## 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

**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

**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

**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

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

*by*Demuynck T. & Cosaert S.

**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

**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

**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 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

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

*by*Steffen Ahrens & Matthias Hartmann

**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

**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

**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

**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 rise in B to 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

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

*by*Bertrand Caudelon & Sessi Tokpavi

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

*by*Marco Caliendo & Markus Gehrsitz

**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

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

*by*Guido de Blasio & Samuele Poy

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

*by*Weigand, Roland

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**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*Steiner, Katharina & Wörz, Julia & Slacík, Tomáš

**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

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

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

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

*by*Cerqua, Augusto & Pellegrini, Guido

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

*by*Tsolas, Ioannis E.

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

*by*Roussanov, Nikolai

**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

**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

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

*by*Shiu, Ji-Liang

**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

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

*by*Samuel Prívara & Marek Kolman & Jiri Witzany

**Price jumps on European stock markets**

*by*Jan Hanousek & Evzen Kocenda & Jan Novotny

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

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

**Short-Selling, Leverage and Systemic Risk**

*by*Amelia Pais & Philip A. Stork

**Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures**

*by*Hooi Hooi Lean & Michael McAleer

**Realized Volatility Risk**

*by*David E. Allen & Michael McAleer & Marcel Scharth

**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

**Subsidized Vocational Training: Stepping Stone or Trap? Assessing Empirical Effects Using Matching Techniques**

*by*Eva Dettmann & Jutta Günther

**Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australiano**

*by*Trofimov, Ivan D.

**Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization**

*by*Cesar Rufino

**Zaruri harcama - gelir ilişkisi ve demografik faktörler: Parametrik olmayan çekirdek kestirim sonuçları**

*by*M. Suphi ÖZÇOMAK & Elif GÖLVEREN & Eray YÜCEL

**Una estimación semiparamétrica de las pautas de consumo e ingreso a lo largo del ciclo de vida para México**

*by*Campos, Raymundo M. & Meléndez, Álvaro

**Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina**

*by*Chirinos, Miguel

**Comportamiento no lineal en series de productos primarios**

*by*Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

**Causal effects on employment after first birth: A dynamic treatment approach**

*by*Fitzenberger, Bernd & Sommerfeld, Katrin & Steffes, Susanne

**The StoNED age: The Departure Into a New Era of Efficiency Analysis? A Monte Carlo Comparison of StoNED and the "Oldies" (DEA and SFA)**

*by*Andor, Mark & Hesse, Frederik

**Unraveling the Relationship between Presidential Approval and the Economy**

*by*Enkelmann, Sören & Berlemann, Michael & Kuhlenkasper, Torben

**Nonparametric Analysis of Random Utility Models: Testing**

*by*Stoye, Jörg & Kitamura, Yuichi

**Location, location, location: Extracting location value from house prices**

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

**ECB monetary policy surprises: identification through cojumps in interest rates**

*by*Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias

**The Evaluation of Start-Up Subsidies for the Unemployed and the Role of Unobserved Characteristics for Matching Estimators**

*by*Weißenberger, Martin & Caliendo, Marco & Künn, Steffen

**Optimal Directions for Directional Distance Functions: An Exploration of Potential Reductions of Greenhouse Gases**

*by*Hampf, Benjamin & Krüger, Jens J.

**Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns**

*by*Gürtler, Marc & Rauh, Ronald

**Impact of regulatory process on telecommunications market performance: Evidence from parametric and non parametric approach**

*by*Khalifa, Ahmed Ben & Slama, Ramzi Ben & Debbichi, Sami

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

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

**State dependence in the finance-growth nexus: A functional coefficient approach**

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

**Disentangling economic recessions and depressions**

*by*Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan

**A distribution-free test for outliers**

*by*Candelon, Bertrand & Metiu, Norbert

**The Decline in BMI among Japanese Women after WWII**

*by*Maruyama, S.; & Nakamura, S.;

