## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C14: Semiparametric and Nonparametric Methods: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Long memory in return structures from developed markets**

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

**Duopolio, Diferenciación y Escala: Un Estudio de las Estructuras de Costos de las Administradoras de Fondos de Pensiones en Bolivia**

*by*Maceira, Daniel & Garlati Bertoldi, Pablo Adrián

**The Effect of Dental Insurance on the Use of Dental Care For Older Adults: A Partial Identification Analysis**

*by*Kreider, Brent & Manski, Richard & Moeller, John & Pepper, John V.

**Empirical Essays in the Economics of Ageing and the Economics of Innovation**

*by*Janina Reinkowski

**The copula based on multivariate t-distribution with vector of degrees of freedom**

*by*Balaev, Alexey

**Evaluación del poder de predicción de las expectativas de inflación de los consumidores en México**

*by*Murillo, José Antonio. & Sánchez-Romeu, Paula.

**The impact of R&D subsidies during the crisis**

*by*Hud, Martin & Hussinger, Katrin

**Direct democracy and local government efficiency**

*by*Asatryan, Zareh & De Witte, Kristof

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**A note on using the Hodrick-Prescott filter in electricity markets**

*by*Rafal Weron & Michal Zator

**Measuring the Causal Effect of Privatization on Firm Performance**

*by*Jan Hagemejer & Joanna Tyrowicz & Jan Svejnar

**Children’s skill formation in less developed countries – The impact of sports participation**

*by*Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael

**An Empirical Analysis of the Ross Recovery Theorem**

*by*Audrino, Francesco & Huitema, Robert & Ludwig, Markus

**Causal pitfalls in the decomposition of wage gaps**

*by*Huber, Martin

**Treatment evaluation with multiple outcome periods under endogeneity and attrition**

*by*Frölich, Markus & Huber, Martin

**Treatment evaluation with multiple outcome periods under endogeneity and attrition**

*by*Frölich, Markus & Huber, Martin

**The impact of innovation support programmes on SME innovation in traditional manufacturing industries: an evaluation for seven EU regions**

*by*Radicic D. & Pugh G. & Hollanders H.J.G.M. & Wintjes R.J.M.

**Nonparametric welfare and demand analysis with unobserved individual heterogeneity**

*by*Demuynck T. & Cosaert S.

**Time-varying Long-run Income and Output Elasticities of Electricity Demand**

*by*Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park

**Efficiency of the Services Sector: a Parametric Approach**

*by*Gisela Di Meglio & Stefano Visintin

**Tightening Bounds In Triangular Systems**

*by*Desire Kedagni & Ismael Mourifie

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators**

*by*Seojeong Lee

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Beyond the SUTVA: how policy evaluations change when we allow for interactions among firms**

*by*Augusto Cerqua & Guido Pellegrini

**A suggestion for a multivariate concordance coefficient**

*by*Silvia Terzi & Luca Moroni

**The Economic Approach to Fertility: A Causal Mediation Analysis**

*by*Gauthier T. Kashalala & Steven F. Koch

**Milk supply contracts and default incidence in Kenya**

*by*Mailu, Stephen & Will, Margret & Mwanza, Rosemary & Nkanata, Kinyua & Mbugua, David

**Semiparametric Estimation of First-Price Auction Models**

*by*Aryal, Gaurab & Gabrielli, Maria F. & Vuong, Quang

**A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA**

*by*Medel, Carlos A.

**Revealed time-preference**

*by*Dziewulski, Pawel

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**Acquisition Premiums of Executive Compensation in China: a Matching View**

*by*Kang, Lili & Peng, Fei

**Handling negative data using Data Envelopment Analysis: a directional distance approach applied to higher education**

*by*Barra, Cristian & Zotti, Roberto

**On uniqueness of moving average representations of heavy-tailed stationary processes**

*by*Gouriéroux, Christian & Zakoian, Jean-Michel

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour**

*by*Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar

**How students' exogenous characteristics affect faculties’ inefficiency. A heteroscedastic stochastic frontier approach**

*by*Zotti, Roberto & Barra, Cristian

**A non parametric ACD model**

*by*Cosma, Antonio & Galli, Fausto

**The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples**

*by*Medel, Carlos A.

**Forgive, or Award, Your Debtor? - A Barrier Option Approach**

*by*Sun, David & Chow, Da-Ching

**A test for weakly separable preferences**

*by*John Quah

**Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models**

*by*Ying-Ying Lee

**Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks**

*by*Lance Lochner & Youngki Shin

**Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence**

*by*Bin Peng & Chaohua Dong & Jiti Gao

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

**Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim

**Specification Testing in Structural Nonparametric Cointegration**

*by*Chaohua Dong & Jiti Gao

**Low-dimensional decomposition, smoothing and forecasting of sparse functional data**

*by*Alexander Dokumentov & Rob J Hyndman

**Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao

**Semiparametric Localized Bandwidth Selection in Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Boosting multi-step autoregressive forecasts**

*by*Souhaib Ben Taieb & Rob J Hyndman

**Econometric Time Series Specification Testing in a Class of Multiplicative Error Models**

*by*Patrick W Saart & Jiti Gao & Nam Hyun Kim

**Option pricing in an imperfect world**

*by*Gianluca Cassese

**Parametric and Nonparametric Analysis of Tax Changes**

*by*James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik

**Progressivity of Taxes and Transfers: the Mexican Case 2012**

*by*Luis Huesca & Abdelkrim Araar

**Quality of Match for Statistical Matches Using the American Time Use Survey 2010, the Survey of Consumer Finances 2010, and the Annual Social and Economic Supplement 2011**

*by*Fernando Rios-Avila

**Quality of Statistical Match and Employment Simulations Used in the Estimation of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for South Korea, 2009**

*by*Thomas Masterson

**Testing For A General Class Of Functional Inequalities**

*by*Sokbae Lee & Kyungchul Song & Yoon-Jae Whang

**Focused Information Criterion for Series Estimation in Partially Linear Models**

*by*Naoya Sueishi & Arihiro Yoshimura

**Inequality in Total Returns to Work in Ukraine: Taking A Closer Look at Workplace (Dis)amenities**

*by*Olena Nizalova

**State-dependence vs. Time-dependence: An Empirical Multi-Country Investigation of Price Sluggishness**

*by*Steffen Ahrens & Matthias Hartmann

**Cost and revenue efficiency in Spanish banking: What distributions show**

*by*Mª Pilar García-Alcober & Emili Tortosa-Ausina & Diego Prior & Manuel Illueca

**Earnings quality and performance in the banking industry: A profit frontier approach**

*by*Diego Prior & Emili Tortosa-Ausina & Manuel Illueca & Mª Pilar García-Alcober

**Inequality in Total Returns to Work in Ukraine: Taking a Closer Look at Workplace (Dis)amenities**

*by*Nizalova, Olena Y.

