. Banerjee & Nilanjan Banik & Ashvika Dalmia, 2017. "Demand for household sanitation in India using NFHS-3 data," Empirical Economics, Springer, vol. 53(1), pages 307-327, August.
   2. Amrita Chatterjee & Shriya Agarwal, 2019. "Can Women Empowerment Help to Reduce Open Defecation in India: Evidence from NFHS 4," Working Papers 2019-186, Madras School of Economics,Chennai,India.

7. Nilanjan Banik & Anurag Banerjee, 2011. "The rich keep getting richer in India! Says who?," Working Papers 10511, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada..

   Cited by:

   1. Brijesh C. Purohit, 2015. "Health Policy, Inequity and Convergence in India," Working Papers id:7155, eSocialSciences.
   2. Brijesh C. Purohit, 2012. "Health Policy, Inequity and Convergence in India," Working Papers 2012-074, Madras School of Economics,Chennai,India.

Articles

1. Anurag Banerjee & Guillaume Chevillon & Marie Kratz, 2020. "Probabilistic forecasting of bubbles and flash crashes," The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 297-315.

   Cited by:

   1. Nishi, Mikihito & 西, 幹仁 & Kurozumi, Eiji & 黒住, 英司, 2022. "Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing," Discussion Papers 2022-02, Graduate School of Economics, Hitotsubashi University.

2. Anurag N. Banerjee & Nilanjan Banik & Ashvika Dalmia, 2017. "Demand for household sanitation in India using NFHS-3 data," Empirical Economics, Springer, vol. 53(1), pages 307-327, August.
   • Anurag N Banerjee & Nilanjan Banik & Ashvika Dalmia, 2016. "Demand for household sanitation in India using NFHS-3 data," CEGAP Working Papers 2016_05, Durham University Business School.
   See citations under working paper version above.
3. Chi-Hsiou D. Hung & Anurag Banerjee & Qingrui Meng, 2017. "Corporate financing and anticipated credit rating changes," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 893-915, May.

   Cited by:

   1. Jun Guo & Pinghsun Huang & Yan Zhang, 2019. "Do debt covenant violations serve as a risk factor of ineffective internal control?," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 231-251, January.
   2. Florian Kiesel & Sascha Kolaric, 2018. "Measuring the effect of watch-preceded and direct rating changes: a note on credit markets," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 653-672, February.
   3. Kiesel, F. & Kolaric, S., 2018. "Measuring the effect of watch-preceded and direct rating changes: a note on credit markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 87386, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
   4. Emmanuel Alanis & Janet Payne & Joerg Picard, 2020. "Managing For Ratings: Real Effects Of A Corporate Ratings Criteria Change," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(4), pages 821-845, December.
   5. Winnie P. H. Poon & Jianfu Shen, 2020. "The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1063-1091, October.
   6. Bruno Figlioli & Rafael Moreira Antonio & Fabiano Guasti Lima, 2019. "Stock Price Synchronicity and Current and Potential Credit Ratings," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(10), pages 1-16, October.
   7. Ala’a Adden Abuhommous & Ahmad Salim Alsaraireh & Huthaifa Alqaralleh, 2022. "The impact of working capital management on credit rating," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-20, December.
   8. Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan, 2022. "A new approach to credit ratings," Journal of Banking & Finance, Elsevier, vol. 140(C).
   9. Abu Jalal & Shahriar Khaksari, 2019. "Effects of tuition discounting on university’s financial performance," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 439-466, February.
   10. Tabash, Mosab I. & Farooq, Umar & Ashfaq, Khurram & Tiwari, Aviral Kumar, 2022. "Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies," Research in International Business and Finance, Elsevier, vol. 60(C).
   11. Yuchao Fan, 2022. "Dissecting the dot-com bubble in the 1990s NASDAQ," Papers 2206.14130, arXiv.org, revised Jul 2022.

4. Banerjee, Anurag & Hung, Chi-Hsiou Daniel & Lo, Kai Lisa, 2016. "An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 102-120.