**Difference in Differences for Stayers and Movers with a Time-Varying QualiÂ…cation**

*by*Lee, M.; & Kim, Y.;

**Point identification in the presence of measurement error in discrete variables: application - wages and disability**

*by*Saloniki, E-C.; & Gosling, A.;

**Sugar Cane Burning and Human Health: An Analysis Using Spatial Propensity Score Matching**

*by*Andre Chagas & Alex Almeida & Carlos Azzoni

**Space and nonlinearities in local multiplier analysis**

*by*Stefano Magrini & Margherita Gerolimetto

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

*by*Augusto Cerqua & Guido Pellegrini

**The Role of Transport Infrastructures in determining Technical Efficiency in R&D activity of Italian regions. A double-bootstrapped DEA procedure**

*by*Claudia Capozza & Angela Stefania Bergantino & Angela De Carlo

**Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining**

*by*MYRIAM TABASSO & GIUSEPPE ARBIA

**The Distribution Dynamics of Income in Central and Eastern Europe relative to the EU: A Nonparametric Analysis**

*by*Nikolay Nenovsky & Kiril Tochkov

**Price Jumps on European Stock Markets**

*by*Jan Hanousek & Evžen Kočenda & Jan Novotný

**Price Jump Indicators: Stock Market Empirics During the Crisis**

*by*Jan Novotný & Jan Hanousek & Evžen Kočenda

**Controlling for overlap in matching**

*by*Paweł Strawiński

**Asymptotic and bootstrap inference for top income shares**

*by*Michał Brzeziński

**Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference**

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**After-school care and parents’ labor supply**

*by*Felfe, Christina & Lechner, Michael & Thiemann, Petra

**Additive modeling of realized variance: tests for parametric specifications and structural breaks**

*by*Fengler, Matthias R. & Mammen, Enno & Vogt, Michael

**Screening for a Chronic Disease: A Multiple Stage Duration Model with Partial Observability**

*by*Gabriel Picone & Arseniy Yashkin & Thomas Mroz & Frank Sloan

**Causal effects on employment after first birth - A dynamic treatment approach -**

*by*Sommerfeld K. & Fitzenberger B. & Steffes S.

**Causal effects on employment after first birth - A dynamic treatment approach -**

*by*Sommerfeld K. & Steffes S. & Fitzenberger B.

**A Nonlinear Analysis of CO2-Income Relation for Advanced Countries**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Economic Reforms and Total Factor Productivity Growth of Indian Manufacturing: An Inter-State Analysis**

*by*Arnab K. Deb & Subhash C. Ray

**Economic Reforms, Capacity Utilization, and Productivity Growth in Indian Manufacturing**

*by*Arnab Deb

**Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**Risk Modelling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral

**The Australian Household Stimulus Package: Lessons from the recent economic crisis**

*by*Bruno Martorano & UNICEF Innocenti Research Centre

**Intergenerational Correlation Curves: Evidence from PSID**

*by*William Nilsson

**Estimating Nonlinear Intergenerational Income Mobility with Correlation Curves**

*by*William Nilsson

**Does full insurance increase the demand for health care?**

*by*Stefan Boes & Michael Gerfin

**MarchÃ© du travail en revue - Novembre 2013**

*by*Tran, Vivian

**Labour Market Matters - November 2013**

*by*Tran, Vivian

**Does adult training benefit Canadian workers?**

*by*Ci, Wen & Galdo, JosÃ© & Voia, Marcel & Worswick, Christopher

**Les effets de l’exportation sur l’innovation et la productivité : Analyse empirique sur un échantillon de PMI**

*by*Mohammad Movahedi & Olivier Gaussens

**Sharp Bounds On Treatment Effects In A Binary Triangular System**

*by*Ismael MOURIFIÃ‰

**Inference in Semiparametric Binary Response Models with Interval Data**

*by*Yuanyuan Wan & Haiqing Xu

**Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models**

*by*Martin Burda & Artem Prokhorov

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators**

*by*Seojeong Lee

**Testing for marginal asymmetry of weakly dependent processes**

*by*Marian Vavra

**Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change**

*by*Richard S.J. Tol

**A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries**

*by*Baseem Al-Athwari & Jorn Altmann & Almas Heshmati

**Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012**

*by*Nikolay Markov & Thomas Nitschka

**Complexity of Treatment, and Changes in Efficiency and Productivity for Directly Managed Italian Hospitals**

*by*PINTO, Claudio

**The Impact of the Global Financial Crisis on Efficiency and Productivity of the Banking System in South Africa**

*by*Andrew Maredza and Sylvanus Ikhide

**Revealed Notions of Distributive Justice II – Experimental Evidence**

*by*Nicole Becker & Kirsten Häger & Jan Heufer

**Revealed Notions of Distributive Justice I – Theory**

*by*Nicole Becker & Kirsten Häger & Jan Heufer

**Comparison of Parametric and Semi-Parametric Binary Response Models**

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

**A note on dummies for policies in gravity models: a Montecarlo experiment**

*by*Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli

**The Assessment And Improvement Of The Accuracy For The Forecast Intervals**

*by*Bratu, Mihaela

**The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises**

*by*Azis, Iwan J. & Mitra, Sabyasachi & Baluga, Anthony & Dime, Roselle

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets**

*by*Stelios D. Bekiros

**A New Index of Environmental Quality Based on Greenhouse Gas Emissions**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators**

*by*Saeed Heravi & Kerry Patterson

**Macroeconomic Forecasting Using Low-Frequency Filters**

*by*João Valle e Azevedo & Ana Pereira

**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

**An Odd Couple: Monotone Instrumental Variables and Binary Treatments**

*by*Richey, Jeremiah

**Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence**

*by*Tierney, Heather L.R.

**Psychology in econometric models: conceptual and methodological foundations**

*by*Thum, Anna-Elisabeth

**Efficiency assessment of primary care providers: A conditional nonparametric approach**

*by*Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina

**Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange**

*by*Ezzat, Hassan

**Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence**

*by*Tierney, Heather L.R.

**A comparison of public and private schools in Spain using robust nonparametric frontier methods**

*by*Cordero, José Manuel & Prior, Diego & Simancas Rodríguez, Rosa

**Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective**

*by*Liebl, Dominik

**The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies**

*by*Halkos, George & Tzeremes, Nickolaos

**Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK**

*by*Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos

**Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN**

*by*Rendón, Stephanie

**Industry structure and employment growth: evidence from semiparametric geoadditive models**

*by*Basile, Roberto & Donati, Cristiana & Pittiglio, Rosanna

**Latvijas ekonomikas izaugsmi noteicošie faktori**

*by*Krasnopjorovs, Olegs

**The impact of the 2008 crisis on top labor incomes in Turkey: A nonparametric analysis**

*by*Tumen, Semih

**Forecasting Stock Market Volatility: A Forecast Combination Approach**

*by*Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan

**Factors of Economic Growth in Latvia**

*by*Krasnopjorovs, Olegs

**Nouvelles exigences en capital des banques de l'UEMOA, concentration bancaire et coût du crédit au Togo**

*by*Gammadigbé, Vigninou

**An additive two-stage DEA approach creating sustainability efficiency indexes**

*by*Halkos, George & Tzeremes, Nickolaos

**Renewable energy consumption and economic efficiency: Evidence from European countries**

*by*Halkos, George & Tzeremes, Nickolaos

**Drivers of Firm Growth: Micro-evidence from Indian Manufacturing**

*by*Nanditha Mathew

**Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias**

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

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

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

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

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

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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**

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**Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models**

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**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**

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**Public Provision, Commodity Demand and Hours of Work: An Empirical Analysis**

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**Comparison of methods in the analysis of dependent ordered catagorical data**

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**The Contribution of Greenhouse Pollution to Productivity Growth**

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**Conditional Spatial Quantile: Characterization and Nonparametric Estimation**

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**Capturing the environment, a metafrontier approach to the drinking water sector**

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**Energy consumption and economic development:a semiparametric panel analysis**

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**A Nonparametric Approach to Evaluating Inflation-Targeting Regimes**

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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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**A K-sample Homogeneity Test based on the Quantification of the p-p Plot**

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**MDL Mean Function Selection in Semiparametric Kernel Regression Models**

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**Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility**

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**Nonparametric Estimation of the Costs of Non-Sequential Search**

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**Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data**

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**An Afriat Theorem for the Collective Model of Household Consumption**

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

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

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

*by*Cizek, P.