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

**Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables**

*by*Frölich, Markus & Huber, Martin

**Additive Nonparametric Regression in the Presence of Endogenous Regressors**

*by*Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun

**Household Consumption When the Marriage Is Stable**

*by*Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic

**Matching Methods in Practice: Three Examples**

*by*Imbens, Guido W.

**Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition**

*by*Frölich, Markus & Huber, Martin

**Obesity and the Labor Market: A Fresh Look at the Weight Penalty**

*by*Caliendo, Marco & Gehrsitz, Markus

**More Is Better! What Can Firm-Specific Estimates of the Impact of Institutional Quality on Performance Tell Us?**

*by*Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai

**Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis**

*by*Stefanie Hof

**Oil price impact on financial markets:**

*by*Anna Creti & Zied Ftiti & Khaled Guesmi

**Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries**

*by*Zied Ftiti & Khaled Guesmi & Frédéric Teulon & Slim Chouachi

**Robust Portfolio Protection: A Scenarios-Based Approach**

*by*Selim Mankaï & Khaled Guesmi

**Disentangling economic recessions and depressions**

*by*Bertrand Candelon & Norbert Metiu & Stefan Straetmans

**Macroeconomic variables in financial distress: A non parametric method**

*by*Ben Jabeur Sami

**Corporate Failure: A Non Parametric Method**

*by*Ben Jabeur Sami

**On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach**

*by*Chaker Aloui & Duc Khuong Nguyen

**A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies**

*by*Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

**Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis**

*by*Anna Creti & Zied Ftiti & Khaled Guesmi

**Oil Shocks and Economic Growth in OPEC countries**

*by*Zied Ftiti & Khaled Guesmi & Frédéric Teulon

**partykit: A Modular Toolkit for Recursive Partytioning in R**

*by*Torsten Hothorn & Achim Zeileis

**A Combined Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Testing for a general class of functional inequalities**

*by*Sokbae 'Simon' Lee & Kyungchul Song & Yoon-Jae Whang

**The impact of R&D subsidies on R&D employment composition**

*by*Sergio Afcha & Jose García-Quevedo

**TEDAS - Tail Event Driven ASset Allocation**

*by*Wolfgang Karl Härdle & Sergey Nasekin & David Lee Kuo Chuen & Phoon Kok Fai

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Härdle

**Nonparametric Test for a Constant Beta over a Fixed Time Interval**

*by*Markus Reiß & Viktor Todorov & George Tauchen &

**Modelling spatiotemporal variability of temperature**

*by*Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter

**Estimation procedures for exchangeable Marshall copulas with hydrological application**

*by*Fabrizio Durante & Ostap Okhrin & &

**Functional stable limit theorems for efficient spectral covolatility estimators**

*by*Randolf Altmeyer & Markus Bibinger & &

**A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data**

*by*Lijie Gu & Li Wang & Wolfgang Karl Härdle & Lijian Yang

**The Underwriting, Choice And Performance Of Government-Insured Mortgages In Russia**

*by*Evgeniy M. Ozhegov

**Credit Risk Modeling Of Residential Mortgage Lending In Russia**

*by*Agatha M. Poroshina

**Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income**

*by*Blomquist, Sören & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K.

**Decomposing the productivity differences between hospitals in the Nordic countries**

*by*Kittelsen, Sverre A.C. & Persson, Benny Adam & Rehnberg, Clas & Anthun, Kjartan S. & Goude, Fanny & Rättö, Hanna & Hope, Øyvind & Häkkinen, Unto & Medin, Emma & Kalseth, Birgitte & Kilsmark, Jannie

**A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting**

*by*Li, Yushu & Andersson, Jonas

**From giving birth to paid labor: the effects of adult education for prime-aged mothers**

*by*Bergemann, Annette & van den Berg, Gerard J.

**IPW estimation and related estimators for evaluation of active labor market policies in a dynamic setting**

*by*Vikström, Johan

**Counterfactual Spatial Distributions**

*by*Paul E. Carrillo & Jonathan Rothbaum

**A contribution to the chronology of turning points in global economic activity (1980-2012)**

*by*Grossman, Valerie & Mack, Adrienne & Martinez-Garcia, Enrique

**From a rise in B to a fall in C? Environmental impact of biofuels**

*by*Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs

**Household Consumption When the Marriage is Stable**

*by*Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen

**Transitive Preferences in Multi-Member Households**

*by*Bart Smeulders & Laurens Cherchye & Bram De Rock & Frits Spieksma & Fabrice Talla Nobibon

**Robust Portfolio Protection: A Scenarios-Based Approach**

*by*Selim Mankaï & Khaled Guesmi

**Contribution of ICT on Labor Market Polarization: an Evolutionary Approach**

*by*Benjamin David

**A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion**

*by*Bertrand Caudelon & Sessi Tokpavi

**Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis**

*by*Guglielmo Maria Caporale & Marinko Skare

**Obesity and the Labor Market: A Fresh Look at the Weight Penalty**

*by*Marco Caliendo & Markus Gehrsitz

**Filtering and Prediction in Noncausal Processes**

*by*Christian Gouriéroux & Joann Jasiak

**On Forecast Evaluation**

*by*Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

**Pre-school contributions to future achievements**

*by*Luis Fernando Gamboa

**Las acciones como activo de reserva para el Banco de la República**

*by*Mario Alejandro Acosta R.

