## 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

**â€œThey do know what they are doing ... at least most of them.â€ Asymmetric Information in the (private) Disability Insurance**

*by*Spindler, M.;

**Forecasting the occurrence of electricity price spikes in the UK power market**

*by*Pawel Maryniak & Rafal Weron

**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

**A Significance Test for Covariates in Nonparametric Regression**

*by*Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin

**Powerful nonparametric checks for quantile regression**

*by*Maistre, Samuel & Lavergne, Pascal & Patilea, Valentin

**Tightening Bounds In Triangular Systems**

*by*Desire Kedagni & Ismael Mourifie

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

*by*Seojeong Lee

**Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models**

*by*Sainan Jin & Liangjun Su & Yonghui Zhang

**Specification Test for Panel Data Models with Interactive Fixed Effects**

*by*Liangjun Su & Sainan Jin & Yonghui Zhang

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

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

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: A 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

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

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

**Homothetic Efficiency. A Non-Parametric Approach**

*by*Jan Heufer & Per Hjertstrand

**Inequality of Opportunity in Retirement Age – The Role of Physical Job Demands**

*by*Matthias Giesecke & Sarah Okoampah

**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

**Gene selection for survival data under dependent censoring: a copula-based approach**

*by*Emura, Takeshi & Chen, Yi-Hau

**Specification Testing of Production Frontier Function in Stochastic Frontier Model**

*by*Guo, Xu & Li, Gao Rong & Wong, Wing Keung

**Assessing the level of happiness across countries: A robust frontier approach**

*by*Cordero, Jose M. & Salinas-Jiménez, Javier & Salinas-Jiménez, Mª Mar

**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

**European competitiveness: A semi-parametric stochastic metafrontier analysis at the firm level**

*by*Michel Dumont & Bruno Merlevede & Glenn Rayp & Marijn Verschelde

**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

**A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models**

*by*van den Berg, Gerard J. & Janys, Lena & Mammen, Enno & Nielsen, Jens P.

**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

**Size, Age and the Growth of Firms: New Evidence from Quantile Regressions**

*by*Roberta Distante & Ivan Petrella & Emiliano Santoro

**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

**Income Taxes, Sorting, and the Costs of Housing: Evidence from Municipal Boundaries in Switzerland**

*by*Christoph Basten & Maximilian von Ehrlich & Andrea Lassmann

**Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors**

*by*Taisuke Otsu & Luke Taylor

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?**

*by*Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk

**Financial Centre Productivity and Innovation prior to and during the Financial Crisis**

*by*Claudia Curi & Ana Lozano-Vivas

**Estimating time-varying DSGE models using minimum distance methods**

*by*Giraitis, Liudas & Kapetanios, George & Theodoridis, Konstantinos & Yates, Tony

**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

**A Note on Covariance Matrix Estimation in Quantile Regressions**

*by*Hongtao Guo & Zhijie Xiao

**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

**Empirical Revealed Preference**

*by*Ian Crawford & Bram De Rock

**Ill-Posed Inverse Problems in Economics**

*by*Joel L. Horowitz

**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

**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 MC Study Comparing StoNED and the "Oldies" (SFA and DEA)**

*by*Andor, Mark & Hesse, Frederik

**Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach**

*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.;

**Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling**

*by*Feng Yao & Junsen Zhang

**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

**A gamma-moment approach to monotonic boundaries estimation**

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

**Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory**

*by*Lavergne, Pascal & Patilea, Valentin

**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

**Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests**

*by*Yang, Bill Huajian

**Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects**

*by*Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo

**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**

*by*Yonghong An & Xun Tang

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**Semi-Parametric Inference in Dynamic Binary Choice Models**

*by*Andriy Norets & Xun Tang

**The Role of Quality in Service Markets Organized as Multi-Attribute Auctions**

*by*Elena Krasnokutskaya & Kyungchul Song & Xun Tang

**A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets**

*by*Yuanhua Feng & Lixin Sun

**On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations**

*by*Yuanhua Feng & Sarah Forstinger & Christian Peitz

**Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function**

*by*Daniel Gutknecht

**Nonparametric Welfare Analysis for Discrete Choice**

*by*Debopam Bhattacharya

**Separating the impact of macroeconomic variables and global frailty in event data**

*by*James Wolter

**Generalised empirical likelihood-based kernel density estimation**

*by*Vitaliy Oryshchenko & Richard J. Smith

**Martingale unobserved component models**

*by*Neil Shephard

**Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators**

*by*Jason R. Blevins

**Assessing the Efficiency of Welfare Spending in Slovenia with Data Envelopment Analysis**

*by*Matevz Hribernik & Rafal Kierzenkowski

**Generalised empirical likelihood-based kernel density estimation**

*by*Vitaliy Oryshchenko & Richard J. Smith

**Martingale unobserved component models**

*by*Neil Shephard

**Revealed Preference Tests of Network Formation Models**

*by*Khai Xiang Chiong

**Sovereigns versus Banks: Credit, Crises, and Consequences**

*by*Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

**Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach**

*by*Michael J. Dickstein & Eduardo Morales

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications**

*by*Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park

**Turning point chronology for the Euro-Zone: A Distance Plot Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Turning point chronology for the Euro-Zone: A Distance Plot Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Understanding Exchange Rates Dynamics**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Price Discontinuities in Energy Spot and Futures Prices**

*by*Svetlana Maslyuka & Kristian Rotarub & Alexander Dokumentovc

**Nonparametric tests for event studies under cross-sectional dependence**

*by*Matteo Pelagatti

**“They do know what they are doing... at least most of them.” Asymmetric Information in the (private) Disability Insurance**

*by*Spindler, Martin

**Productive experience and specialization opportunities for Portugal: an empirical assessment**

*by*Miguel Lebre de Freitas & Susana Salvado & Luis Catela Nunes & Rui Costa Neves

**Pauvreté monétaire versus non-monétaire au Burundi**

*by*Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko

**Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach**

*by*Michael Berlemann & Soeren Enkelmann & Torben Kuhlenkasper

**A survey of semiparametric efficiency bounds for some microeconometric models**

*by*Thomas A Severini & Gautam Tripathi

**Quality of Statistical Match and Simulations Used in the Estimation of the Levy Institute Measure of Time and Consumption Poverty (LIMTCP) for Turkey in 2006**

*by*Thomas Masterson

**Revealed preference tests under risk and uncertainty**

*by*Matthew Polisson & John K.-H. Quah

**Risk Modelling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

**The Charity of the Extremely Wealthy**

*by*Tom Coupe & Claire Monteiro

**A Simple and Successul Method to Shrink the Weight**

*by*Winfried Pohlmeier & Ruben R. Seiberlich & S. Derya Uysal

**Innovation Rankings: Good, Bad or Revealing?**

*by*Yuezhou Cai & Aoife Hanley

**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

**European regional convergence revisited: The role of space and the intangible assets**

*by*Jesús Peiró-Palomino

**New Evidence on the Healthy Immigrant Effect**

*by*Farré, Lídia

**After-School Care and Parents' Labor Supply**

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

**Income vs. Consumption Inequality in South Korea: Evaluating Stochastic Dominance Rankings by Various Household Attributes**

*by*Heshmati, Almas & Rudolf, Robert

**Does Full Insurance Increase the Demand for Health Care?**

*by*Boes, Stefan & Gerfin, Michael

**Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions**

*by*Rothe, Christoph & Firpo, Sergio

**Moderating Political Extremism: Single Round vs Runoff Elections under Plurality Rule**

*by*Bordignon, Massimo & Nannicini, Tommaso & Tabellini, Guido

**Regional Effect Heterogeneity of Start-Up Subsidies for the Unemployed**

*by*Caliendo, Marco & Künn, Steffen

**Partial Identification of the Long-Run Causal Effect of Food Security on Child Health**

*by*Millimet, Daniel L. & Roy, Manan

**Causal Effects on Employment after First Birth: A Dynamic Treatment Approach**

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

**Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model**

*by*Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai

**Flight Patterns and Yields of European Government Bonds**

*by*Gregor von Schweinitz

**Analysis of group performance with categorical data when agents are heterogeneous: The case of compulsory education in the OECD**

*by*Ildefonso Méndez Martínez & Antonio Villar Notario & Carmen Herrero Blanco

**Public sector efficiency: evidence for Latin America**

*by*António Afonso & Alma Romero & Emma Monsalve

**The relevance of commuting zones for regional spending efficiency**

*by*António Afonso & Ana Venâncio

**Assessment of efficiency in basic and secondary education in Tunisia, a regional analysis**

*by*António Afonso, & Mohamed Ayadi, & Sourour Ramzi,

**Les déterminants de la discordance entre pauvreté subjective et objective au Mali**

*by*MISANGUMUKINI Nicaise

**Equalization of opportunity: Definitions and implementable conditions**

*by*Francesco Andreoli & Arnaud Lefranc

**Informal-formal wage gaps in Colombia**

*by*Nancy Daza & Luis Fernando Gamboa

**Accounting for Heterogeneity in Growth Incidence in Cameroon Using Recentered Influence Function Regression**

*by*B. Essama-Nssah & Paul Saumik & Léandre Bassolé

**Optimal uniform convergence rates for sieve nonparametric instrumental variables regression**

*by*Xiaohong Chen & Timothy Christensen

**Generalised instrumental variable models**

*by*Andrew Chesher & Adam Rosen

**Nonparametric analysis of random utility models: testing**

*by*Yuichi Kitamura & Jörg Stoye

**Individual heterogeneity and average welfare**

*by*Jerry Hausman & Whitney Newey

**Identification and shape restrictions in nonparametric instrumental variables estimation**

*by*Joachim Freyberger & Joel Horowitz

**Adaptive nonparametric instrumental variables estimation: empirical choice of the regularisation parameter**

*by*Joel Horowitz

**A nonparametric test of a strong leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Maximum score estimation of preference parameters for a binary choice model under uncertainty**

*by*Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung

**What do instrumental variable models deliver with discrete dependent variables?**

*by*Andrew Chesher & Adam Rosen

**Regularizing Priors for Linear Inverse Problems**

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

**Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators**

*by*Wolfgang Karl Härdle & Ya'acov Ritov & Weining Wang &

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

*by*Lars winkelmann & Markus Bibinger & Tobias Linzert &

**Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines**

*by*Haiqiang Chen & Ying Fang & Yingxing Li &

**CDO Surfaces Dynamics**

*by*Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin &

**Can expert knowledge compensate for data scarcity in crop insurance pricing?**

*by*Zhiwei Shen & Martin Odening & Ostap Okhrin &

**Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps**

*by*Markus Bibinger & Mathias Vetter & &

**Analysis of Deviance in Generalized Partial Linear Models**

*by*Wolgang Karl Härdle & Li-Shan Huang & &

**Econometrics of co-jumps in high-frequency data with noise**

*by*Markus Bibinger & Lars Winkelmann & &

**Fair re-valuation of wine as an investment**

*by*Fabian Y.R.P. Bocart & Christian M. Hafner & &

**Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency**

*by*Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss

**Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -**

*by*Lars Winkelmann & & &

**Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?**

*by*Nikolaus Hautsch & Lada M. Kyj & Peter Malec &

**Composite Quantile Regression for the Single-Index Model**

*by*Yan Fan & Wolfgang Karl Härdle & Weining Wang & Lixing Zhu

**Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing**

*by*Markus Bibinger & Per A. Mykland & &

**Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction**

*by*Guanglei Hong & Jonah Deutsch & Heather D. Hill

**Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays**

*by*Masuhara, Hiroaki

**A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data**

*by*Victor Lapshin & Marat Kurbangaleev

**Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure**

*by*Effraimidis, Georgios & Dahl, Christian M.

**Are there Scale Economies in Scientific Production? On the Topic of Locally Increasing Returns to Scale**

*by*Schubert , Torben

**Dynamics of Investment and Firm Performance: Comparative Evidence from Manufacturing Industries**

*by*Marco Grazzi & Nadia Jacoby & Tania Treibich

**Persistence vs. Mobility in Industrial and Technological Specialisations: Evidence from 11 Euro Area Countries**

*by*Raphaël Chiappini

**Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach**

*by*Longhi, C. & Musolesi, A. & Baumont, C.

**Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries**

*by*Mazzanti, M. & Musolesi, A.

**Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms**

*by*Tomasz Gerard Czekaj & Arne Henningsen

**Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions**

*by*Tomasz Czekaj & Arne Henningsen

**Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers**

*by*Tomasz Gerard Czekaj

**Sovereigns versus banks: credit, crises, and consequences**

*by*Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

**The Impact of Climate Change on Agriculture: Nonlinear Effects and Aggregation Bias in Ricardian Models of Farm Land Values**

*by*Carlo Fezzi & Ian Bateman

**Nonlinearity, Heterogeneity and Unobserved Effects in the CO2-income Relation for Advanced Countries**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Evolución de la brecha salarial de género en México**

*by*Raymundo M. Campos-Vazquez & Eva O. Arceo-Gomez

**Estimation of flexible fuzzy GARCH models for conditional density estimation**

*by*Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M.

**Risk Modelling and Management: An Overview**

*by*Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.

**Evolución de la Brecha Salarial de Género en México**

*by*Eva Olimpia Arceo Gómez & Raymundo Campos-Vázquez

**Regularizing Priors for Linear Inverse Problems**

*by*Anna Simoni & Jean-Pierre Florens

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

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

**Empirical Revealed Preference**

*by*Ian Crawford & Bram De Rock

**The Economic Meaning of Data Envelopment Analysis: a "Behavioral" Perspective**

*by*Laurens Cherchye & Bram De Rock

**On Uniform Inference in Nonlinear Models with Endogeneity**

*by*Shakeeb Khan & Denis Nekipelov

**To what extent do exemptions from social security contributions affect firm growth? New evidence using quantile estimations on panel data**

*by*Nadine Levratto & Aziza Garsaa & Luc Tessier

**Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries**

*by*Anna Creti & Zied Ftiti & Khaled Guesmi

**On agricultural commodities' extreme price risk**

*by*Maarten van Oordt & Philip Stork & Casper de Vries

**Systemic Risk Allocation for Systems with A Small Number of Banks**

*by*Xiao Qin & Chen Zhou

**Entrepreneurship versus Joblessness: Explaining the Rise in Self-Employment**

*by*Paolo Falco & Luke Haywood

**Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data**

*by*Anne Neumann & Maria Nieswand & Torben Schubert

**Causal Effects on Employment after First Birth: A Dynamic Treatment Approach**

*by*Bernd Fitzenberger & Katrin Sommerfeld & Susanne Steffes

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Daniel Pollmann & Thomas Dohmen & Franz Palm

**Is a Temporary Job Better than Unemployment?: A Cross-Country Comparison Based on British, German, and Swiss Panel Data**

*by*Michael Gebel

**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

**Risk Modelling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

**Commuters' Preferences for Fast and Reliable Travel**

*by*Paul Koster & Hans Koster

**Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics**

*by*Thijs Dekker & Paul Koster & Roy Brouwer

**Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support**

*by*Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk

**On the Phase Dependence in Time-Varying Correlations Between Time-Series**

*by*Francisco Blasques

**Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression**

*by*David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas

**A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500**

*by*David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

**Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects**

*by*Cizek, P. & Lei, J.

**Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models**

*by*Lei, J.

**Iteration Capping For Discrete Choice Models Using the EM Algorithm**

*by*Kabatek, J.

**Final energy demand in Portugal: How persistent it is and why it matters for environmental policy**

*by*Alfredo Marvão Pereira & José Manuel Belbute

**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**

*by*Degui Li & Peter C.B. Phillips & Jiti Gao

**Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression**

*by*Xiaohong Chen & Timothy Christensen

**Functional Coefficient Nonstationary Regression**

*by*Jiti Gao & Peter C.B. Phillips

**Estimating Smooth Structural Change in Cointegration Models**

*by*Peter C.B. Phillips & Degui Li & Jiti Gao

**Identification and Estimation in Two-Sided Matching Markets**

*by*Nikhil Agarwal & William Diamond

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

*by*Yuichi Kitamura & Jorg Stoye

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach**

*by*Román Mínguez & María Durbán & José María Montero & Dae-Jin Lee

**Endogenous Attrition in Panels**

*by*Laurent Davezies & Xavier d'Haultfoeuille

**Endogenous Attrition in Panels**

*by*Laurent Davezies & Xavier d'Haultfoeuille

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

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

**Sovereigns versus Banks: Credit, Crises, and Consequences**

*by*Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

**The Causal Impact of Common Native Language on International Trade: Evidence from a Spatial Regression Discontinuity Design**

*by*Egger, Peter & Lassmann, Andrea

**Productivity Growth, Human Capital, and Technology Spillovers: Nonparametric Evidence for EU Regions**

*by*Badinger, Harald & Egger, Peter & von Ehrlich, Maximilian

**Fair re-valuation of wine as an investment**

*by*BOCART, Fabian & HAFNER, Christian

**An almost closed form estimator for the EGARCH model**

*by*HAFNER, Christian & LINTON, Oliver

**Centralized resource reduction and target setting under DEA control**

*by*HOSSEINZADEH LOTFI, Farhad & HATAMI-MARBINI, Adel & AGRELL, Per & GHOLAMI, Kobra

**Imprecise data envelopment analysis for the two-stage process**

*by*HATAMI-MARBINI, Adel & AGRELL, Per & AGHAYI, Nazila

**Are U.S. Commercial Banks Too Big?**

*by*Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun

**Social Assistance and Informality: Examining the link in Colombia**

*by*Monica Ospina Londoño & Fabiola Saavedra-Caballero

**An approximation to the Informal-formal wage gap in Colombia 2008-2012**

*by*Nancy Aireth DAZA BAEZ & Luis Fernando GAMBOA

**Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso**

*by*Wilmer Martínez

**An approximation to the Informal-formal wage gap in Colombia 2008-2012**

*by*Nancy Daza & Luis Fernando Gamboa

**After-School Care and Parents' Labor Supply**

*by*Christina Felfe & Michael Lechner & Petra Thiemann

**Sovereigns versus Banks: Credit, Crises, and Consequences**

*by*Òscar Jordà & Moritz Schularick & Alan M. Taylor

**Generalized Propensity Scores for Multiple Continuous Treatment Variables**

*by*Peter Egger & Maximilian Von Ehrlich

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Panel Nonparametric Regression with Fixed Effects**

*by*Jungyoon Lee & Peter M Robinson

**Exports and Heterogeneity of Technology: A Latent Class Frontier Stochastic Approach**

*by*Youssouf KIENDREBEOGO & Patrick PLANE & Mohamed CHAFFAI

**Government Intervention In Grain Markets In India--Rethinking The Procurement Policy**

*by*Neha Gupta

**Measurement And Patterns Of International Synchronization-- A Spectral Approach**

*by*Pami Dua & Vineeta Sharma

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

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

**Risk Modeling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

**Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players**

*by*Marcel-Cristian Voia & Mihailo Radoman

**A multivariate nonlinear analysis of tourism expenditures**

*by*Marta Disegna & Fabrizio Durante & Enrico Foscolo

**An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach**

*by*Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi

**Diversification Strategies and Firm Performance: A Sample Selection Approach**

*by*E. Santarelli & H. T. Tran

**Dynamics of Investment and Firm Performance: Comparative evidence from manufacturing industries**

*by*M. Grazzi & N. Jacoby & T. Treibich

**Outcome Conditioned Treatment Effects**

*by*Stefan Hoderlein & Yuya Sasaki

**Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments**

*by*Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki

**Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness**

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

**Random Coefficients in Static Games of Complete Information**

*by*Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido

**Identifying the Average Treatment Effect in a Two Threshold Model**

*by*Arthur Lewbel & Thomas Tao Yang

**Local development that money can’t buy: Italy’s Contratti di Programma**

*by*Monica Andini & Guido de Blasio

**The housing wealth of Italian households: a comparison of administrative and survey data**

*by*Andrea Neri & Maria Teresa Monteduro

**A Distributional Approach to Realized Volatility**

*by*Selma Chaker & Nour Meddahi

**Volatility Forecasting when the Noise Variance Is Time-Varying**

*by*Selma Chaker & Nour Meddahi

**Volatility and Liquidity Costs**

*by*Selma Chaker

**A Semiparametric Early Warning Model of Financial Stress Events**

*by*Ian Christensen & Fuchun Li

**A short introduction to splines in least squares regression analysis**

*by*Kagerer, Kathrin

**The Multivariate Option iPoD Framework - Assessing Systemic Financial Risk**

*by*Philipp Matros & Johannes Vilsmeier

**Indirect Likelihood Inference (revised)**

*by*Michael Creel & Dennis Kristensen

**Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems**

*by*Marcel Aloy & Gilles de Truchis

**An Empirical Analysis of Competitive Nonlinear Pricing**

*by*Gaurab Aryal

**A Nonparametric Study of Real Exchange Rate Persistence over a Century**

*by*Hyeongwoo Kim & Deockhyun Ryu

**Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach**

*by*Hyeongwoo Kim & Deockhyun Ryu

**Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure**

*by*Georgios Effraimidis & Christian M. Dahl

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series**

*by*Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim

**Assessing Relative Volatility/Intermittency/Energy Dissipation**

*by*Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel

**Limit theorems for power variations of ambit fields driven by white noise**

*by*Mikko S. Pakkanen

**Matlab code for bivariate Gaussian kernel regression with restrictions**

*by*Richard Tol

**Matlab code for bivariate Gaussian kernel regression**

*by*Richard Tol

**The efficiency of matching in Portuguese public employment service**

*by*Massimiliano Agovino & Antonio Gomes de Menezes & Dario Sciulli

**Introduction**

*by*Maurizio Baussola & Chiara Mussida

**Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies**

*by*Alexis Diamond & Jasjeet S. Sekhon

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff

**Determinants of Health Care Decisions: Insurance, Utilization, and Expenditures**

*by*Chan Shen

**Industry Structure And Employment Growth: Evidence From Semiparametric Geoadditive Models**

*by*Roberto BASILE & Cristiana DONATI & Rosanna PITTIGLIO

**Technical Efficiency Of Top 50 World Banks**

*by*Kristína KOCIŠOVÁ

**Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market**

*by*Erol Muzir

**The Relative Role of Imports and Exports in Explaining Productivity of Indian Bio-Pharmaceutical Firms: Evidence from Non Parametric Data Envelopment Analysis**

*by*Arpita Ghose & Chandrima Chakraborti

**Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach**

*by*Li-Hung Wu

**A View on the Risk-Neutral Density Forecasting of the Dax30 Returns**

*by*Duca, Ioana Andreea & Ruxanda, Gheorghe

**Economic examples of latent budget analysis**

*by*M.C. Larrosa, Juan

**Macroeconomic News Effects on the Stock Markets in Intraday Data**

*by*Barbara Będowska-Sójka

**Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes**

*by*Łukasz Lenart & Mateusz Pipień

**Una aplicación de los árboles de expansión mínima y árboles jerárquicos al estudio de la convergencia interregional en dinámica de regímenes || An Application of Minimum Spanning Trees and Hierarchical Trees to the Study of Interregional Convergence in Regime Dynamics**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Eficiencia de las sociedades musicales de la Comunidad Valenciana || Efficiency of Musical Societies in the Valencian Community**

*by*Rausell Koster, Pau & Coll-Serrano, Vicente & Abeledo Sanchis, Ra_ul & Marco-Serrano, Francisco

**The Estimation of the Students' Opinion Regarding a Certain Cosmological Model through Statistical Methods**

*by*Aivaz Kamer Ainur & Vlãducã Ion

**On Some Determinants of Demand or Renunciation for Renewal of CASCO (Motor Hull) Insurance Policies for Individual**

*by*Covrig Mihaela, & Mircea Iulian & Manea Daniela Ioana

**Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets**

*by*Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona &

**Semiparametric Efficiency Bounds for Microeconometric Models: A Survey**

*by*Severini, Thomas A. & Tripathi, Gautam

**Public-Sector Efficiency and Political Culture**

*by*Raffaela Giordano & Pietro Tommasino

**Detecting Collusion on Highway Procurement**

*by*Florencia M. Gabrielli

**A Coefficient of Correlation Based on Ratios of Ranks and Anti-ranks**

*by*Agostino Tarsitano & Rosetta Lombardo

**Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests**

*by*Otuken Senger

**Revisited Export-Led Growth Hypothesis For Selected European Countries: A Panel Hidden Cointegration Approach**

*by*Fatma Zeren & Burcu Kilinc Savrul

**Coste agregado e individual esperado de la Ley de Dependencia en España a partir de los modelos de simulación de Monte Carlo y Multi-Estado de Discapacidad**

*by*Raúl del Pozo & Francisco Escribano Sotos

**Technical Efficiency in the Chinese Textile Industry**

*by*Yingxin Wu & Xianbo Zhou

**Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets**

*by*Krenar AVDULAJ & Jozef BARUNIK

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

*by*Saša ŽIKOVIÆ & Randall K. FILER

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

**Forecasting Financial Indices: The Baltic Dry Indices**

*by*Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos

**A Review of Kernel Density Estimation with Applications to Econometrics**

*by*Adriano Z. Zambom & Ronaldo Dias

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

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

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

*by*Sharad Nath Bhattacharya & Mousumi Bhattacharya

**Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama**

*by*Muhammet Ali AVCI & N.Oguzhan ALTAY

**Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis**

*by*Gallegati, Marco & Ramsey, James B.

**Nonlinearities in productivity growth: A semi-parametric panel analysis**

*by*Azomahou, Théophile T. & Diene, Bity & Diene, Mbaye

**Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns**

*by*Jubinski, Daniel & Tomljanovich, Marc

**A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance**

*by*Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean

**Estimation of the spatial weights matrix under structural constraints**

*by*Bhattacharjee, Arnab & Jensen-Butler, Chris

**Poisson indices of segregation**

*by*Mele, Angelo

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

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

**The effectiveness of active labor market policies: Evidence from a social experiment using non-parametric bounds**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Estimating returns to education when the IV sample is selective**

*by*Wang, Le

**The multiscale causal dynamics of foreign exchange markets**

*by*Bekiros, Stelios & Marcellino, Massimiliano

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Johar, Meliyanni & Jones, Glenn & Keane, Micheal P. & Savage, Elizabeth & Stavrunova, Olena

**The leverage effect puzzle: Disentangling sources of bias at high frequency**

*by*Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying

**An empirical examination of matching theories: The one child policy, partner choice and matching intensity in urban China**

*by*Anderson, Gordon & Leo, Teng Wah

**Size matters: Optimal calibration of shrinkage estimators for portfolio selection**

*by*DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J.

**Nonparametric correlation models for portfolio allocation**

*by*Aslanidis, Nektarios & Casas, Isabel

**Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility**

*by*Wang, Kent & Liu, Junwei & Liu, Zhi

**Estimating the degree of operating efficiency gains from a potential bank merger and acquisition: A DEA bootstrapped approach**

*by*Halkos, George E. & Tzeremes, Nickolaos G.

**Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach**

*by*Boubaker, Heni & Sghaier, Nadia

**The evolution of cost-productivity and efficiency among US credit unions**

*by*Wheelock, David C. & Wilson, Paul W.

**Dynamic hedge fund portfolio construction: A semi-parametric approach**

*by*Harris, Richard D.F. & Mazibas, Murat

**Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach**

*by*Eskelinen, Juha & Kuosmanen, Timo

**Forecasting the return distribution using high-frequency volatility measures**

*by*Hua, Jian & Manzan, Sebastiano

**A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach**

*by*Tsagkanos, Athanasios & Siriopoulos, Costas

**A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework**

*by*Papavassiliou, Vassilios G.

**Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach**

*by*Hou, Ai Jun

**Intensity-based premium evaluation for unemployment insurance products**

*by*Biagini, Francesca & Groll, Andreas & Widenmann, Jan

**Nonparametric learning rules from bandit experiments: The eyes have it!**

*by*Hu, Yingyao & Kayaba, Yutaka & Shum, Matthew

**Simulated testing of nonparametric measure changes for hedging European options**

*by*Smith, Godfrey

**Virtual prices and the impact of house rationing in Belgium on consumer choices**

*by*Fleissig, Adrian R. & Whitney, Gerald

**Changing energy intensity of economies in the world and its decomposition**

*by*Wang, Chunhua

**Robust estimation and forecasting of the long-term seasonal component of electricity spot prices**

*by*Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał

**Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece**

*by*Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

**Fitting semiparametric Markov regime-switching models to electricity spot prices**

*by*Eichler, M. & Türk, D.

**Bond vs stock market's Q: Testing for stability across frequencies and over time**

*by*Gallegati, Marco & Ramsey, James B.

**Performance, stock selection and market timing of the German equity mutual fund industry**

*by*Cuthbertson, Keith & Nitzsche, Dirk

**Who benefits from financial development? New methods, new evidence**

*by*Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

**Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects**

*by*Kim, Min Seong & Sun, Yixiao

**Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood**

*by*Cosslett, Stephen R.

**Nonparametric dynamic panel data models: Kernel estimation and specification testing**

*by*Su, Liangjun & Lu, Xun

**What model for entry in first-price auctions? A nonparametric approach**

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

**Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects**

*by*Gayle, Wayne-Roy

**Estimation of a nonlinear panel data model with semiparametric individual effects**

*by*Gayle, Wayne-Roy & Namoro, Soiliou Daw

**Inference on an extended Roy model, with an application to schooling decisions in France**

*by*D’Haultfœuille, Xavier & Maurel, Arnaud

**Identification of first-price auctions with non-separable unobserved heterogeneity**

*by*Hu, Yingyao & McAdams, David & Shum, Matthew

**Robust firm pricing with panel data**

*by*Handel, Benjamin R. & Misra, Kanishka & Roberts, James W.

**Are there common values in first-price auctions? A tail-index nonparametric test**

*by*Hill, Jonathan B. & Shneyerov, Artyom

**Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators**

*by*Cattaneo, Matias D. & Farrell, Max H.

**Tests for m-dependence based on sample splitting methods**

*by*Moon, Seongman & Velasco, Carlos

**Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach**

*by*Chen, Bin & Song, Zhaogang

**Semi-parametric estimation of American option prices**

*by*Gagliardini, Patrick & Ronchetti, Diego

**Jump tails, extreme dependencies, and the distribution of stock returns**

*by*Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi

**Rank tests for short memory stationarity**

*by*Pelagatti, Matteo M. & Sen, Pranab K.

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

**Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions**

*by*Khan, Shakeeb

**Testing functional inequalities**

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

**Stock exchange mergers and return co-movement: A flexible dynamic component correlations model**

*by*Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas

**Efficient estimation of partially linear varying coefficient models**

*by*Long, Wei & Ouyang, Min & Shang, Ying

**Partial identification in binary response models with nonignorable nonresponses**

*by*Hoshino, Tadao

**Inconsistency of 2SLS estimators in threshold regression with endogeneity**

*by*Yu, Ping

**Semiparametric smooth-coefficient stochastic frontier model**

*by*Sun, Kai & Kumbhakar, Subal C.

**The size distribution of US cities: Not Pareto, even in the tail**

*by*Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan L.

**Economic growth and environmental efficiency: Evidence from US regions**

*by*Halkos, George E. & Tzeremes, Nickolaos G.

**The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics**

*by*Allen, David & Ng, K.H. & Peiris, Shelton

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

*by*Brzezinski, Michal

**Understanding and predicting bank rating transitions using optimal survival analysis models**

*by*Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart

**Simultaneous confidence band for nonparametric fixed effects panel data models**

*by*Li, Gaorong & Peng, Heng & Tong, Tiejun

**Fixed currency regimes and the time pattern of trade effects**

*by*Dorn, Sabrina & Egger, Peter H.

**Estimation of varying coefficient models with time trend and integrated regressors**

*by*Li, Kunpeng & Li, Weiming

**Generalized propensity scores for multiple continuous treatment variables**

*by*Egger, Peter H. & von Ehrlich, Maximilian

**Identification problem of the exponential tilting estimator under misspecification**

*by*Sueishi, Naoya

**Fiscal deficits and mean reversion in real exchange rates**

*by*Gu, Jingping & Li, Qi & Yang, Jian

**Bayesian forecasting with highly correlated predictors**

*by*Korobilis, Dimitris

**Nonlinear dynamics and recurrence plots for detecting financial crisis**

*by*Addo, Peter Martey & Billio, Monica & Guégan, Dominique

**Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach**

*by*Girardin, Eric & Joyeux, Roselyne

**Waiting times and socioeconomic status: Does sample selection matter?**

*by*Sharma, Anurag & Siciliani, Luigi & Harris, Anthony

**Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach**

*by*Lim, Shiok Ye & Ho, Chong Mun

**Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP**

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

**Convergence dynamics of output: Do stochastic shocks and social polarization matter?**

*by*Parhi, Mamata & Diebolt, Claude & Mishra, Tapas & Gupta, Prashant

**The Relationship between Environment and Income:Regression Spline Approac**

*by*Rabia Ece Omay

**An Inter-temporal Analysis of Operational Efficiency of Oil Firms: Further Evidence from Nigeria**

*by*David Mautin Oke & Salami Dada Kareem

**Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?**

*by*Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi

**Productivity Performance of Singapore’s Retail Sector: A Two-Stage Non-Parametric Approach**

*by*Boon Lee

**Dependencia entre ingresos y tasas de ahorro en profesionales del sur del valle de Aburrá**

*by*Elkin Rave Gómez

**Desagregacion multivariada del PIB sectorial del departamento de Bolivar**

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

**Convergencia en calidad de vida en Medellín 2004-2011. Un análisis espacial no paramétrico**

*by*Jhonny Moncada Mesa & David Hincapié Vélez

**Estudio del desempeño económico regional: el caso argentino**

*by*Juan Gabriel Brida & Nicolás Garrido & Silvia London

**Metodología para un scoring de clientes sin referencias crediticias**

*by*Osvaldo Espin-García & Carlos Vladimir Rodríguez-Caballero

**Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes**

*by*Mauricio G. Villena & Ericka Y. Lafuente

**Segmentación del mercado de trabajo en la Argentina**

*by*Jorge Paz

**Evaluation of an Active Labour Market Programme in a Context of High Unemployment**

*by*Cristina Borra & Luis Palma & M. Carmen González & Luis F. Aguado

**Using Statistical Methods For Estimating Students' Opinion On The Purpose Of Human Life**

*by*Aivaz M. KAMER AINUR & Ioan I. VLĂDUCĂ

**Looking at the tail: price-based measures of systemic importance**

*by*Chen Zhou & Nikola Tarashev

**Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models**

*by*Morteza Haghiri

**Is a Temporary Job Better Than Unemployment? A Cross-country Comparison Based on British, German, and Swiss Panel Data**

*by*Gebel, Michael

**Interpreting Business Cycles as Generalized Two-Dimensional Loops Using Penalized Splines Regression Techniques**

*by*Timo Teuber

**Operational Efficiency and Technology Gap Ratio of Hotels under Different Environments (in Thai)**

*by*Akarapong Untong

**Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation is Endogenous and Misreported**

*by*Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean

**Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process**

*by*Rousseau, Judith & Chopin, Nicolas & Liseo, Brunero

**Milieu d’origine, situation sociale et parcours tabagique en France**

*by*Bricard, Damien & Jusot, Florence

**The Simar and Wilson’s Bootstrap DEA approach: a critique**

*by*Tziogkidis, Panagiotis

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

**The employment effect of intensive support**

*by*Thorsten Stromback

**Ham petrol getiri eğrisi ve spekülasyonun rolü :2003-08 dönemine yakından bir bakış**

*by*Koray KALAFATCILAR & Ahmet DEĞERLİ & Cem Okan TUNCEL

**The effectiveness of public sponsored training revisited: The importance of data and methodological choices**

*by*Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul

**A practical two-step method for testing moment inequalities**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Improving efficiency through consolidation of jurisdictions? Evidence from the cantons of Switzerland**

*by*Philippe K. Widmer & George Elias & Peter Zweifel

**Bootstrap joint prediction regions**

*by*Michael Wolf & Dan Wunderli

**Controlling the danger of false discoveries in estimating multiple treatment effects**

*by*Dan Wunderli

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

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

**Benchmarking regions: Estimating the counterfactual distribution of labor market outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Citizen coproduction and efficient public good provision: Theory and evidence from local public libraries**

*by*De Witte, Kristof & Geys, Benny

**Incumbency Effects in Germany: Federal and Mayoral Elections**

*by*Sieger, Philip

**What makes Single Mothers expand or reduce employment?**

*by*Hartmann, Bastian & Hancioglu, Mine

**Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity**

*by*Gürtler, Marc & Rauh, Ronald

**Who leaves and when? Selective outmigration of immigrants from Germany**

*by*Kuhlenkasper, Torben & Steinhardt, Max Friedrich

**Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach**

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

**Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk**

*by*Völker, Florian & Cremers, Heinz & Panzer, Christof

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**Microfinance Institutions’ Efficiency in the MENA region: a Bootstrap-DEA approach**

*by*Ben Abdelkader, Ines & Hathroubi, Salem & Ben Jemaa, Mohamed Mekki

**A partially linear approach to modelling the dynamics of spot and futures prices**

*by*Gaul, Jürgen & Theissen, Erik

**Measuring option implied degree of distress in the US financial sector using the entropy principle**

*by*Matros, Philipp & Vilsmeier, Johannes

**Credit risk connectivity in the financial industry and stabilization effects of government bailouts**

*by*Bosma, Jakob & Koetter, Michael & Wedow, Michael

**The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods**

*by*Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

**VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles**

*by*Habert white & Tae-Hwan Kim & Simone Manganelli

**Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory**

*by*Carlos Martins-Filho & Feng Yao & Maximo Torero

**The relationship between spot and futures CO2 emission allowance prices in the EU-ETS**

*by*Stefan Trück & Wolfgang Härdle & Rafal Weron

**Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches**

*by*Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva

**Does Institutional Quality Affect Firm Performance? Insights from a Semi-Parametric Approach**

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

**Life Cycle Income and Consumption Patterns in Transition**

*by*Aleksandra Kolasa

**Small sample properties of matching with caliper**

*by*Paweł Strawiński

**Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals**

*by*Roberto Savona & Marika Vezzoli

**Between Constraints and Coercion. Marriage and Social Reproduction in Northern and central Italy, 18th-19th Centuries**

*by*Renzo Derosas & Marco Breschi & Alessio Fornasin & Matteo Manfredini & Cristina Munno

**Warning, Learning and Compliance: Evidence from Micro-data on Driving Behavior**

*by*Marcello Basili & Filippo Belloc & Simona Benedettini & Antonio Nicita

**Realized Copula**

*by*Fengler, Matthias & Okhrin, Ostap

**Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting**

*by*Huber, Martin

**Relaxing monotonicity in the identification of local average treatment effects**

*by*Huber, Martin & Mellace, Giovanni

**Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines**

*by*Audrino, Francesco & Meier, Pirmin

**Nonlinearities in productivity growth: A semi-parametric panel analysis**

*by*Azomahou, Theophile & Diene, Bity & Diene, Mbaye

**Estimation of the CES Production Function with Biased Technical Change: A Control Function Approach**

*by*Xi CHEN

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

*by*Eirini-Christina Saloniki & Amanda Gosling

**The heterogeneity of Carbon Kuznets Curves for advanced countries. Comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Distance and Political Boundaries:Estimating Border Effects under Inequality Constraints**

*by*Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría

**¿Son los cuidados prenatales efectivos? Un enfoque con datos individuales de panel**

*by*Ana Inés Balsa & Patricia Triunfo

**The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions**

*by*D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas

**A Trick of the (Pareto) Tail**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Bayesian semiparametric multivariate GARCH modeling**

*by*Mark J Jensen & John M Maheu

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

*by*Mark J Jensen & John M Maheu

**Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification**

*by*Sukjin Han

**Rationalization and Identification of Discrete Games with Correlated Types**

*by*Nianqing Liu & Quang Vuong & Haiqing Xu

**Identification of treatment effects in a triangular system of equations**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz

**More countries, similar results. A nonlinear programming approach to normalising test scores needed for growth regressions**

*by*Martin Gustafsson

**Identifying the Effect of WIC on Infant Health When Participation is Endogenous and Misreported**

*by*Manan Roy

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

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

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

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

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

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

**Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model**

*by*Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown

**Generalized Random Coefficients With Equivalence Scale Applications**

*by*Arthur Lewbel & Krishna Pendakur

**Asymptotic F Test in a GMM Framework with Cross Sectional Dependence**

*by*Min Seong Kim & Yixiao Sun

**Generating Random Optimising Choices**

*by*Jan Heufer

**Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability**

*by*Jan Heufer

**Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model**

*by*Ceylan, Ozcan

**The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?**

*by*Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia

**Bayesian Forecasting with Highly Correlated Predictors**

*by*Dimitris Korobilis

**Bayesian Semiparametric Dynamic Nelson-Siegel Model**

*by*Cem Çakmakli

**Bayesian Semiparametric Multivariate GARCH Modeling**

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

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

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

**Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**ROM Simulation: Applications to Stress Testing and VaR**

*by*Carol Alexander & Daniel Ledermann

**Efficiency and Productivity of Singapore's Manufacturing Sector 2001-2010: An analysis using Simar and Wilson's (2007) bootstrapped truncated approach**

*by*Boon L Lee

**The Wage Incentive to Management: A Comparison across European Economies**

*by*Marco Biagetti & Leone Leonida & Sergio Scicchitano

**The Causal Effects of Criminal Convictions on Labor Market Outcomes in Young Men: A Nonparametric Bounds Analysis**

*by*Richey, Jeremiah

**The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange**

*by*Ezzat, Hassan

**The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt**

*by*Ezzat, Hassan

**International comparison of Environmental performance**

*by*Dubrocard, Anne & Prombo, Michel

**Measuring the sources of economic growth in the EU with parametric and non-parametric methods**

*by*Krasnopjorovs, Olegs

**Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?**

*by*Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**The Predictive Role of Stock Market Return for Real Activity in Thailand**

*by*Jiranyakul, Komain

**The Generalised Autocovariance Function**

*by*Tommaso, Proietti & Alessandra, Luati

**On the estimation of marginal cost**

*by*Delis, Manthos D & Iosifidi, Maria & Tsionas, Efthymios

**Semi-parametric Bayesian Partially Identified Models based on Support Function**

*by*Liao, Yuan & Simoni, Anna

**The influence of eco-innovation supply chain practices on business eco-efficiency**

*by*Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V.