**The Shorth Plot**

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

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**The WTO Trade Effect**

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**Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship**

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**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

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**Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood**

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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 Generalized Residuals**

*by*Xiaohong Chen & Demian Pouzo

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

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

*by*Xiaohong Chen & Demian Pouzo

**A semi-parametric model for circular data based on mixtures of beta distributions**

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**Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**Nonparametric estimation of conditional beta pricing models**

*by*Eva Ferreira & Javier Gil-Bazo & Susan Orbe

**La responsabilité sociale, est-elle une variable influençant les performances d’entreprise?**

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**Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels**

*by*Nikolay Gospodinov & Masayuki Hirukawa

**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**

*by*Dubois, Pierre & Jullien, Bruno & Magnac, Thierry

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

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim

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

*by*COELLI, Tim & LEFEBVRE, Mathieu & PESTIEAU, Pierre

**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**

*by*Antonis Adam & Manthos D. Delis & Pantelis Kammas

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

*by*Pierre Dubois & Bruno Jullien & Thierry Magnac

**Smoothness Adaptive AverageDerivative Estimation**

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

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**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**

*by*Tapas Mishra & Mamata Parhi & Claude Diebolt

**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**

*by*Dennis Kristensen & Yongseok Shin

**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**

*by*Per Frederiksen & Morten Ørregaard Nielsen

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

*by*Mark Podolskij & Daniel Ziggel

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

*by*Mark Podolskij & Mathias Vetter

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

*by*Matias D. Cattaneo & Richard K. Crump & Michael Jansson

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

*by*Mark Podolskij & Daniel Ziggel

**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**

*by*Sudhanshu Kumar MISHRA

**Factor productivity and efficiency of the Vietnamese economy in transition**

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

*by*Dragana Djurdjevic & Christine Eugster & Ronny Haase

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

*by*Alexander T. Nicolai & Thomas W. Thomas

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

*by*Ingo Weller & Thomas Mellewigt & Carolin Decker

**The Evolution of World Export Sophistication and the Italian Trade Anomaly**

*by*Michele Di Maio & Federico Tamagni

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

*by*Michele Di Maio & Federico Tamagni

**Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939**

*by*Jérôme Bourdieu & Marta Menéndez & Gilles Postel-Vinay & Akiko Suwa-Eisenmann

**Flexibility Value of Czech Power-Generation**

*by*Jan Vlachý

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*by*GONZÁLEZ RODRÍGUEZ, Maria del Rosario & VELASCO MORENTE, Francisco & GONZÁLEZ ABRIL, Luis

**Quality of Public Education and Academic Achievement in Medellín, 2004-2006. An Application of Interquartile Regression**

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

*by*Farooq Aziz & Farooq Aziz

**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**

*by*Adán Díaz-Hernández & José C. Ramírez-Sánchez

**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

**Fonds structurels, effets de débordement géographique et croissance régionale en Europe**

*by*Sandy Dall’erba & Rachel Guillain & Julie Le Gallo

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

*by*Ioannis Asimakopoulos & Dionysis Lalountas & Costas Siriopoulos

**Modelos Não Paramétricos Robustos de Gestão Eficiente de Agências Bancárias: O Caso do Banco de Brasil**

*by*João Carlos Félix Souza & Maria da Conceição Sampaio de Sousa & Maria Eduarda Tannuri-Pianto

**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)**

*by*Drost, F.C. & Akker, R. van den & Werker, B.J.M.