**Measuring Environmental and Economic Efficiency in Italy: an Application of the Malmquist-DEA and Grey Forecasting Model**

*by*O.A. Carboni & P. Russu

**Urban inequity in the performance of social health insurance system: evidence from Russian regions**

*by*Galina Besstremyannaya

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains**

*by*Juan Carlos Martínez-Ovando & Sergio I. Olivares-Guzmán & Adriana Roldán-Rodríguez

**The impact of local minimum wages on employment: evidence from Italy in the 1950s**

*by*Guido de Blasio & Samuele Poy

**Filling in the Blanks: Network Structure and Interbank Contagion**

*by*Kartik Anand & Ben Craig & Goetz von Peter

**Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation**

*by*Heng Chen

**Matrix Box-Cox Models for Multivariate Realized Volatility**

*by*Weigand, Roland

**Matrix Box-Cox Models for Multivariate Realized Volatility**

*by*Roland Weigand

**Functional limit theorems for generalized variations of the fractional Brownian sheet**

*by*Mikko S. Pakkanen & Anthony Réveillac

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**Revealed Preferences in a Heterogeneous Population**

*by*Stefan Hoderlein & Jörg Stoye

**Análisis de la eficiencia hospitalaria por Comunidad Autónoma en el ámbito del Sistema Nacional de Salud**

*by*Cabello Granado, Pablo Antonio & Hidalgo Vega, Álvaro

**Without Oil, How Do Gulf Countries Move? Non-hydrocarbon Business Cycles**

*by*Cevik, Serhan

**Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy**

*by*Laura Carabotta

**Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries**

*by*Tomáš Slacík & Katharina Steiner & Julia Wörz

**Sobre la relación entre liberalización y eficiencia productiva en el sector ferroviario en Europa/On the Relation between Deregulation and Productive Efficiency in European Railway Sector**

*by*LÉRIDA NAVARRO, CARLOS & TRÁNCHEZ MARTÍN, JOSÉ MANUEL

**The mining industry in Mexico: Performance patterns and determinants of efficiency**

*by*Edgar David Gaytán Alfaro & Francisco Benita

**Escaping Satiation Dynamics: Some Evidence from British Household Data**

*by*Andreas Chai & Alessio Moneta

**The Effect Of Youth Labor Market Experience On Adult Earnings**

*by*JEREMIAH RICHEY

**World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator**

*by*Antonio Cappiello

**Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA**

*by*Tihana Skrinjaric

**The economic meaning of Data Envelopment Analysis: A ‘behavioral’ perspective**

*by*Cherchye, Laurens & De Rock, Bram & Hennebel, Veerle

**(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

*by*Hottenrott, Hanna & Lopes-Bento, Cindy

**Do subsidies to private capital boost firms' growth? A multiple regression discontinuity design approach**

*by*Cerqua, Augusto & Pellegrini, Guido

**Efficiency of Islamic banks during the financial crisis: An analysis of Middle Eastern and Asian countries**

*by*Rosman, Romzie & Wahab, Norazlina Abd & Zainol, Zairy

**The contribution of human capital variables to changes in the wage distribution function**

*by*Ghosh, Pallab Kumar

**Precious metal mutual fund performance appraisal using DEA modeling**

*by*Tsolas, Ioannis E.

**Co-dependence of extreme events in high frequency FX returns**

*by*Polanski, Arnold & Stoja, Evarist

**Co-dependence of extreme events in high frequency FX returns**

*by*Polanski, Arnold & Stoja, Evarist

**Composition of wealth, conditioning information, and the cross-section of stock returns**

*by*Roussanov, Nikolai

**Revealed preference analysis for convex rationalizations on nonlinear budget sets**

*by*Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram

**Stochastic fictitious play with continuous action sets**

*by*Perkins, S. & Leslie, D.S.

**Loss given default for leasing: Parametric and nonparametric estimations**

*by*Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen

**Flexible dependence modeling of operational risk losses and its impact on total capital requirements**

*by*Brechmann, Eike & Czado, Claudia & Paterlini, Sandra

**Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach**

*by*Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman

**Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets**

*by*Bekiros, Stelios D.

**Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange**

*by*Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha

**Sieve M inference on irregular parameters**

*by*Chen, Xiaohong & Liao, Zhipeng

**Testing conditional independence via empirical likelihood**

*by*Su, Liangjun & White, Halbert

**Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting**

*by*Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman

**Theory-coherent forecasting**

*by*Giacomini, Raffaella & Ragusa, Giuseppe

**Testing for separability in structural equations**

*by*Lu, Xun & White, Halbert

**Weighted KS statistics for inference on conditional moment inequalities**

*by*Armstrong, Timothy B.

**Non parametric analysis of panel data models with endogenous variables**

*by*Fève, Frédérique & Florens, Jean-Pierre

**Estimating spot volatility with high-frequency financial data**

*by*Zu, Yang & Peter Boswijk, H.

**Nonparametric estimation and inference for conditional density based Granger causality measures**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

**Inference of bidders’ risk attitudes in ascending auctions with endogenous entry**

*by*Fang, Hanming & Tang, Xun

**Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter**

*by*Horowitz, Joel L.

**Nonparametric tests for tail monotonicity**

*by*Berghaus, Betina & Bücher, Axel

**Beta-product dependent Pitman–Yor processes for Bayesian inference**

*by*Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

**Inference on stochastic time-varying coefficient models**

*by*Giraitis, L. & Kapetanios, G. & Yates, T.

**Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference**

*by*Sun, Yixiao

**Sieve inference on possibly misspecified semi-nonparametric time series models**

*by*Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao

**Bayesian regression with heteroscedastic error density and parametric mean function**

*by*Pelenis, Justinas

**On empirical likelihood statistical functions**

*by*Yuan, Ao & Xu, Jinfeng & Zheng, Gang

**Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture**

*by*Jensen, Mark J. & Maheu, John M.

**Semiparametric models with single-index nuisance parameters**

*by*Song, Kyungchul

**Frontier estimation in nonparametric location-scale models**

*by*Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid

**Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression**

*by*Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno

**Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing**

*by*Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur

**Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators**

*by*Lee, Seojeong

**The estimation of misspecified long memory models**

*by*Robinson, Peter M.