**Economic growth and environmental efficiency: Evidence from U.S. regions**

*by*Halkos, George & Tzeremes, Nickolaos

**New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion**

*by*Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung

**Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach**

*by*Halkos, George & Tzeremes, Nickolaos

**Performance environnementale et mesure de la productivité**

*by*Dubrocard, Anne & Prombo, Michel

**The use of mathematics in economics and its effect on a scholar's academic career**

*by*Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio

**Consumer confidence and consumption forecast: a non-parametric approach**

*by*Bruno, Giancarlo

**Survival prediction based on compound covariate under cox proportional hazard models**

*by*Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu

**Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks**

*by*Dechert, Andreas

**İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği**

*by*Murat, Karaoz & Murat Ali, Dulupcu & Mesut, Albeni & Hakan, Demirgil & Onur, Sungur

**Carbon dioxide emissions and governance: A nonparametric analysis for the G-20**

*by*Halkos, George & Tzeremes, Nickolaos

**La delincuencia y su efecto sobre el crecimiento económico. El caso de México**

*by*Lozano-Cortés, René & Cabrera-Castellanos, Luis F. & Lozano-Cortés, Maribel

**Public sector transparency and countries’ environmental performance: A nonparametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models**

*by*Gao, Jiti

**Dealing with small samples and dimensionality issues in data envelopment analysis**

*by*Zervopoulos, Panagiotis

**Desempeño Económico Regional: Un Análisis Dinámico Para El Caso Chileno En El Período 1960-2009**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores**

*by*Mishra, SK

**Efficient estimation in regression discontinuity designs via asymmetric kernels**

*by*Fe, Eduardo

**A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions**

*by*Halkos, George & Tzeremes, Nickolaos

**Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique**

*by*TINANG NZESSEU, Jules Valery

**Median-based seasonal adjustment in the presence of seasonal volatility**

*by*Cayton, Peter Julian & Bersales, Lisa Grace

**Fiscal decentralization and public sector efficiency: Evidence from OECD countries**

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

**Convergencia interregional en dinámica de regimenes: el caso del Mercosur**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Ranking the ‘Diamond Core’ economic journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods**

*by*Li, Kui-Wai

**Identifying speculative bubbles with an in finite hidden Markov model**

*by*Song, Yong & Shi, Shuping

**Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study**

*by*Nguyen Viet, Cuong

**Ranking agricultural, environmental and natural resource economics journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Ranking mainstream economics journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Ranking accounting, banking and finance journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Constructing Optimal Density Forecasts from Point Forecast Combinations**

*by*Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone

**On the Efficiency of Public Higher Education Institutions in Portugal: An Exploratory Study**

*by*Mariana Cunha & Vera Rocha

**Estimation of long memory in integrated variance**

*by*Eduardo Rossi & Paolo Santucci de Magistris

**Persistent Attitudes and Behaviors**

*by*Christoph T. Weiss

**Consume Now or Later? Time Inconsistency, Collective Choice and Revealed Preference**

*by*Abi Adams

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**A revealed preference test for weakly separable preferences**

*by*John Quah

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Neil Shephard & Kevin Sheppard

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Michael Keane & Meliyanni Johar & Glenn Jones & Elizabeth Savage & Olena Stavrunova

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Per A. Mykland & Neil Shephard & Kevin Sheppard

**A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model**

*by*Govert Bijwaard & Geert Ridder & Tiemen Woutersen

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

*by*David Card & David Lee & Zhuan Pei & Andrea Weber

**The Joint Identification of Utility and Discount Functions From Stated Choice Data: An Application to Durable Goods Adoption**

*by*Jean-Pierre H. Dube & Günter J. Hitsch & Pranav Jindal

**Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration**

*by*Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James

**Identification of Preferences and Evaluation of Income Tax Policy**

*by*Charles F. Manski

**Life cycle income and consumption patterns in transition**

*by*Aleksandra Kolasa

**Almost periodically correlated time series in business fluctuations analysis**

*by*Łukasz Lenart & Mateusz Pipień

**Significant Drivers of Growth in Africa**

*by*Oleg Badunenko & Daniel J. Henderson & Romain Houssa

**Semiparametric Fixed-Effects Estimator**

*by*Fran�ois Libois & Vincenzo Verardi

**Identification, Estimation and Specification in a Class of Semiparametic Time Series Models**

*by*Jiti Gao

**Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval**

*by*Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

**Expansion of Lévy Process Functionals and Its Application in Statistical Estimation**

*by*Chaohua Dong & Jiti Gao

**An Improved Nonparametric Unit-Root Test**

*by*Jiti Gao & Maxwell King

**Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods**

*by*Han Lin Shang

**Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Prévoir sans persistance**

*by*Christophe Boucher & Bertrand Maillet

**The Effectiveness of Prenatal Care in a Low Income Population: A Panel Data Approach**

*by*Ana I. Balsa & Patricia Triunfo

**Goodness-of-fit tests based on series estimators in nonparametric instrumental regression**

*by*Breunig, Christoph

**Identification of Demand Models of Multiple Purchases**

*by*Itai Sher & Kyoo il Kim

**Who Benefits from Financial Development? New Methods, New Evidence**

*by*: Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter

**A simple method to visualize results in nonlinear regression models**

*by*Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter

**Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy**

*by*Theologos Dergiades

**Testing for Granger causality in a system of more than two variables**

*by*Theologos Pantelidis

**The Impact of China’s Priority Forest Programs on Rural Households Income Mobility**

*by*Can Liu & Sen Wang & Hao Liu & Wenqing Zhu

**A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance**

*by*Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet

**R&D and Non-linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**Simulations of Full-Time Employment and Household Work in the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico**

*by*Thomas Masterson

**Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?**

*by*Raphaël Chiappini

**The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions**

*by*David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas

**R&D and Non-linear Productivity Growth of Heterogeneous Firms**

*by*Boriss Siliverstovs & D’Artis Kancs

**Semiparametric Decomposition of the Gender Achievement Gap: An Application for Turkey**

*by*Z. Eylem Gevrek & Ruben R. Seiberlich

**An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models**

*by*William Barnett & Unal Eryilmaz

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

*by*David E. Card & David S. Lee & Zhuan Pei & Andrea Weber

**The Effectiveness of Public Sponsored Training Revisited: The Importance of Data and Methodological Choices**

*by*Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul

**Losing Heart? The Effect of Job Displacement on Health**

*by*Black, Sandra E. & Devereux, Paul J. & Salvanes, Kjell G.

**Estimating Returns to Education when the IV Sample is Selective**

*by*Wang, Le

**Does Education Matter for Economic Growth?**

*by*Delgado, Michael S. & Henderson, Daniel J. & Parmeter, Christopher F.

**Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment**

*by*Henderson, Daniel J. & Maasoumi, Esfandiar

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

*by*Caliendo, Marco & Künn, Steffen

**A Simple Method to Visualize Results in Nonlinear Regression Models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**Is There an Informal Employment Wage Premium? Evidence from Tajikistan**

*by*Arabsheibani, Reza & Staneva, Anita V.

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

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

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

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

**Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C.

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C.

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach**

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

**Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach**

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

**Estimating the Impacts of Bolivia's Protected Areas on Poverty**

*by*Canavire Bacarreza, Gustavo Javier & Hanauer, Merlin M.

**Estimating the Impacts of Bolivia's Protected Areas on Poverty**

*by*Canavire Bacarreza, Gustavo Javier & Hanauer, Merlin M.

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes**

*by*González de San Román, Ainara & de la Rica, Sara

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes**

*by*González de San Román, Ainara & de la Rica, Sara

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

*by*LOPES BENTO Cindy & HOTTENROTT Hanna

**R&D and Non-Linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**R&D and Non-Linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**Incentive Effects on Efficiency in Education Systems’ Performance**

*by*Giuseppe Coco & Raffaele Lagravinese

**Structured Additive Regression Models: An R Interface to BayesX**

*by*Nikolaus Umlauf & Daniel Adler & Thomas Kneib & Stefan Lang & Achim Zeileis

**Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data**

*by*Kentaro Kikuchi & Kohei Shintani

**Bayesian Semiparametric Regression**

*by*Pelenis, Justinas

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Intersection bounds: estimation and inference**

*by*Victor Chernozhukov & Sokbae 'Simon' Lee & Adam Rosen

**Asymptotic efficiency of semiparametric two-step GMM**

*by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

**Exogeneity in semiparametric moment condition models**

*by*Paulo Parente & Richard Smith

**A flexible semiparametric model for time series**

*by*Degui Li & Oliver Linton & Zudi Lu

**Averaging of moment condition estimators**

*by*Xiaohong Chen & David T. Jacho-Chavez & Oliver Linton

**Efficient estimation of conditional risk measures in a semiparametric GARCH model**

*by*Yang Yan & Dajing Shang & Oliver Linton

**A nonparametric test of the leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Simultaneous equations for discrete outcomes:coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Regional convergence and divergence of the old-age dependency ratio in Korea**

*by*Yitaek Park & Junghun Seung & Kyeongrok Lee

**Regional population structure and changes in South Korea, 1992-2010**

*by*Hyoungjong Kim & Yitaek Park & Hunchang Lee

**New evidence on Gibrat’s law for cities**

*by*Rafael González-Val & Luis Lanaspa & Fernando Sanz

**Gibrat’s law and legacy for non-profit organisations: a non-parametric analysis**

*by*Peter G. Backus

**Implied Basket Correlation Dynamics**

*by*Wolfgang Karl Härdle & Elena Silyakova & &

**Measuring the impact of critical incidents on brand personality**

*by*Sven Tischer & & &

**Brand equity – how is it affected by critical incidents and what moderates the effect**

*by*Sven Tischer & Lutz Hildebrandt & &

**Variable selection in Cox regression models with varying coefficients**

*by*Toshio Honda & Wolfgang Karl Härdle & &

**Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics**

*by*Wolfgang Karl Härdle,Piotr Majer & Melanie Schienle & &

**Nonparametric Kernel Density Estimation Near the Boundary**

*by*Peter Malec & Melanie Schienle & &

**We estimate linear functionals in the classical deconvolution problem by kernel estimators**

*by*Jakob Söhl & Mathias Trabs & &

**Additive Models: Extensions and Related Models**

*by*Enno Mammen & Byeong U. Park & Melanie Schienle &

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

*by*Enno Mammen & Christoph Rothe & Melanie Schienle &

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

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

**Volatility of price indices for heterogeneous goods**

*by*Fabian Y.R.P. Bocart & Christian M. Hafner &

**Realized Copula**

*by*Matthias R. Fengler & Ostap Okhrin &

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

*by*Wolfgang Karl Härdle & Dedy Dwi Prastyo & Christian Hafner

**Option calibration of exponential Lévy models: Implementation and empirical results**

*by*Jacob Söhl & Mathias Trabs

**Nonparametric adaptive estimation of linear functionals for low frequency observed Lévy processes**

*by*Johanna Kappus

**Confidence sets in nonparametric calibration of exponential Lévy models**

*by*Jakob Söhl

**Quantile Regression in Risk Calibration**

*by*Shih-Kang Chao & Wolfgang Karl Härdle & Weining Wang

**A Donsker Theorem for Lévy Measures**

*by*Richard Nickl & Markus Reiß

**HMM in dynamic HAC models**

*by*Wolfgang Karl Härdle & Ostap Okhrin & Weining Wang

**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**

*by*Yohei Yamamoto & Pierre Perron

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

*by*Yohei Yamamoto

**Copula structural shift identification**

*by*Boris Brodsky & Henry Penikas & Irina Safaryan

**Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve**

*by*Chollete, Loran & Ning, Cathy

**On the variability of income within and across generations**

*by*Jäntti, Markus & Lindahl, Lena

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

*by*Li, Yushu

**Testing for nonparametric identification of causal effects in the presence of a quasi-instrument**

*by*de Luna, Xavier & Johansson, Per

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

*by*Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi

**Estimating the number of mean shifts under long memory**

*by*Sibbertsen, Philipp & Willert, Juliane

**Nonparametric prediction of stock returns with generated bond yields**

*by*Michael Scholz & Stefan Sperlich & Jens Perch Nielsen

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

*by*Michael Scholz & Jens Perch Nielsen & Stefan Sperlich

**Bayesian forecasting with highly correlated predictors**

*by*Dimitris Korobilis

**Does Intra-Africa Regional Trade Cooperation Enhance Africa’s Export Survival?**

*by*Dick Nuwamanya Kamuganga

**Regional Analysis of Eastern Province Feeder Road Project - District level estimation of the Poverty Alleviation Effects of Rural Roads Improvements in Zambia’s Eastern Province**

*by*Christian K.M. Kingombe

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

*by*Charlot, S. & Crescenzi, R. & Musolesi, A.

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

*by*Bruno Martorano

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

*by*Tomasz Gerard Czekaj & Arne Henningsen

**Company heterogeneity and mark-up variability**

*by*Saara Tamminen & Chang Han-Hsin

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

*by*Kristýna Ivanková

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

*by*Azza Aziza-Chebil & Eric Delattre & Marc-Arthur Diaye

**Bioenergy and Global Land Use Change**

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

**Do Developing Countries Benefit from Foreign Direct Investments?**

*by*Weshah Razzak & Elmostafa Bentour

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

*by*Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis

**Are the Smart Kids More Rational ?**

*by*Sabrina Bruyneel & Laurens Cherchye & Sam Cosaert & Bram De Rock & Siegfried Dewitte

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

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

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

*by*Marc Hallin & Ramon van den Akker & Bas Werker

**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?**

*by*Mine Hancioglu & Bastian Hartmann

**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**

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

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

*by*Khmaladze, E.V.

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

*by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

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

*by*Xiaohong Chen & Zhipeng Liao & Yixiao Sun

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

*by*Jesús Gonzalo & AbderrahimTaamouti

**Nonparametric estimation and inference for Granger causality measures**

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

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

*by*Egger, Peter & Nelson, Doug R & von Ehrlich, Maximilian

**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**

*by*Zschille, Michael

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

*by*Milton Samuel Camelo Rincón

**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**

*by*Wilmer O. Martínez R & Edgar Caicedo G. & Evelyn J. Tique C.

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

*by*Carlos León & Karen Leiton & Alejandro Reveiz

**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**

*by*Gabriele Fiorentini & Enrique Sentana

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

*by*Sérgio P. Santos & Carla A.E. Amado & Mauro F. Santos

**Management Practice in Production**

*by*Thomas Triebs & Subal C. Kumbhakar

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

*by*Monique De Haan

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

*by*Sasa Zikovic & Randall Filer

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

*by*Tatiana Komarova

**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**

*by*Oscar Jorda & Moritz Schularick & Alan Taylor

**Nonparametric Analysis of Two-Sided Markets**

*by*Senay Sokullu

**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**

*by*Zhuan Pei & David Card & David S. Lee & Andrea Weber

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

*by*Eric Gautier & Stefan Hoderlein

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

*by*Stefan Hoderlein & Robert Sherman

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

*by*Arthur Lewbel & Xun Lu & Liangjun Su

**An Overview of the Special Regressor Method**

*by*Arthur Lewbel

**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**

*by*Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza

**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**

*by*Gaurab Aryal & Maria F. Gabrielli

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

*by*Jean Jacod & Mark Podolskij

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

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**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**

*by*Silvia Ferrini & Carlo Fezzi

**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**

*by*Philippe ADAIR & Youghourta BELLACHE

**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**

*by*Guochen Pan & Seng-Sung Chen & Tsangyao Chang

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

*by*Nedeljković, Milan & Urošević, Branko

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

*by*Aldea, Anamaria & Ciobanu, Anamaria & Stancu, Ion

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

*by*Domínguez Gijón, Rosa María & Flores Ortega, Miguel & Venegas-Martínez, Francisco

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

*by*Morales, Rolando

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

*by*Peng, Bin & Peng, Fei

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

*by*Yayar, Rustu & Velid Baykara, Halid

**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

**Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

**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

**The econometrics of auctions with asymmetric anonymous bidders**

*by*Lamy, Laurent

**Probabilistic characterization of directional distances and their robust versions**

*by*Simar, Léopold & Vanhems, Anne

**Semiparametric estimation of Markov decision processes with continuous state space**

*by*Srisuma, Sorawoot & Linton, Oliver

**Local indirect least squares and average marginal effects in nonseparable structural systems**

*by*Schennach, Susanne & White, Halbert & Chalak, Karim

**A Poisson mixture model of discrete choice**

*by*Burda, Martin & Harding, Matthew & Hausman, Jerry

**Bounds for best response functions in binary games**

*by*Kline, Brendan & Tamer, Elie

**The impact of the National School Lunch Program on child health: A nonparametric bounds analysis**

*by*Gundersen, Craig & Kreider, Brent & Pepper, John

**IV models of ordered choice**

*by*Chesher, Andrew & Smolinski, Konrad

**Set identification via quantile restrictions in short panels**

*by*Rosen, Adam M.

**Transmission effects of foreign exchange reserves on price level: Evidence from China**

*by*Chen, Langnan & Huang, Shoufeng

**Urbanization and CO2 emissions: A semi-parametric panel data analysis**

*by*Zhu, Hui-Ming & You, Wan-Hai & Zeng, Zhao-fa

**Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor**

*by*Zhang, Zhengyu & He, Xiaobo

**A simple method to visualize results in nonlinear regression models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**The variance of a rank estimator of transformation models**

*by*Jochmans, Koen

**On the variability of income within and across generations**

*by*Jäntti, Markus & Lindahl, Lena

**New evidence on the role of cognitive skill in economic development**

*by*Laurini, Márcio Poletti & de Carvalho Andrade, Eduardo

**A GEL-based AIC for model selection**

*by*Feng, Qiang

**Convergence clubs in incomes across Indian states: Is there evidence of a neighbours’ effect?**

*by*Bandyopadhyay, Sanghamitra

**Size improvement of the KPSS test using sieve bootstraps**

*by*Lee, Jin & Lee, Young Im

**Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy**

*by*Dergiades, Theologos

**The simple econometrics of tail dependence**

*by*van Oordt, Maarten R.C. & Zhou, Chen

**Chaos in German stock returns — New evidence from the 0–1 test**

*by*Webel, Karsten

**Innovation and duration of exports**

*by*Chen, Wei-Chih

**Kernel-based estimation of semiparametric regression in triangular systems**

*by*Martins-Filho, Carlos & Yao, Feng

**Lagged duration dependence in mixed proportional hazard models**

*by*Picchio, Matteo

**Land use change impacts of biofuels: Near-VAR evidence from the US**

*by*Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis

**Fairness in education: The Italian university before and after the reform**

*by*Brunori, Paolo & Peragine, Vito & Serlenga, Laura

**Income distribution dynamics across European regions: Re-examining the role of space**

*by*Maza, Adolfo & Hierro, María & Villaverde, José

**Markets liquidity risk under extremal dependence: Analysis with VaRs methods**

*by*Ourir, Awatef & Snoussi, Wafa

**Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach**

*by*Zanin, Luca & Marra, Giampiero

**A smooth coefficient quantile regression approach to the social capital–economic growth nexus**

*by*Deng, Wen-Shuenn & Lin, Yi-Chen & Gong, Jinguo

**A coupled Markov chain approach to credit risk modeling**

*by*Wozabal, David & Hochreiter, Ronald

**Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests**

*by*Altug, Sumru & Tan, Barış & Gencer, Gözde

**The distribution of financial aid in China: Is aid reaching poor students?**

*by*Loyalka, Prashant & Song, Yingquan & Wei, Jianguo

**Residual wage inequality in urban China, 1995–2007**

*by*Xing, Chunbing & Li, Shi

**Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study**

*by*Aymen BEN REJEB & Ousama BEN SALHA & Jaleleddine BEN REJEB

**A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions**

*by*Josep Maria Puigvert-Gutiérrez & Rupert de Vincent-Humphreys

**Gender Differences in Domains of Job Satisfaction: Evidence from Doctoral Graduates from Australian Universities**

*by*Temesgen Kifle & Isaac H. Desta

**What Are We Measuring When Evaluating Universities’ Efficiency?**

*by*BERBEGAL MIRABENT, Jasmina & SOLÉ PARELLADA, Francesc

**Medición de la eficiencia en el 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

**Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas**

*by*Daiver Cardona Salgado

**Évaluer les réformes des exonérations générales de cotisations sociales**

*by*Mathieu Bunel & Céline Emond & Yannick L’Horty

**Une évaluation économique du risque de modèle pour les investisseurs de long terme**

*by*Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Prévoir sans persistance**

*by*Christophe Boucher & Bertrand Maillet

**Utilisation des technologies de l'information et des communications (TIC) et performance économique des PME Tunisiennes :une étude économétrique**

*by*Mohamed Kossaï & Patrick Piget

**Public Spending Efficiency And Political And Economic Factors: Evidence From Selected East Asian Countries**

*by*Sok-Gee Chan Mohd & Zaini Abd Karim

**An Index of the Quality of Life for European Countries: Evidence of Deprivation from EU-SILC Data**

*by*Riccardo Soliani & Alessia Di Gennaro & Enrico Ivaldi

**The Efficiency of Education in Generating Literacy: A Stochastic Frontier Approach**

*by*Kristof De Witte & Wim Groot & Henri?tte Maassen van den Brink

**Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond**

*by*Roberto Tatiwa Ferreira & Savio de Melo Zachis

**A Composite Leading Indicator Calculation For Turkish Exports**

*by*Güzin Bayar & Rahmet Uslu

**Examining Of The Relationship Structure Between Job And Special Life (Nonwork) Satisfaction With Nonlinear Canonical Correlation Analysis**

*by*Sahamet Bulbul & Selay Giray

**Determinants Of Bank Performance In Cee Countries**

*by*Alin Marius ANDRIES & Vasile COCRIS & Silviu Gabriel URSU

**A Wavelet Perspective on the Real Interest Parity Condition**

*by*Quinton Morris & Andrea Saayman

**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**

*by*Pierre Perron & Yohei Yamamoto

**Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement**

*by*Gregor N. F. Weiß

**Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe**

*by*Michael Pohl

**Inequality of educational opportunity in Italy:how fair is the “3+2" reform?**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Innovation subsidies: Does the funding source matter for innovation intensity and performance? Empirical evidence from Germany**

*by*Czarnitzki, Dirk & Lopes Bento, Cindy

**The effects of job displacement on the onset and progression of diabetes**

*by*Bergemann, Annette & Grönqvist, Erik & Gudbjörnsdottir, Soffia

**Polarization measurement and inference in many dimensions when subgroups cannot be identified**

*by*Anderson, Gordon

**Unemployment duration in Germany: A comprehensive study with dynamic hazard models and P-Splines**

*by*Kuhlenkasper, Torben & Steinhardt, Max Friedrich

**Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes**

*by*Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

**The merit of high-frequency data in portfolio allocation**

*by*Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter

**Waiting times and socioeconomic status: does sample selection matter?**

*by*A. Sharma; & L. Siciliani; & A. Harris ;

**A Multiple State Duration Model with Endogenous Treatment**

*by*Mroz, T.; & Picone, G.;

**Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study**

*by*Ewa Syczewska

**Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data**

*by*Evzen Kocenda & Martin Vojtek

**Dynamic caliper matching**

*by*Paweł Strawiński

**Household Credit to the Poor and its Impact on Child Schooling in Peri-urban Areas, Vietnam**

*by*Tinh Doan & John Gibson & Mark Holmes

**Impacts of Household Credit on Education and Healthcare Spending by the Poor in Peri-urban Areas in Vietnam**

*by*Tinh Doan & John Gibson & Mark Holmes

**Impacts of Household Credit on Education and Healthcare Spending by the Poor in Peri-urban Areas in Vietnam**

*by*Tinh Doan & John Gibson & Mark Holmes

**The Role of Women in the Italian Network of Boards of Directors, 2003-2010**

*by*Carlo Drago & Francesco Millo & Roberto Ricciuti & Paolo Satella

**Distortions in Cross-Sectional Convergence Analysis when the Aggregate Business Cycle is Incomplete**

*by*Stefano Magrini & Margherita Gerolimetto & Hasan Engin Duran

**Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance**

*by*Christopher J. Bennett & Ricardas Zitikis

**Semi-nonparametric estimation of the call price surface under strike and time-to-expiry no-arbitrage constraints**

*by*Fengler, Matthias & Hin, Lin-Yee

**Sharp bounds on causal effects under sample selection**

*by*Huber, Martin & Mellace, Giovanni

**Quantile Regression in the Presence of Sample Selection**

*by*Huber, Martin & Melly, Blaise

**Managerial ownership and urban water utilities efficiency in Uganda**

*by*Mbuvi, Dorcas & Tarsim, Achraf

**Income and time related effects in EKC**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Testing Conditional Symmetry Without Smoothing**

*by*Tao Chen & Gautam Tripathi

**Variance Swaps and Intertemporal Asset Pricing**

*by*Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

**Why do variance swaps exist?**

*by*Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

**Data Envelopment Analysis e sistemi sanitari regionali italiani**

*by*Falavigna, Greta & Ippoliti, Roberto

**On the causal effect of schooling on smoking: evidence without exogeneity conditions**

*by*Stefan Boes

**Innovation, productivité et exportation : Y-a-t-il un effet d'auto-sélection consciente? Une étude empirique sur les PMI de basse-Normandie**

*by*Mohammad Movahedi & Olivier Gaussens

**A Duration Model with Dynamic Unobserved Heterogeneity**

*by*Botosaru, Irene

**La caduta della produttivita' industriale in Italia e nelle regioni del Nord Est: una rilettura**

*by*Enrico Tundis & Enrico Zaninotto

**Pareto versus lognormal: a maximum entropy test**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Partially Identified Poverty Status: A New Approach to Measuring Poverty and the Progress of the Poor**

*by*Gordon Anderson & Maria Grazia Pittau & Roberto Zelli

**Relative Inflation in the EU Accession Countries of Central and Eastern Europe**

*by*Hiranya Nath & Kiril Tochkov

**Informal-Formal Worker Wage Gap in Turkey : Evidence From A Semi-Parametric Approach**

*by*Yusuf Soner Baskaya & Timur Hulagu

**Identification in Bivariate binary-choice Models with elliptical innovations**

*by*Koen Jochmans

**Assessing the Performance of Funds of Hedge Funds**

*by*Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein

**Do Foreign Excess Return Regressions Convey Valid Information?**

*by*Seongman Moon & Carlos Velasco

**Tests for m-dependence Based on Sample Splitting Methods**

*by*Seongman Moon & Carlos Velasco

**Risky jobs and wage differentials An indirect test for segregation**

*by*Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia

**Towards a Measure of Core Inflation using Singular Spectrum Analysis**

*by*Franz Ruch & Dirk Bester

**Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects**

*by*Min Seong Kim & Yixiao Sun

**Stochastic Dominance and Nonparametric Comparative Revealed Risk Aversion**

*by*Jan Heufer

**Predictive Inference for Integrated Volatility**

*by*Norman R. Swanson & Valentina Corradi & Walter Distaso

**Predictive Inference for Integrated Volatility**

*by*Norman R. Swanson & Valentina Corradi & Walter Distaso

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*M. PICCHIO

**Learning a bayesian network from ordinal data**

*by*Flaminia Musella

**Asymmetric Phase Shifts in the U.S. Industrial Production Cycles**

*by*Yongsung Chang & Sunoong Hwang

**Growth and Pollution Convergence: Theory and Evidence**

*by*C. Ordás Criado & S. Valente & T. Stengos

**A New Index of Environmental Quality**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Does Information Content of Option Prices Add Value for Asset Allocation?**

*by*Vladimir Zdorovenin & Jacques Pézier

**Unconditional Quantile Regression for Exogenous or Endogenous Treatment Variables**

*by*David Powell

**Is foreign-bank efficiency in financial centers driven by home-country characteristics?**

*by*Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas

**Determinants of drug launch delay in pre-TRIPS India: A survival analysis approach**

*by*Saradindu Bhaduri & Thomas Brenner

**Is the World Spinning Faster? Assessing the Dynamics of Export Specialization**

*by*João Amador

**Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy**

*by*Dergiades, Theologos

**Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece**

*by*Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

**Analysing Productivity Changes Using the Bootstrapped Malmquist Approach: The Case of the Iranian Banking Industry**

*by*Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles

**Networking Activities and Growth of Newly Founded Firms under Incubation**

*by*Demirgil, Hakan & Karaoz, Murat & Baptista, Rui & Sungur, Onur

**Analysis of technical efficiency of crop producing smallholder farmers in Tigray,Ethiopia**

*by*Asefa, Shumet

**Innovation, productivity, and export: Evidence from SMEs in Lower Normandy, France**

*by*Movahedi, Mohammad & Gaussens, Olivier

**A two-stage DEA model to evaluate the efficiency of the Italian health system**

*by*De Nicola, Arianna & Gitto, Simone & Mancuso, Paolo

**Posterior consistency of nonparametric conditional moment restricted models**

*by*Liao, Yuan & Jiang, Wenxin

**Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates**

*by*Rossi, Francesco

**Detección de Dependencia Espacial mediante Análisis Simbólico**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**Measuring Italian university efficiency: a non-parametric approach**

*by*Monaco, Luisa

**Behavioral investment strategy matters: a statistical arbitrage approach**

*by*Sun, David & Tsai, Shih-Chuan & Wang, Wei

**Testing for weak form market efficiency in Indian foreign exchange market**

*by*Sasikumar, Anoop

**Taxation and political stability**

*by*Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando

**Currency Crises During the Great Recession: Is This Time Different?**

*by*Arduini, Tiziano & De Arcangelis, Giuseppe & Del Bello, Carlo Leone

**Homogeneity tests for Levy processes and applications**

*by*Ciuiu, Daniel

**Inequality and development: Evidence from semiparametric estimation with panel data**

*by*Zhou, X. & Li, Kui-Wai

**One for all and all for one: regression checks with many regressors**

*by*Lavergne, Pascal & Patilea, Valentin

**Empirical policy functions as benchmarks for evaluation of dynamic capital structure models**

*by*Bazdresch, Santiago

**A conditional full frontier approach for investigating the Averch-Johnson effect**

*by*Halkos, George & Tzeremes, Nickolaos

**A assimetria dos ciclos económicos: Evidência internacional usando o teste triples**

*by*Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso

**Supramacroeconomics: the newest management technology**

*by*Kozhurin, Fedir

**Forecasting and tracking real-time data revisions in inflation persistence**

*by*Tierney, Heather L.R.

**Kuznets curve and environmental performance: evidence from China**

*by*Halkos, George & Tzeremes, Nickolaos

**On the finite-sample properties of conditional empirical likelihood estimators**

*by*Crudu, Federico & Sándor, Zsolt

**When, where and how to perform efficiency estimation**

*by*Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C.

**A conditional full frontier modelling for analyzing environmental efficiency and economic growth**

*by*Halkos, George & Tzeremes, Nickolaos

**Investigating the cultural patterns of corruption: A nonparametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Productivity in China's high technology industry: Regional heterogeneity and R&D**

*by*Zhang, Rui & Sun, Kai & Delgado, Michael & Kumbhakar, Subal

**Does the Box-Cox transformation help in forecasting macroeconomic time series?**

*by*Tommaso, Proietti & Helmut, Luetkepohl

**New facts for old debates: Farm size and productivity in US agriculture**

*by*Temel, Tugrul

**A nonparametric hypothesis test via the Bootstrap resampling**

*by*Temel, Tugrul

**The use of supply chain DEA models in operations management: A survey**

*by*Halkos, George & Tzeremes, Nickolaos & Kourtzidis, Stavros

**Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs**

*by*Halkos, George & Tzeremes, Nickolaos

**Estimation of Zenga's new index of economic inequality in heavy tailed populations**

*by*Greselin, Francesca & Pasquazzi, Leo

**A non-parametric analysis of the efficiency of the top European football clubs**

*by*Halkos, George & Tzeremes, Nickolaos

**The returns to scale effect in labour productivity growth**

*by*Mizobuchi, Hideyuki

**Identi�cation of jumps in �financial price series**

*by*Hellström, Jörgen & Lönnbark, Carl

**Developing a short-term comparative optimization forecasting model for operational units’ strategic planning**

*by*Filippou, Miltiades & Zervopoulos, Panagiotis

**Developing a step-by-step effectiveness assessment model for customer-oriented service organizations**

*by*Brissimis, Sophocles & Zervopoulos, Panagiotis

**A nonparametric analysis of the Greek renewable energy sector**

*by*Halkos, George & Tzeremes, Nickolaos

**The Variance Profile**

*by*Luati, Alessandra & Proietti, Tommaso & Reale, Marco

**The effect of national culture on countries’ innovation efficiency**

*by*Halkos, George & Tzeremes, Nickolaos

**Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency**

*by*Halkos, George & Tzeremes, Nickolaos

**Adjusting for cultural effects on countries’ education policy efficiency:an application of conditional full frontiers measures**

*by*Halkos, George & Tzeremes, Nickolaos

**Redistribution and Reelection under Proportional Representation: The Postwar Italian Chamber of Deputies**

*by*Golden, Miriam & Picci, Lucio

**Measuring economic journals’ citation efficiency: A data envelopment analysis approach**

*by*Halkos, George & Tzeremes, Nickolaos

**Growth Volatility and the Structure of the Economy**

*by*Davide Fiaschi & Andrea Mario Lavezzi

**Spatial clustering and nonlinearities in the location of multinational firms**

*by*Roberto Basile & Luigi Benfratello & Davide Castellani

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version**

*by*Hanming Fang & Xun Tang

**Identification and Estimation of Stochastic Bargaining Models, Fourth Version**

*by*Antonio Merlo & Xun Tang

**Data-driven estimation of diurnal duration patterns**

*by*Yuanhua Feng

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

*by*Milan Nedeljkovic & Branko Urosevic

**Unemployment Duration in Germany – A comprehensive study with dynamic hazard models and P-Splines**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

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

*by*Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

**Testing Conditional Factor Models**

*by*Andrew Ang & Dennis Kristensen

**Heaping-Induced Bias in Regression-Discontinuity Designs**

*by*Alan I. Barreca & Jason M. Lindo & Glen R. Waddell

**A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models**

*by*Jeremy T. Fox & Kyoo il Kim

**Performance Evaluation of Zero Net-Investment Strategies**

*by*Òscar Jordà & Alan M. Taylor

**High-School Exit Examinations and the Schooling Decisions of Teenagers: A Multi-Dimensional Regression-Discontinuity Analysis**

*by*John P. Papay & John B. Willett & Richard J. Murnane

**Empirical Implementation of Nonparametric First-Price Auction Models**

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

**Quantile Regression with Censoring and Endogeneity**

*by*Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski

**Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)**

*by*Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel

**Modeling Processor Market Power and the Incidence of Agricultural Policy: A Non-parametric Approach**

*by*Rachael E. Goodhue & Carlo Russo

**A New Control Function Approach for Non-Parametric Regressions with Endogenous Variables**

*by*Kyoo il Kim & Amil Petrin

**Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata**

*by*Vincenzo Verardi & Nicolas Debarsy

**Bayesian semiparametric GARCH models**

*by*Xibin Zhang & Maxwell L. King

**Estimation in threshold autoregressive models with a stationary and a unit root regime**

*by*Jiti Gao & Dag Tjøstheim & Jiying Yin

**A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors**

*by*Jiti Gao & Maxwell King

**Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation**

*by*Chaohua Dong & Jiti Gao

**Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model**

*by*Pipat Wongsaart & Jiti Gao

**Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates**

*by*Degui Li & Zudi Lu & Oliver Linton

**Semiparametric Trending Panel Data Models with Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao & Degui Li

**Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects**

*by*Jia Chen & Jiti Gao & Degui Li

**Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series**

*by*Jiti Gao & Degui Li & Dag Tjøstheim

**Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions**

*by*Jia Chen & Jiti Gao & Degui Li

**Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models**

*by*Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe

**Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Coherent mortality forecasting: the product-ratio method with functional time series models**

*by*Rob J Hyndman & Heather Booth & Farah Yasmeen

**Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies**

*by*Zorobabel Bicaba & Daniel Kapp & Francesco Molteni

**The Riskiness of Risk Models**

*by*Christophe Boucher & Bertrand Maillet

**Detrending Persistent Predictors**

*by*Christophe Boucher & Bertrand Maillet

**The Coevolution of Behavior and Normative Expectations. Customary Law in the Lab**

*by*Christoph Engel & Michael Kurschilgen

**Operational–risk Dependencies and the Determination of Risk Capital**

*by*Stefan Mittnik & Sandra Paterlini & Tina Yener

**Decomposing The Conditional Variance of Cross-Country Output**

*by*Shahram Amini & Michele Battisti & Christopher F. Parmeter

**Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator**

*by*Daniel J. Henderson & Christopher F. Parmeter

**Does Education Matter for Economic Growth?**

*by*Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter

**Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece**

*by*Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis

**Knowledge and Job Opportunities in a Gender Perspective: Insights from Italy**

*by*Angela Cipollone & Marcella Corsi & Carlo D'ippoliti

**Ownership Structure and Firm Performance : Evidence from a non-parametric panel**

*by*Malika Hamadi & Andreas Heinen

**Ownership Structure and Firm Performance : Evidence from a non-parametric panel**

*by*Malika Hamadi & Andreas Heinen

**Food, Energy and Environment : is Bioenergy the missing link?**

*by*Pavel Ciaian & d'Artis Kancs

**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**

*by*Carmine Ornaghi & Ilke Van Beveren

**Quality of Match for Statistical Matches Used in the Development of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico**

*by*Thomas Masterson

**Quality of Match for Statistical Matches Used in the 1989 and 2000 LIMEW Estimates for France**

*by*Thomas Masterson

**Quality of Match for Statistical Matches Used in the 1995 and 2005 LIMEW Estimates for Great Britain**

*by*Thomas Masterson

**Los Cambios en la Distribución del Ingreso de Argentina entre 1998 Y 2005: Un Análisis de Microdescomposiciones Utilizando Información de Paneles**

*by*Juan Ignacio Zoloa

**Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance**

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

**How Far is the East? Educational Performance in Eastern Europe**

*by*Alina Botezat & Ruben R. Seiberlich

**Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy**

*by*Basile, Roberto & Girardi, Alessandro & Mantuano, Marianna & Pastore, Francesco

**Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy**

*by*Basile, Roberto & Girardi, Alessandro & Mantuano, Marianna & Pastore, Francesco

**Profit Sharing and Training**

*by*Kraft, Kornelius & Lang, Julia

**Profit Sharing and Training**

*by*Kraft, Kornelius & Lang, Julia

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*Picchio, Matteo

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*Picchio, Matteo

**Semiparametric Estimation with Generated Covariates**

*by*Mammen, Enno & Rothe, Christoph & Schienle, Melanie

**Semiparametric Estimation with Generated Covariates**

*by*Mammen, Enno & Rothe, Christoph & Schienle, Melanie

**Partial Distributional Policy Effects**

*by*Rothe, Christoph

**Partial Distributional Policy Effects**

*by*Rothe, Christoph

**Semiparametric Selection Models with Binary Outcomes**

*by*Klein, Roger & Shen, Chan & Vella, Francis

**Semiparametric Selection Models with Binary Outcomes**

*by*Klein, Roger & Shen, Chan & Vella, Francis

**When, Where and How to Perform Efficiency Estimation**

*by*Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C.

**When, Where and How to Perform Efficiency Estimation**

*by*Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C.

**Gender Earnings Gaps in the World**

*by*Nopo, Hugo & Daza, Nancy & Ramos, Johanna

**Gender Earnings Gaps in the World**

*by*Nopo, Hugo & Daza, Nancy & Ramos, Johanna

**Heterogeneity in Schooling Rates of Return**

*by*Henderson, Daniel J. & Polachek, Solomon & Wang, Le

**Heterogeneity in Schooling Rates of Return**

*by*Henderson, Daniel J. & Polachek, Solomon & Wang, Le

**The Sick Pay Trap**

*by*Fevang, Elisabeth & Markussen, Simen & Røed, Knut

**The Sick Pay Trap**

*by*Fevang, Elisabeth & Markussen, Simen & Røed, Knut

**The Relative Efficiency of Active Labour Market Policies: Evidence from a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**The Relative Efficiency of Active Labour Market Policies: Evidence from a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Equality of Opportunity and the Distribution of Long-Run Income in Sweden**

*by*Björklund, Anders & Jäntti, Markus & Roemer, John E.

**Equality of Opportunity and the Distribution of Long-Run Income in Sweden**

*by*Björklund, Anders & Jäntti, Markus & Roemer, John E.

**Exploring the Economic Convergence in the EU New Member States by Using Nonparametric Models**

*by*Monica Raileanu Szeles

**Macroeconomic Imbalances as Indicators for Debt Crises in Europe**

*by*Tobias Knedlik & Gregor von Schweinitz

**Counterfactual distributions of wages via quantile regression with endogeneity**

*by*Elena Martínez Sanchis & Ilker Kandemir & Juan Mora López

**The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis**

*by*Gundersen, Craig & Kreider, Brent & Pepper, John V.

**Policy-related small.area estimation**

*by*LONGFORD Nicholas Tibor

**Innovation subsidies: Does the funding source matter for innovation intensity and performance? Empirical evidence from Germany**

*by*CZARNITZKI Dirk & LOPES BENTO Cindy

**The geography of innovation in the Luxembourg metropolitan region: an intra-regional approach**

*by*DAUTEL Vincent & WALTHER Olivier

**Why Does It Always Rain on Me? A Spatio-Temporal Analysis of Precipitation in Austria**

*by*Nikolaus Umlauf & Georg Mayr & Jakob Messner & Achim Zeileis

**evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R**

*by*Thomas Grubinger & Achim Zeileis & Karl-Peter Pfeiffer

**Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures**

*by*Norets, Andriy & Pelenis, Justinas

**Spectral estimation of covolatility from noisy observations using local weights**

*by*Markus Bibinger & Markus Reiß

**Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns**

*by*Alena Myšičková & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. Härdle

**Parametric estimation. Finite sample theory**

*by*Vladimir Spokoiny

**Sparse Non Gaussian Component Analysis by Semidefinite Programming**

*by*Elmar Diederichs & Anatoli Juditsky & Arkadi Nemirovski & Vladimir Spokoiny

**Spatially Adaptive Density Estimation by Localised Haar Projections**

*by*Florian Gach & Richard Nickl & Vladimir Spokoiny

**Increasing Weather Risk: Fact or Fiction?**

*by*Weining Wang & Ihtiyor Bobojonov & Wolfgang Karl Härdle & Martin Odening

**Calibration of selfdecomposable Lévy models**

*by*Mathias Trabs

**Econometric analysis of volatile art markets**

*by*Fabian Y. R. P. Bocart & Christian M. Hafner

**Semiparametric Estimation with Generated Covariates**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle

**The Merit of High-Frequency Data in Portfolio Allocation**

*by*Nikolaus Hautsch & Lada M. Kyj & Peter Malec

**TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data**

*by*Ray-Bing Chen & Ying Chen & Wolfgang Härdle

**Large Vector Auto Regressions**

*by*Song Song & Peter J. Bickel

**An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory**

*by*Markus Bibinger

**Asymptotics of Asynchronicity**

*by*Markus Bibinger

**Pointwise adaptive estimation for quantile regression**

*by*Markus Reiß & Yves Rozenholc & Charles A. Cuenod

**Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise**

*by*Markus Reiß

**Estimation of the characteristics of a Lévy process observed at arbitrary frequency**

*by*Johanna Kappus & Markus Reiß

**Forecasting Corporate Distress in the Asian and Pacific Region**

*by*Russ Moro & Wolfgang Härdle & Saeideh Aliakbari & Linda Hoffmann

**Can crop yield risk be globally diversified?**

*by*Xiaoliang Liu & Wei Xu & Martin Odening

**Oracally Efficient Two-Step Estimation of Generalized Additive Model**

*by*Rong Liu & Lijian Yang & Wolfgang Karl Härdle

**Difference based Ridge and Liu type Estimators in Semiparametric Regression Models**

*by*Esra Akdeniz Duran & Wolfgang Karl Härdle & Maria Osipenko

**Local Quantile Regression**

*by*Wolfgang Karl Härdle & Vladimir Spokoiny & Weining Wang

**A Confidence Corridor for Expectile Functions**

*by*Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl Härdle

**Mean Volatility Regressions**

*by*Lu Lin & Feng Li & Lixing Zhu & Wolfgang Karl Härdle

**A Confidence Corridor for Sparse Longitudinal Data Curves**

*by*Shuzhuan Zheng & Lijian Yang & Wolfgang Karl Härdle

**Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System**

*by*Paarsch, Harry J. & Segre, Alberto M. & Roberts, John P. & Halldorson, Jeffrey B.

