Recent publications
Article
Mojirsheibani, M & Pouliot, W 2021, 'A nearest-neighbor-based ensemble classifier and its large-sample optimality', Journal of Statistical Computation and Simulation, pp. 1-17. https://doi.org/10.1080/00949655.2021.1882458
Huang, R, Pilbeam, K & Pouliot, W 2021, 'Do actively managed US mutual funds produce positive alpha?', Journal of Economic Behavior and Organization, vol. 182, pp. 472-492. https://doi.org/10.1016/j.jebo.2019.03.006
Boonman, T, Litsios, I, Pilbeam, K & Pouliot, W 2021, 'Modelling the trade balance between the Northern and Southern Eurozone an intertemporal approach', Journal of International Money and Finance. https://doi.org/10.1016/j.jimonfin.2021.102508
Huang, R, Asteriou, D & Pouliot, W 2020, 'A reappraisal of luck versus skill in the cross-section of mutual fund returns', Journal of Economic Behavior & Organization, vol. 176, pp. 166-187. https://doi.org/10.1016/j.jebo.2020.03.032
Goenka, A, Jafarey, S & Pouliot, W 2020, 'Pollution, mortality and time consistent abatement taxes', Journal of Mathematical Economics, vol. 88, pp. 1-15. https://doi.org/10.1016/j.jmateco.2020.01.004
Ercolani, M, Pouliot, W & Ercolani, J 2018, 'Luck versus skill over time: time-varying performance in the cross-section of mutual fund returns', Applied Economics, vol. 50, no. 34-35, pp. 3686-3701. https://doi.org/10.1080/00036846.2018.1436154
Al-Sharadqah, A, Mojirsheibani, M & Pouliot, W 2018, 'On the performance of weighted bootstrapped kernel deconvolution density estimators', Statistical Papers, pp. 1-26. https://doi.org/10.1007/s00362-018-1006-0
Horvath, L, Pouliot, W & Wang, S 2017, 'Detecting At-Most-m-Changes in Linear Regression Models', Journal of Time Series Analysis, vol. 38, no. 4, pp. 552-590. https://doi.org/10.1111/jtsa.12228
Mojirsheibani, M, Manley, K & Pouliot, W 2017, 'On density and regression estimation with incomplete data', Communications in Statistics: Theory and Methods. https://doi.org/10.1080/03610926.2016.1277751
Pouliot, W 2016, 'Robust Tests for Change in Intercept and Slope in Linear Regression Models with Application to Manager Performance in the Mutual Fund Industry', Economic Modelling. https://doi.org/10.1016/j.econmod.2016.03.011
Pouliot, W & Mojirsheibani, M 2016, 'Weighted bootstrapped kernel density estimators in two-sample problems', Journal of Nonparametric Statistics. https://doi.org/10.1080/10485252.2016.1253842
Pouliot, W, Olmo, J & Pilbeam, K 2011, 'Detecting the Presence of Insider Trading via Structural Break Tests', Journal of Banking & Finance, vol. 35, no. 11, pp. 2820-2828. https://doi.org/10.1016/j.jbankfin.2011.03.013
Pouliot, W & Olmo, J 2011, 'Early Detection Techniques for Market Risk Failure', Studies in Nonlinear Dynamics & Econometrics, vol. 15, no. 4, 1. https://doi.org/10.2202/1558-3708.1800
Discussion paper
Goenka, A, Jafarey, S & Pouliot, W 2012 'Pollution, mortality and optimal environmental policy: Discussion Paper 12-05' Department of Economics, University of Birmingham, pp. 1-46. <http://www.birmingham.ac.uk/schools/business/departments/economics/research/discussion-papers/2012-discussion-papers.aspx>
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