   Cited by:

   1. Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018. "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, vol. 36(C), pages 60-78.
      • Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016. "Does governing law affect bond spreads ?," Policy Research Working Paper Series 7863, The World Bank.
   2. Jan Bruha & Evžen Kocenda, 2017. "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series 6453, CESifo.
      • Brůha, Jan & Kočenda, Evžen, 2018. "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
   3. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, vol. 43(C), pages 79-89.
   4. Andreas Chouliaras & Theoharry Grammatikos, 2017. "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
      • Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
   5. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
   6. Kocsis, Zalan & Monostori, Zoltan, 2016. "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, vol. 27(C), pages 140-168.
   7. Cuadros-Solas, Pedro J. & Salvador, Carlos & Suárez, Nuria, 2021. "Am I riskier if I rescue my banks? Beyond the effects of bailouts," Journal of Financial Stability, Elsevier, vol. 56(C).
   8. Guidolin, Massimo & Pedio, Manuela, 2017. "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 117-134.
   9. Kunihiro Hanabusa, 2018. "Policy announcement and credit risk: zero interest rate policy and quantitative monetary easing policy," Economics Bulletin, AccessEcon, vol. 38(1), pages 201-210.
   10. Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
   11. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

5. Anurag Narayan Banerjee & Nilanjan Banik & Jyoti Prasad Mukhopadhyay, 2015. "The Dynamics of Income Growth and Poverty: Evidence from Districts in India," Development Policy Review, Overseas Development Institute, vol. 33(3), pages 293-312, May.
   • Anurag Banerjee & Nilanjan Banik & Jyoti Prasad Mukhopadhyay, 2013. "The Dynamics of Income Growth and Poverty: Evidence from Districts in India," CEGAP Working Papers 2013_04, Durham University Business School.
   See citations under working paper version above.
6. Anurag Banerjee & Nilanjan Banik, 2014. "Is India Shining?," Review of Development Economics, Wiley Blackwell, vol. 18(1), pages 59-72, February.
   • Anurag N Banerjee & Nilanjan Banik, 2011. "Is India Shining?," Working Papers 2011_11, Durham University Business School.
   • Anurag Banerjee & Nilanjan Banik, 2013. "Is India Shining?," CEGAP Working Papers 2013_01, Durham University Business School.
   See citations under working paper version above.
7. Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014. "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, vol. 21(C), pages 67-81.

   Cited by:

   1. Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022. "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, vol. 49(C).
   2. Jungmu Kim & Yuen Jung Park, 2019. "Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea," Sustainability, MDPI, vol. 11(17), pages 1-21, September.
   3. Yujie Zhu & Tieqi Wang, 2017. "Deriving momentum strategies in Chinese stock Market: Using Gene Expression Programming," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(6), pages 1-4.
   4. Sherif, Mohamed & Chen, Jiaqi, 2019. "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, vol. 51(5).

8. Anurag N. Banerjee & Chi-Hsiou D. Hung, 2013. "Active momentum trading versus passive ' naive diversification'," Quantitative Finance, Taylor & Francis Journals, vol. 13(5), pages 655-663, January.

   Cited by:

   1. Fabio S. Dias & Gareth W. Peters, 2020. "A Non-parametric Test and Predictive Model for Signed Path Dependence," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 461-498, August.
   2. Prince C Nwakanma & Monday Aberiate Gbanador, 2014. "Talmud and Markowitz Diversification Strategies: Evidence from the Nigerian Stock Market," Accounting and Finance Research, Sciedu Press, vol. 3(2), pages 145-145, May.

9. Banerjee, Anurag & Hung, Chi-Hsiou, 2011. "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3077-3089, November.

   Cited by:

   1. Ludovic Cal`es & Apostolos Chalkis & Ioannis Z. Emiris, 2021. "The cross-sectional distribution of portfolio returns and applications," Papers 2105.06573, arXiv.org.
   2. Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020. "Modeling asset allocation strategies and a new portfolio performance score," Papers 2012.05088, arXiv.org, revised Sep 2021.
   3. Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Post-Print hal-01897265, HAL.
      • Ludovic Calès & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01897265, HAL.
      • Ludovic Cales & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises," Papers 1803.05861, arXiv.org.
   4. Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
      • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
      • Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
   5. Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014. "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, vol. 21(C), pages 67-81.
   6. Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor, 2014. "Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 14-29.
   7. Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2021. "Modeling asset allocations and a new portfolio performance score," Digital Finance, Springer, vol. 3(3), pages 333-371, December.
   8. Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019. "On the cross-sectional distribution of portfolio returns," Working Papers 2019-11, Joint Research Centre, European Commission.

10. Banerjee, Anurag, 2007. "A method of estimating the average derivative," Journal of Econometrics, Elsevier, vol. 136(1), pages 65-88, January.