**The Relative Efficiency of Active Labour Market Policies: Evidence From a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Bounds On Treatment Effects On Transitions**

*by*Ridder, Geert & Vikström, Johan

**Identification of jumps in financial price series**

*by*Hellström, Jörgen & Lönnbark, Carl

**Band Spectrum Regressions using Wavelet Analysis**

*by*Andersson, Fredrik N. G.

**The relative efficiency of active labour market policy: evidence from a social experiment and non-parametric methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Bounds on treatment effects on transitions**

*by*Ridder, Geert & Vikström, Johan

**The Relative Efficiency of Active Labour Market Policies: Evidence From a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Multivariate trend comparisons between autocorrelated climate series with general trend regressors**

*by*Ross McKitrick & Timothy Vogelsang

**Growth and Pollution Convergence: Theory and Evidence**

*by*Carlos Ordás Criado & Simone Valente & Thanasis Stengos

**Structural decomposition analysis of greenhouse gas emissions: Application to the Aquitaine region (In French)**

*by*Jean-Christophe MARTIN (GREThA) & Stéphane BECUWE (GREThA)

**Final energy demand in Portugal: How persistent it is and why it matters for environmental policy**

*by*Alfredo Marvão Pereira & José Manuel Belbute

**The Multiscale Causal Dynamics of Foreign Exchange Markets**

*by*Stelios Bekiros & Massimiliano Marcellino

**Nonlinear causality testing with stepwise multivariate filtering**

*by*Stelios Bekiros

**Time-Varying Beta Estimators in the Mexican Emerging Market**

*by*Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan

**Adapting kernel estimation to uncertain smoothness**

*by*Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde‐Walsh

**Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes**

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

**Measuring Economic Journals' Citation Efficiency: A Data Envelopment Analysis Approach**

*by*George Emm. Halkos & Nickolaos G. Tzeremes

**Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US**

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

**On The Role Of Process Innovations On Smes Productivity Growth?**

*by*Juan A. Mañez & María E. Rochina-Barrachina & Amparo Sanchis & Juan A. Sanchis

**Estimation of the Spatial Weights Matrix under Structural Constraints**

*by*Arnab Bhattacharjee & Chris Jensen-Butler

**Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal**

*by*Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques

**Knowledge and Job Opportunities in a Gender Perspective: Insights from Italy**

*by*Angela Cipollone & Marcella Corsi & Carlo D'Ippoliti

**Information Structure and Statistical Information in Discrete Response Models**

*by*Shakeeb Khan & Denis Nekipelov

**Inference on an Extended Roy Model, with an Application to Schooling Decisions in France**

*by*Arnaud Maurel & Xavier D'Haultfoeuille

**Are the subsidies to private capital useful? A Multiple Regression Discontinuity Design Approach**

*by*Augusto Cerqua & Guido Pellegrini

**The simple econometrics of tail dependence**

*by*Maarten R.C. van Oordt & Chen Zhou

**Systematic risk under extremely adverse market condition**

*by*Maarten van Oordt & Chen Zhou

**Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005**

*by*Juan Ignacio Zoloa

**Some Determinants of Intermediate Local Governments' Spending Efficiency: The Case of French Départements**

*by*Maria Nieswand & Stefan Seifert

**The Performance of German Water Utilities: A (Semi)-Parametric Analysis**

*by*Michael Zschille & Matthias Walter

**Eine ökonometrische Analyse der Liquiditätsbeschränkung deutscher Haushalte im Lichte der US-Immobilienkrise**

*by*Robert Maderitsch

**Door-to-Door Travel Times in RP Departure Time Choice Models: An Approximation Method based on GPS**

*by*Stefanie Peer & Jasper Knockaert & Paul Koster & Yin-Yen Tseng & Erik Verhoef

**On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic**

*by*Jeroen Hinloopen

**Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions**

*by*Tim Salimans

**Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data**

*by*Jan G. de Gooijer & Ao Yuan

**The Willingness to pay for Quality Aspects of Durables: Theory and Application to the Car Market**

*by*Ismir Mulalic & Jan Rouwendal

**Regular Variation and the Identification of Generalized Accelerated Failure-Time Models**

*by*Abbring, J.H. & Ridder, G.

**Visualizing Multiple Quantile Plots**

*by*Boon, M. & Einmahl, J.H.J. & McKeague, I.W.

**The Fixed-Effects Zero-Inflated Poisson Model with an Application to Health Care Utilization**

*by*Majo, M.C. & Soest, A.H.O. van

**Noncooperative Household Consumption with Caring**

*by*Cherchye, L.J.H. & Demuynck, T. & Rock, B. de

**Is Utility Transferable? A Revealed Preference Analysis**

*by*Cherchye, L.J.H. & Demuynck, T. & Rock, B. de

**An M-Estimator for Tail Dependence in Arbitrary Dimensions**

*by*Einmahl, J.H.J. & Krajina, A. & Segers, J.

**A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices**

*by*Marina Theodosiou & Filip Zikes

**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**

*by*Yonghui Zhang & Liangjun Su & Peter C.B. Phillips

**On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family**

*by*Lorenzo Camponovo & Taisuke Otsu

**Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review**

*by*Xiaohong Chen

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

*by*Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn

**Examples of L^2-Complete and Boundedly-Complete Distributions**

*by*Donald W.K. Andrews

**Empirical Likelihood for Regression Discontinuity Design**

*by*Taisuke Otsu & Ke-Li Xu

**Quantile Regression with Censoring and Endogeneity**

*by*Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski

**Empirical Likelihood for Nonparametric Additive Models**

*by*Taisuke Otsu

**Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions**

*by*Yukitoshi Matsushita & Taisuke Otsu

**Hodges-Lehmann Optimality for Testing Moment**

*by*Ivan Canay & Taisuke Otsu

**Identification in a Class of Nonparametric Simultaneous Equations Models**

*by*Steven T. Berry & Philip A. Haile

**Identification in a Class of Nonparametric Simultaneous Equations Models**

*by*Steven T. Berry & Philip A. Haile

**Identification in a Class of Nonparametric Simultaneous Equations Models**

*by*Steven T. Berry & Philip A. Haile

**Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators**

*by*Taisuke Otsu

**Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators**

*by*Taisuke Otsu

**Specification Testing for Nonlinear Cointegrating Regression**

*by*Qiying Wang & Peter C.B. Phillips

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*Matteo PICCHIO

**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**

*by*Carmine ORNAGHI & Ilke VAN BEVEREN

**Spatial Unemployment Differentials in Colombia**

*by*Ana Maria DIAZ ESCOBAR

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

*by*Jesús Gonzalo & Abderrahim Taamouti

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

*by*Juan Jóse Dolado & Salvador Ortigueira & Rodolfo Stucchi

**The Provision of Wage Incentives : A Structural Estimation Using Contracts Variation**

*by*Xavier d'Haultfoeuille & Philippe Février

**Identification of Nonseparable Modes with Endogeneity and Discrete Instruments**

*by*Xavier d'Haultfoeuille & Philippe Février

**Measuring Segregation on Small Units : A Partial Identification Analysis**

*by*Xavier d'Haultfoeuille & Roland Rathelot

**Ownership Structure and Firm Performance : Evidence from a non-parametric panel**

*by*Malika Hamadi & Andreas Heinen

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

*by*Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

**Industries at the World Technology Frontier: Measuring R&D Efficiency in a Non-Parametric DEA Framework**

*by*Schmidt-Ehmcke, Jens & Zloczysti, Petra

**Indirect Likelihood Inference**

*by*Creel, Michael & Kristensen, Dennis

**Frontier-based performance analysis models for supply chain management; state of the art and research directions**

*by*AGRELL, Per & HATAMI-MARBINI, Adel

**Locally stationary volatility modelling**

*by*VAN BELLEGEM, Sébastien

**Nonparametric Beta kernel estimator for long memory time series**

*by*BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien

**Economic development and growth in Colombia: An empirical analysis with super-efficiency DEA and panel data models**

*by*Alexander Cotte Poveda

**¿Otra vez? Una sencilla visión de la convergencia económica en los departamentos de Colombia: 1975-2005**

*by*Nestor Iván González-Quintero

**Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodología del Rango Reescalado: Aplicación a Colombia**

*by*Karen Juliet Leiton Rodríguez

**¿Qué nos dicen los índices de confianza?**

*by*Juan Manuel Julio & Anderson Grajales

**Exploring the dynamics of the efficiency in the Italian hospitality sector. A regional case study**

*by*M. Deidda & N. Garrido & M. Pulina

**Italian economic dualism and convergence clubs at regional level**

*by*N. Garrido & F. Mureddu

**How efficient is the Italian hospitality sector? A window DEA and truncated-Tobit analysis**

*by*JG. Brida & C. Detotto & M. Pulina

**An Exhaustive Coefficient Of Rank Correlation**

*by*Agostino Tarsitano & Rosetta Lombardo

**Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors**

*by*Elise Coudin & Jean-Marie Dufour

**A test of singularity for distribution functions**

*by*Victoria Zinde-Walsh & John Galbraith

**When, where and how to perform efficiency estimation**

*by*Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar

**Final energy demand in Portugal: How persistent it is and why it matters for environmental policy**

*by*Alfredo Marvão Pereira & José Manuel Belbute

**Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?**

*by*José Manuel Belbute

**Higher Education ‘Market’ in Portugal: a diagnosis**

*by*M. Conceição Rego & António Caleiro

**Corporate Governance Reforms, Interlocking Directorship Networks and Company Value in Italy (1998-2007)**

*by*Carlos Drago & Francesco Millo & Roberto Ricciuti & Paolo Santella

**Understanding the Resource Impact Using Matching**

*by*Ilkin Aliyev

**The Identification of Price Jumps**

*by*Jan Hanousek & Evzen Kocenda & Jan Novotny

**Adapting Kernel Estimation to Uncertain Smoothness**

*by*Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh

**Does Greater Autonomy Improve Performance? Evidence From Water Service Providers In Indian Cities**

*by*Shreekant Gupta & Surender Kumar & Gopal K. Sarangi

**Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System**

*by*Harry J. Paarsch & Alberto M. Segre & John P. Roberts & Jeffrey B. Halldorson

**Estudio del Desempeño Económico Regional: el caso Argentino**

*by*Juan Gabriel Brida & Nicolás Garrido & Silvia London

**Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments**

*by*Paul S. Clarke & Tom M. Palmer & Frank Windmeijer

**Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change**

*by*Kapetanios, George & Yates, Tony

**Indirect likelihood inference**

*by*Michael Creel & Dennis Kristensen

**Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering**

*by*Malik, S. & Pitt, M. K.

**Time-series Modelling, Stationarity and Bayesian Nonparametric Methods**

*by*Juan Carlos Martínez-Ovando & Stephen G. Walker

**Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach**

*by*Raúl Ibarra-Ramírez

**A method to estimate power parameter in Exponential Power Distribution via polynomial regression**

*by*Daniele Coin

**Public sector efficiency and political culture**

*by*Raffaela Giordano & Pietro Tommasino

**TFP growth and its determinants: nonparametrics and model averaging**

*by*Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara

**Is foreign-bank efficiency in financial centers driven by homecountry characteristics?**

*by*Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk

**Changes in bank specialisation: comparing foreign subsidiaries and branches in Luxembourg**

*by*Claudia Curi & Paolo Guarda & Valentin Zelenyuk

**Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach**

*by*Toni Gravelle & Fuchun Li

**Juvenile Law and Recidivism in Germany – New Evidence from the Old Continent**

*by*Pichler, Stefan & Römer, Daniel

**Indirect likelihood inference**

*by*Michael Creel & Dennis Kristensen

**Nonparametric approach for measuring the productivity change and assessing the water use efficiency in the irrigated areas of Tunisia**

*by*Fraj Chemak

**Nonidentification of Insurance Models with Probability of Accidents**

*by*Gaurab Aryal & Isabelle Perrigne & Quang Vuong

**Identification of Insurance Models with Multidimensional Screening**

*by*Gaurab Aryal & Isabelle Perrigne & Quang Vuong

**Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices**

*by*Rasmus Tangsgaard Varneskov

**Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise**

*by*Rasmus Tangsgaard Varneskov

**A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation**

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

**Nonparametric Detection and Estimation of Structural Change**

*by*Dennis Kristensen

**Generalized Jackknife Estimators of Weighted Average Derivatives**

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

**Testing the local volatility assumption: a statistical approach**

*by*Mark Podolskij & Mathieu Rosenbaum

**Publicly finance schools productivity comparison for Basque Country through a new Educational Malmquist index approach**

*by*Eva Crespo Cebada & Daniel Santín González & Francisco Pedraja Chaparro

**Aproximación a la eficiencia de las unidades funcionales de la rama de Ciencias Sociales y Jurídicas del sistema universitario andaluz**

*by*Ángel Torrico González & Rafael Caballero Fernández & Teodoro Galache Laza & Trinidad Gómez Núñez & Fátima Pérez García & Carlos Rivas Sánchez & José Sánchez Maldonado & Pedro Avellaneda Berteli

**Polarization measurement and inference in many dimensions when subgroups can not be identified**

*by*Anderson, Gordon

**Technical efficiency of the agricultural sector in Mexico: An overview of data envelopment analysis**

*by*Osvaldo U. Becerril-Torres & Gabriela Rodríguez Licea & Javier Jesús Ramírez Hernández

**Evaluating the Chile Solidario program: results using the Chile Solidario panel and the administrative databases**

*by*Fernando Hoces de la Guardia & Andrés Hojman & Osvaldo Larrañaga

**Alleviating extreme poverty in Chile: the short term effects of Chile Solidario**

*by*Emanuela Galasso

**Exploring the Economic Convergence in the Eu’s New Member States by Using Nonparametric Models**

*by*Raileanu Szeles, Monica

**Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union**

*by*López-Hernández , Fernando A. & Artal-Tur, Andrés & Maté-Sánchez-Val, M. Luz

**Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling**

*by*Balaev , Alexey

**Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity**

*by*Malugin, Vladimir & Vasilkov, Mikhail

**Reassessing cross-regional convergence in Italy through distribution dynamics**

*by*Silvia DAL BIANCO

**Measuring risk of crude oil at extreme quantiles**

*by*Sasa Zikovic

**Exploring Educational Efficiency Divergences Across Spanish Regions In Pisa 2006**

*by*JOSÉ MANUEL CORDERO FERRERA & EVA CRESPO CEBADA & FRANCISCO PEDRAJA CHAPARRO & DANIEL SANTÍN GONZÁLEZ

**The Effect of Emissions on U.S. State Total Factor Productivity Growth**

*by*Neophyta Empora & Theofanis Mamuneas

**Modeling multivariate parametric densities of financial returns (in Russian)**

*by*Alexey Balaev

**Dynamic Caliper Matching**

*by*Paweł Strawiński

**Potential Product, Output Gap and Uncertainty Rate Associated with Their Determination while Using the Hodrick-Prescott Filter**

*by*Miroslav Plašil

**Exposure at Default Modeling with Default Intensities**

*by*Jiří Witzany

**Strategic quality management on business to business market in Bosnia and Herzegovina**

*by*Zijada Rahimic & Kenan Ustovic

**Econometría de evaluación de impacto**

*by*Luis García Núñez

**El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008**

*by*Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat

**A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models**

*by*Elkin Castaño

**he Engel Curve for Health Services in Colombia: A Semiparametric Approach**

*by*Jorge Barrientos & Juan Gallego & Juan Saldarriaga

**La empresa industrial de América Latina: Análisis de la eficiencia mediante grupos estratégicos**

*by*Justo de Jorge Moreno & Leopoldo Laborda Castillo & Fernando Merino de Lucas

**Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa**

*by*Tobias Knedlik & Gregor von Schweinitz

**Applications of Parametric and Nonparametric Tests for Event Studies on ISE**

*by*Handan YOLSAL

**Yariparametrik Kismi Dogrusal Panel Veri Modelleriyle Uluslararasý Goc**

*by*Atif Evren & Elif Tuna

**Assessing the Relative Performance of University Departments: Teaching vs. Research**

*by*Berna Haktanirlar Ulutas

**Methodological aspects and empirical evidence in the use of administrative sources to estimate price dynamics in external trade**

*by*Paola Anitori & Carlo De Gregorio

**Percepción Empresarial De La Mejora Del Enlace Ferroviario Vigo-Oporto Y Modelización De La Elección Modal / Managerial Perception Of The Improvement Of Railway Connection Vigo-Oporto And Modelling Of The Modal Election**

*by*Sánchez Sellero, Francisco Javier & Cruz González, Mª Montserrat

**Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy**

*by*Guo, Yingwen & Zhou Z.F., Sherry

**L’industria manifatturiera negli ultimi due decenni prima della crisi: le micro-dinamiche sottostanti ai trend aggregati**

*by*Giovanni Dosi & Marco Grazzi & Chiara Tomasi & Alessandro Zeli

**Las tendencias de la pobreza y la desigualdad: una evidencia para los departamentos de Colombia**

*by*Alexander Cotte Poveda & Clara Inés Pardo Martínez

**Club-convergence and polarization of states: A nonparametric analysis of post-reform India**

*by*Sabyasachi Kar & Debajit Jha & Alpana Kateja

**A Simple Estimate of VAR under Garch Modelling**

*by*Reza Habibi

**Start-up subsidies for the unemployed: Long-term evidence and effect heterogeneity**

*by*Caliendo, Marco & Künn, Steffen

**A trinomial test for paired data when there are many ties**

*by*Bian, Guorui & McAleer, Michael & Wong, Wing-Keung

**EU regional convergence and policy: Does the concept of region matter?**

*by*Maza, Adolfo & Villaverde, José

**Do the ASEAN countries and Taiwan form a common currency area?**

*by*Binner, Jane & Chen, Shu-Heng & Lai, Ke-Hung & Mullineux, Andrew & Swofford, James L.

**A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada**

*by*McLeod, Logan

**Happy house: Spousal weight and individual well-being**

*by*Clark, Andrew E. & Etilé, Fabrice

**Conditional beta pricing models: A nonparametric approach**

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

**Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses**

*by*Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas

**Nonparametric estimation and testing of stochastic discount factor**

*by*Fang, Ying & Ren, Yu & Yuan, Yufei

**Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data**

*by*Haugom, Erik & Westgaard, Sjur & Solibakke, Per Bjarte & Lien, Gudbrand

**Words that shake traders**

*by*Rosa, Carlo

**Functional data analysis for volatility**

*by*Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich

**Bayesian inference in a sample selection model**

*by*van Hasselt, Martijn

**Asymptotic theory for nonparametric regression with spatial data**

*by*Robinson, P.M.

**Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models**

*by*Wang, Liqun & Hsiao, Cheng

**Control variate method for stationary processes**

*by*Amano, Tomoyuki & Taniguchi, Masanobu

**A consistent nonparametric test for nonlinear causality—Specification in time series regression**

*by*Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho

**A revealed preference test of rationing**

*by*Fleissig, Adrian R. & Whitney, Gerald

**Inequality and development: Evidence from semiparametric estimation with panel data**

*by*Zhou, Xianbo & Li, Kui-Wai

**A nonparametric test for path dependence in discrete panel data**

*by*Kasy, Maximilian

**Empirical likelihood inference for partially linear panel data models with fixed effects**

*by*Zhang, Junhua & Feng, Sanying & Li, Gaorong & Lian, Heng

**Heterogeneity in schooling rates of return**

*by*Henderson, Daniel J. & Polachek, Solomon W. & Wang, Le

**Semiparametric EGARCH model with the case study of China stock market**

*by*Yang, Hu & Wu, Xingcui

**The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?**

*by*Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung

**The extent to which unbalanced schedules cause distortions in sports league tables**

*by*Lenten, Liam J.A.

**Testing the martingale difference hypothesis in CO2 emission allowances**

*by*Charles, Amélie & Darné, Olivier & Fouilloux, Jessica

**Monopsony’ in the Market for Nurses? A Semiparametric Note**

*by*Mukherjee, D

**The J-Curve for the relationship between Pollution Abatement Expenditure and Income per capita: A New Empirical Investigation from US Regional Data**

*by*Monica DAS & Debasri MUKHERJEE

**Fördermittel für strukturschwache Gebiete: die erfolgreiche 26-Milliarden-Euro-Subvention**

*by*Franz-Josef Bade & Alexander Eickelpasch

**Neural Networks as Semiparametric Option Pricing Tool**

*by*Michaela Barunikova & Jozef Barunik

**A Two Factor Model for PD and LGD Correlation**

*by*Jiri Witzany

**Efficient Estimation of Moment Condition Models with Heterogenous Populations**

*by*Zhiguo Xiao

**Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión**

*by*Castaño Vélez, Elkin

**La curva de Engel de los servicios de salud en Colombia: Una aproximación semiparamétrica**

*by*Barrientos Marín, Jorge Hugo & Gallego, Juan Miguel & Saldarriaga Juan Pablo

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.**

*by*Perdomo Calvo, Jorge Andrés

**Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAViaR para el mercado de valores colombi**

*by*Charle Augusto Llondoño

**Valuing a water recreation facility using semi parametric estimators in the travel cost method**

*by*Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

**Valuing a water recreation facility using semi parametric estimators in the travel cost method**

*by*Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

**Comercio intraindustrial Colombia-Estados Unidos. El caso de los bienes altamente tecnológicos**

*by*Carolina Caicedo Marulanda & Jhon James Mora Rodríguez

**Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach**

*by*Muge DILER

**Assessment methods of the economic efficiency of the farms**

*by*Darina Zaimova

**Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates**

*by*M. Shibley Sadique

**Practical Methods for Estimation of Dynamic Discrete Choice Models**

*by*Peter Arcidiacono & Paul B. Ellickson

**A Hipótese de Kuznets para os Municípios Brasileiros: Testes para as Formas Funcionais e Estimações Não-Paramétricas**

*by*Erik Alencar de Figueiredo & Julio César Araújo da Silva Junior

**Measuring Relative Efficiencies Of Turkish Universities In 2007: A Dea Case Study In R**

*by*C.Hakan Kagnicioglu & Ozgur Ican

**Bank selection factors in the banking industry: An empirical investigation from potential customers in Northern Cyprus**

*by*S. T. Katircioglu & S. Fethi & D. Unlucan & I. Dalci

**Econometric Models Used For Managing The Market Risk In The Romanian Banking System**

*by*Ioan Trenca & Simona Mutu & Nicolae Petria

**Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach**

*by*John Mwamba

**Can Employment Changes Explain Rising Income Inequality in Germany?**

*by*Martin Biewen & Andos Juhasz

**A Non-Stationary Perspective on the Euro Area Business Cycle**

*by*Louise Holm

**CONDI: A Cost-of-Nominal-Distortions Index**

*by*Stefano Eusepi & Bart Hobijn & Andrea Tambalotti

**Forecasting Monetary Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Estimation of a k-monotone density: characterizations, consistency and minimax lower bounds**

*by*Wellner, Jon & Balabdaoui, Fadoua

**On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series**

*by*Kruijer, Willem & Rousseau, Judith

**Bayesian Nonparametric Inference of Decreasing Densities**

*by*Khazaei, Soleiman & Rousseau, Judith

**A Conjoint analysis of Turkish consumer preferences for energy drinks**

*by*Celile ÖZÇİÇEK DÖLEKOĞLU & Ali KARA & Gürkan EREL & Oscar W DeShields

**Robust performance hypothesis testing with the variance**

*by*Olivier Ledoit & Michael Wolf

**Consumer welfare and unobserved heterogeneity in discrete choice models: The value of alpine road tunnels**

*by*Cerquera Dussán, Daniel & Ullrich, Hannes

**Temporary extra jobs for immigrants: Merging lane to employment or dead-end road in welfare?**

*by*Thomsen, Stephan L. & Walter, Thomas

**Short-term training programs for immigrants: do effects differ from natives and why?**

*by*Aldashev, Alisher & Thomsen, Stephan L. & Walter, Thomas

**Evaluating efficient public good provision: Theory and evidence from a generalised conditional efficiency model for public libraries**

*by*De Witte, Kristof & Geys, Benny

**Robust estimation of integrated variance and quarticity under flat price and no trading bias**

*by*Schulz, Frowin C.

**Decomposing regional efficiency**

*by*Schaffer, Axel & Simar, Léopold & Rauland, Jan

**Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia**

*by*Thiele, Rainer & Omar Mahmoud, Toman

**Institutions, policy reforms and efficiency in new member states from Centraland Eastern Europe**

*by*Bojnec, Štefan & Fertő, Imre & Jámbor, Attila & Tóth, József

**Female wage profiles: An additive mixed model approach to employment breaks due to childcare**

*by*Kuhlenkasper, Torben & Kauermann, Göran

**Orphanhood and Critical Periods in Children's Human Capital Formation: Long-Run Evidence from North-Western Tanzania**

*by*Hagen, Jens & Omar Mahmoud, Toman & Trofimenko, Natalia

**Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia**

*by*Omar Mahmoud, Toman & Thiele, Rainer

**Sovereign bond yield spreads: a time-varying coefficient approach**

*by*Bernoth, Kerstin & Erdogan, Burcu

**Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes**

*by*Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

**Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence**

*by*Hautsch, Nikolaus & Podolskij, Mark

**Bubbles and incentives: A post-mortem of the Neuer Markt in Germany**

*by*von Kalckreuth, Ulf & Silbermann, Leonid

**Happy House: Spousal weight and individual well-being**

*by*Clark, A.; & Etilé, F.;

**Efficient semiparametric instrumental variable estimation**

*by*Feng Yao & Junsen Zhang

**A note on some properties of a skew-normal density**

*by*Carlos Martins-Filho & Feng Yao

**Nonparametric stochastic frontier estimation via profile**

*by*Carlos Martins-Filho & Feng Yao

**Fairness in education: the Italian university before and after the reform**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Measuring Inequality in CIS Countries: Theory and Empirics**

*by*Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov

**Not all that glitters. The direct effects of privatization through foreign investment**

*by*Jan Hagemejer & Joanna Tyrowicz

**Latent Variables and Propensity Score Matching**

*by*Maciej Jakubowski

**Inflation and Growth in the Long Run: A New Keynesian Theory and Further Semiparametric Evidence**

*by*Andrea Vaona

**Convergence analysis as distribution dynamics when data are spatially dependent**

*by*Margherita Gerolimetto & Stefano Magrini

**Gender differences in productivity rewards in Italy: the role of human capital**

*by*Tindara Addabbo & Donata Favaro & Stefano Magrini

**Sharp IV bounds on average treatment effects under endogeneity and noncompliance**

*by*Martin Huber & Giovanni Mellace

**The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-Reported Virgins?**

*by*Eva Deuchert

**Combining Matching and Nonparametric IV Estimation: Theory and an Application to the Evaluation of Active Labour Market Policies**

*by*Michael Lechner & Markus Froelich

**Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Eva Deuchert & Conny Wunsch

**Finite sample nonparametric tests for linear regressions**

*by*Karl Schlag & Olivier Gossner

**An Analysis of Productivity Changes in the Iranian banking Industry: a Bootstrapped Malmquist Approach**

*by*Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles

**Identifying and Measuring Technical Inefficiency Factors:Evidence from Unbalanced Panel Data for Thai Listed Manufacturing Enterprises**

*by*Amornkitvikai, Yot & Harvie, Charles

**Convergence of European Regions: A Reappraisal**

*by*Azomahou, Theophile T. & El Ouardighi, Jalal & Nguyen-Van, Phu & Kim Cuong Pham, Thi

**A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty**

*by*Rob Vos & Marco V. Sánchez

**A Structural nonparametric reappraisal of the CO2 emissions-income relationships**

*by*Theophile T. Azomahou & Micheline Goedhuys & Phu Nguyen-Van

**Decomposing the Gaps between Afro-descendants and Whites along the Wage Distribution**

*by*Marisa Bucheli & Graciela Sanromán

**Weak Identification in Fuzzy Regression Discontinuity Designs**

*by*Feir, Donna & Lemieux, Thomas & Marmer, Vadim

**Location Determinants of Greenfield Foreign Investments in the Enlarged Europe: Evidence from a Spatial Autoregressive Negative Binomial Additive Model**

*by*Roberto Basile & Luigi Benfratello & Davide Castellani

**Running and Jumping Variables in RD Designs**

*by*Alan Barreca & Melanie Guldi & Jason M. Lindo & Glen R. Waddell

**Probabilistic Characterization of Directional Distances and their Robust Versions**

*by*Simar, Léopold & Vanhems, Anne

**Iterative Regularization in Nonparametric Instrumental Regression**

*by*Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne

**Endogeneity and Instrumental Variables in Dynamic Models**

*by*Florens, Jean-Pierre & Simon, Guillaume

**Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior**

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

**Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis**

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

**Medical Consumption over the Life Cycle: Facts from a U.S. Medical Expenditure Panel Survey**

*by*Juergen Jung & Chung Tran

**Social Interactions: A Game Theoretic Approach**

*by*Haiqing Xu

**Semiparametric identification and estimation of binary discrete games of incomplete information with correlated private signals**

*by*Yuanyuan Wan & Haiqing Xu

**An Expanded Scope For Qualitative Economics**

*by*Andrew J. Buck & George M. Lady

**Qualitative Matrices and Information**

*by*Andrew J. Buck & George M. Lady

**Institutional Reforms, EU Accession, and Bank Efficiency: Evidence from Bulgaria**

*by*Kiril Tochkov & Nikolay Nenovsk

**Medical Consumption Over the Life Cycle: Facts from a U.S. Medical Expenditure Panel Survey**

*by*Juergen Jung & Chung Tran

**Is Bigger Always Better ? The Effect of Size on Defaults**

*by*Giulio Bottazzi & Federico Tamagni

**Turbulence underneath the big calm? Exploring the micro-evidence behind the flat trend of manufacturing productivity in Italy**

*by*Giovanni Dosi & Marco Grazzi & Chiara Tomasi & Alessandro Zeli

**First-differencing in panel data models with incidental functions**

*by*Koen Jochmans

**Split-panel jackknife estimation of fixed-effect models**

*by*Geert Dhaene & Koen Jochmans

**Convex Treatment Response and Treatment Selection**

*by*Stefan Boes

**Efficiency and Productivity of Microfinance: Incorporating the Role of Subsidies**

*by*Ahmad Nawaz

**A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information**

*by*Jorn Altmann & Zelalem Berhanu Bedane

**The WTO Trade Effect**

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

**Kernel smoothing end of sample instability tests P values**

*by*Patrick Richard

**Persistence of Inflationary shocks: Implications for West African Monetary Union Membership**

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

**Measuring the Impact of the European Regional Policy on Economic Growth: a Regression Discontinuity Design Approach**

*by*Busillo & Teo Muccigrosso & Guido Pellegrini & Ornella Tarola & Terribile

**Forecasting Monetary Policy Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Effectiveness of Public R&D Subsidies in East Germany – Is it a Matter of Firm Size?**

*by*Janina Reinkowski & Björn Alecke & Timo Mitze & Gerhard Untiedt

**Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach**

*by*Christoph M. Schmidt & Harald Tauchmann

**Quasiconcave Preferences and Choices on a Probability Simplex – A Nonparametric Analysis**

*by*Jan Heufer

**Estimating and explaining efficiency in a multilevel setting: A robust two-stage approach**

*by*K. DE WITTE & M. VERSCHELDE

**Wages, BMI, and Age**

*by*Gregory, Christian

**Dynamic Specification Tests for Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Evaluating Value-at-Risk Models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**A Kernel Technique for Forecasting the Variance-Covariance Matrix**

*by*Ralf Becker & Adam Clements & Robert O'Neill

**Using M-quantile models as an alternative to random effects to model the contextual value-added of schools in London**

*by*Nikos Tzavidis & James J Brown

**Developing Country Business Cycles: Characterising the Cycle**

*by*Rachel Male

**Local Maximum Likelihood Techniques with Categorical Data**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**Joblessness**

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

**Непараметрические Оценки Эффективности Российских Банков**

*by*Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly

**Non-Parametric methods: An application for the risk measurement**

*by*Zeballos, David

**Modelling biodiversity**

*by*Halkos, George

**Does trading remove or bring frictions?**

*by*Lin, William & Sun, David & Tsai, Shih-Chuan

**Search costs and investor trading activity: evidences from limit order book**

*by*Lin, William & Tsai, Shih-Chuan & Sun, David

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales**

*by*Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo

**Confidence sets for some partially identified parameters**

*by*Fan, Yanqin & Park, Sang Soo

**Efficiency of the Portuguese metros. is it different from other European metros?**

*by*Santos, Joana & Simões, Pedro & Costa, Álvaro & Cunha Marques, Rui

**L’efficienza tecnico-economica dei servizi pubblici locali: i casi delle farmacie comunali e dei servizi di igiene urbana**

*by*Bracalente, Bruno & Polinori, Paolo

**Airport efficiency: a DEA two stage analysis of the Italian commercial airports**

*by*Gitto, Simone & Mancuso, Paolo

**Анализ Независимости Центральных Банков Рф, Стран Снг И Восточной Европы**

*by*Trunin, Pavel & Knyazev, Dmitriy & Satdarov, Aleksander

**Searching out of Trading Noise: A Study of Intraday Transactions Cost**

*by*Lin, William & Sun, David & Tsai, Shih-Chuan

**Evaluating the Efficiency of Vietnamese Banking System: An Application Using Data Envelopment Analysis**

*by*Ngo, Dang Thanh

**Mass appraisal of residential apartments: An application of Random forest for valuation and a CART-based approach for model diagnostics**

*by*Antipov, Evgeny & Pokryshevskaya, Elena

**Accounting for latent classes in movie box office modeling**

*by*Antipov, Evgeny & Pokryshevskaya, Elena

**Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators**

*by*Gach, Florian & Pötscher, Benedikt M.

**Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices**

*by*Liebl, Dominik

**A Non-parametric Approach to Incorporating Incomplete Workouts Into Loss Given Default Estimates**

*by*Rapisarda, Grazia & Echeverry, David

**A Nonparametric Estimation of the Local Zipf Exponent for all US Cities**

*by*González-Val, Rafael

**Nonparametric pseudo-Lagrange multiplier stationarity testing**

*by*Landajo, Manuel & Presno, María José

**Semiparametric Binary Random Effects Models: Estimating Two Types of Drinking Behavior**

*by*Dong, Yingying

**Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Modeling hourly Electricity Spot Market Prices as non stationary functional times series**

*by*Liebl, Dominik

**Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis**

*by*Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin

**Extreme Value Theory as a Theoretical Background for Power Law Behavior**

*by*Alfarano, Simone & Lux, Thomas

**Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation**

*by*Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes

**The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production**

*by*Voudouris, V & Di Maio, C

**An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009**

*by*Cavalcante, Mileno

**Choice probability generating functions**

*by*Fosgerau, Mogens & McFadden, Daniel & Bierlaire, Michel

**Seasonal decomposition with a modified Hodrick-Prescott filter**

*by*Buss, Ginters

**Estimating Monetary Policy Reaction Functions Using Quantile Regressions**

*by*Wolters, Maik Hendrik

**Classifying Behaviors in Risky Choices**

*by*Kontek, Krzysztof

**A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis**

*by*Crowley, Patrick & Aaron, Schultz

**Measuring the effect of virtual mergers on banks’ efficiency levels:A non parametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**The cost-efficiency of French banks**

*by*Jimborean, Ramona & Brack, Estelle

**O ‘Mercado’ do Ensino Superior em Portugal: um diagnóstico da situação actual**

*by*Rego, Conceição & Caleiro, António

**The US Subprime Crises and Extreme Market Pressures in Asia**

*by*Siregar, Reza & Pontines, Victor & Mohd Hussain, Nurulhuda

**A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters**

*by*Parker, Thomas

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom**

*by*Atak, Alev & Linton, Oliver B. & Xiao, Zhijie

**Como se pode distinguir Évora do resto do Alentejo?: Uma abordagem de estatística espacial**

*by*Caleiro, António

**Cross Country Evidence on Consumption Persistence**

*by*Belbute, José & Caleiro, António

**Success/Failure in Higher Education:how long does it take to complete some core 1st. year disciplines?**

*by*Chaga Lopes, Margarida & Fernandes, Graca

**Mean, Median or Mode? A Striking Conclusion From Lottery Experiments**

*by*Kontek, Krzysztof

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Financial Constraints and Firm Dynamics**

*by*Giulio Bottazzi & Angelo Secchi & Federico Tamagni

**Identification and Estimation of Preference Distributions When Voters Are Ideological, Second Version**

*by*Antonio Merlo & Aureo de Paula

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

*by*Arthur Lewbel & Xun Tang

**Semiparametric Inference in Dynamic Binary Choice Models, Second Version**

*by*Andriy Norets & Xun Tang

**Identification and Estimation of Stochastic Bargaining Models, Third Version**

*by*Antonio Merlo & Xun Tang

**Identification and Estimation of Preference Distributions When Voters Are Ideological**

*by*Antonio Merlo & Aureo de Paula

**Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions**

*by*Hanming Fang & Yang Wang

**Robust Estimation of Some Nonregular Parameters**

*by*Kyungchul Song

**The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru**

*by*Luis García Núñez

**Econometría de evaluación de impacto**

*by*Luis García Núñez

**Going Clubbing in the Eighties: Convergence in Manufacturing Sectors at a Glance**

*by*Silvia Dal Bianco

**Revealed Preference Tests of the Cournot Model**

*by*James Fenske & John Quah & Andres Carvajal

**Discrete-valued Levy processes and low latency financial econometrics**

*by*Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen

**Nonparametric Identification of Dynamic Games with Discrete and Continuous Choices**

*by*Jason R. Blevins

**Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership**

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

**Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons**

*by*Òscar Jordà & Moritz Schularick & Alan M. Taylor

**Measuring the Effects of Segregation in the Presence of Social Spillovers: A Nonparametric Approach**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions**

*by*Hanming Fang & Yang Wang

**Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns**

*by*Nikolai Roussanov

**Decomposition Methods in Economics**

*by*Nicole Fortin & Thomas Lemieux & Sergio Firpo

**Econometric Methods for Research in Education**

*by*Costas Meghir & Steven G. Rivkin

**Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data**

*by*Yacine Aït-Sahalia & Jean Jacod

**Estimating Nonlinearities in Spatial Autoregressive Models**

*by*Nicolas Debarsy & Vincenzo Verardi

**Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach**

*by*Farah Yasmeen & Rob J Hyndman & Bircan Erbas

**A comparison of ten principal component methods for forecasting mortality rates**

*by*Han Lin Shang & Rob J Hyndman & Heather Booth

**Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions**

*by*Shuowen Hu & D.S. Poskitt & Xibin Zhang

**Nonparametric modeling and forecasting electricity demand: an empirical study**

*by*Han Lin Shang

**A Bayesian approach to parameter estimation for kernel density estimation via transformations**

*by*Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**Description Length Based Signal Detection in singular Spectrum Analysis**

*by*Md Atikur Rahman Khan & D.S. Poskitt

**Private versus public consumption within groups : testing the nature of goods from aggregate data**

*by*Laurens Cherchye & Bram De Rock & Vincenzo Platino

**A Cross-Sectional Performance Measure for Portfolio Management**

*by*Monica Billio & Ludovic Calès & Dominique Guegan

**L'approche DARE pour une mesure de risque diversifiée**

*by*Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Politique active d'emploi et employabilité des jeunes dans la ville d'Abidjan**

*by*Clément Kouadio Kouakou

**On the role of unobserved preference heterogeneity in discrete choice models of labour supply**

*by*Daniele Pacifico

**A KPSS better than KPSS. Rank tests for short memory stationarity**

*by*Matteo Pelagatti & Pranab Sen

**Canonical Higher-Order Kernels for Density Derivative Estimation**

*by*Daniel J. Henderson & Christopher F. Parmeter

**Nonparametric Partial Identification of Causal Net and Mechanism Average Treatment Effects**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Partial Identification of Local Average Treatment Effects with an Invalid Instrument**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Análise comparativa de sobrevivência empresarial: o caso da região Norte de Portugal**

*by*Elsa Morais Sarmento & Alcina Nunes

**Business Demography Dynamics in Portugal: a Semi-parametric Survival Analysis**

*by*Alcina Nunes & Elsa Sarmento

**Body size and wages in Europe: A semi-parametric analysis**

*by*Vincent A. Hildebrand & Philippe Van Kerm

**Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis**

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

**Quality of Match for Statistical Matches Used in the 1992 and 2007 LIMEW Estimates for the United States**

*by*Thomas Masterson

**Quality of Match for Statistical Matches Used in the 1999 and 2005 LIMEW Estimates for Canada**

*by*Thomas Masterson

**Three-Part Tariffs and Short-Run Rationality in the Local Fixed Telephone Consumption: Empirical Evidence from Medellín**

*by*David Tobón Orozco

**A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables**

*by*Karligash Kenjegalieva & Richard Simper

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach**

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

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Bootstrap Inference for K-Nearest Neighbour Matching Estimators**

*by*de Luna, Xavier & Johansson, Per & Sjöstedt-de Luna, Sara

**Bootstrap Inference for K-Nearest Neighbour Matching Estimators**

*by*de Luna, Xavier & Johansson, Per & Sjöstedt-de Luna, Sara

**Linearity in Instrumental Variables Estimation: Problems and Solutions**

*by*Mogstad, Magne & Wiswall, Matthew

**Linearity in Instrumental Variables Estimation: Problems and Solutions**

*by*Mogstad, Magne & Wiswall, Matthew

**Returns to Education in Four Transition Countries: Quantile Regression Approach**

*by*Staneva, Anita V. & Arabsheibani, Reza & Murphy, Philip D.

**Returns to Education in Four Transition Countries: Quantile Regression Approach**

*by*Staneva, Anita & Arabsheibani, Reza & Murphy, Philip D.

**Running and Jumping Variables in RD Designs: Evidence Based on Race, Socioeconomic Status, and Birth Weights**

*by*Barreca, Alan I. & Guldi, Melanie & Lindo, Jason M. & Waddell, Glen R.

**Running and Jumping Variables in RD Designs: Evidence Based on Race, Socioeconomic Status, and Birth Weights**

*by*Barreca, Alan & Guldi, Melanie & Lindo, Jason M. & Waddell, Glen R.

