C52 - Model Evaluation and Selection

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 1-10 of 29 total displayed.

Most recent content

Articles
A Simple Test for GARCH Against a Stochastic Volatility Model

Philip Hans Franses, Marco van der Leij, and Richard Paap
J. Financial Econometrics 2008; 6: 291-306. [Abstract] [Full text] [PDF]  

Articles
Targets, zones, and asymmetries: a flexible nonlinear model of recent UK monetary policy

Virginie Boinet and Christopher Martin
Oxf. Econ. Pap. 2008; 60: 423-439. [Abstract] [Full text] [PDF]  

Past content

Articles
Detecting ARCH Effects in Non-Gaussian Time Series

Burkhard Raunig
J. Financial Econometrics 2008; 6: 271-289. [Abstract] [Full text] [PDF]  

Articles
Using a Contingent Valuation Approach for Improved Solid Waste Management Facility: Evidence from Enugu State, Nigeria

William M. Fonta, H. Eme Ichoku, Kanayo K. Ogujiuba, and Jude O. Chukwu
J. Afr. Econ. 2008; 17: 277-304. [Abstract] [Full text] [PDF]  

Articles
Capturing structural changes in French meat and fish demand over the period 1991–2002

Olivier Allais and Véronique Nichèle
Eur. Rev. Agric. Econ. 2007; 34: 517-538. [Abstract] [Full text] [PDF]  

Articles
Stock Return Predictability: Is it There?

Andrew Ang and Geert Bekaert
Rev. Financ. Stud. 2007; 20: 651-707. [Abstract] [Full text] [PDF]  

Articles
The new economic geography versus urban economics: an evaluation using local wage rates in Great Britain

Bernard Fingleton
Oxf. Econ. Pap. 2006; 58: 501-530. [Abstract] [Full text] [PDF]  

Articles
Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns

David E. Rapach and Mark E. Wohar
J. Financial Econometrics 2006; 4: 238-274. [Abstract] [Full text] [PDF]  

Articles
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study

Guglielmo Maria Caporale, Christos Ntantamis, Theologos Pantelidis, and Nikitas Pittis
J. Financial Econometrics 2005; 3: 282-309. [Abstract] [Full text] [PDF]  

Articles
Non-linear inflationary dynamics: evidence from the UK

Michael Arghyrou, Christopher Martin, and Costas Milas
Oxf. Econ. Pap. 2005; 57: 51-69. [Abstract] [Full text] [PDF]  

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