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

*by*Daniel J. Henderson & Valentin Zelenyuk

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

*by*Garcia, Alejandro & Gencay, Ramazan

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

*by*Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ

**Türkiye’de nominal döviz kuru, faiz oranları ve döviz kuru risk primi ilişkilerinin regresyon ağaçları ile incelenmesi**

*by*Ahmet ŞENGÖNÜL & Tevfik AYTEMİZ

**Pruebas de comportamiento caótico en índices bursátiles americanos**

*by*Parisi, Franco & Espinosa, Christian & Parisi, Antonino

**Refuerzo escolar para niños pobres: ¿Funciona?**

*by*Contreras, Dante & Herrera, Rodrigo

**Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models**

*by*Sylvie Tchumtchoua & Dipak K. Dey

**Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany**

*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

**Estimating probabilities of default with support vector machines**

*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

**On modified discriminant analysis**

*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

**Unbiased covariance estimation with interpolated data**

*by*Taro Kanatani & Roberto Reno'

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

**A Note on the Relation of Weighting and Matching Estimators**

*by*Michael Lechner

**Regression discontinuity design with covariates**

*by*Markus Frölich

**Teacher Shortages, Teacher Contracts and their Impact on Education in Africa**

*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

**What Model for Entry in First-Price Auctions? A Nonparametric Approach**

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

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

*by*Victor Aguirregabiria & Pedro mira

**Nonparametric Inferences on Conditional Quantile Processes**

*by*Chuan Goh

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

*by*Chuan Goh

**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

**A sample selection model for unit and item nonresponse in cross-sectional surveys**

*by*Giuseppe De Luca & Franco Peracchi

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

*by*Wagenvoort, Rien

**On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models**

*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**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

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

*by*Tatsuyoshi Okimoto & Katsumi Shimotsu

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**Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data**

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**Improving the comparability of insolvency predictions**

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**Structural Changes in NICs: Some Evidences on Attractor Points**

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

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**A Consistent Diagnostic Test for Regression Models Using Projections**

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**On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions**

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*by*Millimet, Daniel & Wang, Le

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**Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information**

*by*Yingyao Hu & Geert Ridder

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*by*Guido W. Imbens & Whitney Newey & Geert Ridder

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*by*Arnab Bhattacharjee

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*by*George Kapetanios

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*by*George Kapetanios

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**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices**

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**Stepwise multiple testing as formalized data snooping**

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**Statistical Properties of Forward Libor Rates**

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**A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems**

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**A New Nonparametric Test of Cointegration Rank**

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**Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach**

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**Comment on “Simulation and Estimation of Hedonic Models” by Heckman, Matzkin and Nesheim**

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**Novel Methods for Multivariate Ordinal Data applied to Genetic Diplotypes, Genomic Pathways, Risk Profiles, and Pattern Similarity**

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**Estimation and model specification testing in nonparametric and semiparametric econometric models**

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**Estimation in semiparametric spatial regression**

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**Nonlinear Economic Growth: Some Theory and Cross-Country Evidence**

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**Modelling the Dynamics of Cross-Sectional Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange**

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**Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review**

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**Understanding New Zealand's Changing Income Distribution 1983-98: A Semiparametric Analysis**

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**Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves**

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**Matching as a Tool to Decompose Wage Gaps**

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**Panel Binary Variables and Sufficiency: Generalizing Conditional Logit**

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**Productivity Dynamics Beyond-the-Mean in U.S. Manufacturing Industries**

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**On the Dynamics of the U.S. Manufacturing Productivity Distribution**

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**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

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**Analyzing the Effect of Dynamically Assigned Treatments Using Duration Models, Binary Treatment Models, and Panel Data Models**

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**Analyzing the Effect of Dynamically Assigned Treatments Using Duration Models, Binary Treatment Models, and Panel Data Models**

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**A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables**

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**A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables**

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

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**Efficiency of Local Government Spending: Evidence for the Lisbon Region**

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**Nonparametric Analysis Of The International Business Cycles**