**Evolution of Gender Wage Gaps in Latin America at the Turn of the Twentieth Century: An Addendum to "New Century, Old Disparities"**

*by*Nopo, Hugo & Hoyos, Alejandro

**Evolution of Gender Wage Gaps in Latin America at the Turn of the Twentieth Century: An Addendum to "New Century, Old Disparities"**

*by*Nopo, Hugo & Hoyos, Alejandro

**New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America**

*by*Nopo, Hugo & Atal, Juan Pablo & Winder, Natalia

**New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America**

*by*Nopo, Hugo & Atal, Juan Pablo & Winder, Natalia

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Hoyos, Alejandro & Nopo, Hugo & Peña, Ximena

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Hoyos, Alejandro & Nopo, Hugo & Peña, Ximena

**Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life**

*by*Sojourner, Aaron J.

**Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life**

*by*Sojourner, Aaron J.

**Understanding Rising Income Inequality in Germany**

*by*Biewen, Martin & Juhasz, Andos

**Understanding Rising Income Inequality in Germany**

*by*Biewen, Martin & Juhasz, Andos

**Misclassification Errors and the Underestimation of U.S. Unemployment Rates**

*by*Feng, Shuaizhang & Hu, Yingyao

**Misclassification Errors and the Underestimation of U.S. Unemployment Rates**

*by*Feng, Shuaizhang & Hu, Yingyao

**Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient**

*by*Frölich, Markus & Melly, Blaise

**Short-Time Compensation and Establishment Exit: An Empirical Analysis with French Data**

*by*Calavrezo, Oana & Duhautois, Richard & Walkowiak, Emmanuelle

**Short-Time Compensation and Establishment Exit: An Empirical Analysis with French Data**

*by*Calavrezo, Oana & Duhautois, Richard & Walkowiak, Emmanuelle

**Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling**

*by*Okumura, Tsunao & Usui, Emiko

**Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling**

*by*Okumura, Tsunao & Usui, Emiko

**Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Deuchert, Eva & Wunsch, Conny

**Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Deuchert, Eva & Wunsch, Conny

**Start-Up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity**

*by*Caliendo, Marco & Künn, Steffen

**Start-Up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity**

*by*Caliendo, Marco & Künn, Steffen

**Treatment Evaluation in the Case of Interactions within Markets**

*by*Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Treatment Evaluation in the Case of Interactions within Markets**

*by*Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Is there a Superior Distance Function for Matching in Small Samples?**

*by*Eva Dettmann & Claudia Becker & Christian Schmeißer

**Subsidized Vocational Training: Stepping Stone or Trap? An Evaluation Study for East Germany**

*by*Eva Dettmann & Jutta Günther

**On the Identification of the Costs of Simultaneous Search**

*by*Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**Estimate of Search Cost Frictions in the British Electricity Market**

*by*Monica Giulietti & Michael Waterson & Matthijs R. Wildenbeest

**Empirical versus policy equivalence scales: matching estimation**

*by*Adam Szulc

**Business Cycles in Post-Reunified Germany: Closer Together or Further Apart?**

*by*Alexandra Ferreira-Lopes & Tiago Neves Sequeira

**Body size and wages in Europe: A semi-parametric analysis**

*by*HILDEBRAND Vincent & VAN KERM Philippe

**Fairness in education: The Italian university before and after the reform**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Modeling House Prices using Multilevel Structured Additive Regression**

*by*Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf

**Comparing Penalized Splines and Fractional Polynomials for Flexible Modelling of the Effects of Continuous Predictor Variables**

*by*Alexander Strasak & Nikolaus Umlauf & Ruth Pfeiffer & Stefan Lang

**Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models**

*by*Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang

**An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes**

*by*Yoshihiko Sugihara & Nobuyuki Oda

**FTA and Economic Growth: A Nonparametric Approach**

*by*Jung Hur & Cheolbeom Park

**Can better governance increase university efficiency?**

*by*Néstor Duch-Brown & Montserrat Vilalta

**Iterative Regularization in Nonparametric Instrumental Regression**

*by*Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne

**Endogeneity and Instrumental Variables in Dynamic Models**

*by*Florens, Jean-Pierre & Simon, Guillaume

**Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior**

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

**Gender Earnings Gaps in the Caribbean: Evidence from Barbados and Jamaica**

*by*Annelle Bellony & Alejandro Hoyos & Hugo Nopo

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Alejandro Hoyos & Hugo Nopo & Ximena Pena

**Evolution of Gender Gaps in Latin America at the Turn of the Twentieth Century: An Addendum to "New Century, Old Disparities"**

*by*Alejandro Hoyos & Hugo Nopo

**The Norges Bank’s key rate projections and the news element of monetary policy: a wavelet based jump detection approach**

*by*Lars Winkelmann

**Nonparametric Regression with Nonparametrically Generated Covariates**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle

**Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes**

*by*Nikolaus Hautsch & Peter Malec & Melanie Schienle

**Systemic Weather Risk and Crop Insurance: The Case of China**

*by*Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao

**Estimation of the signal subspace without estimation of the inverse covariance matrix**

*by*Vladimir Panov

**Prognose mit nichtparametrischen Verfahren**

*by*Wolfgang Karl Härdle & Rainer Schulz & Weining Wang

**High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model**

*by*Song Song & Wolfgang K. Härdle & Ya'acov Ritov

**Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence**

*by*Nikolaus Hautsch & Mark Podolskij

**Learning Machines Supporting Bankruptcy Prediction**

*by*Wolfgang Karl Härdle & Rouslan Moro & Linda Hoffmann

**Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications**

*by*Vladimir Panov

**Fitting high-dimensional Copulae to Data**

*by*Ostap Okhrin

**Nonparametric Estimation of Risk-Neutral Densities**

*by*Maria Grith & Wolfgang Karl Härdle & Melanie Schienle

**Time varying Hierarchical Archimedean Copulae**

*by*Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin

**Estimation of the characteristics of a Lévy process observed at arbitrary frequency**

*by*Johanna Kappus & Markus Reiß

**Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory**

*by*Julia Schaumburg

**Uniform confidence bands for pricing kernels**

*by*Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang

**Partial Linear Quantile Regression and Bootstrap Confidence Bands**

*by*Wolfgang Karl Härdle & Ya’acov Ritov & Song Song

**Volatility Investing with Variance Swaps**

*by*Wolfgang Karl Härdle & Elena Silyakova

**Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling**

*by*Okumura, Tsunao & Usui, Emiko

**Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings**

*by*Gørgens, Tue & Würtz, Allan

**Is the ’Linkage Principle’ Valid?: Evidence from the Field**

*by*Cho, Sung-Jin & Paarsch, Harry J. & Rust, John

**Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity**

*by*OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi

**Empirical Likelihood Block Bootstrapping**

*by*Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi

**Asymmetric Dependence in US Financial Risk Factors?**

*by*Chollete, Loran & Ning, Cathy

**Modeling Conditional Densities Using Finite Smooth Mixtures**

*by*Li, Feng & Villani, Mattias & Kohn, Robert

**Bootstrap inference for K-nearest neighbour matching estimators**

*by*de Luna, Xavier & Johansson, Per & Sjöstedt-de Luna, Sara

**Treatment evaluation in the case of interactions within markets**

*by*Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J.

**Realized volatility and overnight returns**

*by*Ahoniemi, Katja & Lanne, Markku

**Long cycles in growth: explorations using new frequency domain techniques with US data**

*by*Crowley, Patrick M

**New Perspectives on the Evaluation of Public R&D Funding**

*by*Marino, Marianna & Parrotta, Pierpaolo & Sala, Davide

**Mean Shift detection under long-range dependencies with ART**

*by*Willert, Juliane

**Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks**

*by*Vitali Alexeev & Alex Maynard

**The evolution of Engel curves and its implications for structural change**

*by*Alessio Moneta & Andreas Chai

**A Smoothed-Distribution Form of Nadaraya-Watson Estimation**

*by*Ralph W. Bailey & John T. Addison

**Business Survival in Portuguese Regions**

*by*Alcina Nunes & Elsa de Morais Sarmento

**Dépendance entre risques extrêmes : Application aux Hedge Funds**

*by*Ranoua Bouchouicha

**Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Isobars and the Efficient Market Hypothesis**

*by*Kristýna Ivanková

**Improving Service Performance in Banking using Quality Adjusted Data Envelopment Analysis**

*by*Juraj Kopecsni

**Survival Analysis in LGD Modeling**

*by*Jiří Witzany & Michal Rychnovský & Pavel Charamza

**O ?Mercado? do Ensino Superior em Portugal: um diagnóstico da situação actual**

*by*Conceição Rego & António Caleiro

**Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?**

*by*José Manuel Belbute

**Copula-based orderings of multivariate dependence**

*by*Koen DECANCQ

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W.K.

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W.K.

**Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach**

*by*Lean, H.H. & McAleer, M.J. & Wong, W.K.

**Conditional beta pricing models: A nonparametric approach**

*by*Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier

**Nonparametric transfer function models**

*by*Jun M. Liu & Rong Chen & Qiwei Yao

**Estimation of Elasticity Price of Electricity with Incomplete Information**

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

**On the identification of the costs of simultaneous search**

*by*Moraga-Gonzalez, Jose L. & Sandor, Zsolt & Wildenbeest, Matthijs R.

**Club-Convergence and Polarisation of States : A Nonparametric Analysis of Post-Reform India**

*by*Sabyasachi Kar & Debajit Jha & Alpana Kateja

**Estimation of Jump Tails**

*by*Tim Bollerslev & Viktor Todorov

**Tails, Fears and Risk Premia**

*by*Tim Bollerslev & Viktor Todorov

**Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods**

*by*Rihab Bedoui & Haykel Hamdi

**Start-up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity**

*by*Marco Caliendo & Steffen Künn

**Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach**

*by*Kerstin Bernoth & Burcu Erdogan

**Happy House: Spousal Weight and Individual Well-Being**

*by*Andrew E. Clark & Fabrice Etilé

**Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men**

*by*Johannes Schwarze & Christoph Wunder

**Estimating Firms' Demand for Agglomeration**

*by*Hans Koster & Jos N. van Ommeren & Piet Rietveld

**Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic**

*by*Jeroen Hinloopen & Rien Wagenvoort

**On the Identification of the Costs of Simultaneous Search**

*by*Jose L. Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**Modelling Conditional Heteroscedasticity in Nonstationary Series**

*by*Cizek, P.

**Testing for Bivariate Spherical Symmetry**

*by*Einmahl, J.H.J. & Gantner, M.

**The K-Step Spatial Sign Covariance Matrix**

*by*Croux, C. & Dehon, C. & Yadine, A.

**Influence Functions of the Spearman and Kendall Correlation Measures**

*by*Croux, C. & Dehon, C.

**On the Optimality of Multivariate S-Estimators**

*by*Croux, C. & Dehon, C. & Yadine, A.

**Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula**

*by*Einmahl, J.H.J. & Akker, R. van den

**Robust Forecasting of Non-Stationary Time Series**

*by*Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K.

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

*by*Croux, C. & Gijbels, I. & Prosdocimi, I.

**Multinationals, R&D and productivity: Evidence for UK Manufacturing firms**

*by*Dolores Añon Higon & Miguel Manjon Antolin & Juan A. Mañez

**Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps**

*by*Marina Theodosiou

**Revealed Preferences for Risk and Ambiguity**

*by*Donald J. Brown & Chandra Erdman & Kirsten Ling & Laurie Santos

**Identifying Finite Mixtures in Econometric Models**

*by*Marc Henry & Yuichi Kitamura & Bernard Salanie

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

*by*Yixiao Sun & Peter C.B. Phillips & Sainan Jin

**A semiparametric state space model**

*by*André A. Monteiro

**Testing conditional monotonicity in the absence of smoothness**

*by*Miguel A. Delgado & Juan Carlos Escanciano

**Liquidity Constraints and Firm’s Export Activity**

*by*Emanuele Forlani

**Identification of a Class of Adverse Selection Models with Contracts Variation**

*by*Xavier d'Haultfoeuille & Philippe Février

**On the Welfare State Performance in the European Union**

*by*Coelli, Tim & Lefebvre, Mathieu & Perelman, Sergio & Pestieau, Pierre

**R&D Efficiency and Barriers to Entry: A Two Stage Semi-Parametric DEA Approach**

*by*Cullmann, Astrid & Schmidt-Ehmcke, Jens & Zloczysti, Petra

**Happy House: Spousal Weight and Individual Well-Being**

*by*Clark, Andrew E. & Etilé, Fabrice

**Iterative regularization in nonparametric instrumental regression**

*by*JOHANNES, Jan & VAN BELLEGEM, Sébastien & VANHEMS, Anne

**Nonparametric frontier estimation from noisy data**

*by*SCHWARZ, Maik & VAN BELLEGEM, Sébastien & FLORENS, Jean - Pierre

**Copula-based orderings of multivariate dependence**

*by*DECANCQ, Koen

**Split-panel jackknife estimation of fixed-effect models**

*by*DHAENE, Geert & JOCHMANS, Koen

**Desigualdades Salariales en Colombia: Un análisis para trabajadores rurales y jóvenes, 2002-2009**

*by*Catalina Franco & Johanna Ramos

**Ingresos en el Sistema de Identificación de Potenciales Beneficiarios de Programas Sociales (Sisbén): Tres Metodologías de Imputación**

*by*Nancy Aireth Daza Báez & Catalina Franco Buitrago

**Portfolio Optimization and Long-Term Dependence**

*by*Carlos Eduardo León Rincón & Alejandro Reveiz

**Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica**

*by*Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y**

*by*Jorge Andrés Perdomo C.

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Alejandro Hoyos & Hugo Ñopo & Ximena Peña

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Alejandro Hoyos & Hugo Ñopo & Ximena Peña

**Evaluación de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr**

*by*Jorge Andrés Perdomo Calvo & Hasbleidy Castañeda & Juan Carlo Mendieta

**Z-Estimators and Auxiliary Information under Weak Dependence**

*by*F. Crudu

**Recurrence quantification analysis of global stock markets**

*by*Joao A. Bastos & Jorge Caiado

**Nonparametric models of financial leverage decisions**

*by*Joao A. Bastos & Joaquim J. S. Ramalho

**The Pathway To Permanent Jobs: A Time Event Analysis Of Young Italian Workers**

*by*Leandro Elia

**GME versus OLS - Which is the best to estimate utility functions?**

*by*Cesaltina Pires & Andreia Dionisio & Luís Coelho

**Evaluating Nationwide Health Interventions when Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Eva Deuchert & Conny Wunsch

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

*by*Jukka Pirttilä & Ilpo Suoniemi

**Semiparametric Estimation of Locally Stationary Diffusion Models**

*by*Bonsoo Koo & Oliver Linton

**Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate**

*by*Degui Li & Oliver Linton & Zudi Lu

**Convergence in per capita CO2 emissions: a robust distributional approach**

*by*Carlos Ordás Criado & Jean-Marie Grether

**A Chronology of International Business Cycles Through Non-parametric Decoding**

*by*Hsieh Fushing & Shu-Chun Chen & Travis J. Berge & Oscar Jorda

**Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance**

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

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach**

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

**Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter**

*by*Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia

**Instrumental Variable Estimators for Binary Outcomes**

*by*Paul Clarke & Frank Windmeijer

**A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom**

*by*Alev Atak & Oliver Linton & Zhijie Xiao

**Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients**

*by*Zongwu Cai & Zhijie Xiao

**Nonparametric Euler Equation Identification and Estimation**

*by*Arthur Lewbel & Oliver Linton & Sorawoot Srisuma

**Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing**

*by*Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel

**Testing a Conditional Form of Exogeneity**

*by*Halbert White & Karim Chalak

**A Smoothed- Distribution Form of Nadaraya- Watson Estimation**

*by*Ralph W Bailey & John T Addison

**Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009**

*by*Gustavo Abarca & José Gonzalo Rangel & Guillermo Benavides

**A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast**

*by*Claudia Miani & Stefano Siviero

**Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach**

*by*Sermin Gungor & Richard Luger

**Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach**

*by*Angelos Liontakis & Christos T. Papadas

**Semiparametric Trending Panel Data Models with Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao & Degui Li

**Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects**

*by*Degui Li & Jia Chen & Jiti Gao

**Modelling asset correlations during the recent FInancial crisis: A semiparametric approach**

*by*Nektarios Aslanidis & Isabel Casas

**Estimation of Stochastic Volatility Models by Nonparametric Filtering**

*by*Shin Kanaya & Dennis Kristensen

**Integer-valued Lévy processes and low latency financial econometrics**

*by*Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard

**How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?**

*by*Almut E. D. Veraart

**Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns**

*by*Tim Bollerslev & Viktor Todorov

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data**

*by*Rasmus Tangsgaard Varneskov

**Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence**

*by*Nikolaus Hautsch & Mark Podolskij

**Estimation of Jump Tails**

*by*Tim Bollerslev & Viktor Todorov

**Labour Productivity Polarization Across Western European Regions: Threshold Effects Versus Neighbourhood Effects**

*by*Roberto Basile

**Introduction**

*by*Floro Ernesto Caroleo & Francesco Pastore

**Fuzzy cluster analysis on Spanish public universities**

*by*Adela García Aracil & Davinia Palomares Montero

**Análisis de la eficiencia de los grupos de investigación por ramas de conocimiento**

*by*Teodoro Galache Laza & Trinidad Gómez & Fátima Pérez García & Carlos Rivas & Cristobal José Ruiz & José Sánchez Maldonado & Ángel Torrico González & Rafael Caballero Fernandez

**The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?**

*by*

**Deriving Benefit Measures with Higher Precision: A Study of Economic Values of Air Quality**

*by*Ju-Chin Huang

**Does Money Grow on Trees? The Diversification Properties of U.S. Timberland Investments**

*by*Bert Scholtens & Laura Spierdijk

**A Combinatorial Optimization Approach to Nonmarket Environmental Benefit Aggregation via Simulated Populations**

*by*Stephen Hynes & Nick Hanley & Cathal O’Donoghue

**Do Buyers’ Characteristics and Personal Relationships Affect Agricultural Land Prices?**

*by*Philip Kostov

**Forecasting Public Administration Wage Dynamics. An Application To The Italian National Health Service**

*by*Luca CORREANI & Fabio DI DIO

**A Statistical Approach Of The Spatial-Temporal Variability Of A Phenomenon Using A Ro-Eu Composite Index**

*by*Elisabeta Jaba & Alina Botezat & Christiana Brigitte Balan

**Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries**

*by*Dedu, Vasile & Mihai, Irina & Neagu, Florian

**Nonparametric estimates of technical efficiency of Russian banks and crisis impact**

*by*Nazin, Vladimir

**Smooth monotonous functions reconstruction**

*by*Smolyak , Sergey

**Higher education reform, student time allocation and academic performance in Italy: Evidence from a Faculty of Economics**

*by*Massimiliano BRATTI & Chiara BROCCOLINI & Stefano STAFFOLANI

**Cambios En La Estructura Salarial Por Tipos De Contrato, 1995-2002**

*by*ELISABET MOTELLÓN & ENRIQUE LÓPEZ-BAZO & MAYSSUN EL-ATTAR

**An Alternative Approach to the Dating of Business Cycle: Nonparametric Kernel Estimation**

*by*Jitka Poměnková

**Efficiency Analysis Of Producers’Organizations (Case Of South Eastern And Central Planning Regions Of Bulgaria)**

*by*DARINA ZAIMOVA

**An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos de selección muestral**

*by*Fernández-Sainz, Ana I. & Rodríguez-Póo, Juan M.

**Centralidade e emprego na região Nordeste do Brasil no período 1995/2007 [Centrality and employment in the Northeast region of Brazil in the period 1995/2007]**

*by*Ana Carolina da Cruz Lima & Rodrigo Ferreira Simões

**A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá**

*by*Jorge Andrés Perdomo

**Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?**

*by*Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid

**The Immediate Impact Of Euro On Intra-Regional Trade: An Event Study Approach**

*by*Ruhul Salim & Shahriar Kabir

**Küresel Finansal Krizin Isletmelerin Etkinlik ve Performans Duzeylerine Etkileri: 2008 Finansal Kriz Ornegi**

*by*Abdulkadir KAYA & Unal GULHAN

**Alcune considerazioni sulla qualità degli indici dei valori medi unitari del commercio estero**

*by*Paola Anitori & M. Serena Causo & Giuseppe de Santis

**Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions**

*by*Chen Zhou

**Jump Distribution Characteristics: Evidence from European Stock Markets**

*by*Thierry Ane & Carole Metais

**Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit : eine Bilanz nach fünf Jahren (The sustainability of subsidized start-ups out of unemployment : an appraisal after five years)**

*by*Caliendo, Marco & Künn, Steffen & Wießner, Frank

**Initial Wage, Human Capital and Post Wage Differentials**

*by*Li, Gan & Jaeun, Shin & Qi, Li

**Analysis of independence of the central banks of the Russian Federation, the CIS and East European countries**

*by*Pavel Trunin & Kniazev Dmitriy & Satdarov Alexandr

**On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model**

*by*Jiøí Witzany

**Un confronto tra modelli DEA (Data Envelopment Analysis) e MARS (Multivariate Adaptive Regression Splines) nella stima dell'efficienza produttiva nel ervizio idrico integrato in Italia**

*by*Francesco Vidoli & Rita Mileno

**Corporate Social Responsibility and Financial Performance: An Empirical Analysis on Greek Companies**

*by*Theofanis Karagiorgos

**A Note on Theory of Productive Efficiency and Stochastic Frontier Models**

*by*Aikaterini Kokkinou

**Behavior of realized volatility and correlation in exchange markets**

*by*Amir Safari & Detlef Seese

**Factors Affecting Educational Attainment: Evidence From Spanish Pisa 2006 Results**

*by*CORDERO FERRERA, José Manuel & CRESPO CEBADA, Eva & SANTÍN GONZÁLEZ, Daniel

**Exploring Regional Convergence: Evidence From 19 European Countries, 1991-2008**

*by*ANDRADE, Carlos & PINHO, Carlos & PINHO, Maria de Fátima

**Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin**

*by*Kerstin Bernoth & Burcu Erdogan

**A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models**

*by*Zhengyu Zhang & Pingfang Zhu

**Efectos de las técnicas de filtrado en la evaluación de un modelo de ciclos económicos reales**

*by*Vásquez Bedoya, Fredy & Restrepo, Sergio

**Caos en el mercado de commodities**

*by*Christian Espinosa Méndez

**Three-Part Tariffs and Short-Run Rationality in the Local Fixed Telephone Consumption: Empirical Evidence from Medellín**

*by*Jorge Barrientos & David Tobón & John Fredy Bedoya

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

*by*Christian Manuel Posso

**Agrarschutz und öffentliche Agrarausgaben in der Schweiz: Was will die Bevölkerung?**

*by*Therese Haller

**Performances et politiques de croissance. Un éclairage empirique à partir d'une étude de l'effet de la taille des pays et nouvelles réflexions théoriques**

*by*Mauro Napoletano & Jean-Luc Gaffard

**L'approche dare pour une mesure de risque diversifiée**

*by*Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Effect of Noise Filtering on Predictions :on the Routes of Chaos**

*by*Dominique Guégan

**Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector**

*by*K. Batu Tunay

**Study On Decision –Making In The Family (Quantitative Marketing Research Conducted In Sfantu Gheorghe And Surrounding Areas)**

*by*Assist. Erika Kulcsár Ph. D Student & Ec. Zsuzsánna Bokor

**Operational Efficiency In The U.S. Airline Industry: An Empirical Investigation Of Post-Deregulation Era**

*by*Richard A. AJAYI & Seyed MEHDIAN & Vitaly S. GUZHVA

**econometric issues in the presence of multiple equilibria**

*by*Francesca Molinari

**multi-valued treatment effects**

*by*Matias D. Cattaneo

**Forecasting Yield Curves Using Analyst's Views**

*by*Leonardo Nogueira

**Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology**

*by*Mancino Maria Elvira & Simona Sanfelici

**Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event**

*by*Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic

**The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects**

*by*Ané, Thierry & Métais, Carole

**L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain**

*by*Iankova, Evguenia & Pochon, Florent & Teiletche, Jérôme

**Investigating the Effects of Euro on Bilateral Trade: a Kernel Matching Approach**

*by*Fotopoulos, Georgios & Psallidas, Dionysios

**Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi**

*by*Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU

**VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi**

*by*Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK

**Total Factor Productivity Growth in the State Road Transport Undertakings of India: An Assessment through MPI Approach**

*by*Agarwal, Shivi & Yadav, Shiv Prasad & Singh, S. P.

**Do Subsidized Adult Apprenticeships Increase the Vocational Attendance Rate?**

*by*Cecilie Dohlmann Weatherall

**A Structured Covariance Probit Demand Model**

*by*Michael Cohen

**Consonance and the closure method in multiple testing**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Fund-of-funds construction by statistical multiple testing methods**

*by*Michael Wolf & Dan Wunderli

**Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model**

*by*Gürtler, Marc & Rauh, Ronald

**A non-stationary approach for financial returns with nonparametric heteroscedasticity**

*by*Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald

**From Riches to Rags, and Back? Explaining the Growth Trajectory of Argentina since the 1890s**

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

**Efficiency and profitability of European banks: how important is operational efficiency?**

*by*Werner, Karl & Moormann, Jürgen

**A blocking and regularization approach to high dimensional realized covariance estimation**

*by*Hautsch, Nikolaus & Kyj, Lada M. & Hautsch, Nikolaus

**Modelling and forecasting liquidity supply using semiparametric factor dynamics**

*by*Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

**Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach**

*by*Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten

**Lose Weight for Money Only if Over-Weight: Marginal Integration for Semi-Linear Panel Models**

*by*Kan K & Lee M

**The estimation of pensioner equivalence scales using subjective data**

*by*Stewart, Mark B.

**Is the Impact Really That High? The Effect of FDI in Transition**

*by*Jan Hagemejer & Joanna Tyrowicz

**Nonparametric regression with spatially dependent data**

*by*Stefano Magrini & Margherita Gerolimetto

**Portfolio Symmetry and Momentum**

*by*Monica Billio & Ludovic Calès & Dominique Guégan

**Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions**

*by*Christopher J. Bennett

**p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate**

*by*Christopher J. Bennett

**Option trading strategies based on semi-parametric implied volatility surface prediction**

*by*Francesco Audrino & Dominik Colangelo

**Treatment evaluation in the presence of sample selection**

*by*Martin Huber

**A structural nonparametric reappraisal of the CO2 emissions-income relationship**

*by*Azomahou, Theophile & Goedhuys, Micheline & Nguyen-Van, Phu

**Inactions and Spikes of Investment in Ethiopian Manufacturing Firms: Empirical Evidence on Irreversibility and Non-convexities**

*by*Gebreeyesus, Mulu

**Broker Duty to Clients: Why States Mandate Minimum Service Requirements**

*by*Anupam Nanda & Katherine A. Pancak

**Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data**

*by*Ye Chen & Liangjun Su & Aman Ullah

**The Informal Sector Wage Gap - New Evidence Using Quantile Estimations on Panel Data**

*by*Olivier Bargain & Prudence Kwenda

**The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data**

*by*Olivier Bargain & Prudence Kwenda

**An Economic Approach to the Measurement of Productivity Growth Using Differences Instead of Ratios**

*by*Diewert, Erwin & Mizobuchi, Hideyuki

**Identification of Unconditional Partial Effects in Non Separable Models**

*by*Rothe, Christoph

**The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models**

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

**Instrumental Regression in Partially Linear Models**

*by*Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**Unconditional Partial Effects of Binary Covariates**

*by*Rothe, Christoph

**Convergence Rates for III-Posed Inverse Problems with an Unknown Operator**

*by*Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne

**Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators**

*by*Chuan Goh

**Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations**

*by*Chuan Goh

**Efficient Semiparametric Detection of Changes in Trend**

*by*Chuan Goh

**Non Parametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Wang

**From data to levy design. The five stages of implementing housing taxes**

*by*Erling Røed Larsen

**How Linear Models Can Mask Non-Linear Causal Relationships. An Application to Family Size and Children's Education**

*by*Magne Mogstad & Matthew Wiswall

**Corporate performances and market selection. Some comparative evidence**

*by*Giulio Bottazzi & Giovanni Dosi & Nadia Jacoby & Angelo Secchi & Federico Tamagni

**How Do Organizational Capabilities Shape Industry Dynamics ?**

*by*Marco Corsino & Roberto Gabriele & Enrico Zaninotto

**Financial and economic determinants of firm default**

*by*Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni

**Country Size, Appropriate Policy, and Economic Performance: Some Evidence from OECD Countries**

*by*Mauro Napoletano & Jean-Luc Gaffard

**Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints**

*by*Stefan Boes

**Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information**

*by*Stefan Boes

**Firm Size Distribution and Returns to Scale. Non-Parametric Frontier Estimates from Italian Manufacturing**

*by*Lisa Crosato & Sergio Destefanis & Piero Ganugi

**Nuisance parameters, composite likelihoods and a panel of GARCH models**

*by*Cavit Pakel & Neil Shephard & Kevin Sheppard

**Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity**

*by*Arnab Bhattacharjee

**Extreme Dependence in International Stock Markets**

*by*Cathy Ning

**The Dependence Structure of Macroeconomic Variables in the US**

*by*Cathy Q. Ning & Loran Chollete

**Public Policy and Success of Business Start-ups in Germany**

*by*Verena Eckl & Michael Rothgang & Friederike Welter

**Tehnici neparametrice**

*by*Pauna, Bianca

**Exact Moment Simulation using Random Orthogonal Matrices**

*by*Carol Alexander & Walter Ledermann & Daniel Ledermann

**Detecting Common Dynamics in Transitory Components**

*by*Tim M Christensen & Stan Hurn & Adrian Pagan

**Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function**

*by*Emmanuel Guerre & Camille Sabbah

**Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation**

*by*Steven F. Koch & Adel Bosch

**Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests**

*by*Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Puah, Chin-Hong

**Latvijas valdības izdevumu efektivitātes novērtējums**

*by*Krasnopjorovs, Olegs

**On the random walk characteristics of stock returns in India**

*by*Hiremath, Gourishankar S & Bandi, Kamaiah

**Bandwidth selection for continuous-time Markov processes**

*by*Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

**Does causality technique matter to savings-growth nexus in Malaysia?**

*by*Tang, Chor Foon

**Supply-Side Capacity and Export Response in Leather and Home Textile Sectors in Bangladesh**

*by*Raihan, Selim & Ahmed, Mansur

**Partial identification of the distribution of treatment effects and its confidence sets**

*by*Fan, Yanqin & Park, Sang Soo

**Productivity change in Italian airports**

*by*Gitto, Simone & Mancuso, Paolo

**Geoadditive latent variable modelling of count data on multiple sexual partnering in Nigeria**

*by*Adebayo, Samson B. & Fahrmeir, Ludwig & Seiler, Christian

**Consecutive k-within-m-out-of-n:F system with exchangeable components**

*by*Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih

**Bias reduction in kernel density estimation via Lipschitz condition**

*by*Mynbaev, Kairat & Martins-Filho, Carlos

**Dimensión Territorial como Factor del Desarrollo Económico: Algunos Aportes Metodológicos para su Medición**

*by*Arroyo, Santiago & Bustamante, Christian

**Neoclassical versus frontier production models? Testing for the skewness of regression residuals**

*by*Kuosmanen, Timo & Fosgerau, Mogens

**Stock Market's Reaction to Monetary Policy Announcements in India**

*by*Sasidharan, Anand

**Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation**

*by*Tierney, Heather L.R.

**What Causes Herding:Information Cascade or Search Cost ?**

*by*Lin, William & Tsai, Shih-Chuan & Sun, David

**Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata**

*by*Pacifico, Daniele

**How far are Portuguese prisons inefficient? A non-parametric approach**

*by*Marques, Rui & Simões, Pedro

**Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora**

*by*Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle

**Structural Changes in India's Stock Markets' Efficiency**

*by*Sasidharan, Anand

**Structural Changes in India's Stock Markets' Efficiency**

*by*Sasidharan, Anand

**Inter-industry Wage Premia in Portugal: Evidence from EU-SILC data**

*by*Biagetti, Marco & Scicchitano, Sergio

**Wage inequality and returns to schooling in Europe: a semi-parametric approach using EU-SILC data**

*by*Biagetti, Marco & Scicchitano, Sergio

**Modelling Unobserved Heterogeneity in Discrete Choice Models of Labour Supply**

*by*Pacifico, Daniele

**Estimating Semiparametric Panel Data Models by Marginal Integration**

*by*Qian, Junhui & Wang, Le

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

*by*Delis, Manthos D & Tran, Kien & Tsionas, Efthymios

**Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach**

*by*Beneki, Christina & Eeckels, Bruno & Leon, Costas

**Equal Strength or Dominant Teams: Policy Analysis of NFL**

*by*Biner, Burhan

**Monetary Asset Substitution in the Euro Area**

*by*Zagaglia, Paolo

**Mean Shift detection under long-range dependencies with ART**

*by*Willert, Juliane

**Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data**

*by*Tierney, Heather L.R.

**Growth and the pollution convergence hypothesis: A nonparametric approach**

*by*Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis

**Alternative Tilts for Nonparametric Option Pricing**

*by*Walker, Todd B & Haley, M. Ryan

**Constructing Epistemic Landscapes: Methods of GIS-Based Mapping**

*by*Evers, Hans-Dieter & Genschick, Sven & Schraven, Benjamin

**Performance and Congestion Analysis of the Portuguese Hospital Services**

*by*Simões, Pedro & Cunha Marques, Rui

**Combining parametric and nonparametric approaches for more efficient time series prediction**

*by*Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel

**A Nonparametric Test of Strategic Behavior in the Cournot Model**

*by*Deb, Rahul & Fenske, James

**Testing Linearity in Term Structures**

*by*Peroni, Chiara

**Impossibility Results for Nondifferentiable Functionals**

*by*Hirano, Keisuke & Porter, Jack

**Determinants of Heritage Authorities’ Performance: An exploratory study with DEA bootstrapping approach**

*by*Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde

**Some Notes on Sample Selection Models**

*by*Aguirregabiria, Victor

**Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries**

*by*Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu

**A note on positive semi-definiteness of some non-pearsonian correlation matrices**

*by*Mishra, SK

**Misspecification and Heterogeneity in Single-Index, Binary Choice Models**

*by*Chen, Pian & Velamuri, Malathi

**Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences**

*by*Proietti, Tommaso & Luati, Alessandra

**Poisson Indices of Segregation**

*by*Angelo, Mele

**Measuring the Persistence on Consumption in Portugal**

*by*Belbute, José & Caleiro, António

**Is the Impact Really That High? The Effect of FDI in Transition**

*by*Hagemejer, Jan & Tyrowicz, Joanna

**Gaming in a benchmarking environment. A non-parametric analysis of benchmarking in the water sector**

*by*De Witte, Kristof & Marques, Rui

**Efficient Estimation of an Additive Quantile Regression Model**

*by*Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit

**Rewarding Carrots & Crippling Sticks: Eliciting Employee Preferences for the Optimal Incentive Mix in Europe**

*by*Pouliakas, Konstantinos & Theodossiou, Ioannis

**The joint estimation of bank-level market power and efficiency**

*by*Delis, Manthos D & Tsionas, Efthymios

**Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables**

*by*De Witte, Kristof & Mika, Kortelainen

**Determinants of bank efficiency: Evidence from a semi-parametric methodology**

*by*Delis, Manthos D & Papanikolaou, Nikolaos I

**Regulations and productivity growth in banking**

*by*Delis, Manthos D & Molyneux, Philip & Pasiouras, Fotios

**A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data**

*by*Tierney, Heather L.R.

**A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data**

*by*Tierney, Heather L.R.

**Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right**

*by*Barnett, William A. & He, Susan

**A note on the ordinal canonical correlation analysis of two sets of ranking scores**

*by*Mishra, SK

**The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization**

*by*Mishra, SK

**Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version**

*by*Kyungchul Song

**Identification of Stochastic Sequential Bargaining Models, Second Version**

*by*Antonio Merlo & Xun Tang

**Identification of Stochastic Sequential Bargaining Models**

*by*Antonio Merlo & Xun Tang

**Point Decisions for Interval-Identified Parameters**

*by*Kyungchul Song

**Testing Predictive Ability and Power Robustification**

*by*Kyungchul Song

**Estimating Simultaneous Games with Incomplete Information under Median Restrictions**

*by*Xun Tang

**Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes**

*by*Xun Tang

**Two-Step Extremum Estimation with Estimated Single-Indices**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling**

*by*Kyungchul Song

**Binary Regressions with Bounded Median Dependence**

*by*Xun Tang

**A Reassessment of Italian Regional Convergence through a Non-Parametric Approach**

*by*Silvia Dal Bianco

**Learning and filtering via simulation: smoothly jittered particle filters**

*by*Neil Shephard & Thomas Flury

**A Nonparametric Analysis of the Cournot Model**

*by*John Quah & Andres Carvajal

**Nuisance parameters, composite likelihoods and a panel of GARCH models**

*by*Neil Shephard & Kevin Sheppard

**Nuisance parameters, composite likelihoods and a panel of GARCH models**

*by*Cavit Pakel & Neil Shephard & Kevin Sheppard

**Efficiency Analysis of Microfinance Institutions in Developing Countries**

*by*M. Kabir Hassan & Benito Sanchez

**Jump-Robust Volatility Estimation using Nearest Neighbor Truncation**

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

**Matching on the Estimated Propensity Score**

*by*Alberto Abadie & Guido W. Imbens

**Nonparametric Identification and Estimation of Nonadditive Hedonic Models**

*by*James J. Heckman & Rosa L. Matzkin & Lars Nesheim

**Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin**

*by*Pedro Carneiro & James J. Heckman & Edward J. Vytlacil

**A Simple Nonparametric Estimator for the Distribution of Random Coefficients**

*by*Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan

**Identifying Heterogeneity in Economic Choice Models**

*by*Jeremy T. Fox & Amit Gandhi

**Identification in Matching Games**

*by*Jeremy T. Fox

**The Random Coefficients Logit Model Is Identified**

*by*Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan

**Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Margins of Multinational Labor Substitution**

*by*Marc-Andreas Muendler & Sascha O. Becker

**A Martingale Representation for Matching Estimators**

*by*Alberto Abadie & Guido Imbens

**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**

*by*Guido Imbens & Karthik Kalyanaraman

**Größenvorteile im deutschen ÖSPV – Eine empirische Analyse**

*by*Karl-Hans Hartwig & Raimund Scheffler

**Nonparametric time series forecasting with dynamic updating**

*by*Han Lin Shang & Rob J Hyndman

**Optimal Probabilistic Forecasts for Counts**

*by*Brendan P.M. McCabe & Gael M. Martin & David Harris

**Description Length and Dimensionality Reduction in Functional Data Analysis**

*by*D. S. Poskitt & Arivalzahan Sengarapillai

**A Risk Management Approach for Portfolio Insurance Strategies**

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

**D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?**

*by*Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet

**The impact of the European Union emission trading scheme on electricity generation sectors**

*by*Djamel Kirat & Ibrahim Ahamada

**GARP violation, economic environment distortions and shadow prices : Evidence from household expenditure panel data**

*by*Marc-Arthur Diaye & François Gardes & Christophe Starzec

**Wavelet method for locally stationary seasonal long memory processes**

*by*Dominique Guegan & Zhiping Lu

**Portfolio Symmetry and Momentum**

*by*Monica Billio & Ludovic Calès & Dominique Guegan

**A robust version of the KPSS test based on ranks**

*by*Matteo Pelagatti & Pranab Sen

**Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping**

*by*Roy Cerqueti & Paolo Falbo & Cristian Pelizzari

**Errors-In-Variables Models: A Generalized Functions Approach**

*by*Victoria Zinde-Walsh

**Services sociaux d'éducation et de santé en Guinée: Effets redistributifs de la politique gouvernementale**

*by*Sékou Falil Doumbouya & Aboubacar Kaba & Mama Kéita & Ousmane Bah & Mohamed Lamine Doumbouya M.L. & Koulako Camara

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti

**Comparing Population Distributions from bin-Aggregated Sample Data: an Application to Historical Height Data from France**

*by*Jean-Yves Duclos & Josée Leblanc & David Sahn

**Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia**

*by*Toman Omar Mahmoud & Rainer Thiele

**Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability**

*by*William Barnett & Philippe de Peretti

**R&D Subsidies to Start-ups - Effective Drivers of Patent Activity and Employment Growth?**

*by*Uwe Cantner & Sarah Kösters

**Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities**

*by*Chamon, Marcos & de Mello, João M. P. & Firpo, Sergio

**Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities**

*by*Chamon, Marcos & de Mello, João M. P. & Firpo, Sergio

**Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France**

*by*d'Haultfoeuille, Xavier & Maurel, Arnaud

**Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France**

*by*d'Haultfoeuille, Xavier & Maurel, Arnaud

**Partially Identified Treatment Effects under Imperfect Compliance: The Case of Domestic Violence**

*by*Siddique, Zahra

**Partially Identified Treatment Effects under Imperfect Compliance: The Case of Domestic Violence**

*by*Siddique, Zahra

**How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education**

*by*Mogstad, Magne & Wiswall, Matthew

**How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education**

*by*Mogstad, Magne & Wiswall, Matthew

**A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model**

*by*Bijwaard, Govert & Ridder, Geert

**A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model**

*by*Bijwaard, Govert & Ridder, Geert

**Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men**

*by*Wunder, Christoph & Schwarze, Johannes

**Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men**

*by*Wunder, Christoph & Schwarze, Johannes

**Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data**

*by*Flores, Carlos A. & Mitnik, Oscar A.

**Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data**

*by*Flores, Carlos A. & Mitnik, Oscar A.

**Nonparametric Identification and Estimation of Nonadditive Hedonic Models**

*by*Heckman, James J. & Matzkin, Rosa & Nesheim, Lars

**Nonparametric Identification and Estimation of Nonadditive Hedonic Models**

*by*Heckman, James J. & Matzkin, Rosa & Nesheim, Lars

**Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin**

*by*Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward

**Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin**

*by*Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward

**The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data**

*by*Bargain, Olivier & Kwenda, Prudence

**The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data**

*by*Bargain, Olivier & Kwenda, Prudence

**The Anatomy of Absenteeism**

*by*Markussen, Simen & Røed, Knut & Røgeberg, Ole J. & Gaure, Simen

**The Anatomy of Absenteeism**

*by*Markussen, Simen & Roed, Knut & Røgeberg, Ole J. & Gaure, Simen

**Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness**

*by*Flores, Carlos A. & Flores-Lagunes, Alfonso

**Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness**

*by*Flores, Carlos A. & Flores-Lagunes, Alfonso

**A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany**

*by*Juessen, Falko

**A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany**

*by*Juessen, Falko

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Wunder, Christoph & Wiencierz, Andrea & Schwarze, Johannes & Küchenhoff, Helmut & Kleyer, Sara & Bleninger, Philipp

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Wunder, Christoph & Wiencierz, Andrea & Schwarze, Johannes & Küchenhoff, Helmut & Kleyer, Sara & Bleninger, Philipp

**Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension**

*by*Henderson, Daniel J. & Parmeter, Christopher F.

**Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension**

*by*Henderson, Daniel J. & Parmeter, Christopher F.

**Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?**

*by*Millimet, Daniel L. & Wang, Le

**Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?**

*by*Millimet, Daniel L. & Wang, Le

**A Martingale Representation for Matching Estimators**

*by*Abadie, Alberto & Imbens, Guido W.

**A Martingale Representation for Matching Estimators**

*by*Abadie, Alberto & Imbens, Guido W.

**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**

*by*Busso, Matias & DiNardo, John & McCrary, Justin

**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**

*by*Busso, Matias & DiNardo, John & McCrary, Justin

**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**

*by*Imbens, Guido W. & Kalyanaraman, Karthik

**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**

*by*Imbens, Guido W. & Kalyanaraman, Karthik

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**The effect of outplacement services on earning prospects of unemployed**

*by*F. Alfonso Arellano Espinar

**Do process innovations boost SMEs productivity growth?**

*by*Juan Antonio Máñez Castillejo & Amparo Sanchis Llopis & Juan A. Sanchis Llopis & María Engracia Rochina Barrachina

**An Empirical Model of Search with Vertically Differentiated Products**

*by*Matthijs R Wildenbeest

**Specialization and risk sharing: evidence from European regions**

*by*Roberto Basile & Alessandro Girardi

**A Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Efficient estimation of copula-based semiparametric Markov models**

*by*Xiaohong Chen & Wei Biao Wu & Yanping Yi

**Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality**

*by*Pedro Carneiro & Sokbae 'Simon' Lee

**Instrumental Regression in Partially Linear Models**

*by*Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models**

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

**New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America**

*by*Juan Pablo Atal & Hugo Nopo & Natalia Winder

**Gender Wage Gaps in Central American Countries: Evidence from a Non-Parametric Approach**

*by*Ted Enamorado & Ana Carolina Izaguirre & Hugo Nopo

**Gender and Racial Wage Gaps in Brazil 1996-2006: Evidence Using a Matching Comparisons Approach**

*by*Luana Marquez Garcia & Hugo Nopo & Paola Salardi

**Ethnic and Gender Wage Gaps in Ecuador**

*by*Lourdes Gallardo & Hugo Nopo

**The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach**

*by*Hugo Nopo

**Efficiency of commercial banks in Bulgaria in the wake of EU accession**

*by*Kiril Tochkov & Nikolay Nenovsky

**Do more placement officers lead to lower unemployment? : evidence from Germany**

*by*Hainmueller, Jens & Hofmann, Barbara & Krug, Gerhard & Wolf, Katja

**Polar sets of anisotropic Gaussian random fields**

*by*Jakob Söhl

**Product policy and the East-West productivity gap**

*by*Bernd Görzig & Martin Gornig & Ramona Voshage & Axel Werwatz

**Generalized single-index models: The EFM approach**

*by*Xia Cui & Wolfgang Karl Härdle & Lixing Zhu

**A blocking and regularization approach to high dimensional realized covariance estimation**

*by*Nikolaus Hautsch & Lada M. Kyj & Roel C.A. Oomen

**Quantifizierbarkeit von Risiken auf Finanzmärkten**

*by*Wolfgang Karl Härdle & Christian Friedrich Wolfgang Kirchner

**Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics**

*by*Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

**Shape invariant modelling pricing kernels and risk aversion**

*by*Maria Grith & Wolfgang Härdle & Juhyun Park

**De copulis non est disputandum - Copulae: An Overview**

*by*Wolfgang Härdle & Ostap Okhrin

**Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator**

*by*Yingcun Xia & Wolfgang Härdle & Oliver Linton

**A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics**

*by*Ji Cao & Wolfgang Härdle & Julius Mungo

**CDO Pricing with Copulae**

*by*Barbara Choros & Wolfgang Härdle & Ostap Okhrin

**On the Systemic Nature of Weather Risk**

*by*Guenther Filler & Martin Odening & Ostap Okhrin & Wei Xu

**To publish or not to publish? On the aggregation and drivers of research performance**

*by*Rogge, Nicky & De Witte, Kristof

**Robust benevolent evaluations of teaching performance**

*by*Rogge, Nicky

**Granting teachers the 'benefit of the doubt' in performance evaluations**

*by*Rogge, Nicky

**Constructing a Knowledge Economy Composite Indicator with Imprecise Data**

*by*Cherchye, Laurens & Moesen, Willem & Rogge, Nicky

**Accounting for exogenous influences in a benevolent performance evaluation of teachers**

*by*De Witte, Kristof & Rogge, Nicky

**The Great Divide in Scientific Productivity. Why the Average Scientist Does Not Exist**

*by*Kelchtermans, Stijn & Veugelers, Reinhilde

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

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Swedish Consumers' Willingness to Pay for Food Safety - a Contingent Valuation Study on Salmonella Risk**

*by*Sundström, Kristian & Andersson, Henrik

**Nonparametric Structural Estimation of Labor Supply in the Presence of Censoring**

*by*Liang, Che-Yuan

**Nonparametric Structural Estimation of Labor Supply in the Presence of Censoring**

*by*Liang, Che-Yuan

**The Dependence Structure of Macroeconomic Variables in the US**

*by*Chollete, Loran & Ning, Cathy

**International Diversification: A Copula Approach**

*by*Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih

**International Diversification: An Extreme Value Approach**

*by*Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih

**Hospital productivity and the Norwegian ownership reform – A Nordic comparative study**

*by*Kittelsen, Sverre A.C. & Magnussen, Jon & Sarheim Anthun, Kjartan & Häkkinen, Unto & Linna, Miika & Medin, Emma & Olsen, Kim Rose & Rehnberg, Clas

**Organisational Change, Absenteeism and Welfare Dependency**

*by*Røed, Knut & Fevang, Elisabeth

**Wage Rigidity, Institutions, and Inflation**

*by*Holden , Steinar & Wulfsberg, Fredrik

**Local polynomial regression with truncated or censored response**

*by*Karlsson, Maria & Cantoni, Eva & de Luna, Xavier

**Do university units differ in the efficiency of resource utilization?**

*by*Daghbashyan, Zara

**Creating Innovations, Productivity and Growth - the efficiency of Icelandic firms**

*by*Ho, Dong-huyn & Lööf, Hans

**Economic growth across Chinese provinces: in search of innovation-driven gains**

*by*Funke, Michael & Yu, Hao

**Do Prices in the EMU Converge (Non-linearly)?**

*by*Ulrich Fritsche & Sarah Lein & Sebastian Weber

**Economic Growth Across Chinese Provinces: In Search of Innovation-Driven Gains**

*by*Michael Funke & Hao Yu

**Growth and the pollution convergence hypothesis: a nonparametric approach**

*by*C. Ordás Criado & S. Valente & T. Stengos

**Pobreza e impactos heterogéneos de las políticas activas de empleo juvenil: el caso de PROJOVEN en el Perú**

*by*Miguel Jaramillo & José Galdo & Verónica Montalva

**Wavelet Analysis of Central European Stock Market Behaviour During the Crisis**

*by*Jozef Barunik & Lukas Vacha

**Estimating LGD Correlation**

*by*Jiří Witzany

**Loss, Default, and Loss Given Default Modeling**

*by*Jiří Witzany

**Les effets des allègements de cotisations sociales sur l’emploi et les salaires : une évaluation de la réforme Fillon de 2003**

*by*Matthieu Bunel & Fabrice Gilles & Yannick L’Horty

**Study on the efficiency and effectiveness of public spending on tertiary education**

*by*Miguel St. Aubyn & �lvaro Pina & Filomena Garcia & Joana Pais

**Degrees of cooperation in household consumption models: a revealed preference analysis**

*by*Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK

**Constructing a knowledge economy composite indicator with imprecise data**

*by*Laurens CHERCHYE & Willem MOESEN & Nicky ROGGE & Tom VAN PUYENBROECK

**Accounting for exogenous influences in a benevolent performance evaluation of teachers**

*by*Kristof DE WITTE & Nicky ROGGE

**The political economy of efficient public good provision: evidence from Flemish libraries using a generalised conditional efficiency framework**

*by*Kristof DE WITTE & Benny GEYS

**Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models**

*by*Rombouts, J.V.K. & Verbeek, M.J.C.M.

**Riding Bubbles**

*by*Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B.

**Testing for seasonal unit roots in monthly panels of time series**

*by*Kunst, R.M. & Franses, Ph.H.B.F.

**Is power more evenly balanced in poor households?**

*by*Couprie Helene, Peluso Eugenio and Trannoy Alain

**Equality of opportunity and luck: De nitions and testable conditions, with an application to income in France**

*by*Arnaud LEFRANC, Nicolas PISTOLESI, Alain TRANNOY

**Nonparametric estimation of a polarization measure**

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

**Adaptive Experimental Design Using the Propensity Score**

*by*Jinyong Hahn & Keisuke Hirano & Dean Karlan

**Adaptive Experimental Design Using the Propensity Score**

*by*Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean

**Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure**

*by*Matteo Barigozzi & Biagio Speciale

**Forecasting Realized Volatility Using A Nonnegative Semiparametric Model**

*by*Daniel Preve & Anders Eriksson & Jun Yu

**Robust Firm Pricing with Panel Data**

*by*James W. Roberts & Benjamin R. Handel & Kanishka Misra

**Is income becoming more polarized Italy? A closer look with a distributional approach**

*by*Riccardo Massari

**Copulas and bivariate risk measures : an application to hedge funds**

*by*Rihab Bedoui & Makram Ben Dbadis

**Dependence structure of risk factors and diversification effects**

*by*Chen Zou

**Measuring Stock Market Contagion with an Application to the Sub-prime Crisis**

*by*Mark Mink & Jochen Mierau

**Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission**

*by*Maria Nieswand & Astrid Cullmann & Anne Neumann

**Inefficiency in the German Mechanical Engineering Sector**

*by*Alexander Schiersch

**Product Policy and the East-West Productivity Gap: Evidence from German Manufacturing Firms**

*by*Bernd Görzig & Martin Gornig & Ramona Voshage & Axel Werwatz

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff & Sara Kleyer & Philipp Bleninger

**Research Efficiency in Manufacturing: An Application of DEA at the Industry Level**

*by*Jens Schmidt-Ehmcke & Petra Zloczysti

**Innovation, R&D Efficiency and the Impact of the Regulatory Environment: A Two-Stage Semi-Parametric DEA Approach**

*by*Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti

**Duration of Maternity Leave in Germany: A Case Study of Nonparametric Hazard Models and Penalized Splines**

*by*Torben Kuhlenkasper & Göran Kauermann

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff & Sara Kleyer & Philipp Bleninger

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

*by*Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek

**Efficient Estimation of an Additive Quantile Regression**

*by*Yebin Cheng & Jan G. De Gooijer & Dawit Zerom

**Forecasting Aggregate Productivity using Information from Firm-Level Data**

*by*Eric J. Bartelsman & Zoltan Wolf

**Degrees of Cooperation in Household Consumption Models: A Revealed Preference Analysis**

*by*Cherchye, L.J.H. & Demuynck, T. & Rock, B. de

**College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Klein, T.J.

**The Half-Half Plot**

*by*Einmahl, J.H.J. & Gantner, M.

**The Revealed Preference Approach to Collective Consumption Behavior: Nonparametric Testing and Sharing Rule Recovery (Revised version of CentER DP 2007-73)**

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

**Mixed Hitting-Time Models**

*by*Abbring, J.H.

**Ultimate 100m World Records Through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Smeets, S.G.W.R.

**A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models**

*by*Krajina, A.

**Copulas and bivariate Risk measures : an application to hedge funds**

*by*Bedoui, Rihab & Ben Dbabis, Makram

**Nonparametric Tests of Conditional Treatment Effects**

*by*Sokbae Lee & Yoon-Jae Whang

**Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions**

*by*Chunrong Ai & Xiaohong Chen

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Vadim Marmer & Taisuke Otsu

**On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions**

*by*Yuichi Kitamura & Andres Santos & Azeem M. Shaikh

**Nonparametric Estimation in Random Coefficients Binary Choice Models**

*by*Eric Gautier & Yuichi Kitamura

**Nonparametric Estimation of a Polarization Measure**

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

**An Improved Bootstrap Test of Stochastic Dominance**

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

**A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression**

*by*Peter C.B. Phillips & Liangjun Su

**Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor**

*by*Peter C.B. Phillips & Liangjun Su

**Efficient Estimation of Copula-based Semiparametric Markov Models**

*by*Xiaohong Chen & Wei Biao Wu & Yanping Yi

**Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications**

*by*Qiying Wang & Peter C. B. Phillips

**An Illustration of the Returns to Training Programmes: The Evaluation of the “Qualifying Contract" in France**

*by*S. PESSOA e COSTA & S. ROBIN

**Informal Referrals, Employment and Wages: Seeking Causal Directions**

*by*Ana Maria DIAZ E

**Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models**

*by*Guillaume HORNY & Matteo PICCHIO

**A functional data based method for time series classification**

*by*Andrés M. Alonso & David Casado & Sara López Pintado & Juan Romo

**Nonparametric estimation of a polarization measure**

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

**Consistent estimation of the risk-return tradeoff in the presence of measurement error**

*by*Anisha Ghosh & Oliver Linton

**Evaluating Value-at-Risk models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**A nonparametric copula based test for conditional independence with applications to granger causality**

*by*Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti

**Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test**

*by*Jonathan B. Hill & Artyom Shneyerov

**A nonparametric copula based test for conditional independence with applications to Granger causality**

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim

**Urban concentration and economic growth: checking for specific regional effects**

*by*Pholo Bala, Alain

**Conceptos basicos de estadistica**

*by*Ignacio Velez-Pareja

**La Curva de Engel de los Servicios de Salud En Colombia. Una Aproxima-ción Semiparamétrica**

*by*Barrientos Marín, Jorge & Gallego, Juan Miguel & Saldarriaga, Juan Pablo

**Una aproximación al problema de optimalidad y eficiencia en el sector eléctrico colombiano**

*by*Miguel Andrés Espinosa Farfán

**GMM, Generalized Empirical Likelihood, and Time Series**

*by*F. Crudu

**Dynamic Specification Tests For Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti

**Default Predictors and Credit Scoring Models for Retail Banking**

*by*Evžen Kocenda & Martin Vojtek

**Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Wage Rigidity, Institutions, and Inflation**

*by*Steinar Holden & Fredrik Wulfsberg

**Efficient Estimation of a Multivariate Multiplicative Volatility Model**

*by*Christian M. Hafner & Oliver Linton

**Estimation Of A Semiparametricigarch(1,1) Model**

*by*Woocheol Kim & Oliver Linton

**An Alternative Way of ComputingEfficient Instrumental VariableEstimators**

*by*Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton

**Nonparametric Estimation of a Polarization Measure**

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

**Testing for Factor Price Equality in the Presence of Unobserved Factor Quality Diferences**

*by*Andrew Bernard & Stephen Redding & Peter Schott

**Growth and the pollution convergence hypothesis: a nonparametric approach**

*by*Carlos Ordás Criado & Simone Valente & Thanasis Stengos

**Investigando a hipótese de convergência na América Latina e no leste asiático: uma abordagem de regressão quantílica**

*by*Geovana Lorena Bertussi & Lízia de Figueiredo

**The Classification of Economic Activity into Expansions and Recessions**

*by*Travis Berge & Oscar Jorda

**Do You Think Your Risk Is Fair Paid? Evidence From Italian Labor Market**

*by*Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia

**A Nonparametric Analysis Of Canadian Employment Patterns**

*by*Luke Ignaczak & Marcel Voia

**Identification of Causal Effects on Binary Outcomes Using Structural Mean Models**

*by*Paul Clarke & Frank Windmeijer

**Instrumental Variable Estimators for Binary Outcomes**

*by*Paul Clarke & Frank Windmeijer

**Bank-Level Estimates of Market Power**

*by*Sophocles N. Brissimis & Manthos D. Delis

**Bank Heterogeneity and Monetary Policy Transmission**

*by*Sophocles N. Brissimis & Manthos D. Delis

**How Many Consumers are Rational?**

*by*Stefan Hoderlein

**Wage rigidity, institutions, and inflation**

*by*Steinar Holden & Fredrik Wulfsberg

**Comparing population distributions from bin-aggregated sample data: An application to historical height data from France**

*by*Jean-Yves Duclos & Josée Leblanc & David Sahn

**Identification of lagged duration dependence in multiple-spell competing risks models**

*by*Horny, G. & Picchio, M.

**Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

**Inference in Mixed Proportional Hazard Models with K Random Effects**

*by*Guillaume Horny.

**Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques**

*by*Tonatiuh Peña & Serafín Martínez & Bolanle Abudu

**Transformation kernel density estimation of actuarial loss functions**

*by*Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London)

**SNM Guide**

*by*Michael Creel & Dennis Kristensen

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

*by*Michael Creel & Dennis Kristensen

**Comparing population distributions from bin-aggregated sample data: An application to historical height data from France**

*by*Jean-Yves Duclos & Josée Leblanc & David Sahn

**Can nutritional label use influence body weight outcomes?**

*by*Andreas Drichoutis & Rodolfo M. Nayga, Jr. & Panagiotis Lazaridis

**A Note on Long-Memory in Population and Economic Growth**

*by*Mishra Tapas & Prskawetz Alexia & Parhi Mamata & Diebolt Claude

**Limit theorems for functionals of higher order differences of Brownian semi-stationary processes**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Testing a parametric function against a nonparametric alternative in IV and GMM settings**

*by*Tue Gørgens & Allan Würtz

**Jump-Robust Volatility Estimation using Nearest Neighbor Truncation**

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

**Unstable volatility functions: the break preserving local linear estimator**

*by*Isabel Casas & Irene Gijbels

**Understanding limit theorems for semimartingales: a short survey**

*by*Mark Podolskij & Mathias Vetter

**Robust Data-Driven Inference for Density-Weighted Average Derivatives**

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

**Semiparametric Modelling and Estimation: A Selective Overview**

*by*Dennis Kristensen

**Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models**

*by*Dennis Kristensen

**Local Whittle estimation of multivariate fractionally integrated processes**

*by*Frank S. Nielsen

**Tails, Fears and Risk Premia**

*by*Tim Bollerslev & Viktor Todorov

**Stochastic volatility of volatility in continuous time**

*by*Ole E. Barndorff-Nielsen & Almut E. D. Veraart

**Testing Conditional Factor Models**

*by*Dennis Kristensen & Andrew Ang

**Jump Testing and the Speed of Market Adjustment**

*by*Torben B. Rasmussen

**The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment**

*by*Nisar Ahmad & Michael Svarer

**Impact de l’ouverture sur la performance des entreprises : l’exemple tunisien**

*by*Ben Rejeb, Mouna

**Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia**

*by*Miroslav Verbič & Franc Kuzmin

**Capacity Utilization in a Generalized Malmquist Index Including Environmental Factors: A Decomposition Analysis**

*by*Torstein Bye & Annegrete Bruvoll & Jan Larsson

**Active Labor Market Policy Effects in a Dynamic Setting**

*by*Bruno Crépon & Marc Ferracci & Grégory Jolivet & Gerard J. van den Berg

**Impact Of Structural Funds On Regional Growth: How To Reconsider A 9 Year-Old Black Box**

*by*Sandy DALL’ERBA & Rachel GUILLAIN & Julie LE GALLO

**Some Composite ExponentialPareto Models for Actuarial Prediction**

*by*Teodorescu, Sandra & Vernic, Raluca

**Cox Regression Models for Unemployment Duration in Romania, Austria, Slovenia, Croatia, and Macedonia**

*by*Kavkler, Alenka & Danacica, Daniela-Emanuela & Babucea, Ana Gabriela & Bicanic, Ivo & Bohm, Bernhard & Tevdovski, Dragan & Tosevska, Katerina & Borsic, Darja

**Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution**

*by*Necula, Ciprian

**Assessing the impact of public funds on private R&D: A comparative analysis between state and regional subsidies**

*by*García Quevedo , José & Afcha Chávez , Sergio

**Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia**

*by*Sasa Zikovic & Bora Aktan

**Real-Time Market Abuse Detection with a Stochastic Parameter Model**

*by*Radosław Cholewiński

**Nonparametric Approach to Patent Citations**

*by*Petr Mariel & Susan Orbe

**Unexpected Recovery Risk and LGD Discount Rate Determination**

*by*Jiří Witzany

**Testing for omitted variables in partially linear regression models**

*by*Lawrence Dacuycuy

**The Financial Crisis Impact On Ethical Financial Institutions**

*by*Barbu Teodora Cristina & Boitan Iustina Alina

**An Efficiency Analysis of Punjab’s Cotton-Wheat System**

*by*M. Ishaq Javed & Sultan Ali Adil & Sarfaraz Hassan & Asghar Ali

**Effects of Filter Techniques on the Evaluation of a Model of Real Economic Cycles**

*by*Fredy Vásquez Bedoya & Sergio Restrepo Ochoa

**Hysteresis in Unemployment Rates? A Comparison between Germany and the US**

*by*Uwe Hassler & Jürgen Wolters

**The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation**

*by*Camelia Minoiu & Sanjay G. Reddy

**Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama**

*by*Namýk Kemal ERDOGAN & Nevin UZGOREN

**Comparing the Efficiency and Productivity of the Indian Pharmaceutical Firms: A Malmquist-Meta-Frontier Approach**

*by*Mainak Mazumdar & Meenakshi Rajeev

**Investigating the energy-environmental Kuznets curve**

*by*Luzzati, T. & Orsini, M.

**Towards a New Dynamic Measure of Competitive Balance: A Study Applied to Australia’s Two Major Professional ‘Football’ Leagues**

*by*Liam J. A. Lenten

**Wie effizient werden die Forschungsausgaben im internationalen Vergleich eingesetzt?**

*by*Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti

**School cover policy and academic achievement: the case of Medellin´s concession program**

*by*Barrientos Marín, Jorge

**School cover policy and academic achievement: the case of Medellin´s concession program**

*by*Barrientos Marín, Jorge

**Determinantes de la inversión en innovación en el sector de Bogotá:estimaciones econométricas a nivel de la firma**

*by*Jorge Andrés Vélez Ospina

**On the Consumer Behavior in Urban Colombia: The Case of Bogotá**

*by*Jorge Barrientos Marín

**Testing for Random Walk Behavior in Euro Exchange Rates**

*by*Amelie Charles & Olivier Darne

**L'effet de l'artt sur le chômage partiel. Une analyse empirique entre 1995 et 2005**

*by*Oana Calavrezo & Richard Duhautois & Emmanuelle Walkowiak

**Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach**

*by*Cathy Ning & Tony S. Wirjanto

**A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability**

*by*Hjertstrand, Per

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

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

**Aid, Policies, and Growth in Developing Countries: A New Look at the Empirics**

*by*Eskander Alvi & Debasri Mukherjee & Elias Kedir Shukralla

**A Dea Approach To The Relative Efficiency Of Portuguese Public Universities**

*by*António Afonso & Mariana Santos

**Linking Managerial Behaviour to Cost and Profit Efficiency in the Banking Sectors of Central and Eastern European Countries**

*by*Stefania P. S. Rossi & Markus S. Schwaiger & Gerhard Winkler

**Regression tree analysis of effects of energy prices on Turkish current account deficit**

*by*Tevfik AYTEMİZ & Ahmet ŞENGÖNÜL

**Döviz kurlarının öngörüsünde stokastik oynaklık modelleri**

*by*Alper ÖZÜN & Mehmet TÜRK

**An Alternative Measure of Efficiency in the Use of Electricity in India: A State Wise Assessment**

*by*Shrabani Mukherjee

**Technical efficiency in the Use of Health Care Resources: A Case Study of Tamil Nadu**

*by*Umakant Dash & S. D. Vaishnavi & V. R. Muraleedharan

**Nonparametric Instrumental Variable Estimation in Practice**

*by*Michael Cohen & Philip Shaw & Tao Chen

**Balanced Control of Generalized Error Rates**

*by*Joseph P. Romano & Michael Wolf

**Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Robust Performance Hypothesis Testing with the Sharpe Ratio**

*by*Oliver Ledoit & Michael Wolf

**Optimal testing of multiple hypotheses with common effect direction**

*by*Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf

**Déjà Vu? Short-Term Training in Germany 1980-1992 and 2000-2003**

*by*Osikominu, Aderonke & Orlyanskaya, Olga & Fitzenberger, Bernd & Waller, Marie

**Public-sector efficiency and interjurisdictional competition: An empirical investigation**

*by*Becker, Daniel Thomas

**The Virgin HIV Puzzle: Can misreporting account for the high proportion of HIV cases in self-reported virgins?**

*by*Deuchert, Eva

**Die another day: duration in German import trade**

*by*Nitsch, Volker

**A partially linear approach to modelling the dynamics of spot and futures prices**

*by*Gaul, Jürgen & Theissen, Erik

**Patients' Perceptions and Treatment Effectiveness**

*by*Sean Murphy & Robert Rosenman & Jon Yoder & Dan Firesner

**Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants**

*by*M. Eslava, J. Haltwanger, A. Kugler, M. Kugler

**Job Mobility and Skill Transferability. Some Evidences from Denmark and a Large Italian Region**

*by*Rikke Ibsen & Elisabetta Trevisan & Niels Westergaard-Nielsen

**Public Sector Pay Gaps and Skill Levels: a Cross-Country Comparison**

*by*Paolo Ghinetti & Claudio Lucifora

**A new method for constructing exact tests without making any assumptions**

*by*Karl Schlag

**Small-area estimation with spatial similarity**

*by*Nicholas Longford

**Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference**

*by*Karl Schlag

**Exact tests for correlation and for the slope in simple linear regressions without making assumptions**

*by*Karl Schlag

**Technical efficiency in Botswana’s financial institutions: a DEA approach**

*by*Moffat, Boitnmelo & Valadkhani, Abbas

**Identifying productivity change in Botswana’s financial institutions: an application of Malmquist productivity indices**

*by*Moffat, Boitnmelo & Valadkhani, Abbas & Harvie, Charles

**Spatial Growth Volatility and Age-structured Human Capital Dynamics in Europe**

*by*Mamata Parhi & Tapas Mishra

**An optimization-based matching procedure**

*by*Tomás Rau Binder & Jorge Rivera Cayupi & Rodrigo Krell

**Parametric and Semiparametric Efficient Tests for Parameter Instability**

*by*Dong Jin Lee

**The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study using Propensity Scores**

*by*Anupam Nanda & Stephen L. Ross

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Quantile-Based Nonparametric Inference for First-Price Auctions**

*by*Marmer, Vadim & Shneyerov, Artyom

**Sample selection bias and the South African wage function**

*by*Cobus Burger

**Out-of-sample comparison of copula specifications in multivariate density forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study**

*by*Terje Skjerpen

**Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach**

*by*Luiza Badin & Cinzia Daraio & Léopold Simar

**Public Good Provision in a Federalist Country: Tiebout Competition, Fiscal Equalization, and Incentives for Efficiency in Switzerland**

*by*Philippe K. Widmer & Peter Zweifel

**Gender wage discrimination in Mexico: A distributional approach**

*by*Gurleen Popli

**Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory**

*by*Pascal Lavergne & Valentin Patilea

**Modelling and measuring volatility**

*by*Ole E. Barndorff-Nielsen & Neil Shephard

**Fitting vast dimensional time-varying covariance models**

*by*Robert Engle & Neil Shephard & Kevin Shepphard

**Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model**

*by*Arnab Bhattacharjee

**Nonparametric estimation when income is reported in bands and at points**

*by*Martin Wittenberg

**A Geometric Measure for the Violation of Utility Maximization**

*by*Jan Heufer

**Measuring Residential Energy Efficiency Improvements with DEA**

*by*Peter Grösche

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

*by*Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti

**Height and the normal distribution: Evidence from Italian military data**

*by*Brian A'Hearn & Franco Peracchi & Giovanni Vecchi

**Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives**

*by*Adam Clements & A S Hurn & K A Lindsay

**Estimating the Payoffs of Temperature-based Weather Derivatives**

*by*Adam Clements & A S Hurn & K A Lindsay

**It never rains but it pours: Modelling the persistence of spikes in electricity prices**

*by*T M Christensen & A S Hurn & K A Lindsay

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

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Empirical Likelihood Block Bootstrapping**

*by*Jason Allen & Allan W. Gregory & Katsumi Shimotsu

**Analysis of the Predictors of Default for Portuguese Firms**

*by*Ana Lacerda & Russ A.Moro

**Approximating and Forecasting Macroeconomic Signals in Real-Time**

*by*João Valle e Azevedo & Ana Pereira

**Growth and inequality effects on poverty reduction in Italy**

*by*Vincenzo Lombardo

**Robust Two-Stage Least Squares: some Monte Carlo experiments**

*by*Mishra, SK

**Gibrat’s law for countries**

*by*González-Val, Rafael & Sanso-Navarro, Marcos

**A new method of robust linear regression analysis: some monte carlo experiments**

*by*Mishra, SK

**Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies**

*by*Kortelainen, Mika

**Garch Parameter Estimation Using High-Frequency Data**

*by*Visser, Marcel P.

**Short-term evolution of forward curves and volatility in illiquid power market**

*by*Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián

**On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing**

*by*Luati, Alessandra & Proietti, Tommaso

**The comovements of construction in Italy's regions, 1861-1913**

*by*Ciccarelli, Carlo & Fenoaltea, Stefano & Proietti, Tommaso

**Imposing Monotonicity Nonparametrically in First-Price Auctions**

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

**A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions**

*by*Henderson, Daniel J.

**Are any growth theories linear? Why we should care about what the evidence tells us**

*by*Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

**Decimalization, Realized Volatility, and Market Microstructure Noise**

*by*Vuorenmaa, Tommi A.

**Consumer preferences and demand systems**

*by*Barnett, William A. & Serletis, Apostolos

**Межотраслевой Анализ Эффективности Промышленности Украины**

*by*Goncharuk, Anatoliy G.

**Межотраслевой Анализ Эффективности Промышленности Украины**

*by*Goncharuk, Anatoliy G.

**An Alternative Sense of Asymptotic Efficiency**

*by*Mueller, Ulrich

**Unemployment durations after temporary work: Evidence for Great Britain and Germany**

*by*Dekker, Ronald

**Interdependent Preferences, Potential Games and Household Consumption**

*by*Deb, Rahul

**A Multivariate Band-Pass Filter**

*by*Valle e Azevedo, João

**On the functional estimation of multivariate diffusion processes**

*by*Bandi, Federico & Moloche, Guillermo

**Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia**

*by*Verbic, Miroslav & Kuzmin, Franc

**Impact Evaluation of Multiple Overlapping Programs using Difference-in-differences with Matching**

*by*Nguyen Viet, Cuong

**Measuring regional public health provision**

*by*Halkos, George & Tzeremes, Nickolaos

**Public sector efficiency: Leveling the playing field between OECD countries**

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

**Comment: The Identification Power of Equilibrium in Simple Games**

*by*Aguirregabiria, Victor

**A non-parametric investigation of risk premia**

*by*Peroni, Chiara

**A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price**

*by*Manzan, sebastiano & Zerom, Dawit

**Growth and inequality effects on poverty reduction in Italy**

*by*Lombardo, Vincenzo

**Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies**

*by*Delis, Manthos D & Koutsomanoli-Filippaki, Anastasia & Staikouras, Christos & Gerogiannaki, Katerina

**Comparing the accuracy of density forecasts from competing GARCH models**

*by*Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

**Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability**

*by*Barnett, William A. & de Peretti, Philippe

**A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores**

*by*Mishra, SK

**New Evidence on Gibrat’s Law for Cities**

*by*González-Val, Rafael & Lanaspa, Luis & Sanz, Fernando

**Active Labour Market Programmes and Poverty Dynamics in Ireland**

*by*Halpin, Brendan & Hill, John

**Competing methods for representing random taste heterogeneity in discrete choice models**

*by*Fosgerau, Mogens & Hess, Stephane

**Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices**

*by*Xun Tang

**Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary**

*by*Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang

**Testing Distributional Inequalities and Asymptotic Bias**

*by*Kyungchul Song

**An improved two-step regularization scheme for spot volatility estimation**

*by*S. Sanfelici & S. Ogawa

**Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise**

*by*S. Sanfelici & M. E. Mancino

**Sequencing Anomalies in Choice Experiments**

*by*Brett Day & Jose Luis Pinto Prades

**Fitting vast dimensional time-varying covariance models**

*by*Neil Shephard & Kevin Sheppard & Robert F. Engle

**Stochastic Volatility: Origins and Overview**

*by*Neil Shephard & Torben G. Andersen

**Measuring downside risk - realised semivariance**

*by*Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen

**Unit Root Testing with Unstable Volatility**

*by*Brandan K. Beare

**Modelling and measuring volatility**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Unit Root Testing with Unstable Volatility**

*by*Brendan K. Beare

**Estimating search with learning**

*by*Sergei Koulayev

**Market Entry in E-Commerce**

*by*Maximilian Kasy & Michael Kummer

**Identification and Estimation of 'Irregular' Correlated Random Coefficient Models**

*by*Bryan S. Graham & James Powell

**Inferring Welfare Maximizing Treatment Assignment under Budget Constraints**

*by*Debopam Bhattacharya & Pascaline Dupas

**Estimating Matching Games with Transfers**

*by*Jeremy T. Fox

**Efficiency bounds for missing data models with semiparametric restrictions**

*by*Bryan S. Graham

**Bayesian Averaging, Prediction and Nonnested Model Selection**

*by*Han Hong & Bruce Preston

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

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Inverse Probability Tilting for Moment Condition Models with Missing Data**

*by*Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel

**Nonparametric Identification and Estimation in a Generalized Roy Model**

*by*Patrick Bayer & Shakeeb Khan & Christopher Timmins

**Rainbow plots, Bagplots and Boxplots for Functional Data**

*by*Rob J. Hyndman & Han Lin Shang

**Density forecasting for long-term peak electricity demand**

*by*Rob J Hyndman & Shu Fan

**Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown**

*by*Kulan Ranasinghe & Mervyn J. Silvapulle

**Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown**

*by*Kulan Ranasinghe & Mervyn J. Silvapulle

**Driving Factors of Growth in Hungary - a Decomposition Exercise**

*by*Gábor Kátay & Zoltán Wolf

**Confidence Intervals for Estimates of Elasticities**

*by*J. G. Hirschberg, J. N. Lye & D. J. Slottje

**Analysing tax-benefit reforms with nonparametric methods**

*by*Carlo Vittorio FIORIO

**Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individualspecific Effects**

*by*Jürgen Maurer & Roger Klein & Francis Vella

**Who wears the trousers? A semiparametric analysis of decision power in couples**

*by*Melanie Lührmann & Jürgen Maurer

**Structural Transformation and the role of Foreign Direct Investment in Portugal: a descriptive analysis for the period 1990-2005**

*by*Miguel Lebre de Freitas & Ricardo Paes Mamede

**Semiparametric Deconvolution with Unknown Error Variance**

*by*William C. Horrace & Christopher F. Parmeter

**Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru**

*by*Jose Galdo & Miguel Jaramillo & Veronica Montalva

**The sensitivity of nonparametric misspecification tests to disturbance autocorrelation**

*by*Andrea Vaona

**Trend Extraction From Time Series With Structural Breaks and Missing Observations**

*by*Schlicht, Ekkehart

**Stochastic FDH/DEA estimators for Frontier Analysis**

*by*Leopold Simar & Valentin Zelenyuk

**Local Likelihood Estimation of Truncated Regression and Its Partial Derivatives: Theory and Application**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**Empirical Assessment of Bifurcation Regions within New Keynesian Models**

*by*William Barnett & Evgeniya Aleksandrovna Duzhak

**Comparing Shapes of Engel Curves**

*by*Andreas Chai & Alessio Moneta

**Mismeasured Household Size and Its Implications for the Identification of Economies of Scale**

*by*Halliday, Timothy

**Mismeasured Household Size and Its Implications for the Identification of Economies of Scale**

*by*Halliday, Timothy J.

**Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit: Eine Bilanz nach fünf Jahren**

*by*Caliendo, Marco & Künn, Steffen & Wießner, Frank

**Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit: Eine Bilanz nach fünf Jahren**

*by*Caliendo, Marco & Künn, Steffen & Wießner, Frank

**A Nonparametric Examination of Capital-Skill Complementarity**

*by*Henderson, Daniel J.

**A Nonparametric Examination of Capital-Skill Complementarity**

*by*Henderson, Daniel J.

**Active Labor Market Policy Effects in a Dynamic Setting**

*by*Crépon, Bruno & Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Active Labor Market Policy Effects in a Dynamic Setting**

*by*Crépon, Bruno & Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

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

*by*Dolado, Juan José & Stucchi, Rodolfo

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

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

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

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

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

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

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

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

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

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

**The Determinants of Regional Migration in Great Britain: A Duration Approach**

*by*Andrews, Martyn J. & Clark, Ken & Whittaker, William

**The Determinants of Regional Migration in Great Britain: A Duration Approach**

*by*Andrews, Martyn J. & Clark, Ken & Whittaker, William

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

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

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

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

**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

*by*Frölich, Markus & Melly, Blaise

**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

*by*Frölich, Markus & Melly, Blaise

**Recent Developments in the Econometrics of Program Evaluation**

*by*Imbens, Guido W. & Wooldridge, Jeffrey M.

**Recent Developments in the Econometrics of Program Evaluation**

*by*Imbens, Guido W. & Wooldridge, Jeffrey M.

**Quantile Treatment Effects in the Regression Discontinuity Design**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design**

*by*Frölich, Markus & Melly, Blaise

**From Giving Birth to Paid Labor: The Effects of Adult Education for Prime-Aged Mothers**

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

**From Giving Birth to Paid Labor: The Effects of Adult Education for Prime-Aged Mothers**

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

**Déjà Vu? Short-Term Training in Germany 1980–1992 and 2000–2003**

*by*Fitzenberger, Bernd & Orlyanskaya, Olga & Osikominu, Aderonke & Waller, Marie

**Déjà Vu? Short-Term Training in Germany 1980–1992 and 2000–2003**

*by*Fitzenberger, Bernd & Orlyanskaya, Olga & Osikominu, Aderonke & Waller, Marie

**Public Sector Pay Gap in France: New Evidence Using Panel Data**

*by*Bargain, Olivier & Melly, Blaise

**Public Sector Pay Gap in France: New Evidence Using Panel Data**

*by*Bargain, Olivier & Melly, Blaise

**Heterogeneous Impacts in PROGRESA**

*by*Djebbari, Habiba & Smith, Jeffrey A.

**Heterogeneous Impacts in PROGRESA**

*by*Djebbari, Habiba & Smith, Jeffrey A.

**Start-Up Subsidies in East Germany: Finally, a Policy that Works?**

*by*Caliendo, Marco

**Start-Up Subsidies in East Germany: Finally, a Policy that Works?**

*by*Caliendo, Marco

**Unconditional Quantile Treatment Effects under Endogeneity**

*by*Frölich, Markus & Melly, Blaise

**Unconditional Quantile Treatment Effects under Endogeneity**

*by*Frölich, Markus & Melly, Blaise

**The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles**

*by*Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J.

**The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles**

*by*Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J.

**Consumer Search on the Internet**

*by*Babur de los Santos

**Assessing Hospital Efficiency: Non-parametric Evidence for Portugal**

*by*António Afonso & Sónia Fernandes

**Income Distribution Determinants and Public Spending Efficiency**

*by*António Afonso & Ludger Schknecht & Vito Tanzi

**Specification Tests of Parametric Dynamic Conditional Quantiles**

*by*Juan Carlos Escanciano & Carlos Velasco

**Age-structured Human Capital and Spatial Total Factor Productivity Dynamics**

*by*Mishra, Tapas & Jumah, Adusei & Parhi, Mamata

**Sharp identification regions in games**

*by*Arie Beresteanu & Ilya Molchanov & Francesca Molinari

**Estimation of nonparametric conditional moment models with possibly nonsmooth moments**

*by*Xiaohong Chen & Demian Pouzo

**More on confidence intervals for partially identified parameters**

*by*Jörg Stoye

**Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals**

*by*Xiaohong Chen & Demian Pouzo

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

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

**Identifying the returns to lying when the truth is unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Consistent noisy independent component analysis**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Generalized nonparametric deconvolution with an application to earnings dynamics**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Retornos de la educación pública y privada: Inferencia asintótica y bootstrap en medidas de desigualdad**

*by*Carlos Alberto Foronda Rojas & Milenka Ocampo

**Bounds analysis of competing risks : a nonparametric evaluation of the effect of unemployment benefits on migration in Germany (Revised version of the FDZ Methodenbericht No. 04/2007)**

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

**Déjà vu? Short-term training in Germany 1980-1992 and 2000-2003**

*by*Fitzenberger, Bernd & Orlyanskaya, Olga & Osikominu, Aderonke & Waller, Marie

**The wage costs of motherhood : which mothers are better off and why**

*by*Nivorozhkina, Ludmilla & Nivorozhkin, Anton

**The impact of firm characteristics on the success of employment subsidies : a decomposition analysis of treatment effects**

*by*Krug, Gerhard & Dietz, Martin & Ullrich, Britta

**Measuring and Modeling Risk Using High-Frequency Data**

*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

**Modeling Dependencies in Finance using Copulae**

*by*Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin

**Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation**

*by*Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer

**Stock Picking via Nonsymmetrically Pruned Binary Decision Trees**

*by*Anton Andriyashin

**The Stochastic Fluctuation of the Quantile Regression Curve**

*by*Wolfgang Härdle & Song Song

**Recursive Portfolio Selection with Decision Trees**

*by*Anton Andriyashin & Wolfgang Härdle & Roman Timofeev

**A Consistent Nonparametric Test for Causality in Quantile**

*by*Kiho Jeong & Wolfgang Härdle

**Value-at-Risk and Expected Shortfall when there is long range dependence**

*by*Wolfgang Härdle & Julius Mungo

**The Default Risk of Firms Examined with Smooth Support Vector Machines**

*by*Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh

**Independent Component Analysis Via Copula Techniques**

*by*Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang

**The Bayesian Additive Classification Tree Applied to Credit Risk Modelling**

*by*Junni L. Zhang & Wolfgang Härdle

**Adaptive pointwise estimation in time-inhomogeneous time-series models**

*by*Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny

**The Long-Term Impacts of Vocational Rehabilitation**

*by*Westlie, Lars

**Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability?**

*by*Westlie, Lars

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

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

**An Overview of Methods in the Analysis of Dependent ordered catagorical Data: Assumptions and Implications**

*by*Högberg, Hans & Svensson, Elisabeth

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

*by*Högberg, Hans & Svensson, Elisabeth

**Bandspectrum Cointegration**

*by*Andersson, Fredrik N. G.

**Monitoring and norms in sickness insurance: empirical evidence from a natural experiment**

*by*Hesselius, Patrik & Johansson, Per & Vikström, Johan

**Duration dependence versus unobserved heterogeneity in treatment effects: Swedish labor market training and the transition rate to employment**

*by*Richardson, Katarina & van den Berg, Gerard J

**The matching method for treatment evaluation with selective participation and ineligibles**

*by*Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J.

