Anurag Banerjee

Employment

• Durham University Business School Reader

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (13)

• A method of estimating the average derivative
  DOI: http://dx.doi.org/10.1016/j.jeconom.2005.07.010
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• A re-examination of the excess smoothness puzzle when consumers estimate the income process
  DOI: http://dx.doi.org/10.1002/for.796
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• Active momentum trading versus passive ‘ naive diversification’
  DOI: http://dx.doi.org/10.1080/14697688.2013.766760
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• DISCRIMINATING SHORT AND LONG MEMORY IN FINITE SAMPLES USING SENSITIVITY ANALYSIS: AN APPLICATION TO GROWTH CONVERGENCE
  DOI: http://dx.doi.org/10.1111/j.1467-8586.2012.00461.x
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• Does a sudden death liven up the game? Rules, incentives, and strategy in football
  DOI: http://dx.doi.org/10.1007/s00199-003-0402-3
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• Economic development, institutional change, and the political economy of agricultural protection An econometric study of Belgium since the 19th century
  DOI: http://dx.doi.org/10.1111/j.1574-0862.2001.tb00052.x
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• Informed momentum trading versus uninformed “naive” investors strategies
  DOI: http://dx.doi.org/10.1016/j.jbankfin.2011.04.005
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• On the sensitivity of the usual t- and F-tests to covariance misspecification
  DOI: http://dx.doi.org/10.1016/s0304-4076(99)00034-2
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• Sensitivity of univariate AR(1) time-series forecasts near the unit root
  DOI: http://dx.doi.org/10.1002/1099-131x(200104)20:3<203::aid-for766>3.0.co;2-d
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• Skating on thin ice
  DOI: http://dx.doi.org/10.1111/j.1540-5982.2007.00418.x
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