    Cited by:

    1. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Corinna Manig & Alessio Moneta, 2009. "More Or Better? Measuring Quality Versus Quantity In Food Consumption," Papers on Economics and Evolution 2009-13, Philipps University Marburg, Department of Geography.
       • Corinna Manig & Alessio Moneta, 2009. "More or Better ? Measuring Quality versus Quantity in Food Consumption," LEM Papers Series 2009/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
       • Corinna Manig & Alessio Moneta, 2014. "More or better? Measuring quality versus quantity in food consumption," Journal of Bioeconomics, Springer, vol. 16(2), pages 155-178, July.
    3. Brendan Kline & Justin L. Tobias, 2008. "The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 767-793.
    4. Cattaneo, Matias D. & Farrell, Max H., 2013. "Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators," Journal of Econometrics, Elsevier, vol. 174(2), pages 127-143.
    5. Pitarakis, Jean-Yves, 2012. "Functional cointegration: definition and nonparametric estimation," MPRA Paper 38846, University Library of Munich, Germany.
       • Banerjee Anurag & Pitarakis Jean-Yves, 2014. "Functional cointegration: definition and nonparametric estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 507-520, December.

11. Anurag N. Banerjee & Johan F. M. Swinnen & Alfons Weersink, 2007. "Skating on thin ice: rule changes and team strategies in the NHL," Canadian Journal of Economics, Canadian Economics Association, vol. 40(2), pages 493-514, May.
    • Anurag N. Banerjee & Johan F. M. Swinnen & Alfons Weersink, 2007. "Skating on thin ice: rule changes and team strategies in the NHL," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 493-514, May.
    • Banerjee, Anurag N. & Swinnen, Johan F.M. & Weersink, Alfons, 2004. "Skating On Thin Ice: Rule Changes And Team Strategies In The Nhl," PRG Working Papers 31870, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.

    Cited by:

    1. Egon Franck & Philipp Theiler, 2008. "One for sure or three maybe - Empirical evidence for overtime play from Swiss ice hockey," Working Papers 0093, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2010.
       • Egon Franck & Philipp Theiler, 2008. "One for sure or three maybe - Empirical evidence for overtime play from Swiss ice hockey," Working Papers 0024, University of Zurich, Center for Research in Sports Administration (CRSA), revised 2010.
    2. Franck Egon & Theiler Philipp, 2012. "One for Sure or Maybe Three: Empirical Evidence for Overtime Play from a Comparison of Swiss Ice Hockey and the NHL," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(3), pages 210-223, June.
    3. Stephen Dobson & John Goddard, 2008. "Strategic behaviour and risk taking in football," NBS Discussion Papers in Economics 2008/7, Economics, Nottingham Business School, Nottingham Trent University.
       • Stephen Dobson & John Goddard, 2008. "Strategic Behaviour and Risk Taking in Football," Working Papers 0805, University of Crete, Department of Economics.
    4. Stephen Dobson & John Goddard, 2018. "Games of Two Halves: Non-Experimental Evidence on Cooperation, Defection and the Prisoner’s Dilemma," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 10(3), pages 285-312, May.
    5. Niven Winchester & Raymond T. Stefani, 2009. "An innovative approach to National Football League standings using optimal bonus points," Working Papers 0905, University of Otago, Department of Economics, revised Jun 2009.
    6. Dobson, Stephen & Goddard, John, 2010. "Optimizing strategic behaviour in a dynamic setting in professional team sports," European Journal of Operational Research, Elsevier, vol. 205(3), pages 661-669, September.
    7. Liam J.A. Lenten & Jan Libich & Petr Stehlík, 2013. "Policy Timing and Footballers' Incentives," Journal of Sports Economics, , vol. 14(6), pages 629-655, December.

12. Anurag Banerjee & Johan Swinnen, 2004. "Does a sudden death liven up the game? Rules, incentives, and strategy in football," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(2), pages 411-421, January.

    Cited by:

    1. Richard Duhautois & Romain Eyssautier, 2016. "La victoire à trois points dans le football a-t-elle rendu les équipes plus offensives ?," Revue économique, Presses de Sciences-Po, vol. 67(6), pages 1245-1254.
       • Richard Duhautois & Romain Eyssautier, 2016. "La victoire à trois points dans le football a-t-elle rendu les équipes plus offensives ?," Post-Print hal-02932191, HAL.
    2. Liam J.A. Lenten & Jan Libich & Petr Stehlík, 2013. "Policy Timing and Footballers' Incentives," Journal of Sports Economics, , vol. 14(6), pages 629-655, December.