**Market Structure and the Stability and Volatility of Electricity Prices**

*by*Bask, Mikael & Widerberg, Anna

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

*by*Pantelis Kalaitzidakis. & Theofanis P. Mamuneas. & Thanasis Stengos.

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

*by*Mohamed CHAOUCH (IMB, Université de Bourgogne) & Ali GANNOUN (CNAM, Paris) & Jérôme SARACCO (GREThA)

**Combining Multiple Criterion Systems for Improving Portfolio Performance**

*by*H. D. Vinod & D. F. Hsu & Y. Tian

**Atividade Inovativa Na América Latina: Uma Comparação Entre Industrias De Baixa E Alta Intensidade Tecnológica**

*by*Sérgio Kannebley Júnior & João Alberto de Negri

**Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models**

*by*Vít Bubák

**Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices**

*by*Christian De Peretti & Carole Siani

**The effectiveness and efficiency of public spending**

*by*Ulrike Mandl & Adriaan Dierx & Fabienne Ilzkovitz

**Is a little sunshine all we need? On the impact of sunshine regulation on profits, productivity and prices in the Dutch drinking water sector**

*by*Kristof De Witte & David S. Saal

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

*by*Kristof De Witte & Rui C. Marques

**Nonparametric tests of collectively rational consumption behavior: an integer programming procedure**

*by*Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frederic Vemeulen

**Range-based covariance estimation using high-frequency data: The realized co-range**

*by*Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E.

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

*by*Phu Nguyen Van

**Can rare events explain the equity premium puzzle?**

*by*Christian Julliard & Anisha Ghosh

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

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

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

*by*Weshah Razzak & Rabie Nasser

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

*by*Chen, Xiaohong & Pouzo, Demian

**Potential Gains from Mergers in Local Public Transport: An Efficiency Analysis Applied to Germany**

*by*Matthias Walter & Astrid Cullmann

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

*by*Christian von Hirschhausen & Astrid Cullmann

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

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

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

*by*Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk

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

*by*Jaap Abbring & Pierre-André Chiappori & Tibor Zavadil

**The Effect of Parents' Schooling on Child's Schooling: A Nonparametric Bounds Analysis**

*by*Monique de Haan

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

*by*Jan G. De Gooijer & Ao Yuan

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

*by*Charles S. Bos

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

*by*Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

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

*by*Abbring, J.H. & Chiappori, P.A. & Zavadil, T.

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

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

**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**

*by*Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.

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

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

**The WTO Trade Effect**

*by*Pao-Li Chang¤ & Myoung-Jae Lee

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

*by*Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying

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

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

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

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Optimal Bandwidth Choice for Interval Estimation in GMM Regression**

*by*Yixiao Sun & Peter C.B. Phillips

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

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

**Structural Nonparametric Cointegrating Regression**

*by*Qiying Wang & Peter C.B. Phillips

**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 Generalized Residuals**

*by*Xiaohong Chen & Demian Pouzo

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

*by*Xiaohong Chen & Demian Pouzo

**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**

*by*Jose Antonio Carnicero & Michael P. Wiper

**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?**

*by*Greta Falavigna

**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

**¿Migran los colombianos para mejorar sus condiciones laborales? Evidencia de la hipótesis de selección para Colombia 2003**

*by*Mónica Roa Rodríguez

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

*by*Christian Manuel Posso Suárez

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

*by*Enrique López Enciso

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

*by*Enrique Sentana & Dante Amegual

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

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**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**

*by*Marcia M Schafgans & Victoria Zinde-Walshyz

**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**

*by*Harvey, A.

**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**

*by*Sophocles N. Brissimis & Manthos D. Delis & Nikolaos I. Papanikolaou

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

*by*Lacroix, R.

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

*by*Lacroix, R.

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

*by*Arnulfo Rodríguez & Gerardo Zúñiga & Pedro N. Rodríguez

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

*by*Stefano Nobili & Gerardo Palazzo

**Empirical Likelihood Block Bootstrapping**

*by*Jason Allen & Allan W. Gregory & Katsumi Shimotsu

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

*by*Christian Conrad & Enno Mammen

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

*by*Michael Creel

**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**

*by*Almut E. D. Veraart

**Semiparametric Inference in a GARCH-in-Mean Model**

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

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

*by*Christian M. Dahl & Yu Qin

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

*by*Dennis Kristensen

**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**

*by*Almut Veraart

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

*by*Jie Zhu

**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**

*by*Nguyen Khac Minh & Giang Thanh Long

**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

**La pobreza en España en el período 1985-1995. Un análisis transversal y longitudinal**

*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**

*by*Jorge Barrientos Marín

**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

**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

**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

**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

**The evolution of the US urban structure from a long-run perspective (1900-2000)**

*by*González-Val, Rafael

**Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis**

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

**Asymptotic and bootstrap properties of rank regressions**

*by*Subbotin, Viktor

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

*by*Amador, João & Cabral, Sónia & Ramos Maria, José

**Quelles solutions à la hausse continue de la facture publique pétrolière : maintien des appuis à la consommation ou libre fixation des prix par le marché ?**

*by*Diagne, Youssoupha S & Diop, Mouhamadou M

**A non-parametric investigation of risk premia**

*by*Peroni, Chiara

**Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces**

*by*Ordás Criado, Carlos

**Singular Spectrum Analysis: Methodology and Comparison**

*by*Hassani, Hossein

**The average treatment effect and average partial effect in nonlinear models**

*by*Nguyen Viet, Cuong

**A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany**

*by*Gelhausen, Marc Christopher

**A practical test for the choice of mixing distribution in discrete choice models**

*by*Fosgerau, Mogens & Bierlaire, Michel

**Estimating the Income Reporting Function for the Self-Employed**

*by*Tedds, Lindsay

**Nonlinear time series: semiparametric and nonparametric methods**

*by*Gao, Jiti

**Deconvoluting preferences and errors: a model for binomial panel data**

*by*Fosgerau, Mogens & Nielsen, Søren Feodor

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

*by*Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda

**An approach to the estimation of the distribution of marginal valuations from discrete choice data**

*by*Fosgerau, Mogens & Hjort, Katrine & Vincent Lyk-Jensen, Stéphanie

**Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos**

*by*Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo & Juan Carlos, Mendieta Lopez

**Mixed Signals Among Tests for Panel Cointegration**

*by*Westerlund, Joakim & Basher, Syed A.

**Learning-by-Exporting Effects: Are They for Real?**

*by*Isgut, Alberto & Fernandes, Ana

**Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries**

*by*Halkos, George & Tzeremes, Nickolaos

**Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas**

*by*Ozun, Alper & Cifter, Atilla

**Computational Inefficiency Of Nonparametric Tests For Consistency Of Data With Household Consumption**

*by*Deb, Rahul

**Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey**

*by*Cifter, Atilla & Ozun, Alper

**Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas**

*by*Rodriguez, Analía

**Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing**

*by*Gao, Jiti & Hong, Yongmiao

**Efficiency and University Size: Discipline-wise Evidence from European Universities**

*by*Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold

**The IGARCH e®ect: Consequences on volatility forecasting and option trading**

*by*Stefano HERZEL & Catalin STARICA & Thomas NORD

**Productivity polarization across regions in Europe**

*by*Roberto Basile

**Testing Conditional Independence via Rosenblatt Transforms**

*by*Kyungchul Song

**Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects**

*by*Juan Carlos Escanciano & Kyungchul Song

**Improving the Efficiency of Health Care Spending: Selected Evidence on Hospital Performance**

*by*Espen Erlandsen

**Performance Indicators for Public Spending Efficiency in Primary and Secondary Education**

*by*Douglas Sutherland & Robert W.R. Price & Isabelle Joumard & Chantal Nicq

**Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets**

*by*M. Kabir Hassan & Jung Suk-Yu

**Regression Discontinuity Designs: A Guide to Practice**

*by*Guido Imbens & Thomas Lemieux

**Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models**

*by*Torben G. Andersen & Luca Benzoni

**Unconditional Quantile Regressions**

*by*Sergio Firpo & Nicole M. Fortin & Thomas Lemieux

**Regression Discontinuity Designs: A Guide to Practice**

*by*Guido Imbens & Thomas Lemieux

**Robust Average Derivative Estimation**

*by*SCHAFGANS, Marcia M.A. & ZINDE-WALSH, Victoria

**Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation**

*by*Xibin Zhang & Robert D. Brooks & Maxwell L. King

**Semiparametric estimation of the dependence parameter of the error terms in multivariate regression**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**The Distribution of the Gender Wage Gap in Italy: Does Education Matter?**

*by*Tindara Addabbo & Donata Favaro & Stefano Magrini

**New Estimates on the Effect of Parental Separation on Child Health**

*by*Shirley H. Liu & Frank Heiland

**Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment**

*by*Carlos A. Flores

**Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Robust Average Derivative Estimation**

*by*Victoria Zinde-Walsh & Marcia M.A. Schafgans

**Testing for Instability in Factor Structure of Yield Curves**

*by*Dennis Philip & Chihwa Kao & Giovanni Urga

**Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions**

*by*Alain Guay & Florian Pelgrin

**Nonparametric Density Estimation for Multivariate Bounded Data**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Semiparametric Multivariate Density Estimation for Positive Data Using Copulas**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Trend Extraction From Time Series With Missing Observations**

*by*Schlicht, Ekkehart

**Trend Extraction From Time Series With Structural Breaks**

*by*Schlicht, Ekkehart

**Total factor productivity estimation: A practical review**

*by*Ilke Van Beveren

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

*by*BOURDIEU Jérôme & MENENDEZ Martha & POSTEL-VINAY Gilles & SUWA-EISENMANN Akiko

**Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators**

*by*Xiaoshan Chen

**Politiques de développement et croissance régionale en Europe : le rôle des rendements croissants et des dépendances spatiales**

*by*GUILLAIN, Rachel & DALL'ERBA, Sandy & LE GALLO, Julie

**Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations**

*by*Taro Kanatani

**Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants**

*by*Kamil Yılmaz & Şule Özler

**Inspecting the Poverty-Trap Mechanism - A Quantile Regression Approach**

*by*Jens J. Krüger

**Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations**

*by*Nadine Chlass & Jens J. Krueger

**Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects**

*by*Maurer, Jürgen & Klein, Roger & Vella, Francis

**Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects**

*by*Jürgen Maurer & Roger Klein & Francis Vella

**Higher Education and Equality of Opportunity in Italy**

*by*Vito Peragine & Laura Serlenga

**Higher Education and Equality of Opportunity in Italy**

*by*Peragine, Vito & Serlenga, Laura

**Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data**

*by*Jose Galdo & Jeffrey Smith & Dan Black

**Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data**

*by*Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A.

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

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

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

*by*Nauro F. Campos & Menelaos G. Karanasos

**The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis**

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

**The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis**

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

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Pieter A. Gautier & José Luis Moraga-González & Ronald P. Wolthoff

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Gautier, Pieter & Moraga-González, José L. & Wolthoff, Ronald P.

**Comparative Analysis of Labor Market Dynamics Using Markov Processes: An Application to Informality**

*by*Mariano Bosch & William Maloney

**Comparative Analysis of Labor Market Dynamics Using Markov Processes: An Application to Informality**

*by*Bosch, Mariano & Maloney, William F.

**Large Panels with Common Factors and Spatial Correlations**

*by*Pesaran, M. Hashem & Tosetti, Elisa

**Large Panels with Common Factors and Spatial Correlations**

*by*M. Hashem Pesaran & Elisa Tosetti

**Regression Discontinuity Design with Covariates**

*by*Markus Frölich

**Regression Discontinuity Design with Covariates**

*by*Frölich, Markus

**Wages and Ageing: Is There Evidence for the "Inverse-U" Profile?**

*by*Myck, Michal

**Wages and Ageing: Is There Evidence for the "Inverse-U" Profile?**

*by*Michal Myck

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

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

**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

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Røed, Knut & Westlie, Lars

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Knut Røed & Lars Westlie

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

*by*Jean Bourdon & Markus Frölich & Katharina Michaelowa

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

*by*Bourdon, Jean & Frölich, Markus & Michaelowa, Katharina

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

*by*Pierre Dubois & Bruno Jullien & Thierry Magnac

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

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

**College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Tobias J. Klein

**College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Klein, Tobias J.

**The Gender Wage Gap in Chile 1992-2003 from a Matching Comparisons Perspective**

*by*Nopo, Hugo

**The Gender Wage Gap in Chile 1992-2003 from a Matching Comparisons Perspective**

*by*Hugo Ñopo

**Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes**

*by*Hans J. Baumgartner & Marco Caliendo

**Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes**

*by*Baumgartner, Hans J. & Caliendo, Marco

**Long-Run Effects of Training Programs for the Unemployed in East Germany**

*by*Fitzenberger, Bernd & Völter, Robert

**Long-Run Effects of Training Programs for the Unemployed in East Germany**

*by*Bernd Fitzenberger & Robert Völter

**New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work**

*by*Fitzenberger, Bernd & Wilke, Ralf

**New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work**

*by*Bernd Fitzenberger & Ralf A. Wilke

**Vergleich der Weiterbildungsaktivitäten von Arbeitslosen und Vollzeiterwerbstätigen**

*by*Birgit Schultz & Joachim Wilde

**Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?**

*by*Tobias Knedlik & Rolf Scheufele

**Semi-Nonparametric Estimation of Consumer Search Costs**

*by*Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**La concentrazione geografica dell'industria in Italia: 1971-2001**

*by*Roberto Basile & Marianna Mantuano

**Non parametric Fractional Cointegration Analysis**

*by*Mauro Costantini & Roy Cerqueti

**Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional density estimators**

*by*Roberto Basile

**Bayesian Likelihoods for Moment Condition Models**

*by*Giuseppe Ragusa

**Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces**

*by*Carlos Ordás Criado

**Cambios En La Distribución Salarial En España, 1995-2002. Efectos A Través Del Tipo De Contrato**

*by*Elisabet Motellón & Enrique López-Bazo & Mayssun El-Attar

**Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

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

*by*Laura Serlenga & Vito Peragine

**Unconditional quantile treatment effects under endogeneity**

*by*Markus Frölich & Blaise Melly

**Estimating average marginal effects in nonseparable structural systems**

*by*Susanne Schennach & Halbert White & Karim Chalak

**Regression discontinuity design with covariates**

*by*Markus Frölich

**Who wears the trousers? A semiparametric analysis of decision power in couples**

*by*Melanie Lührmann & Jürgen Maurer

**Instrumental variable estimation with heteroskedasticity and many instruments**

*by*Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson

**On rate optimality for ill-posed inverse problems in econometrics**

*by*Xiaohong Chen & Markus Reiss

**Mixed hitting-time models**

*by*Jaap Abbring

**Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative**

*by*Joel Horowitz & Sokbae 'Simon' Lee

**From Household to Individual Welfare Comparisons: A Double Concavity Test**

*by*Helene Couprie & Eugenio Peluso & Alain Trannoy

**Mergers as Auctions**

*by*Ivaldi, Marc & Motis, Jrissy

**Typisierung der Tarifvertragslandschaft. Eine Clusteranalyse der tarifvertraglichen Öffnungsklauseln**

*by*Wolf Dieter Heinbach & Stefanie Schröpfer

**Bounds analysis of competing risks : a nonparametric evaluation of the effect of unemployment benefits on migration in Germany**

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

**Homogene und heterogene Teilnahmeeffekte des Hamburger Kombilohnmodells : ein Verfahrensvergleich von Propensity Score Matching und OLS-Regression**

*by*Pfeifer, Christian

**Estimating Probabilities of Default With Support Vector Machines**

*by*Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer

**Long Memory Persistence in the Factor of Implied Volatility Dynamics**

*by*Wolfgang Härdle & Julius Mungo

**Statistics of Risk Aversion**

*by*Enzo Giacomini & Wolfgang Härdle

**From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples**

*by*Ya'acov Ritov & Wolfgang Härdle

**Time Series Modelling with Semiparametric Factor Dynamics**

*by*Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park

**A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter**

*by*Wen-Jen Tsay & Wolfgang Härdle

**Quantile Sieve Estimates For Time Series**

*by*Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje

**Robust Risk Management. Accounting for Nonstationarity and Heavy Tails**

*by*Ying Chen & Vladimir Spokoiny

**Typisierung der Tarifvertragslandschaft. Eine Clusteranalyse der tarifvertraglichen Öffnungsklauseln (Identifying Types of Flexible Bargaining Agreements Using Cluster Analysis)**

*by*Wolf Dieter Heinbach & Stefanie Schröpfer

**Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data**

*by*Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug & Takizawa, Miho

**Earnings Mobility and Origin Dependence: What can twins say together with nonparametric econometrics?**

*by*Nilsson, William

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Røed, Knut & Westlie, Lars

**Are real wages rigid downwards?**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Swedish Health Care Performance – Quantity versus Quality**

*by*Janlöv, Nils

**The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis**

*by*Bask, Mikael & Widerberg, Anna

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

*by*Trevisan, Elisabetta

**Mismeasured Household Size and Its Implications for the Identification of Economies of Scale**

*by*Timothy Halliday

**Parametric and Non-parametric Approaches to Exits from Fixed Exchange Rate Regimes**

*by*Ahmet Atil Asici

**Une analyse empirique des effets du passage aux 35 heures sur la durée d’utilisation des équipements productifs**

*by*Fabrice Gilles

**Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences**

*by*Richard H. Spady

**A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries**

*by*Mariel Chladkova, Petr & Rodríguez González, Carlos & Orbe Mandaluniz, Susan

**Benchmarking of patents: An application of GAM methodology**

*by*Mariel Chladkova, Petr & Orbe Mandaluniz, Susan

**Specification testing for regression models with dependent data**

*by*Javier Hidalgo

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter M. Robinson

**Efficient estimation of a semiparametric characteristic-based factor model of security returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**Consistent estimation of the risk-return tradeoff in the presence of measurement error**

*by*Anisha Ghosh & Oliver Linton

**Efficient estimation of a semiparametric characteristic-based factor model of security returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**Development and Validation of Credit-Scoring Models**

*by*Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

**The WTO Trade Effect**

*by*Pao-li Chang & Myoung-jae Lee

**Curvas de Engel de Alimentos, Preferencias Heterogéneas y Características Demográficas de los Hogares: Estimaciones para Argentina**

*by*Georgina Pizzolitto

**The Default Risk of Firms Examined with Smooth Support Vector Machines**

*by*Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh

**Wages and Ageing: Is There Evidence for the "Inverse-U Profile"?**

*by*Michal Myck

**Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes**

*by*Hans J. Baumgartner & Marco Caliendo

**Mean and Bold?**

*by*Kristof De Witte & Elbert Dijkgraaf

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Pieter A. Gautier & Jose Luis Moraga-Gonzalez & Ronald P. Wolthoff

**Asymptotics for the Hirsch Index**

*by*Beirlant, J. & Einmahl, J.H.J.

**A Method of Moments Estimator of Tail Dependence**

*by*Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J.

**Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models**

*by*Cizek, P. & Haerdle, W. & Spokoiny, V.

**On Rate Optimality for Ill-posed Inverse Problems in Econometrics**

*by*Xiaohong Chen & Markus Reiss

**Tilted Nonparametric Estimation of Volatility Functions**

*by*Peter C.B. Phillips & Ke-Li Xu

**Heterogeneite non observee dans les modeles de duree**

*by*Guillaume, HORNY

**The Evolution of the World Trade and the Italian ‘Anomaly’: A New Look**

*by*Michele Di Maio & Federico Tamagni

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

*by*Campos, Nauro F & Karanasos, Menelaos

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Gautier, Pieter A & Moraga-González, José-Luis & Wolthoff, Ronald

**Mergers as Auctions**

*by*Ivaldi, Marc & Motis, Jrissy

**The Unobserved Heterogeneity Distribution in Duration Analysis**

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

**Effects on School Enrollment and Performance of a Conditional Cash Transfers Program in Mexico**

*by*de Janvry, Alain & Dubois, Pierre & Sadoulet, Elisabeth

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

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

**Identification and estimation by penalization in nonparametric instrumental regression**

*by*FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien

**A unified approach to solve ill-posed inverse problems in econometrics**

*by*JOHANNES, Jan & VAN BELLEGHEM, Sébastien & VANHEMS, Anne

**Estudio Integral de Eficiencia de los Hospitales Públicos**

*by*Norman Maldonado & Ana Tamayo

**Hacia una mejor educación rural: impacto de un programa de intervención a las escuelas en Colombia**

*by*Catherine Rodríguez & Fabio J. Sánchez T. & Armando Armenta

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*Pedro Portugal

**On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models**

*by*Enrique Sentana & Gabriele Fiorentini

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

*by*Pedro Mira & Victor Aguirregabiria

**Are Firms That Received R&D Subsidies More Innovative?**

*by*Charles Bérubé & Pierre Mohnen

**Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**A Specification Test For Nonparametric Instrumental Variable Regression**

*by*Patrick Gagliardini & Olivier Scaillet

**An Objective Function for Simulation Based Inference on Exchange Rate Data**

*by*Peter Winker & Manfred Gilli & Vahidin Jeleskovic

**Die Another Day: Duration in German Import Trade**

*by*Volker Nitsch

**Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**Specification Testing Forregression Models Withdependent Data**

*by*Javier Hidalgo

**Efficient Estimation of the SemiparametricSpatial Autoregressive Model**

*by*Peter M Robinson

**Capturing asymmetry in real exchange rate with quantile autoregression**

*by*Mauro S. Ferreira

**Online Forecast Combination for Dependent Heterogeneous Data**

*by*Sancetta, A.

**Quantiles, Expectiles and Splines**

*by*DeRossi, G. & Harvey, A.

**Quantiles, Expectiles and Splines**

*by*DeRossi, G. & Harvey, A.

**Predictability in the cross-section of European bank stock returns**

*by*Wolfgang Drobetz & Thomas Erdmann & Heinz Zimmermann

**Individual versus Aggregate Income Elasticities for Heterogeneous Populations**

*by*Michal Paluch & Alois Kneip & Werner Hildenbrand

**Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems**

*by*Susanne Schennach & Halbert White & Karim Chalak

**Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information**

*by*Xiaohong Chen & Yingyao Hu & Arthur Lewbel

**Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments**

*by*Xiaohong Chen & Yingyao Hu & Arthur Lewbel

**Nonparametric identification of the classical errors-in-variables model without side information**

*by*Susanne M. Schennach & Yingyao Hu & Arthur Lewbel

**Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods**

*by*Stefan Hoderlein & Arthur Lewbel

**Are real wages rigid downwards?**

*by*Steinar Holden & Fredrik Wulfsberg

**Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve**

*by*Partouche, H.

**Les méthodes micro-économétriques d’évaluation**

*by*Fougère, D.

**Balance-sheet ratios and stock returns: An analysis for Italian banks**

*by*Angela Romagnoli

**Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis**

*by*David Jamieson Bolder & Tiago Rubin

**A Richer Understanding of Australia’s Productivity Performance in the 1990s: Improved estimates based upon firm-level panel data**

*by*Robert Breunig & Marn-Heong Wong

**Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9**

*by*Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter

**Power variation for Gaussian processes with stationary increments**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps**

*by*Mark Podolskij & Mathias Vetter

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

*by*Mark Podolskij & Daniel Ziggel

**Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks**

*by*Viktor Todorov & Tim Bollerslev

**Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis**

*by*Michael Jansson

**Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors**

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

**Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach**

*by*Dennis Kristensen

**Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

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

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

**Decomposition of the Gender Wage Gap Using Matching: An Application for Switzerland**

*by*Dragana Djurdjevic & Sergiy Radyakin

**Existence of the learning process at a proxy stock market**

*by*Evžen Kočenda & Jan Hanousek

**Un análisis transversal y longitudinal en el estado de pobreza en Alemania = A cross-sectional and longitudinal analysis of poverty in Germany**

*by*González Rodríguez, María Rosario & Martín Martín, Domingo & González Abril, Luis & Velasco Morente, Francisco

**A cross-country non parametric estimation of the returns to factors of production and the elasticity of scale**

*by*Adalmir Marquetti

**Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35**

*by*OLMEDO,E. & VELASCO, F. & VALDERAS, J.M.

**Disposición a pagar por un mejoramiento en la calidad ambiental en el Gran Santiago, Chile**

*by*Arcadio Cerda Urrutia & José Rojas Méndez & Leidy García Pérez

**Evaluación de la gestión privada del servicio público educativo en Medellín**

*by*Jorge Barrientos & Paul Rios Gallego

**Produktdiversifizierung: Konvergenz zwischen ost- und westdeutschen Unternehmen, Eine Dekomposition mit Mikrodaten der amtlichen Statistik**

*by*Bernd Goerzig & Martin Gornig & Axel Werwatz

**Rising Wage Inequality in Mexico, 1984-2000: A Distributional Analysis**

*by*Gurleen K. Popli

**An Empirical Analysis of Socioeconomic Patterns of Host Country Transparency**

*by*George Emm. Halkos & Nickolaos G. Tzeremes

**A equidade na utilização de cuidados de saúde em Portugal: Uma avaliação baseada em modelos de contagem**

*by*Óscar Lourenço & Carlota Quintal & Pedro Lopes Ferreira & Pedro Pita Barros

**The Impact of Capital Subsidies: New Estimations under Continuous Treatment**

*by*Valentina Adorno & Cristina Bernini & Guido Pellegrini

**The Impact of Macroeconomic News on Exchange Rate Volatility**

*by*Helinä Laakkonen

**The Impact of EU Regional Support on Growth and Employment**

*by*Sandy Dall’erba & Julie Le Gallo

**Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)**

*by*Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic

**El impacto de la geografía sobre la riqueza: autocorrelación espacial, movilidad regional, esquemas convergentes y dinámica temporal del ingreso per cápita, en México**

*by*Roberto Guerrero Compeán.

**Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003**

*by*Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto

**An Indicator Based on Revisions in the French Investment Survey: A Useful Tool for Forecasting Business Investments**

*by*Nicolas Ferrari

**Evaluación de la gestión privada del servicio público educativo en Medellín**

*by*Barrientos, Jorge & Rios, Paul

**Disposición a pagar por un mejoramiento en la calidad ambiental en el Gran Santiago, Chile**

*by*Arcadio Cerda & José Rojas & Leidy García

**Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos**

*by*Perdomo Jorge Andrés & Juan Carlos Mendieta

**Eficiencia y captación de fondos en las Organizaciones No Gubernamentales para el Desarrollo**

*by*Lucía Isabel García Cebrián & Carmen Marcuello Servós

**Note sur les méthodes univariées d’extraction du cycle économique**

*by*Anna Sess & Michel Grun-Rehomme

**Clusters – Characteristics and Structure**

*by*Nedko Mintchev

**Bifurcation analysis of New Keynesian models**

*by*William A. Barnett & Evgeniya A. Duzhak

**Local Polynomials vs Neural Networks: some empirical evidences**

*by*Giordano Francesco & Parrella Maria Lucia

**Generalized variance ratio tests in the presence of statistical dependence**

*by*Periklis Kougoulis & John C. Nankervis & Jerry Coakley

**Do Soccer Associations Really Spend on a Good Thing? Empirical Evidence on Heterogeneity in the Consumer Response to Match Uncertainty of Outcome**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**I know what you did last weekend- or do I? Introducing mental anchoring to the demand for sport**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**Do Soccer Associations Really Spend on a Good Thing? Empirical Evidence on Heterogeneity in the Consumer Response to Match Uncertainty of Outcome**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**I know what you did last weekend- or do I? Introducing mental anchoring to the demand for sport**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**Analysis of Product Efficiency in the Korean Automobile Market from a Consumer’s Perspective**

*by*Oh, Inha & Lee, Jeong-Dong & Hwang, Seogwon & Heshmati, Almas

**Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated**

*by*Jönsson, Kristian

**Relative sources of European regional productivity convergence: A bootstrap frontier approach**

*by*Enflo, Kerstin & Hjertstrand, Per

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

*by*Thanasis Stengos & Yiguo Sun

**Public and Private Capital Productivity Puzzle: A Nonparametric Approach**

*by*Daniel J. Henderson & Subal C. Kumbhakar

**Evaluation der aktiven Arbeitsmarktpolitik in Deutschland: Stand der empirischen Forschung**

*by*Reinhard Hujer

**Firm Performance after Ownership Change: A Matching Estimator Approach**

*by*Christian Bellak & Michael Pfaffermayr & Michael Wild

**Improved Nonparametric Confidence Intervals in Time Series Regressions**

*by*Joseph P. Romano & Michael Wolf

**The Relationship between R&D Collaboration, Subsidies and Patenting Activity: Empirical Evidence from Finland and Germany**

*by*Fier, Andreas & Ebersberger, Bernd & Czarnitzki, Dirk

**Distributional effects of the high school degree in Germany**

*by*Gernandt, Johannes & Maier, Michael & Pfeiffer, Friedhelm & Rat-Wirtzler, Julie

**The effects of short-term training measures on the individual unemployment duration in West Germany**

*by*Hujer, Reinhard & Thomsen, Stephan L. & Zeiss, Christopher

**Two for the price of one? On additionality effects of R&D subsidies: A comparison between Flanders and Germany**

*by*Aerts, Kris & Schmidt, Tobias

**The wage effects of entering motherhood: a within-firm matching approach**

*by*Beblo, Miriam & Bender, Stefan & Wolf, Elke

**How do employment effects of job creation schemes differ with respect to the foregoing unemployment duration?**

*by*Hujer, Reinhard & Thomsen, Stephan L.

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

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

**Heterogeneous Returns to Training: An Analysis with German Data Using Local Instrumental Variables**

*by*Kuckulenz, Anja & Maier, Michael

**Analysing wage differences between the USA and Germany using proportional hazards models**

*by*Behr, Andreas & Pötter, Ulrich

**Margins of multinational labor substitution**

*by*Mündler, Marc-Andreas & Becker, Sascha O.

**Modeling collective rationality: a nonparametric test on experimental data**

*by*Sabrina Buyneel & Laurens Cherchye & Bram De Rock

**Evaluating the Causal Effect of Foreign Acquisition on Domestic Performances: The Case of Slovenian Manufacturing Firms**

*by*Sergio Salis & &

**Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada**

*by*Ruby Shih & David E. A. Giles

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Parametric and Semiparametric Estimation of the Adoption of Work Teams**

*by*Tushar Kanti Nandi

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**Exploiting regional treatment intensity for the evaluation of labour market policies**

*by*Markus Frölich & Michael Lechner

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**Performance assessment and league tables. Comparing like with like**

*by*Nicholas Longford & D. B. Rubin

**The impact of tax credits on labour supply**

*by*Ghazala Azmat

**Are Americans' musical preferences more omnivores today?**

*by*Jordi López-Sintas & Anna Torres & Konstantina Zerva

**Joint Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

**Using State Administrative Data to Measure Program Performance**

*by*Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky

**Bajo peso al nacer en Uruguay: implicaciones para las políticas de salud**

*by*R. Todd Jewell & Patricia Triunfo

**Nonparametric and semiparametric evidence on the long-run effects of inflation on growth**

*by*Andrea Vaona & Stefano Schiavo

**Is Gravity Linear?**

*by*Millimet, Daniel & Henderson, Daniel

**Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities**

*by*Kyoo il Kim

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**An Output Orientated Non Parametric Measure of Economies of Scope**

*by*Mario Fortin & André Leclerc

**Measuring Significance of Inequalities with Heterogeneous Groups and Income Sources**

*by*Stéphane Mussard & Pi Alperin María Noel

**Mean-squared-error Calculations for Average Treatment Effects**

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

**A Consistent Model Specification Test with Mixed Discrete and Continuous Data**

*by*Cheng Hsiao & Qi Li & Jeff Racine

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory**

*by*Christian de Peretti & Carole Siani

**Bootstrapping Neural tests for conditional heteroskedasticity**

*by*Carole Siani & Christian de Peretti

**Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures**

*by*Valentina Corradi & Norman Swanson & Walter Distaso

**Predictive Inference for Integrated Volatility**

*by*Valentina Corradi & Norman Swanson & Walter Distaso

**Nonlinear Time Series Analysis**

*by*Bruce Mizrach

**Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior**

*by*Victor Aguirregabiria

**Formal and informal risk sharing in LDCs : theory and empirical evidence**

*by*Dubois, P. & Jullien, B. & Magnac, T.

**Semiparametric hedonic price models : assessing the effects of agricultural nonpoint source pollution**

*by*Bontemps, C. & Simioni, M. & Surry, Y.

**Hedging Options with Scale-Invariant Models**

*by*Carol Alexander & Leonardo M. Nogueira

**Simple (but effective) tests of long memory versus structural breaks**

*by*Katsumi Shimotsu

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Inference via kernel smoothing of bootstrap P values**

*by*Jeff Racine & James G. MacKinnon

**Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach**

*by*Katsumi Shimotsu & Morten Ørregaard Nielsen

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*José Ferreira Machado & Pedro Portugal & Juliana Guimarães

**The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach**

*by*Barry Reilly & T. Hung Pham

**The Effect of Income on Demand for Micronutrients in Poor Rural Mexico**

*by*Emmanuel Skoufias & Vincenzo Di Maro & Teresa Gonzales-Cassio & Sonia Rodriguez

**Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models**

*by*Jeong, Jinook

**Soutenabilité des finances publiques au Cameroun : Approche de Bohn (1998)**

*by*Ngwa Edielle, T. H. Jackson

**Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data**

*by*Lu, Jingfeng & Perrigne, Isabelle

**A Deeper Look at Hyperbolic Discounting**

*by*Sopher, Barry & Sheth, Arnav

**Evaluating the Effect of a Policy Change to Hospital Productivity: 80 Hours Work Restriction on Medical Residents**

*by*Fernandez, Jose

**Quantile-Based Nonparametric Inference for First-Price Auctions**

*by*Marmer, Vadim & Shneyerov, Artyom

**Airport and Access Mode Choice : A Generalized Nested Logit Model Approach**

*by*Gelhausen, Marc Christopher & Wilken, Dieter

**Market characteristics and chaos dynamics in stock markets: an international comparison**

*by*Mattarocci, Gianluca

**Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach**

*by*Gelhausen, Marc Christopher

**The rising wage inequality in Mexico, 1984-2000: A distributional analysis**

*by*Popli, Gurleen

**Local likelihood estimation of truncated regression and its partial derivatives: theory and application**

*by*Park, Byeong & Simar, Leopold & Zelenyuk, Valentin

**Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?**

*by*Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus

**The art of fitting financial time series with Levy stable distributions**

*by*Scalas, Enrico & Kim, Kyungsik

**Stochastic frontier models**

*by*Wang, Hung-Jen

**Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement**

*by*Chagas Lopes, Margarida

**Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model**

*by*Feng, Yuanhua & Yu, Keming

**Modelling financial time series with SEMIFAR-GARCH model**

*by*Feng, Yuanhua & Beran, Jan & Yu, Keming

**Household Poverty Dynamics in Malawi**

*by*Bokosi, Fanwell Kenala

**Semiparametric penalty function method in partially linear model selection**

*by*Dong, Chaohua & Gao, Jiti & Tong, Howell

**A True Expert Knows which Question Should be Asked**

*by*Eddie Dekel & Yossi Feinberg

**Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis**

*by*Patrick Bajari & Han Hong & Ahmed Khwaja

**Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data**

*by*Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa

**Identification of Search Models with Initial Condition Problems**

*by*Gadi Barlevy & H.N. Nagaraja

**Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**On the Failure of the Bootstrap for Matching Estimators**

*by*Alberto Abadie & Guido W. Imbens

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures**

*by*Param Silvapulle & Xibin Zhang

**The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes**

*by*S. D. Grose & D. S. Poskitt

**Stochastic population forecasts using functional data models for mortality, fertility and migration**

*by*Rob J Hyndman & Heather Booth

**Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions**

*by*Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Non And Semi-Parametric Estimation In Models With Unknown Smoothness**

*by*Yulia Kotlyarova & Victoria Zinde-Walsh

**Asymptotic And Bootstrap Inference For Inequality And Poverty Measures**

*by*Russell Davidson & Emmanuel Flachaire

**Robust Kernel Estimator For Densities Of Unknown**

*by*Yulia Kotlyarova & Victoria Zinde-Walsh

**Improving The Efficiency And Robustness Of The Smoothed Maximum Score Estimator**

*by*Francisco Alvarez-Cuadrado

**Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests**

*by*Ekaterini Panopoulou & N. Pittis & S. Kalyvitis

**In search of true productivity differences**

*by*Anze Burger & Crt Kostevc

**Evaluating Gains from Mergers in a Non-Parametric Public Good Model of Police Services**

*by*Richard Simper & Tom Weyman-Jones

**Non-Parametric Analysis of Efficiency Gains from Bank Mergers in India**

*by*Adrian R. Gourlay & Geetha Ravishankar & Tom Weyman-Jones

**Convergence, Human Capital and International Spillovers**

*by*ERTUR, Cem & KOCH, Wilfried

**Heterogeneous Returns to Training : an Analysis with German Data Using Local Instrumental Variables**

*by*Anja Kuckulenz & Michael Maier

**Nonparametric and Semiparametric Evidence on the Long-Run Effects of Inflation on Growth**

*by*Andrea Vaona & Stefano Schiavo

**Existence of Bifurcation in Macroeconomic Dynamics: Grandmont was Right**

*by*William Barnett & Yijun He

**The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model**

*by*William Barnett & Ikuyasu Usui

**Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions**

*by*William Barnett & Evgeniya Aleksandrovna Duzhak

**Comment on 'Chaotic Monetary Dynamics with Confidence'**

*by*William Barnett

*by*Tobias J. Klein

**Macroeconomic Conditions and the Distribution of Income in Spain**

*by*Lídia Farré-Olalla & Francis Vella

**Macroeconomic Conditions and the Distribution of Income in Spain**

*by*Farré, Lídia & Vella, Francis

**Macroeconomic Effects of Short-Term Training Measures on the Matching Process in Western Germany**

*by*Reinhard Hujer & Christopher Zeiss

**Macroeconomic Effects of Short-Term Training Measures on the Matching Process in Western Germany**

*by*Hujer, Reinhard & Zeiss, Christopher

**A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity**

*by*Roger Klein & Francis Vella

**A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity**

*by*Klein, Roger & Vella, Francis

**Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions**

*by*Roger Klein & Francis Vella

**Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions**

*by*Klein, Roger & Vella, Francis

**Matching Estimators and the Data from the National Supported Work Demonstration Again**

*by*Zhong Zhao

**Matching Estimators and the Data from the National Supported Work Demonstration Again**

*by*Zhao, Zhong

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

**Identification of Peer Effects Using Group Size Variation**

*by*Laurent Davezies & Xavier d’Haultfoeuille & Denis Fougère

**Identification of Peer Effects Using Group Size Variation**

*by*Davezies, Laurent & d'Haultfoeuille, Xavier & Fougère, Denis

**Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology**

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

**Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology**

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

**Swedish Labor Market Training and the Duration of Unemployment**

*by*Richardson, Katarina & van den Berg, Gerard J.

**Swedish Labor Market Training and the Duration of Unemployment**

*by*Katarina Richardson & Gerard J. van den Berg

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Chong, Alberto & Galdo, Jose C.

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Alberto Chong & Jose Galdo

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Frölich, Markus

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*Machado, José & Portugal, Pedro & Guimarães, Juliana

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

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

**Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies**

*by*Markus Frölich & Michael Lechner

**Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies**

*by*Frölich, Markus & Lechner, Michael

**Margins of Multinational Labor Substitution**

*by*Muendler, Marc-Andreas & Becker, Sascha O.

**Margins of Multinational Labor Substitution**

*by*Marc-Andreas Muendler & Sascha O. Becker

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Frölich, Markus

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

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

*by*Bernd Fitzenberger & Aderonke Osikominu & Robert Völter

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

**Identification of Search Models with Initial Condition Problems**

*by*Gadi Barlevy & H. N. Nagaraja

**Identification of Search Models with Initial Condition Problems**

*by*Barlevy, Gadi & Nagaraja, H. N.

**Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model**

*by*Crépon, Bruno

**Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model**

*by*Bruno Crépon

**Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model**

*by*Laurens Cherchye & Frederic Vermeulen

**Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model**

*by*Cherchye, Laurens & Vermeulen, Frederic

**Microeconometric Evaluation of Selected ESF-funded ALMP-Programmes**

*by*Eva Reinowski & Birgit Schultz

**Möglichkeiten und Grenzen des Matching-Ansatzes – am Beispiel der betrieblichen Mitbestimmung**

*by*Birgit Schultz

**Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo**

*by*F. Alfonso Arellano Espinar

**Partially Identifying the Prevalence of Health Insurance Given Contaminated Sampling Response Error**

*by*Kreider, Brent

**An Assessment of Telecommunications Regulation Performance in the European Union**

*by*Antonio Afonso & Carla Scaglioni

**Relative Efficiency of Health Provision: a DEA Approach with Non-discretionary Inputs**

*by*António Afonso & Miguel St. Aubyn

**Public Sector Efficiency: Evidence for New EU Member States and Emerging Markets**

*by*António Afonso & Ludger Schuknecht & Vito Tanzi

**Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach**

*by*Marco Fioramanti

**Term structure of interest rate. european financial integration**

*by*Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé

**Equality of opportunity: Definitions and testable conditions, with an application to income in France**

*by*Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy

**Exploiting regional treatment intensity for the evaluation of labour market policies**

*by*Markus Frölich & Michael Lechner

**Asymptotic properties for a class of partially identified models**

*by*Arie Beresteanu & Francesca Molinari

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter Robinson

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

*by*Rässler, Susanne

**Kombilohn und Reziprozität in Beschäftigungsverhältnissen : eine Analyse im Rahmen des Matching-Ansatzes**

*by*Krug, Gerhard

**Get training or wait? : long-run employment effects of training programs for the unemployed in West Germany**

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

**The wage effects of entering motherhood : a within-firm matching approach**

*by*Beblo, Miriam & Bender, Stefan & Wolf, Elke

**Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose**

*by*Wing Lon Ng

**GHICA - Risk Analysis with GH Distributions and Independent Components**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**Estimation of Default Probabilities with Support Vector Machines**

*by*Shiyi Chen & Wolfgang Härdle & Rouslan Moro

**Inhomogeneous Dependency Modelling with Time Varying Copulae**

*by*Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny

**Color Harmonization in Car Manufacturing Process**

*by*Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen

**Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing**

*by*Zdenek Hlavka & Michal Pesta

**Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? – Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik**

*by*Bernd Görzig & Martin Gornig & Axel Werwatz

**Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion**

*by*Bernd Görzig & Martin Gornig & Axel Werwatz

**East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics**

*by*Bernd Görzig & Martin Gornig & Axel Werwatz

**Spatial aggregation of local likelihood estimates with applications to classification**

*by*Denis Belomestny & Vladimir Spokoiny

**Spectral calibration of exponential Lévy Models [2]**

*by*Denis Belomestny & Markus Reiß

**Spectral calibration of exponential Lévy Models [1]**

*by*Denis Belomestny & Markus Reiß

**Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power**

*by*Jörg Polzehl & Vladimir Spokoiny

**When did the 2001 recession really start?**

*by*Jörg Polzehl & Vladimir Spokoiny & Catalin Starica

**Exploratory Graphics of a Financial Dataset**

*by*Antony Unwin & Martin Theus & Wolfgang Härdle

**Graphical Data Representation in Bankruptcy Analysis**

*by*Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer

**VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings**

*by*Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler

**Common Functional Principal Components**

*by*Michal Benko & Wolfgang Härdle & Alois Kneip

**Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany**

*by*Kurt Geppert & Martin Gornig & Axel Werwatz

**Cross-Border Acquisitons and Target Firms' Performance: Evidence from Japanese Firm-Level Data**

*by*Kyoji Fukao & Keikok Ito & Hyeg Ug Kwon & Miho Takizawa

**College Choice And Earnings Among University Graduates In Sweden**

*by*Eliasson, Kent

**How Robust is the Evidence on the Returns to College Choice? Results Using Swedish Administrative Data**

*by*Eliasson, Kent

**On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations**

*by*Tångdahl, Sara

**Frequent Turbulence? A Dynamic Copula Approach**

*by*Chollete, Lorán & Heinen, Andreas

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Using internal replication to establish a treatment effect**

*by*Johansson, Per

**Forecasting market crashes: further international evidence**

*by*Jokipii, Terhi

**The stability of electricity prices: estimation and inference of the Lyapunov exponents**

*by*Bask , Mikael & Liu , Tung & Widerberg , Anna

**Bounding Expected Per Capita Household Consumption in the Presence of Demographic Change**

*by*Timothy Halliday

**Evidence on Gender Wage Discrimination in Portugal: parametric and semi-parametric approaches**

*by*Aurora Galego & João Pereira

**A Simple Test of Richter-Rationality**

*by*Marc-Arthur Diaye & Michal Wong-Urdanivia

**Designing Non-Parametric Estimates and Tests for Means**

*by*Karl H. Schlag

**Measuring volatility with the realized range**

*by*Martens, M.P.E. & van Dijk, D.J.C.