**Model specification test with correlated but not cointegrated variables**

*by*Gan, Li & Hsiao, Cheng & Xu, Shu

**Testing cointegration relationship in a semiparametric varying coefficient model**

*by*Gu, Jingping & Liang, Zhongwen

**Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV**

*by*Fan, Yanqin & Park, Sang Soo

**A consistent nonparametric test of parametric regression functional form in fixed effects panel data models**

*by*Lin, Zhongjian & Li, Qi & Sun, Yiguo

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Estimating a semi-parametric duration model without specifying heterogeneity**

*by*Hausman, Jerry A. & Woutersen, Tiemen

**A Γ-moment approach to monotonic boundary estimation**

*by*Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle

**Treatment effect estimation with covariate measurement error**

*by*Battistin, Erich & Chesher, Andrew

**The effect of human capital on countries’ economic efficiency**

*by*Tzeremes, Nickolaos G.

**Can Markov switching model generate long memory?**

*by*Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas

**Iterative algorithm for non parametric estimation of the instrumental variables quantiles**

*by*Fève, Frédérique & Florens, Jean-Pierre

**An alternative identification of nonlinear dynamic panel data models with unobserved covariates**

*by*Shiu, Ji-Liang

**Analysis of group performance with categorical data when agents are heterogeneous: The evaluation of scholastic performance in the OECD through PISA**

*by*Herrero, Carmen & Mendez, Ildefonso & Villar, Antonio

**Cronyism and education performance**

*by*Coco, Giuseppe & Lagravinese, Raffaele

**Extremes, return level and identification of currency crises**

*by*Qin, Xiao & Liu, Liya

**Determinants of the link between financial and economic development: Evidence from a functional coefficient model**

*by*Herwartz, Helmut & Walle, Yabibal M.

**Modeling structural change in the European metropolitan areas during the process of economic integration**

*by*Longhi, Christian & Musolesi, Antonio & Baumont, Catherine

**The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range**

*by*Todorova, Neda & Souček, Michael

**Exports and Firm Productivity in Turkish Manufacturing: An Olley-Pakes Estimation**

*by*M. Akif Arvas & Burak Uyar

**Club Performance Dynamics At Italian Regional Level**

*by*BRIDA, Juan Gabriel & GARRIDo, Nicolas & MUREDDU, Francesco

**Recovery Rates in Consumer Lending: Empirical Evidence and the Model Comparison**

*by*Samuel Prívara & Marek Kolman & Jiri Witzany

**Impact Of Financial Crisis On Banking Efficiency: Evidence From Romania**

*by*Mihăiță-Cosmin M. POPOVICI

**Relative power and efficiency as a main determinant of banks’ profitability in Latin America**

*by*Jorge Guille´n & Erick W. Rengifo & Emre Ozsoz

**Price jumps on European stock markets**

*by*Jan Hanousek & Evzen Kocenda & Jan Novotny

**Economic Relationship between Access to Land and Rural Poverty in Nepal**

*by*Trond Bjorndal

**Spas Performances Benchmarking and Operation Efficiency**

*by*Akarapong Untong

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests**

*by*Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda

**Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests**

*by*Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

**Asymptotics of the discrete log-concave maximum likelihood estimator and related applications**

*by*Balabdaoui, Fadoua & Jankowski, Hanna & Rufibach, Kaspar & Pavlides, Marios

**Bayesian Optimal Adaptive Estimation Using a Sieve Prior**

*by*Arbel, Julyan & Gayraud, Ghislaine & Rousseau, Judith

**Les crises économiques et financières et les facteurs favorisant leur occurrence**

*by*Cabrol, Sébastien

**Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy**

*by*Beate Schirwitz

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**Generated Covariates in Nonparametric Estimation: A Short Review**

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**Realized Copula**

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**Support Vector Machines with Evolutionary Feature Selection for Default Prediction**

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**A Donsker Theorem for Lévy Measures**

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**Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions**

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**Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines**

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**Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency**

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**Nonparametric prediction of stock returns guided by prior knowledge**

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**An 'extended" Knowledge Production Function approach to the genesis of innovation in the European regions**

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**The Impact of Uruguay’s 2007 Tax Reform on Equity and Efficiency**

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**Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms**

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**Company heterogeneity and mark-up variability**

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**A Relative Efficiency Measure Based on Stock Market Index Data**

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**Changements organisationnels dans les entreprises, outils de gestion et risques psychosociaux : une analyse sur données françaises**

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**Bioenergy and Global Land Use Change**

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**Export intensity and the productivity gains of exporting**

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**Revealed Preference Analysis for Convex Rationalizations on Nonlinear Budget Sets**

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**Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models**

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**Getting back into the Labor Market: The Effects of Start-up Subsidies for Unemployed Females**

*by*Marco Caliendo & Steffen Künn

**Location, Location, Location: Extracting Location Value from House Prices**

*by*Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz

**Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework**

*by*Michael Zschille

**Who Leaves and When?: Selective Outmigration of Immigrants from Germany**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**What Makes Single Mothers Expand or Reduce Employment?**

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**Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean**

*by*Francisco Blasques

**A New Semiparametric Volatility Model**

*by*Jiangyu Ji & Andre Lucas

**Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models**

*by*Hallin, M. & Akker, R. van den & Werker, B.J.M.

**Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme**

*by*Cai, J. & Einmahl, J.H.J. & Haan, L.F.M. de & Zhou, C.

**Sharp for SARP: Nonparametric Bounds on the Behavioural and Welfare Effects of Price Changes**

*by*Blundell, R. & Browning, M. & Cherchye, L.J.H. & Crawford, I. & Rock, B. de & Vermeulen, F.M.P.