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**What Lies Behind Income Mobility? Reranking and Distributional Change in Belgium, Western Germany and the USA**

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**Active Job-search Programs a Promising Tool? A Microeconometric Evaluation for Austria**

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**Nonparametric estimation of homothetic and homothetically separable functions**

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**Public Capital, Growth and Convergence in Spain. A Counterfactual Density Estimation Approach**

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**Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies**

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**Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques**

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**A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity**

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**Business cycles and the impact of labour market programmes**

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**A simple procedure for the evaluation of treatment effects on duration variables**

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**The effect of water and sanitation on child mortality in Egypt**

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**Does the Black-Scholes formula work for electricity markets? A nonparametric approach**

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**Neuere Ansätze in der Mikroökonometrie: Modellierung, Schätz- und Testverfahren**

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**The Determinants of Unemployment Duration by Gender in Finland**

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**Spectral Analysis for Economic Time Series**

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**Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators**

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**Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements**

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**On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities**

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**Nonparametric Estimation of Copulas for Time Series**

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**Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables**

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**Analytical quasi maximum likelihood inference in multivariate volatility models**

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**Simple approximations for option pricing under mean reversion and stochastic volatility**

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**A generalized dynamic conditional correlation model for many asset returns**

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**An empirical comparison of the performance of alternative option pricing models**

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**Credibility and cheap talk of securities analysts: theory and evidence**

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**Estimating semiparametric ARCH (8) models by kernel smoothing methods**

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**Estimation of semiparametric models when the criterion function is not smooth**

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**Asymptotic expansions for some semiparametric program evaluation estimators**

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**Nonparametric estimation of homothetic and homothetically separable functions**

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**Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation**

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**Factor Price Equalization in the UK?**

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**Child Care Subsidies, Wages, And Employment of Single Mothers**

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**The Representative Agent Hypothesis: An Empirical Test**

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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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**Identification, Weak Instruments and Statistical Inference in Econometrics**

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**Estimation of Semiparametric Models when the Criterion Function is not Smooth**

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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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**Stepwise Multiple Testing as Formalized Data Snooping**

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**Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data**

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**Analyzing the Distributions of the Stochastic Firm Growth Approach**

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**Technical efficiency and convergence in the regional productive sectors**

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**Sources of Economic Growth in East Asia: A Nonparametric Assessment**

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**Introducción: La Economía de la Educación y el Sistema Educativo Chileno**

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**A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators**

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**Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data**

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**Empirical investigation and modeling of a financial market after a crash**

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**Sigma-Convergence in Clubs of European Regions**

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**Risk and Multi-resolution Regimes in Volatility Processes**

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**Membership of EMU: A Fuzzy Clustering Analysis of Alternative Criteria**

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

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**Immigration and Heterogeneous Labor in Western Germany: A Labor Market Classification Based on Nonparametric Estimation**

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**Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications**

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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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**On Research Efficiency: A Micro-Analysis of Dutch University Research in Economics and Business Management**

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**Profit Efficiency Analysis Under Limited Information. With an Application to German Farm Types**

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**An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios**

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**Value Creation and Profit Optimization**

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**Bifurcations in Macroeconomic Models**

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**The Finite Moment Log Stable Process and Option Pricing**

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**Accouting for Biases in Black-Scholes**

*by*David Backus & Silverio Foresi & Liuren Wu

**Semiparametric Bayesian Inference for Stochastic Frontier Models**

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

*by*G.E. Bijwaard

**Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos**

*by*Marcos Álvarez-Díaz & Alberto Álvarez

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

*by*Xiaohong Chen & Yanqin Fan

**A Nonparametric Measure of Convergence Toward Purchasing Power Parity**

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**Nonparametric IV estimation of local average treatment effects with covariates**

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**Programme Evaluation with Multiple Treatments**

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**A generalization of the balancing property of the propensity score**

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**What is the value of knowing the propensity score for estimating average treatment effects?**