13. Banerjee, Anurag N, 2001. "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 203-229, April.

    Cited by:

    1. Parantap Basu, 2006. "Understanding Labour Market Frictions: A Tobin’s Q Approach," CDMA Conference Paper Series 0601, Centre for Dynamic Macroeconomic Analysis.
    2. Parantap Basu, 2007. "Understanding Labour Market Frictions: A Tobin’s Q Approach," Money Macro and Finance (MMF) Research Group Conference 2006 35, Money Macro and Finance Research Group.
    3. Salinas, Aldo & Ortiz, Cristian & Changoluisa, Javier & Muffatto, Moreno, 2023. "Testing three views about the determinants of informal economy: New evidence at global level and by country groups using the CS-ARDL approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 438-455.
    4. Banerjee, Anurag N. & Basu, Parantap, 1998. "A Re-Examination Of Excess Sensitivity Puzzle When Consumers Forecast The Income Process," PRG Working Papers 31876, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.
    5. Parantap Basu, 2009. "Understanding Labour Market Frictions: An Asset Pricing Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 61(4), pages 305-324, October.

14. Swinnen, Johan F. M. & Banerjee, Anurag N. & Gorter, Harry de, 2001. "Economic development, institutional change, and the political economy of agricultural protection: An econometric study of Belgium since the 19th century," Agricultural Economics, Blackwell, vol. 26(1), pages 25-43, October.
    • Swinnen, Johan F.M. & Banerjee, Anurag N. & de Gorter, Harry, 2000. "Economic Development, Institutional Change, And The Political Economy Of Agricultural Protection: An Econometric Study Of Belgium Since The 19th Century," PRG Working Papers 31875, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.

    Cited by:

    1. Demirdöğen, Alper, 2011. "Tarımsal Korumacılık, Korumacılığın Ölçümü ve Türkiye [Agricultural Protectionism, Its Measurement and Turkey]," MPRA Paper 35083, University Library of Munich, Germany.
    2. Pavel Ciaian & Edoardo Baldoni & d'Artis Kancs & Dusan Drabik, 2020. "The Capitalization of Agricultural Subsidies into Land Prices," EERI Research Paper Series EERI RP 2020/09, Economics and Econometrics Research Institute (EERI), Brussels.
       • BALDONI Edoardo & KANCS D'artis & CIAIAN Pavel & DRABIK Dusan, 2021. "The capitalisation of agricultural subsidies into farmland prices," JRC Research Reports JRC126423, Joint Research Centre.
       • Pavel Ciaian & Edoardo Baldoni & d'Artis Kancs & Dušan Drabik, 2021. "The Capitalization of Agricultural Subsidies into Land Prices," Annual Review of Resource Economics, Annual Reviews, vol. 13(1), pages 17-38, October.
    3. Olper, Alessandro, 2007. "Land inequality, government ideology and agricultural protection," Food Policy, Elsevier, vol. 32(1), pages 67-83, February.
    4. Johan F. M. Swinnen & Louise Knops & Kristine van Herck, 2013. "Food Price Volatility and EU Policies," WIDER Working Paper Series wp-2013-032, World Institute for Development Economic Research (UNU-WIDER).
    5. Swinnen, Johan F. M., 2002. "Political reforms, rural crises, and land tenure in western Europe," Food Policy, Elsevier, vol. 27(4), pages 371-394, August.
    6. Olper, Alessandro & Fatkowski, Jan & Swinnenm Johan, 2013. "Political reforms and public policy : evidence from agricultural and food policies," Policy Research Working Paper Series 6336, The World Bank.
       • Alessandro Olper & Jan Fałkowski & Johan Swinnen, 2014. "Political Reforms and Public Policy: Evidence from Agricultural and Food Policies," The World Bank Economic Review, World Bank, vol. 28(1), pages 21-47.
    7. Olper, Alessandro & Raimondi, Valentina, 2009. "Constitutional Rules and Agricultural Policy Outcomes," Agricultural Distortions Working Paper Series 50304, World Bank.
       • Olper, Alessandro & Raimondi, Valentina, 2008. "Consitutional Rules and Agricultural Policy Outcomes," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43870, European Association of Agricultural Economists.
    8. Moon, Wanki & Sakuyama, Takumi, 2021. "The Political Economy of Agricultural Trade Policy in Northeast Asia: Comparisons with the West and between Japan and Korea," 2021 Conference, August 17-31, 2021, Virtual 315192, International Association of Agricultural Economists.
    9. Alessandro Olper, 2001. "Determinants of Agricultural Protection: The Role of Democracy and Institutional Setting Alessandro Olper," Journal of Agricultural Economics, Wiley Blackwell, vol. 52(2), pages 75-92, May.
    10. Kym Anderson & Gordon Rausser & Johan Swinnen, 2012. "Political Economy of Public Policies: Insights from Distortions to Agricultural and Food Markets," Departmental Working Papers 2012-18, The Australian National University, Arndt-Corden Department of Economics.
        • Kym Anderson & Gordon Rausser & Johan Swinnen, 2013. "Political Economy of Public Policies: Insights from Distortions to Agricultural and Food Markets," Journal of Economic Literature, American Economic Association, vol. 51(2), pages 423-477, June.
        • Anderson, Kym & Rausser, Gordon & Swinnen, Johan, 2012. "Political Economy of Public Policies: Insights from Distortions to Agricultural and Food Markets," CEPR Discussion Papers 9221, C.E.P.R. Discussion Papers.
        • Anderson, Kym & Rausser, Gordon & Swinnen, Johan, 2013. "Political economy of public policies : insights from distortions to agricultural and food markets," Policy Research Working Paper Series 6433, The World Bank.
    11. Jan Fałkowski & Alessandro Olper, 2014. "Political competition and policy choices: the evidence from agricultural protection," Agricultural Economics, International Association of Agricultural Economists, vol. 45(2), pages 143-158, March.
        • Jan Fałkowski & Alessandro Olper, 2012. "Political Competition and Policy Choices: The Evidence From Agricultural Protection," Working Papers 2012-18, Faculty of Economic Sciences, University of Warsaw.
    12. Fleissig, Adrian R. & Whitney, Gerald A., 2015. "Belgium relief fund, post war food shortages and the “True” cost of living," Explorations in Economic History, Elsevier, vol. 58(C), pages 93-106.