**Sharing Rule Identification for General Collective Consumption Models**

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**On Distribution Free Test for Discrete Distributions and an Extension to Continuous Time**

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**Asymptotic Efficiency of Semiparametric Two-step GMM**

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**Sieve Inference on Semi-nonparametric Time Series Models**

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**The reaction of stock market returns to anticipated unemployment**

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**The Trade Effects of Skilled versus Unskilled Migration**

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**Can Rare Events Explain the Equity Premium Puzzle?**

*by*Ghosh, Anisha & Julliard, Christian

**Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms**

*by*Dolado, Juan J. & Ortigueira, Salvador & Stucchi, Rodolfo

**Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework**

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**DESCENTRALIZACIÓN FISCAL Y LAS VARIABLES DE ESTABILIDAD: Contraste empírico desde la estadística no paramétrica**

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**Medición de la eficiencia del uso de las regalías petroleras: una aplicación del análisis envolvente de datos**

*by*Rosa María Armenta Vergara & Carlos Alberto Barreto Nieto & William Orlando Prieto Bustos

**Explorando la relación entre el IPC e IPP: El caso colombiano**

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**Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence**

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**Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange**

*by*José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura

**Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica**

*by*Wilmer O. Martínez R & Manuel D. Hernández

**Employment Subsidies, Informal Economy and Women’s Transition into Work in a Depressed Area: Evidence from a Matching Approach**

*by*M. Deidda & A. Di Liberto & M. Foddi & G. Sulis

**Club performance dynamics at Italian regional level**

*by*N. Garrido & F. Mureddu

**Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News**

*by*Peter Claeys & Borek Vasicek

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

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**Assessing the Efficiency of Mother-to-Child HIV Prevention in Low- and Middle-Income Countries using Data Envelopment Analysis**

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**Management Practice in Production**

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**The Effect of Additional Funds for Low-Ability Pupils - A Nonparametric Bounds Analysis**

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**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

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**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

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**Environmental Policy and Directed Technological Change: Evidence from the European Carbon Market**

*by*Raphael Calel & Antoine Dechezleprêtre

**An "extended" knowledge production function approach to the genesis of innovation in the European regions**

*by*Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi

**Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity**

*by*Andrew B. Bernard & Stephen J. Redding & Peter K. Schott

**Who Leaves and When? - Selective Outmigration of Immigrants from Germany**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**Environmental Policy and Directed Technological Change: Evidence from the European carbon market**

*by*Raphael Calel & Antoine Dechezlepretre

**When Credit Bites Back: Leverage, Business Cycles and Crises**

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**Nonparametric Analysis of Two-Sided Markets**

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**Nonparametric Estimation of Semiparametric Transformation Models**

*by*Senay Sokullu

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

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**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**

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**Identification And Estimation In A Correlated Random Coefficients Binary Response Model**

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**Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models**

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**An Overview of the Special Regressor Method**

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**Sharing Rule Identification for General Collective Consumption Models**

*by*Laurens Cherchye & Bram De Rock & Arthur Lewbel & Frederic Vermeulen

**Identification and Estimation of Games with Incomplete Information Using Excluded Regressors**

*by*Arthur Lewbel & Xun Tang

**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**

*by*Arthur Lewbel & Krishna Pendakur

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Productivity analysis of Belarusian higher education system**

*by*Alexandr Gedranovich & Mykhaylo Salnykov

**Testing the Predictive Power of Mexican Consumers' Inflation Expectations**

*by*José Antonio Murillo Garza & Paula Sánchez Romeu

**Capital Controls and Exchange Rate Expectations in Emerging Markets**

*by*Gustavo Abarca & Claudia Ramírez & José Gonzalo Rangel

**Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle**

*by*Philipp Matros & Johannes Vilsmeier

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model**

*by*Claudia PIGINI

**SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence**

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**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

**Estimating Revenue Under Collusion-Proof Auctions**

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**A test for the rank of the volatility process: the random perturbation approach**

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**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

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**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**Monte Carlo methods for sampling high-dimensional binary vectors**

*by*Schäfer, Christian

**The efficiency of expenditure-related redistributive policies in the European countries**

*by*Cosmin Eugen ENACHE

**Employment of Disabled People According to Law 68/1999. A Multidimensional Analysis at Regional Level**

*by*Massimiliano AGOVINO & Agnese RAPPOSELLI

**Generalized Additive Models for Nonmarket Valuation via Revealed or Stated Preference Methods**

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**The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering**

*by*Samuel G. Hanson & Adi Sunderam

**A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators**

*by*Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn

**Emploi Et Secteur Informels En Algérie : Déterminants, Segmentation Et Mobilité De La Main-D’Œuvre**

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**Returns to Schooling in Europe: Evidence From Quantile Regression on EU-SILC Data**

*by*Marco Biagetti & Sergio Scicchitano

**Semiparametric Base-Independent Equivalence Scales and the Cost of Children in Switzerland**

*by*Aline Bütikofer

**Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test**

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**Determinants of the Dinar-Euro Nominal Exchange Rate**

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**The Renewable Energy Development: A Nonparametric Efficiency Analysis**

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**Comportamiento del IPC de la BMV durante 2000-2009: un enfoque de valores extremos**

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**Entre la formalidad y la informalidad. ¿Opciones e ingresos diferentes?**

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**Pricing Asian power options under jump-fraction process**

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**An Implementation upon Efficiency and Productivity of Participation Banks with TOPSIS Method**

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**Income and health care utilization among the 50+ in Europe and the US**

*by*Majo, Maria Cristina & van Soest, Arthur

**Subvenciones Al Coste Laboral En Las Corporaciones Locales Y Empleo**

*by*JESÚS CLEMENTE & MARÍA A. GONZÁLEZ & MARCOS SANSO-NAVARRO

**Volatility estimation based on extremes of the bridge (in Russian)**

*by*Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

**The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach**

*by*Piotr Płuciennik

**Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns**

*by*Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek

**On Multivariate Methods in Robust Econometrics**

*by*Jan Kalina

**Survival Analysis in LGD Modeling**

*by*Jiří Witzany & Michal Rychnovský & Pavel Charamza

**Decomposing The Gap In School Achievement Between Finland And Romania '" Some Methodological Aspects**

*by*Botezat Alina

**Day-of-the-week effect in Consumer Confidence Index: The case of Turkey**

*by*Sadullah Çelik & Hüseyin Kaya

**Collective Household Consumption Behavior: Revealed Preference Analysis**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**Does Access to Modern Marketing Channels Improve Dairy Enterprises’ Efficiency? A Case Study of Punjab, Pakistan**