**Equality of Opportunity: Definitions and testable conditions, with an application to income in France**

*by*Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy

**Nonparametric estimation betas in the Market Model**

*by*Esteban González, María Victoria & Orbe Mandaluniz, Susan

**Consistent estimation of the memory parameter for nonlinear time series**

*by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

**Nonparametric transformation to white noise**

*by*Oliver Linton & Enno Mammen

**Testing for stochastic monotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Semiparametric estimation of a characteristic-based factor model of common stock returns**

*by*Gregory Connor & Oliver Linton

**Estimating features of a distribution from binomial data**

*by*Arthur Lewbel & Oliver Linton & D. L. McFadden

**Identification and nonparametric estimation of a transformed additively separable model**

*by*David Jacho-Chávez & Arthur Lewbel & Oliver Linton

**Are there Monday effects in stock returns: a stochastic dominance approach**

*by*Young-Hyun Cho & Oliver Linton & Yoon-Jae Whang

**Izmir Küçük, Orta ve Büyük Ölçekli Imalat sanayinde Üretim Etkinligi ve Toplam Faktör Verimliligi Analizi**

*by*Ertugrul Deliktas

**Specification and Informational Issues in Credit Scoring**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

*by*Choi, Hwan-sik & Kiefer, Nicholas M.

**Asymptotic Properties for a Class of Partially Identified Models**

*by*Beresteanu, Arie & Molinari, Francesca

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities**

*by*Kyoo il Kim

**Asymptotic Properties for a Class of Partially Identified Models**

*by*Beresteanu, Arie & Molinari, Francesca

**Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones**

*by*Héctor Zacaria & Juan Ignacio Zoloa

**Efficiency Analysis of East European Electricity Distribution in Transition: Legacy of the Past?**

*by*Astrid Cullmann & Jürgen Apfelbeck & Christian von Hirschhausen

**Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series**

*by*Siem Jan Koopman & Soon Yip Wong

**The Unobserved Heterogeneity Distribution in Duration Analysis**

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

**Semiparametric Regression with Kernel Error Model**

*by*Ao Yuan & Jan G. De Gooijer

**The Event-History Approach to Program Evaluation**

*by*Jaap H. Abbring

**The Use of Spatial Filtering Techniques: The Spatial and Space-time Structure of German Unemployment Data**

*by*Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp

**Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis**

*by*Franc J.G.M. Klaasen & Jan R. Magnus

**A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems**

*by*Cees Diks & Florian Wagener

**Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk**

*by*Andre Monteiro & Georgi V. Smirnov & Andre Lucas

**The Non- and Semiparametric Analysis of MS Models: Some Applications**

*by*Li, Y. & Donkers, A.C.D. & Melenberg, B.

**Records in Athletics through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Magnus, J.R.

**Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology**

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

**Tests for Independence in Nonparametric Regression**

*by*Einmahl, J.H.J. & Keilegom, I. van

**Goodness-of-Fit Tests in Nonparametric Regression**

*by*Einmahl, J.H.J. & Keilegom, I. van

**Rare Events, Temporal Dependence and the Extremal Index**

*by*Segers, J.J.J.

**Statistics of Extremes under Random Censoring**

*by*Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A.

**Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis**

*by*Klaassen, F.J.G.M. & Magnus, J.R.

**Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls**

*by*Charpentier, A. & Segers, J.J.J.

**Convergence of Archimedean Copulas**

*by*Charpentier, A. & Segers, J.J.J.

**Smoothed L-estimation of Regression Function**

*by*Cizek, P. & Tamine, J. & Härdle, W.K.

**Meta-Modeling by Symbolic Regression and Pareto Simulated Annealing**

*by*Stinstra, E. & Rennen, G. & Teeuwen, G.J.A.

**Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model**

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

**Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators**

*by*Einmahl, J.H.J. & Li, J. & Liu, R.Y.

**Openness, Specialization and Growth**

*by*Luca De Benedictis

**The Role of Human Capital and Technological Interdependence in Growth and Convergence Processes: International Evidence**

*by*Cem Ertur & Wilfried Koch

**Graduation Rates and Accountability: Regressions versus Production Frontiers**

*by*Robert B. Archibald & David H. Feldman

**Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression**

*by*Qiying Wang & Peter C.B. Phillips

**Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors**

*by*Xiaohong Chen & Yingyao Hu

**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**

*by*Ke-Li Xu & Peter C.B. Phillips

**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**

*by*Ke-Li Xu & Peter C.B. Phillips

**Empirical Likelihood Methods in Econometrics: Theory and Practice**

*by*Yuichi Kitamura

**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**

*by*Yixiao Sun & Peter C. B. Phillips & Sainan Jin

**How Does Investing in Cheap Labour Countries Affect Performance at Home? France and Italy**

*by*Giorgio Barba Navaretti & Davide Castellani & Anne-Célia Disdier

**Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks**

*by*Greta Falavigna

**Are French (Industrial) Firms at the Technology Frontier?**

*by*C. LELARGE

**Nonparametric Forecasting of the Manufacturing Output Growth with Firm-level Survey Data**

*by*G. BIAU & O. BIAU & L. ROUVIERE

**A Nonparametric ACD Model**

*by*Antonio Cosma & Fausto Galli

**A Nonparametric ACD Model**

*by*Antonio Cosma & Fausto Galli

**A Nonparametric ACD Model**

*by*Antonio Cosma & Fausto Galli

**Swedish Labour Market Training and the Duration of Unemployment**

*by*Richardson, Katarina & van den Berg, Gerard J

**Identification of Peer Effects Using Group Size Variation**

*by*D'Haultfoeuille, Xavier & Davezies, Laurent & Fougère, Denis

**How Does Investing in Cheap Labour Countries Affect Performance at Home? France and Italy**

*by*Barba Navaretti, Giorgio & Castellani, Davide & Disdier, Anne-Célia

**Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies**

*by*Fröhlich, Markus & Lechner, Michael

**Selecting Copulas for Risk Management**

*by*Koedijk, Kees & Kole, Erik & Verbeek, Marno

**Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation**

*by*CORONEO, Laura & VEREDAS, David

**Asymptotic theory for a factor GARCH model**

*by*HAFNER, Christian M. & PREMINGER, Arie

**A nonparametric ACD model**

*by*COSMA, Antonio & GALLI, Fausto

**Instrumental regression in partially linear models**

*by*FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien

**Población y Ley de Zipf en Colombia y la Costa Caribe, 1912 - 1993**

*by*Gerson Javier Pérez V

**Los Hogares Colombianos Ante Los Choques: Efectividad De Los Mecanismos De Proteccion Social**

*by*María Fernanda Prada Patiño

**Nonparametric Instrumental Variable Estimators of Structural Quantile Effects**

*by*Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet

**Testing For Equality Between Two Copulas**

*by*Bruno Rémillard & Olivier Scaillet

**Local Transformation Kernel Density Estimation of Loss Distributions**

*by*J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet

**Tikhonov Regularization for Functional Minimum Distance Estimators**

*by*P. Gagliardini & O. Scaillet

**Margins of Multinational Labor Substitution**

*by*Marc-Andreas Muendler & Sascha O. Becker

**How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World**

*by*Lubos Briatka

**Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns**

*by*Gregory Connor & Oliver Linton

**Testing For Stochasticmonotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Nonparametric Transformation to White Noise**

*by*Oliver Linton & Enno Mammen

**Consistent estimation of the memory parameterfor nonlinear time series**

*by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

**Consistent estimation of the memory parameterfor nonlinear time series**

*by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

**Measuring Potential Gains from Mergers among Electricity Distribution Companies in Turkey using a Non-Parametric Model**

*by*Necmiddin Bagdadioglu & Catherine Waddams Price & Thomas Weyman-Jones

**Time-Varying Quantiles**

*by*DeRossi, G. & Harvey, A.

**Sample Covariance Shrinkage for High Dimensional Dependent Data**

*by*Sancetta, A.

**The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent**

*by*Mikael Bask & Tung Liu & Anna Widerberg

**Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models**

*by*Alois Kneip & Léopold Simar & Paul W. Wilson

**Identification and Nonparametric Estimation of a Transformed Additively Separable Model**

*by*David Jacho-Chavez & Arthur Lewbel & Oliver Linton

**Is the Inflation-Output Nexus Asymmetric in the Euro Area?**

*by*Baghli, M. & Cahn, C. & Fraisse, H.

**Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure**

*by*Roberta Fiori & Simonetta Iannotti

**Productivity and foreign competition**

*by*Matteo Bugamelli & Alfonso Rosolia

**Emigration and human capital: who leaves, who comes back and what difference does it make?**

*by*Aitor Lacuesta

**New survey evidence on the pricing behaviour of Luxembourg firms**

*by*Patrick Lünnemann & Thomas Mathä

**Term Structure of Interest Rates. European Financial Integration**

*by*Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla

**Bootstrapping pairs in Distance-Based Regression**

*by*Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

**Assessing the Value of Clean Air in a Developing Country: A Hedonic Price Analysis of the Jakarta Housing Market, Indonesia**

*by*Arief Anshory Yusuf & Budy P. Resosudarmo

**Is '3+2' Equal to 4? University Reform and Student Academic Performance in Italy**

*by*Massimiliano BRATTI & Chiara BROCCOLINI & Stefano STAFFOLANI

**Efficiency and Productivity Changes of the Italian Agrifood Cooperatives: a Malmquist Index Analysis**

*by*Andrea BONFIGLIO

**The Devil Dwells in the Tails A Quantile Regression Approach to Firm Growth**

*by*Toke Reichstein & Michael S. Dahl & Bernd Ebersberger, & Morten Jensen

**Predictability of Turkish Foreign Exchange and its Implications to Option Pricing and Arbitrage Opportunities**

*by*Mehmet Horasanli

**Produttività e concorrenza estera**

*by*Matteo Bugamelli & Alfonso Rosolia

**Metodi non parametrici nell'analisi della distribuzione del reddito: problemi empirici ed aspetti metodologici**

*by*Pier Luigi Conti & Maria Grazia Pittau & Roberto Zelli

**A semiparametric assessment of export-led growth in the Philippines**

*by*Lorna E. Amrinto & Hector O. Zapata

**Productivity Analysis in the Spanish Cultural and Leisure Industry: A Regional Perspective/Análisis de la productividad en el sector de la cultura y el ocio español: una perspectiva regional**

*by*MARCO-SERRANO, FRANCISCO & RAUSELL-KÖSTER, PAU

**Mikrooekonometrische Evaluation der oekonomischen Wirkungen betrieblicher Mitbestimmung - Moeglichkeiten und Grenzen des Matching-Ansatzes**

*by*Birgit Schultz

**Heterogeneous Returns to Training, An Analysis with German Data Using Local Instrumental Variables**

*by*Anja Kuckulenz & Michael Maier

**Valoración de bienes públicos relativos al patrimonio cultural. Aplicación comparada de métodos de estimación y análisis de segmentación de demanda**

*by*José Angel Sanz Lara & Luis César Herrero Prieto

**Credit-Scoring Methods (in English)**

*by*Martin Vojtek & Evžen Koèenda

**Nonparametric Tests of Optimizing Behavior in Public Service Provision. Methodology and an Application to Local Public Safety**

*by*L. Cherchye & B. De Borger & T. Van Puyenbroeck

**A Non-Parametric Test of the Conditional CAPM for the Mexican Economy**

*by*Jorge H. del Castillo-Spíndola

**Asset Pricing Simultaneities: Phases and Patterns**

*by*Robert D. Coleman

**¿Es rentable la decisión de estudiar en Colombia?**

*by*Carlos Felipe Prada

**La productividad y sus determinantes:el caso de la industria colombiana**

*by*Echavarría Juan José & María Angélica Arbeláez & María Fernanda Rosales

**Ins, outs, and the duration of trade**

*by*Tibor Besedes & Thomas Prusa

**Quels effets des réorganisations sur la date de passage aux 35 heures ?. Une étude sur données individuelles d'entreprises**

*by*Fabrice Gilles

**Test for serial independence based on quadratic forms**

*by*Cees Diks & Valentyn Panchenko

**Stock returns and economic activity; evidence from wavelet analysis**

*by*Marco Gallegati

**Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions**

*by*MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

**Estimating default probabilities using a non parametric approach**

*by*Rita L. D'Ecclesia & Robert G. Tompkins

**Türkiye''deki Hayat Dışı Sigorta Şirketlerinin Veri Zarflama Analizi Tekniği İle Göreli Etkinlik Değerlendirmesi**

*by*Bülent SEZEN & Hüseyin İNCE & Selim AREN

**New Extimates of the Duration and Risk of Unemployment for West-Germany**

*by*Ralf A. Wilke

**Avoiding Data Snooping in Multilevel and Mixed Effects Models**

*by*David Afshartous & Michael Wolf

**Formalized Data Snooping Based on Generalized Error Rates**

*by*Joseph P & Romano & Azeem M. Shaikh & Michael Wolf

**A Note on Implementing Box-Cox Quantile Regression**

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

**Semiparametric Estimation of Consumption Based Equivalence Scales: The Case of Germany**

*by*Wilke, Ralf A.

**Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis**

*by*Wilke, Ralf A. & Wichert, Laura

**Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany**

*by*Fitzenberger, Bernd & Speckesser, Stefan

**Using Quantile Regression for Duration Analysis**

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

**Economic Development and CO2 Emissions: A Nonparametric Panel Approach**

*by*Azomahou, Théophile & Laisney, François & van Phu, Nguyen

**Evaluating the Impacts of Subsidies on Innovation Activities in Germany**

*by*Hujer, Reinhard & Radić, Dubravko

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

*by*Lee, Sokbae & Wilke, Ralf A.

**Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

**Die Wirkungsanalyse staatlicher Förderprogramme durch den Einsatz von Matching- und Selektionsmodellen am Beispiel der Fertigungstechnik**

*by*Fier, Andreas & Heger, Diana & Hussinger, Katrin

**Measuring the Knowledge Base of Regional Innovation Systems in Germany in terms of a Triple Helix Dynamics**

*by*Leydesdorff, Loet & Fritsch, Michael

**Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien**

*by*Bemmann, Martin

**Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests**

*by*von Hirschhausen, Christian R. & Cullmann, Astrid

**Technical and economic efficiency of Russian corporate farms: the case of the Moscow region**

*by*Svetlov, Nikolai & Hockmann, Heinrich

**Regional Disparities in the European Union: Convergence and Agglomeration**

*by*Stephan, Andreas & Happich, Michael & Geppert, Kurt

**Siblings and Educational Attainment in West Germany**

*by*Blaess, Virginie

**Disentangling the relationship between health and income**

*by*Andrew M Jones & John Wildman

**Specification Of A Model To Measure The Value Of Travel Time Savings From Binomial Data**

*by*Mogens Fosgerau

**Unit income elasticity of the value of travel time savings**

*by*Mogens Fosgerau

**A distribution dynamics approach to regional GDP convergence in reunified Germany**

*by*Juessen Falko

**Eco-Efficiency Analysis of Consumer Durables Using Absolute Shadow Prices**

*by*Mika Kortelainen & Timo Kuosmanen

**Firm and Industry Level Profit Efficiency Analysis Under Incomplete Price Data: A Nonparametric Approach based on Absolute and Uniform Shadow Prices**

*by*Timo Kuosmanen & Mika Kortelainen & Timo Sipiläinen & Laurens Cherchye

**Robustness of Inferences to Singularity Bifurcations**

*by*Yijun He & William Barnett

**Comment on 'Chaotic Monetary Dynamics with Confidence'**

*by*William Barnett

**Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?**

*by*Michael Kvasnicka

**Nonlinear and Complex Dynamics in Real Systems**

*by*William Barnett & Apostolos Serletis & Demitre Serletis

**Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')**

*by*Martin Bemmann

**Improving the comparability of insolvency predictions**

*by*Martin Bemmann

**Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation**

*by*João Fernandes

**Long Memory Options: LM Evidence and Simulations**

*by*Sutthisit Jamdee & Cornelis A. Los

**Efficiency of Banks in Regions at Different Stage of European Integration Process**

*by*Daniel Stavarek

**Optimal Time Interval Selection in Long-Run Correlation Estimation**

*by*Pedro H. Albuquerque

**Bayesian Stochastic Frontier Analysis Using WinBUGS**

*by*Jim Griffin & Mark Steel

**Parametric and semiparametric specification tests for binary choice models: a comparative simulation study**

*by*Isabel Proenca & Joao Santos Silva

**Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?**

*by*Catalin Starica & Stefano Herzel & Tomas Nord

**Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models**

*by*Arnab Bhattacharjee

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

*by*Hossein Abbasi-Nejad & Shapour Mohammadi

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

*by*Hossein Abbasi-Nejad & Shapour Mohammadi

**Nonparametric Slope Estimators for Fixed-Effect Panel Data**

*by*Kusum Mundra

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

*by*M. Aykut Attar

**The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results**

*by*Chen Qian & David E. Giles

**Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence**

*by*David E. Giles & Chad N. Stroomer

**Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions**

*by*David E. Giles

**Convergence of Income Among Provinces in Canada – An Application of GMM Estimation**

*by*Mukesh Ralhan & Ajit Dayanandan

**From household to individual’s welfare: does the Lorenz criteria still hold? Theory and Evidence from French Data**

*by*Helen Couprie & Eugenio Peluso & Alain Trannoy

**Nonparametric estimation in models with Lévy type jumps and stochastic volatility**

*by*Cecilia Mancini & Roberto Renò

**Peer effects and textbooks in primary education: Evidence from francophone sub-Saharan Africa**

*by*Markus Froehlich & Katharina Michaelowa

**Efficient Derivative Pricing by Extended Method of Moments**

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

**Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models**

*by*Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

**Do Government Sponsored Vocational Training Programs Help the Unemployed Find Jobs? Evidence from Russia**

*by*Anton Nivorozhkin & Eugene Nivorozhkin

**On the accuracy of Latin American trade statistics: A nonparametric test for 1925**

*by*M. del Mar Rubio Varas & Mauricio Folchi

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

*by*Juan Carlos Escanciano

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

*by*Juan Carlos Escanciano

**Property Condition Disclosure Law: Does 'Seller Tell All' Matter in Property Values?**

*by*Anupam Nanda

**Moment Based Inference with Stratified Data**

*by*Gautam Tripathi

**Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors**

*by*Thomas A. Severini & Gautam Tripathi

**Optimally Combining Censored and Uncensored Datasets**

*by*Paul J. Devereux & Gautam Tripathi

**Inequality in CO2 emissions across countries and its relationship with income inequality: a distributive approach**

*by*Emilio Padilla & Alfredo Serrano

**Nonparametric and semiparametric evidence on the long-run effects of inflation on growth**

*by*Andrea Vaona & Stefano Schiavo

**A nonparametric test of stochastic dominance in multivariate distributions**

*by*Ian Crawford

**Modeling Concentration and Dispersion in Multiple Regression**

*by*Rolf Aaberge & Steinar Bjerve & Kjell Doksum

**Asymptotic Distribution Theory of Empirical Rank-dependent Measures of Inequality**

*by*Rolf Aaberge

**Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment**

*by*Henderson, Daniel & Millimet, Daniel

**Time to Learn? The Organizational Structure of Schools and Student Achievement**

*by*Eren, Ozkan & Millimet, Daniel

**The Distribution of Returns to Marriage**

*by*Maasoumi, Esfandiar & Millimet, Daniel & Sarkar, Dipanwita

**Is the Quantity-Quality Trade-off Really a Trade-off for All?**

*by*Millimet, Daniel & Wang, Le

**Evaluating the Impact of R&D Tax Credits on Innovation: A Microeconometric Study on Canadian Firms**

*by*Petr Hanel & Dirk Czarnitzki & Julio Miguel Rosa

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

*by*Yingyao Hu & Geert Ridder

**Mean-square-error Calculations for Average Treatment Effects**

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

**Identification and Estimation of Discrete Games of Complete Information**

*by*Stephen Ryan & Patrick Bajari & Han Hong

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models**

*by*Marno Verbeek & Jeroen VK Rombouts

**Accurate Yield Curve Scenarios Generation using Functional Gradient Descent**

*by*Fabio Trojani & Francesco Audrino

**Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand**

*by*Arnab Bhattacharjee & Chris Jensen-Butler

**Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models**

*by*Arnab Bhattacharjee

**Reconsidering the business cycle and stabilisation policies in South Africa**

*by*Stan du Plessis

**Assessing the performance of matching algorithms when selection into treatment is strong**

*by*Jochen Kluve & Boris Augurzky

**On the generation of a regular multi-input multi-output technology using parametric output distance functions**

*by*Sergio Perelman & Daniel Santin

**Transaction Costs In Public-Private Partnerships: A First Look At The Evidence**

*by*Dudkin, Gerti & Valila, Timo

**Estimating Deterministically Time-Varying Variances in Regression Models**

*by*George Kapetanios

**Tests for Deterministic Parametric Structural Change in Regression Models**

*by*George Kapetanios

**Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration**

*by*Morten Ørregaard Nielsen & Per Frederiksen

**Efficiency of Construction Firms in Vietnam**

*by*Nguyen, Khac Minh & Giang, Thanh Long

**Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences**

*by*Wittkowski, Knut M.

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

*by*Geweke, John & Keane, Michael

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

*by*Geweke, John & Keane, Michael

**Regionalización de Mexico mediante un Indice de Capital Humano**

*by*Cabrera-Castellanos, Luis F. & Lozano-Cortés, René

**Estimates of Armington parameters for a landlocked economy**

*by*Nganou, Jean-Pascal

**Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos**

*by*Espinosa Méndez, Christian

**Does School Improve Equity? Some Key Findings from Portuguese Data**

*by*Chagas Lopes, Margarida & Medeiros, João & PINTO, AQUILES

**Transições e Pontos Críticos das Trajectórias de Escolaridade: Estudo de Caso em seis Escolas Secundárias da Grande Lisboa**

*by*CHAGAS LOPES, MARGARIDA

**A Latent Budget Analysis Approach to Classification: Examples from Economics**

*by*Larrosa, Juan MC

**Bandwidth selection for nonparametric kernel testing**

*by*Gao, Jiti & Gijbels, Irene

**A test for model specification of diffusion processes**

*by*Chen, Song Xi & Gao, Jiti & Tang, Chenghong

**Local and global rank tests for multivariate varying-coefficient models**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**Public-Private Partnerships and the Promotion of Collective Entrepreneurship**

*by*Mário Rui Silva & Hermano Rodrigues

**Competitiveness and Public-Private Partnerships: Towards a More Decentralised Policy**

*by*Mário Rui Silva & Hermano Rodrigues

**Variation, jumps, market frictions and high frequency data in financial econometrics**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**Managerial Behavior and Cost/Profit Efficiency in the Banking Sectors of Central and Eastern European Countries**

*by*Stefania P.S. Rossi & Markus Schwaiger & Gerhard Winkler

**Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants**

*by*Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler

**Edgeworth Expansions for Realized Volatility and Related Estimators**

*by*Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia

**Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis**

*by*Azeem Shaikh & Edward Vytlacil

**Kernel Estimation when Density Does Not Exist**

*by*ZINDE-WALSH, Victoria

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc

**Robust forecasting of mortality and fertility rates: a functional data approach**

*by*Rob J. Hyndman & Md. Shahid Ullah

**Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases**

*by*D. S. Poskitt

**A simple test of Richter-rationality**

*by*Marc-Arthur Diaye & Michal Wong-Urdanivia

**Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices**

*by*Dominique Guegan & Sophie A. Ladoucette

**Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach**

*by*Lean Hooi Hooi & Wong Wing Keung & Russell Smyth

**Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes**

*by*Cerqueti, Roy & Costantini, Mauro

**Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order**

*by*Cerqueti, Roy & Costantini, Mauro

**Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation**

*by*Frank T. Denton

**Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects**

*by*Jan Ondrich

**Convergence in Carbon Emissions Per Capita**

*by*Alison Stegman

**Safety Net Design and Systemic Risk: New Empirical Evidence**

*by*Klüh, Ulrich

**Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options**

*by*Ruijun Bu & Kaddour Hadri

**Croissance, capital humain et interactions spatiales : une étude économétrique**

*by*ERTUR, Cem & THIAW, Kalidou

**Growth, Technological Interdependence and Spatial Externalities: Theory and Evidence**

*by*ERTUR, Cem & KOCH, Wilfried

**Best Nonparametric Bounds on Demand Responses**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Robustness of Inferences to Singularity Bifurcations**

*by*William Barnett & Yijun He

**Nonlinear and Complex Dynamics in Real Systems**

*by*William Barnett & Apostolos Serletis & Demitre Serletis

**Do Former College Athletes Earn More at Work? A Nonparametric Assessment**

*by*Henderson, Daniel J. & Olbrecht, Alexandre & Polachek, Solomon

**Do Former College Athletes Earn More at Work? A Nonparametric Assessment**

*by*Daniel J. Henderson & Alexandre Olbrecht & Solomon Polachek

**Sensitivity of Propensity Score Methods to the Specifications**

*by*Zhong Zhao

**Sensitivity of Propensity Score Methods to the Specifications**

*by*Zhao, Zhong

**Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany**

*by*Fitzenberger, Bernd & Speckesser, Stefan

**Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany**

*by*Bernd Fitzenberger & Stefan Speckesser

**Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences**

*by*Bergemann, Annette & Fitzenberger, Bernd & Speckesser, Stefan

**Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences**

*by*Annette Bergemann & Bernd Fitzenberger & Stefan Speckesser

**Wage Ceilings and Floors: The Gender Gap in Ukraine’s Transition**

*by*Ina Ganguli & Katherine Terrell

**Wage Ceilings and Floors: The Gender Gap in Ukraine's Transition**

*by*Ganguli, Ina & Terrell, Katherine

**Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants**

*by*Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler

**Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants**

*by*Eslava, Marcela & Haltiwanger, John C. & Kugler, Adriana & Kugler, Maurice

**Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes**

*by*Maasoumi, Esfandiar & Heshmati, Almas

**Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes**

*by*Esfandiar Maasoumi & Almas Heshmati

**Institutions, Markets and Men’s and Women’s Wage Inequality: Evidence from Ukraine**

*by*Ina Ganguli & Katherine Terrell

**Institutions, Markets and Men's and Women's Wage Inequality: Evidence from Ukraine**

*by*Ganguli, Ina & Terrell, Katherine

**Nonparametric Bounds on the Effect of Deductibles in Health Care Insurance on Doctor Visits – Swiss Evidence**

*by*Gerfin, Michael & Schellhorn, Martin

**Nonparametric Bounds on the Effect of Deductibles in Health Care Insurance on Doctor Visits - Swiss Evidence**

*by*Michael Gerfin & Martin Schellhorn

**Opening the Black Box of Intra-Household Decision-Making: Theory and Non-Parametric Empirical Tests of General Collective Consumption Models**

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

**Opening the Black Box of Intra-Household Decision-Making: Theory and Non-Parametric Empirical Tests of General Collective Consumption Models**

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

**Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa**

*by*Frölich, Markus & Michaelowa, Katharina

**Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa**

*by*Frölich, Markus & Michaelowa, Katharina

**Wage Distribution In Spain, 1994-1999: An Application Of A Flexible Estimator Of Conditional Distributions**

*by*Juan Mora & Antonia Febrer

**Students and Teachers: A DEA Approach to the Relative Efficiency of Portuguese Public Universities**

*by*António Afonso & Mariana Santos

**Cross-country Efficiency of Secondary Education Provision: a Semi-parametric Analysis with Nondiscretionary Inputs**

*by*António Afonso & Miguel St. Aubyn

**Public Services Efficiency Provision in Italian Regions: a Non-Parametric Analysis**

*by*Antonio Afonso & Carla Scaglioni

**Assessing and Explaining the Relative Efficiency of Local Government: Evidence for Portuguese Municipalities**

*by*António Afonso & Sónia Fernandes

**Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods**

*by*Raquel Andres & Samuel Calonge

**Best nonparametric bounds on demand responses**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Social experiments and instrumental variables with duration outcomes**

*by*Jaap Abbring & Gerard van den Berg

**Long-term effects of a mandatory multistage program: the New Deal for young people in the UK**

*by*Giacomo De Giorgi

**Local GEL methods for conditional moment restrictions**

*by*Richard Smith

**Efficient information theoretic inference for conditional moment restrictions**

*by*Richard Smith

**Best nonparametric bounds on demand responses**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility**

*by*Walter Beckert & Richard Blundell

**Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data**

*by*Sokbae 'Simon' Lee & Ralf A. Wilke

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

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

**Employment effects of the provision of specific professional skills and techniques in Germany**

*by*Fitzenberger, Bernd & Speckesser, Stefan

**In Search of Non-Gaussian Components of a High-Dimensional Distribution**

*by*Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller

**Portfolio Value at Risk Based on Independent Components Analysis**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity**

*by*Yasemin Boztug & Lutz Hildebrandt

**Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration**

*by*Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle

**Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?**

*by*Michael Kvasnicka

**DSFM fitting of Implied Volatility Surfaces**

*by*Szymon Borak & Matthias Fengler & Wolfgang Härdle

**Dynamics of State Price Densities**

*by*Wolfgang Härdle & Zdenek Hlavka

**A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics**

*by*Matthias Fengler & Wolfgang Härdle & Enno Mammen

**Arbitrage-Free Smoothing of the Implied Volatility Surface**

*by*Matthias R. Fengler

**Robust estimation of dimension reduction space**

*by*Pavel Cizek & Wolfgang Härdle

**Nonparametric Productivity Analysis**

*by*Wolfgang Härdle & Seok-Oh Jeong

**Value-at-Risk Calculations with Time Varying Copulae**

*by*Enzo Giacomini & Wolfgang Härdle

**Equality of Opportunity, Heterogeneity and Poverty**

*by*Nilsson, William

**Opportunities, Preferences and Incomes**

*by*Nilsson, William

**Organisational Change, Absenteeism and Welfare Dependency**

*by*Røed, Knut & Fevang, Elisabeth

**Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach**

*by*Gaure, Simen & Røed, Knut & Zhang, Tao

**Downward Nominal Wage Rigidity in the OECD**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Social experiments and intrumental variables with duration outcomes**

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

**Covariate selection for non-parametric estimation of treatment effects**

*by*de Luna, Xavier & Waernbaum, Ingeborg

**A wavelet analysis of scaling laws and long-memory in stock market volatility**

*by*Vuorenmaa , Tommi

**Panel Data Econometrics: Modelling and Estimation**

*by*Hübler, Olaf

**Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany**

*by*Roberta Colavecchio & Declan Curran & Michael Funke

**Multiariate Wavelet-based sahpe preserving estimation for dependant observation**

*by*Antonio Cosma & Olivier Scaillet & Rainer von Sachs

**A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives**

*by*Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet

**Times-To-Default:Life Cycle, Global and Industry Cycle Impact**

*by*Fabien Couderc & Olivier Renault

**Understanding Default Risk Through Nonparametric Intensity Estimation**

*by*Fabien Couderc

**Bootstrap bias-adjusted GMM estimators**

*by*Joaquim J.S. Ramalho

**Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation**

*by*Fabrice Gilles

**Twin - Peaks in E.U. Regional Productivity Dynamics: a nonparametric analysis**

*by*Georgios Fotopoulos

**Semi-Parametric Modelling of Correlation Dynamics**

*by*Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Semiparametric estimation for stationary processes whose spectra have an unknown pole**

*by*Javier Hidalgo

**Distribution free goodness-of-fit tests for linear processes**

*by*Miguel A. Delgado & Javier Hidalgo & Carlos Velasco

**A method of moments estimator for semiparametric index models**

*by*Bas Donkers & Marcia M. A. Schafgans

**An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning**

*by*John Hobcraft & Wendy Sigle-Rushton

**A smoothed least squares estimator for threshold regression models**

*by*Oliver Linton & Myunghwan Seo

**Factor price equality and the economies of the United States**

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

**Simulated nonparametric estimation of dynamic models with applications to finance**

*by*Filippo Altissimo & Antonio Mele

**The bootstrap and the Edgeworth correction for semiparametric averaged derivatives**

*by*Yoshihiko Nishiyama & Peter M. Robinson

**Convergence In Carbon Emissions Per Capita**

*by*Alison Stegman

**The Spatial Analysis of Time Series**

*by*Park, Joon Y.

**Partial Identification of Probability Distributions with Misclassified Data**

*by*Molinari, Francesca

**Comment on Ã¢â‚¬Å“Realized Variance and Market Microstructure NoiseÃ¢â‚¬Â by Peter R. Hansen and Asger Lunde**

*by*Peter C. B. Phillips & Jun Yu

**Comments on Ã¢â‚¬Å“A selective overview of nonparametric methods in financial econometricsÃ¢â‚¬Â**

*by*Peter C. B. Phillips & Jun Yu

**Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements**

*by*David-Jan Jansen & Jakob de Haan

**Regional Disparities in the European Union: Convergence and Agglomeration**

*by*Kurt Geppert & Michael Happich & Andreas Stephan

**Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects**

*by*Jan Ondrich

**Comparing Distributions: The Harmonic Mass Index**

*by*Jeroen Hinloopen & Charles van Marrewijk

**Nonparametric Tests for Serial Independence Based on Quadratic Forms**

*by*Cees Diks & Valentyn Panchenko

**Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence**

*by*Yebin Cheng & Jan G. de Gooijer

**Social Experiments and Instrumental Variables with Duration Outcomes**

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

**Equivalence and Bifurcations of Finite Order Stochastic Processes**

*by*Cees Diks & Florian Wagener

**Opening the Black Box of Intra-Household Decision-Making: Theory and Non-Parametric Empirical Tests of General Collective Consumption Models**

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

**Robust Estimation of Dimension Reduction Space**

*by*Cizek, P. & Härdle, W.K.

**Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator**

*by*Haeusler, E. & Segers, J.

**Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution**

*by*Beirlant, J. & Joossens, E. & Segers, J.

**Projection Estimates of Constrained Functional Parameters**

*by*Fils-Villetard, A. & Guillou, A. & Segers, J.

**A New Approach to Robust Inference in Cointegration**

*by*Sainan Jin & Peter C.B. Phillips & Yixiao Sun

**Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood**

*by*Taisuke Otsu & Yoon-Jae Whang

**A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions**

*by*Federico M. Bandi & Peter C.B. Phillips

**Sign Tests for Dependent Observations and Bounds for Path-Dependent Options**

*by*Donald J. Brown & Rustam Ibragimov

**Improved HAR Inference**

*by*Peter C.B. Phillips & Yixiao Sun & Sainan Jin

**Firm'investment forecast: An indicator of changes in expectations in industrial investment survey**

*by*N. FERRARI

**Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants**

*by*Eslava, Marcela & Haltiwanger Jr, John C & Kugler, Adriana D. & Kugler, Maurice

**How to Exit from Fixed Exchange Rate Regimes**

*by*Asici, Ahmet Atil & Ivanova, Nadezhda & Wyplosz, Charles

**Factor Price Equality and the Economies of the United States**

*by*Bernard, Andrew & Redding, Stephen J & Schott, Peter

**Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach**

*by*Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate

**The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes**

*by*Robert F. Engle & Jose Gonzalo Rangel

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

**Too Large or Too Small? Returns to Scale in a Retail Network**

*by*Frantisek Brazdik & Viliam Druska

**Oriented stochastic data envelopment models: Ranking comparison to stochastic frontier approach**

*by*Frantisek Brazdik

**Learning by Bidding: Evidence from a Large-Scale Natural Experiment**

*by*Jan Hanousek & Evzen Kocenda

**A method of moments estimator for semiparametric index models**

*by*Bas Donkers & Marcia M Schafgans

**The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives**

*by*Yoshihiko Nishiyama & Peter M Robinson

**Distribution Free Goodness-of-Fit Tests for Linear Processes**

*by*Miguel A. Delgado & Javier Hidalgo & Carlos Velasco

**Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole**

*by*Javier Hidalgo

**An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning**

*by*John Hobcraft & Wendy Sigle-Rushton

**Factor Price Equality and the Economies of the United States**

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

**Factor Price Equality and the Economies of the United States**

*by*Andrew Bernard & Stephen Redding & Peter Schott

**Forecasting Distributions with Experts Advice**

*by*Sancetta, A.

**Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices**

*by*Sancetta, A. & Nikanrova, A.

**A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000**

*by*Feng Zhu

**Explaining credit default swap spreads with equity volatility and jump risks of individual firms**

*by*Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou

**The Fed and the Question of Financial Stability: An Empirical Investigation**

*by*Grunspan, T.

**Testing the Parametric Specification of the Diffusion Function in a Diffusion Process**

*by*Fuchun Li

**Do You Need a Job to Find a Job?**

*by*Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety**

*by*CHERCHYE, Laurens & DE BORGER, Bruno & VAN PUYENBROECK, Tom

**Dinâmica Da Renda, Longevidade E Educação Nos Municípios Brasileiros**

*by*João Carlos Ramos Magalhães & Rogério Boueri Miranda

**Does development aid help poor countries catch up?**

*by*Herbertsson, Tryggvi Thor & Martin Paldam

**Characterizing income distribution for poverty and inequality analysis**

*by*Rómulo A.Chumacero & Ricardo D.Paredes

**Semi-Parametric Spatial Auto-Covariance Models Of Regional Growth In Europe**

*by*Roberto BASILE & Bernard GRESS

**Persistency of Output Fluctuations : The Case of Turkey**

*by*Aslihan Atabek Demirhan

**Evaluation of Further Training Programmes with an Optimal Matching Algorithm**

*by*Eva Reinowski & Birgit Schultz & Jürgen Wiemers

**Is the market concentration and interest-rates relationship in the Mexican commercial banking industry a sign of efficiency?**

*by*Clemente Hernandez-Rodriguez

**A Semi-Parametric Model for Asymmetric Information in Health Plan Markets**

*by*Ralph Bradley

**El análisis envolvente de datos en la construcción de indicadores sintéticos. Una aplicación a las provincias españolas/DEA Construction of Composite Indicators. An Application to the Spanish Provinces**

*by*MARTÍNEZ ROGET, F. & MURIAS FERNÁNDEZ, P. & MIGUEL DOMÍNGUEZ, J.C. DE

**Működési versenyképesség és hajtóerői a hazai húsiparban**

*by*Tóth, József

**A Frequency Selective Filter for Short-Length Time Series**

*by*Alessandra Iacobucci & Alain Noullez

**Stock Returns and Volatility in Emerging Stock Markets**

*by*Jaeun Shin

**Análisis del desempleo urbano a través de un estudio comparativo de métodos de clasificación**

*by*Margarita Díaz & Fernando Ferrero & Cecilia Díaz & Patricia Caro & María Inés Stimolo

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

*by*Eva Ferreira & Mónica Gago & Angel León & Gonzalo Rubio

**A Measure of Welfare Based on Permanent Income Hypothesis: An Application on Italian Households Budgets**

*by*Riccardo Massari

**Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)**

*by*Carlos MACHADO-SANTOS & Ana Cristina FERNANDES

**Convergence of Sectoral Productivity in Turkish Provinces: A Markov Chains Model**

*by*Temel, T. & Tansel, A. & Gungor, N.D.

**Economic Clubs and European Commitment. Evidence from the International Business Cycles**

*by*Bovi, M.

**A Bootstrap Test for Conditional Symmetry**

*by*Liangjun Su & Sainan Jin

**Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models**

*by*Yiguo Sun

**Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas**

*by*Diego Mauricio Vásquez & Luis Fernando Melo

**A note on the Bandwidth choice when the null hypothesis is semiparametric**

*by*Jorge Barrientos Marín

**Convergencia en indicadores sociales en Colombia. Una aproximación desde los enfoques tradicional y no paramétrico**

*by*Aguirre Tobón Katherine

**Non-parametric approaches to education and health efficiency in OECD countries**

*by*António Afonso & Miguel St. Aubyn

**Singularity Bifurcation**

*by*Yijun He & William A. Barnett

**The U.S. Phillips-curve by time scale using waveletsMarco**

*by*Marco Gallegati Mauro Gallegati James Ramsey Willi Semmler

**qGMM Estimation of Sunk Costs**

*by*Jeffrey R. Campbell & Jonas D.M. Fisher

**Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Identification and Estimation in Sequential Dutch Auctions**

*by*Harry J. Paarsch & Bjarne Brendstrup

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

*by*Clive Bowsher

**Toward a Unified Approach to Testing for Weak Separability**

*by*Jones, Barry & Elger, Thomas & Edgerton, David & Dutkowsky, Donald

**The Spatial Analysis of Time Series**

*by*Joon Y. Park

**Finite-Sample Inference Methods for Quantile Regression Models**

*by*Christian Hansen & Victor Chernozhukov

**An Empirical Investigation of Habit-Based Asset Pricing Models**

*by*Sydney C. Ludvigson & Xiaohong Chen

**Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models**

*by*Jiti Gao & Maxwell King

**Quantile Regression under Misspecification**

*by*I. Fernandez-Val & J. Angrist & V. Chernozhukov

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**A Dynamic Structural Model of Labor Supply and Educational Attainment**

*by*Wayne-Roy Gayle

**Covariance-based orthogonality tests for regressors with unknown persistence**

*by*Katsumi Shimotsu & Alex Maynard

**Wavelet transform for regression estimation of non-stationary fractional time series**

*by*Jin Lee

**Robust Nonparametric Estimation of Efficiency and Technical Change in U.S. Commercial Banking**

*by*Paul W. Wilson & David C. Wheelock

**Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program**

*by*Jose Galdo

**Valuing water reources in developing countries: A semiparametric approach to valuation models**

*by*Walter Belluzzo

**Partial Identification of Poverty Measures with Contaminated Data**

*by*Juan Carlos Chavez-Martin del Campo

**Jackstrapping Dea Scores For Robust Efficiency Measurement**

*by*Darcy Ribeiro & Maria da ConceiÃ§Ã£o Sampaio de Sousa

**Labor Market Discrimination in the US: A Quantile Regression Approach**

*by*Juliana Ferraz GuimarÃ£es

**Smooth Test For Testing Equality Of Two Densities**

*by*Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh

**A Dynamic Factor Approach to Nonlinear Stability Analysis**

*by*Mototsugu Shintani

**Is Health Care a Necessity or a Luxury? Evidence from Local Quantile Regressions**

*by*Chiu-Kuei Chang & Mei-Yuan Chen

**Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series**

*by*Rodney C Wolff & Adrian G Barnett

**Inferring decision processes from economic experiments**

*by*Marco Castillo & Philip Cross

**The male-female wage gap in France: an analysis using non-parametric methods**

*by*Sandrine Rospabe & Robert Breunig

**Evaluating the Impact of R&D Tax Credits on Innovation: A Microeconometric Study on Canadian Firms**

*by*Czarnitzki, Dirk & Hanel, Petr & Rosa, Julio Miguel

**Die Rolle der Innovationsförderung im Aufholprozess Ostdeutschlands**

*by*Czarnitzki, Dirk & Licht, Georg

**Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland**

*by*Kyyrä, Tomi & Wilke, Ralf A.