    13. Dutt, Pushan & Mitra, Devashish, 2009. "Explaining Agricultural Distortion Patterns : The Roles of Ideology, Inequality, Lobbying and Public Finance," Agricultural Distortions Working Paper Series 50299, World Bank.
    14. Johan F. M. Swinnen, 2009. "The Growth of Agricultural Protection in Europe in the 19th and 20th Centuries," The World Economy, Wiley Blackwell, vol. 32(11), pages 1499-1537, November.
    15. Hansen, H. & Harsche, J., 2006. "Die Förderung landwirtschaftlicher Erzeugnisse durch die Europäische Agrarpolitik Regionale Auswirkungen in Deutschland und Bestimmungsgründe," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 41, March.
    16. Keisuke Okada & Sovannroeun Samreth, 2024. "Do Political Regimes Matter for Technology Diffusion?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 3409-3422, March.
        • Okada, Keisuke & Samreth, Sovannroeun, 2020. "Do political regimes matter for technology diffusion?," MPRA Paper 103728, University Library of Munich, Germany.
    17. Sharad Tandon, 2015. "Taxation and Political Mobilization: Evidence from Andhra Pradesh," Economic Development and Cultural Change, University of Chicago Press, vol. 63(3), pages 515-549.
    18. Birner, Regina & Palaniswamy, Nethra, 2006. "Financing Agricultural Development: The Political Economy of Public Spending on Agriculture in Sub-Saharan Africa," Proceedings of the German Development Economics Conference, Berlin 2006 4, Verein für Socialpolitik, Research Committee Development Economics.
    19. Siudek, Tomasz & Zawojska, Aldona, 2011. "Relationship of Development and Fiscal Indicators with Agricultural Producer Support in the OECD Economies," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116009, European Association of Agricultural Economists.
    20. Olper, Alessandro & Falkowski, Jan & Swinnen, Johan F.M., 2009. "Democracy and Agricultural Protection: Parametric and Semi-parametric Matching Estimates," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49313, Agricultural and Applied Economics Association.
    21. Henning, Christian H.C.A., 2008. "Determinants of Agricultural Protection in an International Perspective: The Role of Political Institutions," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43872, European Association of Agricultural Economists.
    22. Tandon, Sharad, 2012. "Agricultural Support and Political Mobilization: Evidence from Andhra Pradesh," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124412, Agricultural and Applied Economics Association.
    23. Tomasz Siudek & Aldona Zawojska, 2012. "How does general economy and agriculture sector performance influence farm producer support in the OECD countries?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(3), pages 101-118.
    24. Birner, Regina & Resnick, Danielle, 2010. "The Political Economy of Policies for Smallholder Agriculture," World Development, Elsevier, vol. 38(10), pages 1442-1452, October.
    25. Wanki Moon & Gabriel Pino, 2018. "Do U.S. citizens support government intervention in agriculture? Implications for the political economy of agricultural protection," Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 119-129, January.
    26. Olper, Alessandro & Raimondi, Valentina, 2013. "Electoral rules, forms of government and redistributive policy: Evidence from agriculture and food policies," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 141-158.
    27. Swinnen, Johan F.M., 2008. "The Political Economy of Agricultural Protection: Europe in the 19th and 20th Century," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43859, European Association of Agricultural Economists.
    28. Natalia Brzezina & Birgit Kopainsky & Erik Mathijs, 2016. "Can Organic Farming Reduce Vulnerabilities and Enhance the Resilience of the European Food System? A Critical Assessment Using System Dynamics Structural Thinking Tools," Sustainability, MDPI, vol. 8(10), pages 1-32, September.
    29. Swinnen, Johan F.M., 2009. "Agricultural Protection Growth in Europe, 1870-1969," Agricultural Distortions Working Paper Series 50296, World Bank.
    30. Mogues, Tewodaj & Olofinbiyi Tolulope, 2017. "Institutions And Public Agricultural Investments: A Qualitative Study Of State And Local Government Spending In Nigeria," Feed the Future Innovation Lab for Food Security Policy Research Papers 259576, Michigan State University, Department of Agricultural, Food, and Resource Economics, Feed the Future Innovation Lab for Food Security (FSP).