*by*Sana Sadaf & Khalid Riaz

**Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices**

*by*Piotr Fiszeder & Witold Orzeszko

**Crescita della produttività, progresso tecnico e impiego del lavoro nelle imprese manifatturiere italiane: 1996-2006**

*by*Enrico Tundis & Enrico Zaninotto & Roberto Gabriele & Sandro Trento

**A k-sample homogeneity test: the Harmonic Weighted Mass index**

*by*Jeroen Hinloopen & Rien J.L.M. Wagenvoort & Charles van Marrewijk

**Empleo, escolaridad y sector informal en la Frontera Norte de México y Chihuahua: expectativas de ocupación en la crisis**

*by*Luis Huesca Reynoso & Martha Beatriz Padilla Arriola

**Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach**

*by*George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong

**Duration of new firms: The role of startup financial conditions, industry and aggregate factors**

*by*Huynh, Kim P. & Petrunia, Robert J. & Voia, Marcel

**Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon**

*by*Khan, Walayet & Vieito, João Paulo

**Multinationality, foreignness and institutional distance in the relation between R&D and productivity**

*by*Añón Higón, Dolores & Manjón Antolín, Miguel

**A household-level decomposition of the white–black homeownership gap**

*by*Fesselmeyer, Eric & Le, Kien T. & Seah, Kiat Ying

**On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries**

*by*Menezes, Rui & Dionísio, Andreia & Hassani, Hossein

**Nonparametric structural estimation of labor supply in the presence of censoring**

*by*Liang, Che-Yuan

**Does the quality of public-sponsored training programs matter? Evidence from bidding processes data**

*by*Galdo, Jose & Chong, Alberto

**Job search incentives and job match quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**Inflationary shocks and common economic trends: Implications for West African monetary union membership**

*by*Alagidede, Paul & Coleman, Simeon & Cuestas, Juan Carlos

**Rewarding carrots and crippling sticks: Eliciting employee preferences for the optimal incentive design**

*by*Pouliakas, Konstantinos & Theodossiou, Ioannis

**Bootstrap confidence bands and partial linear quantile regression**

*by*Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.

**Estimating monetary policy reaction functions using quantile regressions**

*by*Wolters, Maik H.

**Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates**

*by*Charles, Amélie & Darné, Olivier & Kim, Jae H.

**Testing conditional factor models**

*by*Ang, Andrew & Kristensen, Dennis

**Elementary multivariate rearrangements and stochastic dominance on a Fréchet class**

*by*Decancq, Koen

**International diversification: An extreme value approach**

*by*Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih

**Two to tangle: Financial development, political instability and economic growth in Argentina**

*by*Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin

**Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR**

*by*Vergote, Olivier & Puigvert Gutiérrez, Josep Maria

**Gram–Charlier densities: Maximum likelihood versus the method of moments**

*by*Del Brio, Esther B. & Perote, Javier

**Risk concentration of aggregated dependent risks: The second-order properties**

*by*Tong, Bin & Wu, Chongfeng & Xu, Weidong

**Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis**

*by*Hall, Maximilian J.B. & Kenjegalieva, Karligash A. & Simper, Richard

**Macro stress testing of credit risk focused on the tails**

*by*Schechtman, Ricardo & Gaglianone, Wagner Piazza

**Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus**

*by*Delis, Manthos D. & Tran, Kien C. & Tsionas, Efthymios G.

**Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model**

*by*Kuosmanen, Timo

**Forecasting spot price volatility using the short-term forward curve**

*by*Haugom, Erik & Ullrich, Carl J.

**Realized volatility and price spikes in electricity markets: The importance of observation frequency**

*by*Ullrich, Carl J.

**Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships**

*by*Hassouneh, Islam & Serra, Teresa & Goodwin, Barry K. & Gil, José M.

**Global warming and electricity demand in the rapidly growing city of Delhi: A semi-parametric variable coefficient approach**

*by*Gupta, Eshita

**Estimating the shadow prices of SO2 and NOx for U.S. coal power plants: A convex nonparametric least squares approach**

*by*Mekaroonreung, Maethee & Johnson, Andrew L.

**Estimation of elasticity price of electricity with incomplete information**

*by*Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral

**A new country risk index for emerging markets: A stochastic dominance approach**

*by*Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas

**Variable selection and functional form uncertainty in cross-country growth regressions**

*by*Salimans, Tim

**Semiparametric trending panel data models with cross-sectional dependence**

*by*Chen, Jia & Gao, Jiti & Li, Degui

**Nonparametric estimation and inference about the overlap of two distributions**

*by*Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae

**Optimal comparison of misspecified moment restriction models under a chosen measure of fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior**

*by*Florens, Jean-Pierre & Simoni, Anna

**The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions**

*by*Ai, Chunrong & Chen, Xiaohong

**Regression towards the mode**

*by*Kemp, Gordon C.R. & Santos Silva, J.M.C.

**Distribution-free tests of stochastic monotonicity**

*by*Delgado, Miguel A. & Escanciano, Juan Carlos

**Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels**

*by*Bennala, Nezar & Hallin, Marc & Paindaveine, Davy

**Estimation of semiparametric locally stationary diffusion models**

*by*Koo, Bonsoo & Linton, Oliver

**Functional coefficient regression models with time trend**

*by*Liang, Zhongwen & Li, Qi

**International market links and volatility transmission**

*by*Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo

**Jump-robust volatility estimation using nearest neighbor truncation**

*by*Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst

**Random walk or chaos: A formal test on the Lyapunov exponent**

*by*Park, Joon Y. & Whang, Yoon-Jae

**Nonparametric trending regression with cross-sectional dependence**

*by*Robinson, Peter M.

**Sieve estimation of panel data models with cross section dependence**

*by*Su, Liangjun & Jin, Sainan

**Jumps in equilibrium prices and market microstructure noise**

*by*Lee, Suzanne S. & Mykland, Per A.

**Quantile treatment effects in the regression discontinuity design**

*by*Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise

**Semiparametric robust estimation of truncated and censored regression models**

*by*Čížek, Pavel

**Well-posedness of measurement error models for self-reported data**

*by*An, Yonghong & Hu, Yingyao

**Uniform confidence bands for functions estimated nonparametrically with instrumental variables**

*by*Horowitz, Joel L. & Lee, Sokbae

**Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements**

*by*Campo, Sandra

**Empirical implementation of nonparametric first-price auction models**

*by*Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.

**Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method**

*by*Bierens, Herman J. & Song, Hosin

**Semiparametric GMM estimation of spatial autoregressive models**

*by*Su, Liangjun

**Statistical inference on regression with spatial dependence**

*by*Robinson, Peter M. & Thawornkaiwong, Supachoke

**Estimating semiparametric panel data models by marginal integration**

*by*Qian, Junhui & Wang, Le

**Semiparametric inference in a GARCH-in-mean model**

*by*Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.

**Partial parametric estimation for nonstationary nonlinear regressions**

*by*Kim, Chang Sik & Kim, In-Moo

**Specification testing in nonparametric instrumental variable estimation**

*by*Horowitz, Joel L.

**Testing for non-nested conditional moment restrictions using unconditional empirical likelihood**

*by*Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae

**Bayesian averaging, prediction and nonnested model selection**

*by*Hong, Han & Preston, Bruce

**Quantile-based nonparametric inference for first-price auctions**

*by*Marmer, Vadim & Shneyerov, Artyom

**Confidence intervals for the quantile of treatment effects in randomized experiments**

*by*Fan, Yanqin & Park, Sang Soo

**Tikhonov regularization for nonparametric instrumental variable estimators**

*by*Gagliardini, Patrick & Scaillet, Olivier

**Nonparametric spatial regression under near-epoch dependence**

*by*Jenish, Nazgul

**Inferring welfare maximizing treatment assignment under budget constraints**

*by*Bhattacharya, Debopam & Dupas, Pascaline

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**Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals**

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**Next Stop: Restructuring?: A Nonparametric Efficiency Analysis of German Public Transport Companies**

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**Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts**

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**Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known**

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**Semiparametric Robust Estimation of Truncated and Censored Regression Models**

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**The Shorth Plot**

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**Nonparametric Tests of Collectively Rational Consumption Behavior: An Integer Programming Procedure**

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**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

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**Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments**

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**Do Temprary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan J. & Stucchi, Rodolfo

**Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000)**

*by*Campos, Nauro F & Karanasos, Menelaos & Tan, Bin

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

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**Asymptotic properties of the Bernstein density copula for dependent data**

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**Social protection performance in the European Union: comparison and convergence**

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**Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria**

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**Algunos hechos estilizados sobre el comportamiento de los precios regulados en Colombia**

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**A Comparison Of Mean-Variance Efficiency Tests**

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**Sequential Estimation of Structural Models with a Fixed Point Constraint**

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**Fiscal Decentralization and Public Sector Efficiency: Evidence from OECD Countries**

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**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

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**Smoothness Adaptive AverageDerivative Estimation**

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**Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary**

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**Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market**

*by*Eduardo Mendes & Les Oxley & Marco Reale

**Dynamic distributions and changing copulas**

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**Easterlin-types and Frustrated Achievers: the Heterogeneous Effects of Income Changes on Life Satisfaction**

*by*Becchetti, L. & Corrado, L. & Rossetti , F.

**Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries**

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**Analyse conjoncturelle de données brutes et estimation de cycles Partie 2 : mise en oeuvre empirique**

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**Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests**

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**Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application**

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**A beta based framework for (lower) bond risk premia**

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**Empirical Likelihood Block Bootstrapping**

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**Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models**

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**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

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**Human Capital Accumulation and Spatial TFP Interdependence**

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**Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution**

*by*Jean Jacod & Mark Podolskij & Mathias Vetter

**Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood**

*by*Per Frederiksen & Frank S. Nielsen

**Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood**

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**Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances**

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**The limiting behavior of the estimated parameters in a misspecified random field regression model**

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**Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data**

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**Bias-reduced estimation of long memory stochastic volatility**

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**New tests for jumps: a threshold-based approach**

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**Bipower-type estimation in a noisy diffusion setting**

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**Small Bandwidth Asymptotics for Density-Weighted Average Derivatives**

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**A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models**

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**Inference for the jump part of quadratic variation of Itô semimartingales**

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**Pricing Volatility of Stock Returns with Volatile and Persistent Components**

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**A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments**

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**Estimation of Hedonic Models Using a Multilevel Approach: An Application for the Swiss Rental Market**

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**Reply to Weller, Mellewigt, and Decker**

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**De-Diversification in Germany: Some Critical Remarks on Nicolai and Thomas (2006)**

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**The Italian anomaly in the evolution of international trade**

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**Flexibility Value of Czech Power-Generation**

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**An Analytical & Critical Review of G.A. Parwez’s Rububiyyah Order**

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**Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates**

*by*Gabriel Bobeica & Elena Bojesteanu

**Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar**

*by*Guillermo Benavides Perales & Israel Felipe Mora Cuevas

**Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas**

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**Estimating Panel Data Models in the Presence of Endogeneity and Selection**

*by*Julda Kielyte

**Long Term Impact of Social Background and Parents Life Expectancy on Senior Citizens Health**

*by*Marion Devaux & Florence Jusot & Alain Trannoy & Sandy Tubeuf

**Calidad de la educación pública y logro académico en Medellín, 2004-2006. Una aproximación por regresión intercuartil**

*by*Jorge Barrientos Marín

**Testing Happiness Hypothesis among the Elderly**

*by*Alejandro Cid & Daniel Ferrés & Máximo Rossi

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**The determinants for the survival of firms in the Athens Exchange**

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**The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery, and Welfare Analysis (Replaced by DP 2009-68)**

*by*Cherchye, L.J.H. & Rock, B. de & Vermeulen, F.M.P.

**Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53)**

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**Testing for (Efficiency) Catching-up**

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**Applications of extreme value theory to collateral valuation**

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**Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması**

*by*Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ

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*by*Ahmet ŞENGÖNÜL & Tevfik AYTEMİZ

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*by*Contreras, Dante & Herrera, Rodrigo

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*by*Sylvie Tchumtchoua & Dipak K. Dey

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*by*Völter, Robert & Osikominu, Aderonke & Fitzenberger, Bernd

**Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Imigration in Germany**

*by*Wilke, Ralf A. & Lo, Simon M. S. & Arntz, Melanie

**Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany**

*by*Biewen, Martin & Fitzenberger, Bernd & Osikominu, Aderonke & Waller, Marie

**Long-run effects of training programs for the unemployed in East Germany**

*by*Fitzenberger, Bernd & Völter, Robert

**New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work**

*by*Fitzenberger, Bernd & Wilke, Ralf A.

**Dependence of stock returns in bull and bear markets**

*by*Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance**

*by*Herwartz, Helmut & Golosnoy, Vasyl

**A new approach to bootstrap inference in functional coefficient models**

*by*Herwartz, Helmut & Xu, Fang

**A functional coefficient model view of the Feldstein-Horioka puzzle**

*by*Herwartz, Helmut & Xu, Fang

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*by*Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea

**Quantifying risk and uncertainty in macroeconomic forecasts**

*by*Knüppel, Malte & Tödter, Karl-Heinz

**Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis**

*by*Paola Zerilli

**Matching estimators of average treatment effects: a review applied to the evaluation of health care programmes**

*by*Rodrigo Moreno-Serra

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*by*Marcin Owczarczuk

**Higher education and equality of opportunity in Italy**

*by*Vito Peragine & Laura Serlenga

**Growth, Volatility & Political Instability: Non Linear Time Series Evidence for Argentina 1896-2000**

*by*Nauro Campos & Menelaos Karanasos

**Analysing Convergence through the Distribution Dynamics Approach: Why and how?**

*by*Stefano Magrini

**Job Security and New Restrictive Permanent Contracts. Are Spanish Workers More Worried of Losing Their Job?**

*by*Elisabetta Trevisan

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*by*Taro Kanatani & Roberto Reno'

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

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*by*Michael Lechner

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*by*Markus Frölich

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*by*Markus Froelich & Jean Bourdon & Katharina Michaelowa

**Splines for Financial Volatility**

*by*Francesco Audrino & Peter Bühlmann

**Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error**

*by*J. Isaac Miller

**The Impact Of Training Programmes On Wages In France: An Evaluation Of The “Qualifying Contract” Using Propensity Scores**

*by*Sofia Pessoa e Costa & Stéphane Robin

**Testing Happiness Hypothesis among the Elderly**

*by*Alejandro Cid & Daniel Ferrés & Máximo Rossi

**Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors**

*by*Thomas A. Severini & Gautam Tripathi

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*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Dynamic Discrete Choice Structural Models: A Survey**

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**Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap**

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**Nonparametric Analysis of Treatment Effects in Ordered Response Models**

*by*Stefan Boes

**Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach**

*by*Stefan Boes

**The WTO Trade Effect**

*by*Pao-Li Chang & Myoung-Jae Lee

**A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models**

*by*Arnab Bhattacharjee

**Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing**

*by*Arnab Bhattacharjee & Madhuchhanda Bhattacharjee

**Technology and Firm Size Distribution:Evidence from Italian Manufacturing**

*by*Crosato, Lisa & Destefanis, Sergio & Ganugi, Piero

**Revealed Preference and the Number of Commodities**

*by*Jan Heufer

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*by*Giuseppe De Luca & Franco Peracchi

**Comparing Distributions: The Harmonic Mass Index: Extension to m Samples**

*by*Wagenvoort, Rien

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*by*Gabriele Fiorentini & Enrique Sentana

**The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach**

*by*Thanasis Stengos & Yiguo Sun

**Testing the Martingale Difference Hypothesis Using Neural Network Approximations**

*by*George Kapetanios & Andrew P. Blake

**Wavelet Analysis and Denoising: New Tools for Economists**

*by*Iolanda Lo Cascio

**Nonparametric Identification and Estimation of Multivariate Mixtures**

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**Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity**

*by*Tatsuyoshi Okimoto & Katsumi Shimotsu

**A Multivariate Band-Pass Filter**

*by*João Valle e Azevedo

**International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries?**

*by*João Amador & Sónia Cabral & José R. Maria

**Relative Export Structures and Vertical Specialization: A Simple Cross-Country Index**

*by*João Amador & Sónia Cabral & José R. Maria

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*by*González-Val, Rafael

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*by*Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi

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**Improving the comparability of insolvency predictions**

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**Uluslararasi Gelir Dagilimi ve Yakinsama Klupleri Uzerine Gorgul Bir Arastirma**

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*by*Cecilia Mancini & Roberto Renò

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*by*Markus Froehlich & Katharina Michaelowa

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*by*Patrick Gagliardini & C. Gourieroux & E. Renault

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*by*Anton Nivorozhkin & Eugene Nivorozhkin

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*by*Henderson, Daniel & Millimet, Daniel

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*by*Eren, Ozkan & Millimet, Daniel

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*by*Millimet, Daniel & Wang, Le

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**Dynamic Econometric Program Evaluation**

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**Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data**

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**Edgeworth Expansions for the Distribution Function of the Hill Estimator**

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**An Experimental Comparison of Four Methods for Assessing Judgemental Distributions**

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**Tests of Independence in Separable Econometric Models: Theory and Application**

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**Tests of Independence in Separable Econometric Models**

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**Productivity Dynamics Of The Colombian Manufacturing Sector**

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**Filter-Design and Model-Based Analysis of Economic Cycles**

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**Estimation in Hazard Regression Models under Ordered Departures from Proportionality**

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**Nonparametric Estimation of Multivariate Distributions with Given Marginals**

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**Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models**

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**Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions**

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**A Simple Ordered Data Estimator For Inverse Density Weighted Functions**

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**Estimation of Average Treatment Effects With Misclassification**

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**A review of non-parametric curve estimation methods with application to Econometrics**

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**Firm Level Implications of Early Stage Venture Capital Investment: An Empirical Investigation**

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**The Properties Of Some Goodness-Of-Fit Tests**

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**Accouting for Biases in Black-Scholes**

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**Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment**

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**Estimation of Copula-Based Semiparametric Time Series Models**

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**Programme Evaluation with Multiple Treatments**

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