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**Improved nonparametric confidence intervals in time series regressions**

*by*Joseph P. Romano & Michael Wolf

**Subsampling the mean of heavy-tailed dependent observations**

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**Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US**

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**Endogenous Population and Environmental Quality**

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**The Distribution of Tax Burdens**

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**Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models**

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**Consequences of Specification Error for Distributional Analysis With an Application to Intergenerational Mobility**

*by*D. O’NEILL & O. SWEETMAN & D. VAN DE GAER

**Pairwise Comparison Estimation of Censored Transformation Models**

*by*Shakeeb Khan & Elie Tamer

**Mobility and the Return to Education: Testing a Roy Model with Multiple Markets**

*by*Gordon B. Dahl

**Una Introducción a la Estimación No Paramétrica de Fronteras de Eficiencia**

*by*Ruzzier, Christian A.

**Effects on school enrollment and performance of a conditional transfers program in Mexico**

*by*Dubois, P. & De Janvry, A. & Sadoulet, E.

**Measuring Conditional Persistence in Time Series**

*by*George Kapetanios

**On the Estimation of Panel Regression Models with Fixed Effects**

*by*Hugo Kruiniger

**Quantile Regression Methods: na Application to U.S. Unemployment Duration**

*by*José A. F. Machado & Pedro Portugal

**Nonparametric and semiparametric regression model selection**

*by*Gao, Jiti & Tong, Howell

**Nonparametric Option Pricing under Shape Restrictions**

*by*Yacine Ait-Sahalia & Jefferson Duarte

**An Improved Method for Bandwidth Selection when Estimating ROC Curves**

*by*Peter Hall & Rob J. Hyndman

**Local Linear Forecasts Using Cubic Smoothing Splines**

*by*Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah

**Consequences of Specification Error for Distributional Analysis with an Application to Intergenerational Mobility**

*by*Donal O'Neill & Olive Sweetman & Dirk van de Gaer

**Testing the Semiparametric Box-Cox Model with Bootstrap**

*by*N.E. Savin & Allan H. Würtz

**Nonparametric Engel Curves and Revealed Preference**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Simultaneously Modelling Conditional Heteroskedasticity and Scale Change**

*by*Yuanhua Feng

**Nonparametric IV Estimation of Local Average Treatment Effects with Covariates**

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**Nonparametric IV Estimation of Local Average Treatment Effects with Covariates**

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**What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?**

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**What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?**

*by*Frölich, Markus

**Programme Evaluation with Multiple Treatments**

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**Programme Evaluation with Multiple Treatments**

*by*Frölich, Markus

**Child Care Subsidies, Wages, and Employment of Single Mothers**

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**Child Care Subsidies, Wages, and Employment of Single Mothers**

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**Immigration and Heterogeneous Labor in Western Germany**

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**Immigration and Heterogeneous Labor in Western Germany A Labor Market Classification Based on Nonparametric Estimation**

*by*Frölich, Markus & Puhani, Patrick A.

**Sensitivity Analysis Of Efficiency And Malmquist Productivity Indices: An Application To Spanish Savings Banks**

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**Lock-In Effects Of Eu R&D Spending On Regional Growth. A Non-Parametric And Semi-Parametric Conditional Quantile Regressions Approach**

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**On the magnitude of income mobility in Germany**

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**Factor price equalisation in the UK**

*by*Andrew Bernard & Stephen Redding & Peter Schott & Helen Simpson

**Semiparametric estimation of a panel data proportional hazards model with fixed effects**

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**Program Evaluation and Random Program Starts**

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**Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns**

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**Central Bank Independence and Price Stability: Evidence from 23 OECD-countries**

*by*Daunfeldt, Sven-Olov & de Luna, Xavier

**Program evaluation and random program starts**

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**Dynamically assigned treatments: duration models, binary treatment models, and panel data models**

*by*Abbring, Jaap H. & van den Berg, Gerard J.

**Does early intervention help the unemployed youth?**

*by*Carling, Kenneth & Larsson, Laura

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