15. Banerjee, Anurag N & Basu, Parantap, 2001. "A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(5), pages 357-366, August.

    Cited by:

    1. Parantap Basu, 2009. "Understanding Labour Market Frictions: An Asset Pricing Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 61(4), pages 305-324, October.

16. Swinnen, Johan F. M. & Gorter, Harry de & Rausser, Gordon C. & Banerjee, Anurag N., 2000. "The political economy of public research investment and commodity policies in agriculture: an empirical study," Agricultural Economics, Blackwell, vol. 22(2), pages 111-122, March.

    Cited by:

    1. Jin Inhwan, 2008. "Determinants of Agricultural Protection in Industrial Countries: An Empirical Investigation," Economics Bulletin, AccessEcon, vol. 17(1), pages 1-11.
    2. Aparajita Goyal & John Nash, 2017. "Reaping Richer Returns [Obtenir de meilleurs résultats]," World Bank Publications - Books, The World Bank Group, number 25996.
    3. Zhike Lv & Ting Xu, 2019. "Do economic sanctions affect protectionism? Evidence from agricultural support," Economics and Politics, Wiley Blackwell, vol. 31(1), pages 27-42, March.
    4. Olper, Alessandro, 2007. "Land inequality, government ideology and agricultural protection," Food Policy, Elsevier, vol. 32(1), pages 67-83, February.
    5. Swinnen, Johan F.M. & Banerjee, Anurag N. & de Gorter, Harry, 2000. "Economic Development, Institutional Change, And The Political Economy Of Agricultural Protection: An Econometric Study Of Belgium Since The 19th Century," PRG Working Papers 31875, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.
       • Swinnen, Johan F. M. & Banerjee, Anurag N. & Gorter, Harry de, 2001. "Economic development, institutional change, and the political economy of agricultural protection: An econometric study of Belgium since the 19th century," Agricultural Economics, Blackwell, vol. 26(1), pages 25-43, October.
    6. Abmann, Christian & Henning, Christian H.C.A. & Krampe, Eva, 2012. "Constitutional Rules, Informal Institutions and Agricultural Protection in Developing and Industrial Countries: Theory and Empirical Evidence," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124885, Agricultural and Applied Economics Association.
    7. Olper, Alessandro & Raimondi, Valentina, 2009. "Constitutional Rules and Agricultural Policy Outcomes," Agricultural Distortions Working Paper Series 50304, World Bank.
       • Olper, Alessandro & Raimondi, Valentina, 2008. "Consitutional Rules and Agricultural Policy Outcomes," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43870, European Association of Agricultural Economists.
    8. Alessandro Olper, 2001. "Determinants of Agricultural Protection: The Role of Democracy and Institutional Setting Alessandro Olper," Journal of Agricultural Economics, Wiley Blackwell, vol. 52(2), pages 75-92, May.
    9. Kym Anderson & Gordon Rausser & Johan Swinnen, 2012. "Political Economy of Public Policies: Insights from Distortions to Agricultural and Food Markets," Departmental Working Papers 2012-18, The Australian National University, Arndt-Corden Department of Economics.
       • Kym Anderson & Gordon Rausser & Johan Swinnen, 2013. "Political Economy of Public Policies: Insights from Distortions to Agricultural and Food Markets," Journal of Economic Literature, American Economic Association, vol. 51(2), pages 423-477, June.
       • Anderson, Kym & Rausser, Gordon & Swinnen, Johan, 2012. "Political Economy of Public Policies: Insights from Distortions to Agricultural and Food Markets," CEPR Discussion Papers 9221, C.E.P.R. Discussion Papers.
       • Anderson, Kym & Rausser, Gordon & Swinnen, Johan, 2013. "Political economy of public policies : insights from distortions to agricultural and food markets," Policy Research Working Paper Series 6433, The World Bank.
    10. Thomas Malang & Katharina Holzinger, 2020. "The political economy of differentiated integration: The case of common agricultural policy," The Review of International Organizations, Springer, vol. 15(3), pages 741-766, July.
    11. Jan Fałkowski & Alessandro Olper, 2014. "Political competition and policy choices: the evidence from agricultural protection," Agricultural Economics, International Association of Agricultural Economists, vol. 45(2), pages 143-158, March.
        • Jan Fałkowski & Alessandro Olper, 2012. "Political Competition and Policy Choices: The Evidence From Agricultural Protection," Working Papers 2012-18, Faculty of Economic Sciences, University of Warsaw.
    12. Alessandro Olper & Daniele Valenti & Valentina Raimondi & Daniele Curzi, 2023. "The EU enlargements treatment effect on agricultural policy," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 1134-1153, June.
    13. Poczta-Wajda, Agnieszka, 2014. "Assistance To Agriculture In Countries Of A Different Development Level And Trends In World Trade With Agricultural Products," Roczniki (Annals), Polish Association of Agricultural Economists and Agribusiness - Stowarzyszenie Ekonomistow Rolnictwa e Agrobiznesu (SERiA), vol. 2014(6).
    14. Steven Nafziger, 2013. "Russian Peasants and Politicians: The Political Economy of Local Agricultural Support in Nizhnii Novgorod Province, 1864-1914," Department of Economics Working Papers 2013-15, Department of Economics, Williams College.
    15. Roberto ESPOSTI, 2000. "Public R&D Design and Technological Spill-Ins. A Dynamic Model," Working Papers 136, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    16. Long Andrew G. & Kastner Justin J. & Kassatly Raymond, 2013. "Is Food Security a New Tariff? Explaining Changes in Sanitary and Phytosanitary Regulations by World Trade Organization Members," Global Economy Journal, De Gruyter, vol. 13(1), pages 25-46, January.
    17. Olper, Alessandro & Falkowski, Jan & Swinnen, Johan F.M., 2009. "Democracy and Agricultural Protection: Parametric and Semi-parametric Matching Estimates," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49313, Agricultural and Applied Economics Association.
    18. Esposti, Roberto, 2002. "Public agricultural R&D design and technological spill-ins: A dynamic model," Research Policy, Elsevier, vol. 31(5), pages 693-717, July.
    19. Mfouapon Alassa & Kamdem Cyrille Bergaly & Mohammadou Nourou, 2022. "Agricultural Foreign Aid Allocation in Sub-Saharan Africa: The importance of Democracy and Quality of Governance," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 6(3), pages 84-100, March.
    20. Katarzyna Smędzik-Ambroży & Anna Matuszczak & Ryszard Kata & Piotr Kułyk, 2021. "The Relationship of Agricultural and Non-Agricultural Income and Its Variability in Regard to Farms in the European Union Countries," Agriculture, MDPI, vol. 11(3), pages 1-17, February.
    21. Wenshou Yan & Kaixing Huang, 2018. "Determinants of agricultural protection in China and the rest of the world," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 32(2), pages 64-75, November.
    22. Olper, Alessandro & Raimondi, Valentina, 2013. "Electoral rules, forms of government and redistributive policy: Evidence from agriculture and food policies," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 141-158.
    23. Mogues, Tewodaj, 2012. "What determines public expenditure allocations?: A review of theories, and implications for agricultural public investments," IFPRI discussion papers 1216, International Food Policy Research Institute (IFPRI).
    24. Mogues, Tewodaj & Olofinbiyi Tolulope, 2017. "Institutions And Public Agricultural Investments: A Qualitative Study Of State And Local Government Spending In Nigeria," Feed the Future Innovation Lab for Food Security Policy Research Papers 259576, Michigan State University, Department of Agricultural, Food, and Resource Economics, Feed the Future Innovation Lab for Food Security (FSP).

17. Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.

    Cited by:

    1. Antle, John M. & Capalbo, Susan Marie, 2000. "Econometric-Process Models For Integrated Assessment Of Agricultural Production Systems," Research Discussion Papers 29234, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
       • John M. Antle & Susan M. Capalbo, 2001. "Econometric-Process Models for Integrated Assessment of Agricultural Production Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(2), pages 389-401.
    2. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
       • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
       • Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    3. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    4. Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua, 2009. "On the sensitivity of the one-sided t test to covariance misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1593-1609, September.
    5. Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
       • Preinerstorfer, David & Pötscher, Benedikt M., 2016. "On Size And Power Of Heteroskedasticity And Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, vol. 32(2), pages 261-358, April.
    6. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
       • Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
    7. Krämer, Walter & Hanck, Christoph, 2008. "More on the F-test under nonspherical disturbances," Technical Reports 2008,14, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    8. O'Hara Hines, R.J. & Hines, W.G.S., 2007. "Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5537-5546, August.

18. Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.

    Cited by:

    1. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
       • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
       • Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    2. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    3. Wan, Alan T.K. & Zou, Guohua & Banerjee, Anurag, 2007. "The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions," Economics Letters, Elsevier, vol. 94(2), pages 213-219, February.
    4. Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
    5. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
    6. Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua, 2009. "On the sensitivity of the one-sided t test to covariance misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1593-1609, September.
    7. Banerjee, Anurag N. & Basu, Parantap, 1998. "A Re-Examination Of Excess Sensitivity Puzzle When Consumers Forecast The Income Process," PRG Working Papers 31876, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.
    8. Anurag Banerjee, 2004. "Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory," Econometric Society 2004 Australasian Meetings 159, Econometric Society.
    9. Fan, Qiuyan & Hajiyeva, Aytan Merdan, 2022. "Nexus between energy efficiency finance and renewable energy development: Empirical evidence from G-7 economies," Renewable Energy, Elsevier, vol. 195(C), pages 1077-1086.
    10. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
        • Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
    11. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
    12. O'Hara Hines, R.J. & Hines, W.G.S., 2007. "Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5537-5546, August.
    13. Wei Zhao & ZhengShan Luo & Qilei Liu, 2023. "Does supply chain matter for environmental firm performance: mediating role of financial development in China," Economic Change and Restructuring, Springer, vol. 56(6), pages 3811-3837, December.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-DGE: Dynamic General Equilibrium (3) 2011-09-22 2016-09-18 2021-03-22
2. NEP-ETS: Econometric Time Series (3) 2004-10-30 2013-10-18 2015-08-25
3. NEP-URE: Urban and Real Estate Economics (3) 2011-09-22 2013-10-18 2015-08-25
4. NEP-ECM: Econometrics (2) 2004-10-30 2013-10-18
5. NEP-FOR: Forecasting (2) 2013-10-18 2015-08-25
6. NEP-DEV: Development (1) 2012-01-18
7. NEP-EDU: Education (1) 2011-09-22
8. NEP-FIN: Finance (1) 2004-10-30
9. NEP-HRM: Human Capital and Human Resource Management (1) 2011-09-22
10. NEP-LAB: Labour Economics (1) 2011-09-22
11. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2021-03-22
12. NEP-MAC: Macroeconomics (1) 2021-03-22
13. NEP-RMG: Risk Management (1) 2004-10-30
14. NEP-SOG: Sociology of Economics (1) 2016-09-18
15. NEP-SPO: Sports and Economics (1) 2017-06-11

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