The current article builds on Berri and Eschker's (2005) research on the impact of crunch time, or pressure-packed performance, in professional basketball by searching for changes in individual player performance near the end of the game. In this way, our study is similar to the study of Savage...

This study examines the effectiveness of successive rules changes on competitive balance, as measured by score differential in a match, over the history of seven European professional soccer leagues. Poisson regression results show that various rules changes do have an effect on match...

The hysteresis hypothesis in unemployment for ten European countries are tested using newly developed Panel SURADF tests of Breuer et al. (2001) for the 1961-1999 period. While the other Panel-based unit root tests are joint tests of a unit root for all members of the panel and are incapable of...

This note uses the newly developed panel SURADF tests advanced by Breuer et al. (2001) to investigate the time-series properties of real GDP for 47 African countries for the period 1980 to 2004. While the other Panel-based unit root tests are joint tests of a unit root for all members of the...

In this study, we revisit the issue as to the presence of rational bubbles in the US stock market during the 1871 to 2002 period using both the Johansen cointegration and the Bierens 1997 nonparametric cointegration tests. The results from the conventional Johansen cointegration test fully...

This study applies a simple and powerful nonlinear unit-root test proposed by Sollis (2009) to test the validity of long-run Purchasing Power Parity (PPP) for Germany's real exchange rate <italic>vis-à-vis</italic> its trading partner countries. The empirical results indicate that PPP holds for Germany relative...

This study applies the Sequential Panel Selection Method (SPSM) to test the mean reversion properties in the real interest rates for the G-10 countries (i.e. Belgium, Canada, France, Germany, Italy, Japan, the Netherlands, Sweden, the United Kingdom and the United States) over the period 1980M1...

This study applied the nonlinear Kapetanios <italic>et al.</italic> (2003) test with a Fourier function (capturing the smooth breaks) to test the validity of long-run Purchasing Power Parity (PPP) for G-7 countries over the period January 1994 to April 2010. The empirical results indicate that PPP holds for all...

This study applies the Sequential Panel Selection Method (SPSM) procedure proposed by Chortareas and Kapetanios (2009) to test the validity of long-run Purchasing Power Parity (PPP) for a sample of East Asian countries over the period March 1985 to September 2011. SPSM classifies the whole panel...

This empirical note applies a simple and powerful nonlinear unit root proposed by Sollis (2009) to test the validity of long-run Purchasing Power Parity (PPP) for Japan's Real Exchange Rate (RER) vis-à-vis its eight trading partner countries. The empirical results indicate that PPP holds for...