**A Note on Implementing Box-Cox Quantile Regression**

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

**The Link Between R&D Subsidies, R&D Spending and Technological Performance**

*by*Czarnitzki, Dirk & Hussinger, Katrin

**Using Innovation Survey Data to Evaluate R&D Policy: The Case of Belgium**

*by*Aerts, Kris & Czarnitzki, Dirk

**Semiparametric Estimation of Consumption Based Equivalence Scales: The Case of Germany**

*by*Wilke, Ralf A.

**Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences**

*by*Speckesser, Stefan & Fitzenberger, Bernd & Bergemann, Annette

**The Relationship between R&D Collaboration, Subsidies and Patenting Activity: Empirical Evidence from Finland and Germany**

*by*Ebersberger, Bernd & Czarnitzki, Dirk & Fier, Andreas

**New Estimates of the Duration and Risk of Unemployment for West-Germany**

*by*Wilke, Ralf A.

**Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise**

*by*Scholz, Achim & Neumeyer, Natalie & Munk, Axel

**Peer effects and textbooks in primary education : Evidence from francophone sub-Saharan Africa**

*by*Frölich, Markus & Michaelowa, Katharina

**Semiparametric multivariate volatility models**

*by*Rombouts, Jeroen V. K. & Hafner, Christian M.

**Adoption of e-business: patterns and consequences of network externalities**

*by*Schade, Christian & Köllinger, Philipp

**Does co-financing by multilateral development banks increase "risky" direct investment in emerging markets?**

*by*Wezel, Torsten

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Peter C.B. Phillips & Sainan Jin & Yixiao Sun

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown

**The Dow Theory: William Peter Hamilton's Track Record Re-considered**

*by*Stephen J. Brown & William N. Goetzmann & Alok Kumar

**Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety**

*by*Laurens Cherchye & Bruno De Borger & Tom Van Puyenbroeck

**The Public Sector Pay Gap in France, Great Britain and Italy**

*by*Claudio Lucifora & Dominique Meurs

**Investigating the distribution of the value of travel time savings**

*by*Mogens Fosgerau

**Investigating the distribution of the value of travel time savings**

*by*Mogens Fosgerau

**Evaluating the temporal and the spatial heterogeneity of the European convergence process, 1980-1999**

*by*Julie Le Gallo & Sandy Dall'erba

**Are R&D subsidies a substitute or a complement to privately funded R&D? Evidence from France using propensity score methods for non- experimental data**

*by*DUGUET Emmanuel

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

*by*Dean R. Hyslop & David C. Maré

**Dynamics of Interest Rate Curve by Functional Auto-Regression**

*by*Vladislav Kargin & Alexei Onatski

**Bank loans, start-up subsidies and the survival of the new firms: an econometric analysis at the entrepreneur level**

*by*CREPON Bruno & DUGUET Emmanuel

**Long Memory Options: Valuation**

*by*SUTTHISIT JAMDEE & CORNELIS A. LOS

**Long-Term Dependence Characteristics of European Stock Indices**

*by*CORNELIS A. LOS & JOANNA M. LIPKA

**Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets**

*by*CORNELIS A. LOS

**Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data**

*by*CORNELIS A. LOS

**A Theory for the Term Structure of Interest Rates**

*by*Thomas Alderweireld & Jean Nuyts

**When did the 2001 recession really start?**

*by*J. Polzehl & V. Spokoiny & C. Starica

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

**Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?**

*by*Catalin Starica

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**The Nonlinear Skeletons in the Closet**

*by*William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy

**Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots**

*by*Ricardo Gonçalves Silva

**Cointegration in Frequency Domain**

*by*Daniel Levy

**Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes**

*by*Niklas Wagner & Terry A. Marsh

**Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis**

*by*Yuriy Gorodnichenko & Klara Sabirianova Peter &

**Trust In Transition: Cross Country And Firm Evidence**

*by*Martin Raiser & Alan Rousso & Franklin Steves

**No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)**

*by*David E. A. Giles

**A Model Selection Test for Bivariate Failure-Time Data**

*by*Xiaohong Chen & Yanqin Fan

**Efficient Estimation of Semiparametric Multivariate Copula Models**

*by*Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov

**Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification**

*by*Xiaohong Chen & Yanqin Fan

**A Dynamic Factor Approach to Nonlinear Stability Analysis**

*by*Mototsugu Shintani

**Concordant Convergence Empirics**

*by*Don J Webber & Paul White

**A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient**

*by*Roberto Reno' & Antonio Roma & Stephen Schaefer

**Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling**

*by*Roberto Reno'

**Regional treatment intensity as an instrument for the evaluation of labour market policies**

*by*Markus Frölich & Michael Lechner

**Quadratic term structure models with jumps in incomplete currency markets**

*by*Daal, Elton

**Testing the Markov property with ultra-high frequency financial data**

*by*Matos, Joao Amaro de & Fernandes, Marcelo

**Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing**

*by*Teresa Corzo Santamaría & Javier Gómez Biscarri

**Neighbors’ Income Distribution: Economic Segregation and Mixing in US Urban Neighborhoods**

*by*Anna Hardman & Yannis Ioannides

**Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors**

*by*Stefan Boes

**Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators**

*by*Marianne Simonsen & Lars Skipper

**Efficiency in Public Sector: A Neural Network Approach**

*by*Francisco J. Delgado

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brentstrup

**Density Estimation and Combination under Model Ambiguity**

*by*Stefania D'Amico

**Nonlinear Growth and the Productivity Slowdown**

*by*Andrea Mario Lavezzi & Davide Fiaschi

**A Frequency-selective Filter for Short-Length Time Series**

*by*Alain Noullez & Alessandra Iacobucci

**Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model**

*by*Leonardo Becchetti & Roberto Rocci & Giovanni Trovato

**Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models**

*by*Sydney Ludvigson & Xiaohong Chen

**Do You Need a Job to Find a Job?**

*by*Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb

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

*by*Bhattacharjee, Arnab

**On testing equality of distributions of technical efficiency scores**

*by*Simar, Leopold & Zelenyuk, Valentin

**Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios**

*by*Müller, Ulrich A & Bürgi, Roland & Dacorogna, Michel M

**A new distribution-based test of self-similarity**

*by*Bianchi, Sergio

**Efficiency Performance of Hospitals and Medical Centers in Vietnam**

*by*Nguyen, Khac Minh & Giang, Thanh Long

**¿Desaparece la clase media en México?: Una aplicación de la polarización por subgrupos entre 1984 y 2000**

*by*Huesca, Luis

**Empirical comparisons in short-term interest rate models using nonparametric methods**

*by*Arapis, Manuel & Gao, Jiti

**Local rank tests in a multivariate nonparametric relationship**

*by*Natércia Fortuna

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

*by*Clive G. Bowsher

**Semiparametric Causality Tests Using the Policy Propensity Score**

*by*Joshua D. Angrist & Guido M. Kuersteiner

**Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods**

*by*McCAUSLAND, William

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Xibin Zhang & Maxwell L. King & Rob J. Hyndman

**Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures**

*by*Jonathan Dark

**Is innovation persistent at the firm Level . An econometric examination comparing the propensity score and regression methods**

*by*Emmanuel Duguet & Stéphanie Monjon

**Modelling long memory and risk premia in Latin American sovereign bond markets**

*by*Alfonso Mendoza

**Average treatment effect estimation via random recursive partitioning**

*by*Giuseppe PORRO & Stefano Maria IACUS

**Dealing with Limited Overlap in Estimation of Average Treatment Effects**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation**

*by*Frank T. Denton

**Nonparametric expenditure-based estimation of income under-reporting and the underground economy**

*by*Lindsay M. Tedds

**Taxes, Deadweight Loss and Intertemporal Female Labor Supply: Evidence from Panel Data**

*by*Anil Kumar

**Econometric Inference, Cyclical Fluctuations, and Superior Information**

*by*Denis Larocque & Michel Normandin

**The Effects of Experience, Ownership, and Knowledge on IPO Survival: Evidence from the Neuer Markt**

*by*David Audretsch & Erik Lehmann

**On the Distributional Effects of Income in an Aggregate Consumption Relation**

*by*Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine

**Productivity Dynamics and Structural Change in the U.S. Manufacturing Sector**

*by*Jens J. Krüger

**Capacity Utilization and Technology Shocks in the U.S. Manufacturing Sector**

*by*Jens J. Krüger

**Total Factor Productivity Growth and Job Turnover in Mexican Manufacturing Plants in the 1990s**

*by*Calderón-Madrid, Angel & Voicu, Alexandru

**Total Factor Productivity Growth and Job Turnover in Mexican Manufacturing Plants in the 1990s**

*by*Calderon-Madrid, Angel & Voicu, Alexandru

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

*by*Ñopo, Hugo

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

*by*Nopo, Hugo

**Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries**

*by*Clark, Andrew E. & Etilé, Fabrice & Postel-Vinay, Fabien & Senik, Claudia & Van der Straeten, Karine

**Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries**

*by*Clark, Andrew & Etilé, Fabrice & Postel-Vinay, Fabien & Senik, Claudia & Van der Straeten, Karine

**Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis**

*by*Gorodnichenko, Yuriy & Peter, Klara Sabirianova

**Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis**

*by*Gorodnichenko, Yuriy & Peter, Klara Sabirianova

**Survey Non-Response and Unemployment Duration**

*by*van den Berg, Gerard J. & Lindeboom, Maarten & Dolton, Peter

**Survey Non-Response and Unemployment Duration**

*by*van den Berg, Gerard J. & Lindeboom, Maarten & Dolton, Peter J.

**Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong**

*by*Augurzky, Boris & Kluve, Jochen

**Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong**

*by*Augurzky, Boris & Kluve, Jochen

**Do You Need a Job to Find a Job?**

*by*Cobb-Clark, Deborah A. & Frijters, Paul & Kalb, Guyonne

**Do You Need a Job to Find a Job?**

*by*Cobb-Clark, Deborah & Frijters, Paul & Kalb, Guyonne

**The Exhaustion of Unemployment Benefits in Belgium: Does it Enhance the Probability of Employment?**

*by*Cockx, Bart & Ries, Jean

**The Exhaustion of Unemployment Benefits in Belgium: Does it Enhance the Probability of Employment?**

*by*Cockx, Bart & Ries, Jean

**Accounting for Income Distribution Trends: A Density Function Decomposition Approach**

*by*Jenkins, Stephen P. & Van Kerm, Philippe

**Accounting for Income Distribution Trends: A Density Function Decomposition Approach**

*by*Jenkins, Stephen P. & Van Kerm, Philippe

**Nonparametric Bounds on the Returns to Language Skills**

*by*Gonzalez, Libertad

**Nonparametric Bounds on the Returns to Language Skills**

*by*Gonzalez, Libertad

**Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies**

*by*Frölich, Markus & Lechner, Michael

**Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies**

*by*Frölich, Markus & Lechner, Michael

**Work-Related Training and Wages: An Empirical Analysis for Male Workers in Switzerland**

*by*Gerfin, Michael

**Work-Related Training and Wages: An Empirical Analysis for Male Workers in Switzerland**

*by*Gerfin, Michael

**Employment Effects of Early Interventions on Job Search Programs**

*by*Weber, Andrea & Hofer, Helmut

**Employment Effects of Early Interventions on Job Search Programs**

*by*Weber, Andrea & Hofer, Helmut

**Are Job Search Programs a Promising Tool? A Microeconometric Evaluation for Austria**

*by*Weber, Andrea & Hofer, Helmut

**Are Job Search Programs a Promising Tool? A Microeconometric Evaluation for Austria**

*by*Weber, Andrea & Hofer, Helmut

**Dynamic Treatment Assignment – The Consequences for Evaluations Using Observational Data**

*by*Fredriksson, Peter & Johansson, Per

**Dynamic Treatment Assignment - The Consequences for Evaluations Using Observational Data**

*by*Fredriksson, Peter & Johansson, Per

**The Public Sector Pay Gap in France, Great Britain and Italy**

*by*Lucifora, Claudio & Meurs, Dominique

**The Public Sector Pay Gap in France, Great Britain and Italy**

*by*Lucifora, Claudio & Meurs, Dominique

**Evaluation of Further Training Programmes with an Optimal Matching Algorithm**

*by*Eva Reinowski & Birgit Schultz & Jürgen Wiemers

**Autoregressive Conditional Volatility, Skewness And Kurtosis**

*by*Ángel León & Gonzalo Rubio & Gregorio Serna

**Public Tertiary Education Expenditure in Portugal: a Non-Parametric Efficiency Analysis**

*by*António Afonso & Mariana Santos

**Non-parametric Approaches to Education and Health Expenditure Efficiency in OECD Countries**

*by*António Afonso & Miguel St. Aubyn

**Trade Potentials In Gravity Panel Data Models**

*by*Luca De Benedictis & Claudio Vicarelli

**Non linearità e dinamica della dimensione d'impresa in Italia**

*by*Roberto Basile & Sergio de Nardis

**Accounting for income distribution trends: A density function decomposition approach**

*by*Jenkins, Stephen P. & Van Kerm, Philippe

**Econometric Inference, Cyclical Fluctuations, and Superior Information**

*by*Michel Normandin

**Nonparametric Risk Management with Generalized Hyperbolic Distributions**

*by*Ying Chen & Wolfgang Härdle & Seok-Oh Jeong

**Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?**

*by*Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

**Downward Nominal Wage Rigidity in Europe**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Employment subsidies - A fast lane from unemployment to work?**

*by*Forslund, Anders & Johansson, Per & Lindqvist, Linus

**Non-parametric adjustment for covariates when estimating a treatment effect**

*by*Cantoni, Eva & de Luna, Xavier

**Early indication of program performance: The case of a Swedish temporary employment program**

*by*Larsson, Laura & Nordström Skans, Oskar

**The impact of macroeconomic news on exchange rate volatility**

*by*Laakkonen , Helinä

**Evaluating the Temporal and the Spatial Heterogeneity of the European Convergence Process, 1980-1999**

*by*Julie LE GALLO (IERSO, IFReDE-GRES) & Sandy DALL’ERBA (REAL, University of Illinois at Urbana-Champaign)

**Differential Effects of Active Labour Market Programmes in the Early Stages of Young People's Unemployment**

*by*Kari Hämäläinen & Virve Ollikainen

**Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland**

*by*Tomi Kyyrä & Ralf Wilke

**Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions**

*by*Philip A. Haile & Han Hong & Matthew Shum

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions With Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**A Frequency Selective Filter for Short-Length Time Series**

*by*Alessandra Iacobucci & Alain Noullez

**Nonparametric Estimation of Conditional Expected Shortfall**

*by*Olivier SCAILLET

**Some Statistical Pitfalls In Copula Modeling For Financial Applications**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**The Effects of Experience, Ownership, and Knowledge on IPO Survival: Empirical Evidence from Germany**

*by*David B. Audretsch & Erik E. Lehmann

**Estimation of temporally aggregated multivariate GARCH models**

*by*Hafner, C.M. & Rombouts, J.V.K.

**Semiparametric multivariate volatility models**

*by*Hafner, C.M. & Rombouts, J.V.K.

**Autorregresive conditional volatility, skewness and kurtosis**

*by*León, Angel & Serna, Gregorio & Rubio Irigoyen, Gonzalo

**Relative wage variation and industry location**

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

**A local instrumental variable estimation method for generalized additive volatility models**

*by*Woocheol Kim & Oliver Linton

**Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates**

*by*Xiaohong Chen & Yanqin Fan & Andrew J. Patton

**Simulated nonparametric estimation of continuous time models of asset prices and returns**

*by*Filippo Altissimo & Antonio Mele

**Nonparametric inference for unbalanced time series data**

*by*Oliver Linton

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Sainan Jin & Peter Phillips & Yixiao Sun

**Estimation of Average Treatment Effects With Misclassification**

*by*Arthur Lewbel

**Which Extreme Values are Really Extremes?**

*by*Jose Olmo & Jesus Gonzalo

**Efficient Semiparametric Estimation of Quantile Treatment Effects**

*by*Sergio Firpo

**Identification and Estimation of Triangular Simultaneous Equations Models without Additivity**

*by*Whitney Newey & Guido Imbens

**Endogeneity in Quantile Regression Models: A Control Function Approach**

*by*Sokbae Lee

**Matching using Semiparametric Propensity Scores**

*by*Steven Lehrer & Gregory Kordas

**Nonparametric Estimation of Dutch and First-Price, Sealed-Bid Auction Models with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**Saturation spaces for regularization methods in inverse problems**

*by*Anne Vanhems & Jean-Michel Loubes

**The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability**

*by*Andrew Chesher & Erich Battistin

**Estimation of Nonlinear Models with Measurement Error Using Marginal Information**

*by*Geert Ridder & Yingyao Hu

**Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis**

*by*MÃ¡rcio Laurini & Eduardo Andrade

**Parametric and Semi-parametric Estimations of the Return to Schooling in South Africa**

*by*Sonia Bhalotra & Claudia Sanhueza

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**Comparing Nonparametric Regression Quantiles**

*by*Cristian Huse

**Informal employment in Bolivia: A lost proposition?**

*by*Maria Tannuri-Pianto & Donald Pianto

**Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration**

*by*Juliana GuimarÃ£es & (Universidade NOVA de Lisboa

**A simple and general test for white noise**

*by*Carlos Velasco & Ignacio N. Lobato

**A Nonparametric Model of Frontiers**

*by*Carlos Martins-FIlho & Feng Yao

**Identification And Estimation Of Nonparametric Structural**

*by*Woocheol Kim

**Nonparametric Estimation of an Additive Quantile Regression Model**

*by*Sokbae Lee & Joel L. Horowitz

**Wavelet transform for log periodogram regression in long memory stochastic volatility model**

*by*Jin Lee

**The Cusum Test for Parameter Change in Regression with ARCH Errors**

*by*Koichi Maekawa & Sangyeol & Lee

**Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR**

*by*Takayuki Morimoto

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

*by*Yanqin Fan & Xiaohong Chen

**Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test**

*by*Jae H. Kim

**Monotonicity Conditions and Inequality Imputation for Sample Selection and Non-Response Problems**

*by*Lee & Myoung-jae

**Discounting The Equity Premium Puzzle**

*by*Vance Martin & G.C. Lim & Esfandiar Maasoumi

**Consistent Nonparametric Tests for Lorenz Dominance**

*by*Stephen G. Donald & Garry F. Barrett

**Robustness of a semiparametric estimator of a copula**

*by*Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle

**Confidence bounds for the extremum determined by a quadratic regression**

*by*Jenny Lye & Joe Hirschberg

**Using turning point information to study economic dynamics**

*by*Don Harding

**Australia's Firm-level Productivity - a New Perspective**

*by*Robert Breunig & Marn-Heong Wong

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

**Nonparametric Estimation of Regression Functions under Restrictions on Partieal Derivatives**

*by*Beresteanu, Arie

**Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)**

*by*Monserrat Bustelo

**Rating Companies with Support Vector Machines**

*by*Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer

**On the u-th Geometric Conditional Quantile**

*by*Yebin Cheng & Jan G. de Gooijer

**Non-Parametric Inference for Bivariate Extreme-Value Copulas**

*by*Segers, J.J.J.

**Generalized Probability-Probability Plots**

*by*Mushkudiani, N.A. & Einmahl, J.H.J.

**The Collective Model of Household Consumption: A Nonparametric Characterization**

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

**Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition**

*by*Einmahl, J.H.J. & Haan, L.F.M. de & Li, D.

**Mandelbrot's Extremism**

*by*Beirlant, J. & Schoutens, W. & Segers, J.J.J.

**Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models**

*by*Hallin, M. & Vermandele, C. & Werker, B.J.M.

**Regression Asymptotics Using Martingale Convergence Methods**

*by*Rustam Ibragimov & Peter C.B. Phillips

**A Quantilogram Approach to Evaluating Directional Predictability**

*by*Oliver Linton & Yoon-Jae Whang

**The Exhaustion of Unemployment Benefits in Belgium. Does it Enhance the Probability of Employment ?**

*by*Bart, COCKX & Jean, RIES

**Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies**

*by*Fröhlich, Markus & Lechner, Michael

**Investments Abroad and Performance at Home: Evidence from Italian Multinationals**

*by*Barba Navaretti, Giorgio & Castellani, Davide

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

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**Relative Wage Variation and Industry Location**

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

**The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market**

*by*BEN OMRANE, Walid & VAN OPPEN, Hervé

**Efficient Derivative Pricing By The Extended Method of Moments**

*by*Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**Relative Wage Variation and Industry Location**

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

**Partial Horizontal Inequity Orderings: A non-parametric Approach**

*by*Juan Gabriel Rodríguez & Rafael Salas & Irene Perrote

**True State Dependence In Monthly Welfare Participation:A Nonexperimental Analysis**

*by*Hilary W. Hoynes & Kenneth Y. Chay & Dean Hyslop

**An Empirical Investigation of Biased Survey Data and an Attempted Cure**

*by*James E. Prieger

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

*by*Bhattacharjee, A.

**Downward Nominal Wage Rigidity in Europe**

*by*Steinar Holden & Fredrik Wulfsberg

**The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee**

*by*Marco Moscadelli

**La ricchezza delle famiglie italiane e americane**

*by*Ivan faiella & Andrea Neri

**On the Nash equilibria for the FCFS queueing system with load-increasing service rate**

*by*A.C. Brooms

**Invertibility of Nonparametric Stochastic Demand Functions**

*by*Walter Beckert & Richard Blundell

**Modelling Fertility: A Semi-Parametric Approach**

*by*Oberhofer, Walter & Reichsthaler, Thomas

**Rural-Urban Migration In Bolivia: An Escape Boat?**

*by*Maria Tannuri-Pianto & Donald Pianto & Omar Arias

**Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro**

*by*André Proite & Maria da Conceição Sampaio de Sousa

**Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil**

*by*Eduardo Augusto de Souza Rodrigues & Tony Takeda

**O Uso Do Núcleo Estocástico Para Identificação De Clubes De Convergência Entre Estados E Municípios Brasileiros**

*by*João Luis Brasil Gondim & Flávio Ataliba Barreto

**Income Inequality and Mobility: A Nonparametric Decomposition Analysis by Age for Switzerland in the 80s and 90s**

*by*Boris A. Zürcher

**Deteminants of interregional migration in Spain: new analysis techniques**

*by*Maza Fernández , Adolfo & Villaverde Castro, José

**La contribución de las políticas de inversión en capital público y humano al crecimiento de la productividad en la UE-15/The Contribution of Human and Public Capital Policies to Productivity Growth in the 15-EU Countries**

*by*DELGADO RODRÍGUEZ, Mª J. & ÁLVAREZ AYUSO, I.

**La contribución de las políticas de inversión en capital público y humano al crecimiento de la productividad en la UE-15/The Contribution of Human and Public Capital Policies to Productivity Growth in the 15-EU Countries**

*by*DELGADO RODRÍGUEZ, Mª J. & ÁLVAREZ AYUSO, I.

**Análisis de los ingresos y gastos trimestrales de los hogares españoles usando la Verosimilitud empírica”1/Analysing Spanish Income and Expenditure Through Empirical Likelihood**

*by*FERNÁNDEZ SÁNCHEZ, Mª.P. & HERNÁNDEZ BASTIDA, A. & SÁNCHEZ GONZÁLEZ, C.

**The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach**

*by*Hugo Ñopo

**Parameter Heterogeneity In The Neoclassical Growth Model: A Quantile Regression Approach**

*by*Giorgio Canarella & Stephen Pollard

**On the determinants of convergence and divergence processes in Spain**

*by*Leone Leonida & Daniel Montolio

**An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models**

*by*Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat

**Income by Social Background**

*by*Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy

**Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate**

*by*Héctor Manuel Zarate

**La dynamique des disparités régionales dans l'Union Européenne, 1980-1995**

*by*Julie Le Gallo

**Construction d'un portefeuille sous-jacent virtuel**

*by*Sophie Pardo & Robert Kast & André Lapied

**Estimating confidence regions over bounded domains**

*by*Eklund, Bruno

**Bankruptcy and Voluntary Liquidation: Evidence for New Firms in East and West Germany after Unification**

*by*Prantl, Susanne

**Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions**

*by*Wilke, Ralf A.

**Do Fixed-Term Contracts Increase the Long-Term Employment Opportunities of the Unemployed?**

*by*Hagen, Tobias

**Extent and Evolution of the Productivity Gap in Eastern Germany**

*by*Czarnitzki, Dirk

**Publicly Funded R&D Collaborations and Patent Outcome in Germany**

*by*Czarnitzki, Dirk & Fier, Andreas

**Distinguishing between long-range dependence and deterministic trends**

*by*Sibbertsen, Philipp & Venetis, Ioannis

**Implied volatility string dynamics**

*by*Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno

**On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven**

*by*Herwartz, Helmut

**Voluntary Agreements and the Environmental Efficiency of Participating Farms**

*by*Ordóñez, Andrea & Roosen, Jutta

**Regional Convergence And The Impact Of European Structural Funds Over 1989-1999: A Spatial Econometric Analysis**

*by*Sandy Dall'erba & Julie Le Gallo

**The Law of One Price in Data Envelopment Analysis: Restricting Weight Flexibility Across Firms**

*by*Timo Kuosmanen & Laurens Cherchye & Timo Sipiläinen

**Value Based Benchmarking and Market Partitioning**

*by*H. H. Bauer & M. Staat & M. Hammerschmidt

**Banking Efficiency in Visegrad Countries Before Joining the European Union**

*by*Daniel Stavarek

**Consistent Estimation of Pricing Kernels from Noisy Price Data**

*by*Vladislav Kargin

**A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange**

*by*Cumhur Ekinci

**International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach**

*by*Luciano Gutierrez & Michele Gutierrez

**An Alternative to the BDS Test: Integration Across The Correlation Integral**

*by*Evzen Kocenda

**Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad**

*by*Juraj Valachy & Evžen Ko?enda &

**Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia**

*by*Marcos Álvarez-Díaz & Lucy Amigo Dobaño

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

*by*Marcos Álvarez-Díaz & Alberto Álvarez

**Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence**

*by*David E. A. Giles & Chad Stroomer

**Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis**

*by*David E. A. Giles & Carl Mosk

**Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence**

*by*Chad Stroomer & David E.A. Giles

**Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos**

*by*Mototsugu Shintani & Oliver Linton

**A Survival Analysis of Australian Equity Mutual Funds**

*by*A. Colin Cameron & Anthony D. Hall

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

*by*Michael Lechner & Rosalia Vazquez-Alvarez

**Anchoring Bias and Covariate Nonresponse**

*by*Rosalia Vazquez-Alvarez

**The persistence of abnormal returns at industry and firm levels**

*by*Juan Carlos Bou & Albert Satorra

**Exact and approximate stepdown methods for multiple hypothesis testing**

*by*Joseph Romano & Michael Wolf

**Nonparametric bounds on the returns to language skills**

*by*Libertad González

**Stepwise multiple testing as formalized data snooping**

*by*Joseph P. Romano & Michael Wolf

**A semiparametric analysis of determinants of protected area**

*by*Phu NGUYEN VAN

**Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"**

*by*Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso

**Work-Related Training and Wages: An empirical analysis for male workers in Switzerland**

*by*Michael Gerfin

**Evaluating Dominance Ranking of PSID Incomes by various Household Attributes**

*by*Maasoumi, Esfandiar & Almas Heshmati

**Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach**

*by*Markus Jochmann & Roberto Leon-Gonzalez

**Forecasting economic and financial time-series with non-linear models**

*by*Michael P. Clements & Philip Hans Franses & Norman R. Swanson

**Statistical Properties of Forward Libor Rates**

*by*Carol Alexander & Dimitri Lvov

**Weak-form market efficiency in European emerging and developed stock markets**

*by*Andrew C. Worthington & Helen Higgs

**Tests of random walks and market efficiency in Latin American stock markets: An empirical note**

*by*Andrew C. Worthington & Helen Higgs

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

*by*George Kapetanios

**A New Nonparametric Test of Cointegration Rank**

*by*George Kapetanios

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

*by*António Rua & Luís Catela Nunes

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

*by*Keane, Michael

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

*by*Wittkowski, Knut M.

**Volatility and liquidity in the Italian money market**

*by*Palombini, Edgardo

**Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien**

*by*Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge

**Analysis of dependencies in low frequency financial data sets**

*by*Ardia, David

**Semiparametric spatial regression: theory and practice**

*by*Gao, Jiti & Lu, Zudi & Tjostheim, Dag

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

*by*Gao, Jiti & King, Maxwell

**Estimation in semiparametric spatial regression**

*by*Gao, Jiti & Lu, Zudi & Tjostheim, Dag

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

*by*Davide Fiaschi & Andrea Mario Lavezzi

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

*by*Clive Bowsher

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

*by*Guido W. Imbens

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

*by*Dean R. Hyslop & David C. Maré

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

*by*DUFOUR, Jean-Marie

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

*by*DUFOUR, Jean-Marie

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

*by*Peter G. Hall & Rob J. Hyndman & Yanan Fan

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

*by*Hugo Nopo

**Classical Horizontal Inequity and Reranking: an Integrating Approach**

*by*Duclos, Jean-Yves & Jalbert, Vincent & Araar, Abdelkrim

**Quadratic Food Engel Curves with Measurement Error: Evidence from a Budget Survey**

*by*Sourafel Girma & Abbi M. Kedir

**Identification & Information in Monotone Binary Models**

*by*Thierry Magnac & Eric Maurin

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

*by*Thierry Magnac

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

*by*Jens J. Krüger

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

*by*Jens J. Krueger

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

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

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

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

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

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

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

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

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

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

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

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

**Dynamic Econometric Program Evaluation**

*by*Abbring, Jaap H.

**Dynamic Econometric Program Evaluation**

*by*Abbring, Jaap H.

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

*by*Biewen, Martin & Jenkins, Stephen P.

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

*by*Biewen, Martin & Jenkins, Stephen P.

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

*by*António Afonso & Sónia Fernandes

**Nonparametric Analysis Of The International Business Cycles**

*by*Maurizio Bovi

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

*by*Van Kerm, Philippe

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

*by*Weber, Andrea & Hofer, Helmut

**Relative wage variation and industry location**

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

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

*by*Arthur Lewbel & Oliver Linton

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

*by*Leone Leonida & Leone Leonida & Daniel Montolio

**Non Parametric Instrumental Regression**

*by*Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric

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

*by*Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

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

*by*Andersson, Magnus & Lomakka, Magnus

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

*by*Zhang, Tao

**Do individual programme effects exceed the costs? Norwegian evidence on long run effects of labour market training**

*by*Raaum, Oddbjørn & Torp, Hege & Zhang, Tao

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

*by*Raaum, Oddbjørn & Torp, Hege & Zhang, Tao

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

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

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

*by*Abou-Ali, Hala

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

*by*Hjalmarsson, Erik

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

*by*Hübler, Olaf

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

*by*Virve Ollikainen

**Spectral Analysis for Economic Time Series**

*by*Alessandra Iacobucci

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

*by*Matthias HAGMANN & Olivier SCAILLET

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

*by*Jean-David FERMANIAN & Olivier SCAILLET

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

*by*Olivier RENAULT & Olivier SCAILLET

**Nonparametric Estimation of Copulas for Time Series**

*by*Jean-David FERMANIAN & Olivier SCAILLET

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

*by*Joaquim Ramalho

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

*by*Hafner, C.M. & Herwartz, H.

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

*by*Hafner, C.M.

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

*by*Hafner, C.M. & Franses, Ph.H.B.F.

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

*by*Rubio Irigoyen, Gonzalo & León, Angel & Ferreira García, María Eva & Gago, Mónica

**A Fundamental Contradiction in Keynes' Conception of Income**

*by*Ormazabal Sánchez, Kepa Mirena

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

*by*Jordi Blanes i Vidal

**Consistent testing for stochastic dominance under general sampling schemes**

*by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

**Semiparametric regression analysis under imputation for missing response data**

*by*Wolfgang Hardle & Oliver Linton & Qihua Wang

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

*by*Oliver Linton & Enno Mammen

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

*by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom

**A quantilogram approach to evaluating directional predictability**

*by*Oliver Linton & Yoon-Jae Whang

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

*by*Hidehiko Ichimura & Oliver Linton

**Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos**

*by*Mototsugu Shintani & Oliver Linton

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

*by*Arthur Lewbel & Oliver Linton

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

*by*Kyongwook Choi & Eric Zivot

**Factor Price Equalization in the UK?**

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

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

*by*Tekin, Erdal

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

*by*Schmalenbach, Anke & Manisha Chakrabarty

**Analyzing E-Learning Adoption via Recursive Partitioning**

*by*Philipp Köllinger & Christian Schade

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

*by*Martin Biewen & Stephen P. Jenkins

**Approximate Distributions of Clusters of Extremes**

*by*Segers, J.J.J.

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

*by*Cuntz, A. & Haeusler, E. & Segers, J.J.J.

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

*by*Moors, J.J.A. & Strijbosch, L.W.G. & Groenendaal, W.J.H. van & Schuld, M.H. & Mathijssen, A.C.A.

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Peter C.B. Phillips & Yixiao Sun & Sainan Jin

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

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

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

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown & Marten H. Wegkamp

**Investments Abroad and Performance at Home Evidence from Italian Multinationals**

*by*Giorgio Barba Navaretti & Davide Castellani

**Urbanization, urban concentration and economic growth in developing countries**

*by*BERTINELLI, Luisito & STROBL, Eric

**Estimation of temporally aggregated multivariate GARCH models**

*by*HAFNER, Christian & ROMBOUTS, Jeroen

**Ranking economics departments in Europe: a statistical approach**

*by*BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia

**Semiparametric multivariate GARCH models**

*by*HAFNER, Christian & ROMBOUTS, Jeroen

**Un Pronóstico No Paramétrico De La Inflación Colombiana**

*by*Norberto Rodríguez & Patricia Siado

**Productivity Dynamics Of The Colombian Manufacturing Sector**

*by*Marcela Meléndez & Katja Seim & Pablo Medina

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

*by*Jean-Marie Dufour

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

*by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom

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

*by*Diego J. Pedregal

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

*by*Bhattacharjee, A.

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

*by*Sancetta, A.

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

*by*Arthur Lewbel

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

*by*Arthur Lewbel & Oliver Linton

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

*by*Arthur Lewbel & Susanne M. Schennach

**Estimation of Average Treatment Effects With Misclassification**

*by*Arthur Lewbel

**Stepwise Multiple Testing as Formalized Data Snooping**

*by*Joseph P. Romano & Michael Wolf

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

*by*Maria Helena Lopes Moreira da Veiga

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

*by*Toke Reichstein & Morten Berg Jensen

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

*by*Delgado Rodríguez, M. Jesús & Álvarez Ayuso, Inmaculada

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

*by*Shigeru Iwata & Mohsin S. Khan & Hiroshi Murao

**Competitividad y eficiencia / Competitivness and Efficiency**

*by*ESTEBAN GARCÍA, J. & COLL SERRANO, V.

**Höheres Beschäftigungswachstum durch Venture Capital?**

*by*Dirk Engel

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

*by*Claudio Sapelli

**Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis**

*by*Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas

**Bank cost efficiency as distribution dynamics: controlling for specialization is important**

*by*Emili Tortosa-Ausina

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

*by*Insik Min & Sheng jang Sheu & Zijun Wang

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

*by*Xiaodong Jin & Janusz Kawczak

**Economías de escala en los hogares y la pobreza**

*by*Francisco Javier Lasso

**Identification, weak instruments, and statistical inference in econometrics**

*by*Jean-Marie Dufour

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

*by*Fabrizio Lillo & Rosario N. Mantegna

**unilateral and bilateral bootstrap tests for long memory**

*by*Christian de Peretti

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

*by*Helene Chevrou-Severac

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

*by*Enrico Capobianco

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

*by*Artis, M.J. & Zhang, W.

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

*by*Ronaldo Dias

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

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

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

*by*Doherr, Thorsten & Czarnitzki, Dirk

**Quantilsregressionen der westdeutschen Verdienste: Ein Vergleich zwischen der Gehalts- und Lohnstrukturerhebung und der IAB-Beschäftigtenstichprobe**

*by*Fitzenberger, Bernd & Reize, Frank

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

*by*Keilbach, Max & Engel, Dirk

**Testing the diffusion coefficient**

*by*Kleinow, Torsten

**Factor Price Equalization in the UK?**

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

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

*by*Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F

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

*by*Laurens Cherchye & Piet Vanden Abeele

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

*by*Laurens Cherchye & Tom Van Puyenbroeck

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

*by*Enrico De Giorgi

**Value Creation and Profit Optimization**

*by*K. Tobias Winther

**Bifurcations in Macroeconomic Models**

*by*William A. Barnett & Yijun He

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

*by*Peter Carr & Liuren Wu

**Accouting for Biases in Black-Scholes**

*by*David Backus & Silverio Foresi & Liuren Wu

**Semiparametric Bayesian Inference for Stochastic Frontier Models**

*by*Jim E. Griffin & Mark F.J. Steel

**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**

*by*Mototsugu Shintani

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

*by*Markus Froelich

**Programme Evaluation with Multiple Treatments**

*by*Markus Froelich

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

*by*Markus Froelich

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

*by*Markus Froelich

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

*by*Joseph P. Romano & Michael Wolf

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

*by*Piotr Kokoszka & Michael Wolf

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

*by*Javier Gómez Biscarri

**Endogenous Population and Environmental Quality**

*by*Phu NGUYEN VAN

**The Distribution of Tax Burdens**

*by*Don Fullerton & Gilbert Metcalf

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

*by*Min-Hsien Chiang & Chihwa Kao

**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**

*by*Frölich, Markus

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

*by*Frölich, Markus

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

*by*Frölich, Markus

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

*by*Frölich, Markus

**Programme Evaluation with Multiple Treatments**

*by*Frölich, Markus

**Programme Evaluation with Multiple Treatments**

*by*Frölich, Markus

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

*by*Tekin, Erdal

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

*by*Tekin, Erdal

**Immigration and Heterogeneous Labor in Western Germany**

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

**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**

*by*Emili Tortosa Ausina

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

*by*Antonio Acconcia & Daniel Montolio & Leone Leonida & Marta Espasa

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

*by*Van Kerm, Philippe

**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**

*by*Joel Horowitz & Sokbae 'Simon' Lee

**Semi-parametric models for satisfaction with income**

*by*Charles Bellemare & Bertrand Melenberg & Arthur van Soest

**Program Evaluation and Random Program Starts**

*by*Fredriksson, Peter & Johansson, Per

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

*by*Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola

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

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

**Program evaluation and random program starts**

*by*Fredriksson, Peter & Johansson, Per

**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

**Differential effects of Swedish active labour market programmes for unemployed adults during the 1990s**

*by*Sianesi, Barbara

**Working Paper 04-02 - Dualisering in het digitale tijdperk - Een onderzoek naar de verbanden tussen multidimensionele armoede en informatie- en communicatie-technologie**

*by*Gijs Dekkers & Jean-Maurice Frère

**Quesnay and Leontief on Capital and Income**

*by*Ormazabal Sánchez, Kepa Mirena

**Multivariate Data Imputation using Trees**

*by*Tusell Palmer, Fernando Jorge & Bárcena Ruiz, María Jesús

**Factor price equalization in the UK?**

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

**Consistent testing for stochastic dominance : a subsampling approach**

*by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

**Specialization dynamics**

*by*Stephen Redding

**Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos**

*by*Mototsugu Shintani & Oliver Linton

**More efficient kernel estimation in nonparametric regression with autocorrelated errors**

*by*Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao

**Nonparametric Analysis of Cost Complementarities in the Telecommunications Industry**

*by*Beresteanu, Arie

**Alternative Models for Stock Price Dynamic**

*by*Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George

**Semi-parametric Models for Satisfaction with Income**

*by*Bellemare, C. & Melenberg, B. & Soest, A.H.O. van

**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**

*by*Donald W.K. Andrews & Yixiao Sun

**Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market**

*by*George Hall & John Rust

**The Block-block Bootstrap: Improved Asymptotic Refinements**

*by*Donald W.K. Andrews

**Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes**

*by*Yixiao Sun & Peter C.B. Phillips

**Efficient Regression in Time Series Partial Linear Models**

*by*Peter C.B. Phillips & Binbin Guo & Zhijie Xiao

**Partially Linear Models with Unit Roots**

*by*Ted Juhl & Zhijie Xiao

**Consistent Testing for Stochastic Dominance: A Subsampling Approach**

*by*Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

**Wavelets in Economics and Finance: Past and Future**

*by*Ramsey, J.B.

**Does the New Economy Need New Governance? Ownership, Knowledge and Performance**

*by*Audretsch, David B & Lehmann, Erik

**Factor Price Equalization in the UK?**

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

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

*by*Fröhlich, Markus & Puhani, Patrick A

**Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects**

*by*Joel L. Horowitz & Sokbae Lee

**On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach**

*by*VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni

**La Dinámica De La Productividad En El Sector De Alimentos**

*by*Marcela Meléndez & Pablo Medina & Diana Kassem

**Gasto Público Y Crecimiento Económico: Evidencia Para El Caso Argentino**

*by*Lucas Aníbal Pussetto

**A Primer On Propensity Score Matching Estimators**

*by*Katja Vinha

**The properties of some goodness-of-fit tests**

*by*G. Boero & J. Smith & KF. Wallis

**Alternative Models for Stock Price Dynamics**

*by*Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

**Are Labor Markets Segmented in Argentina? A Semiparametric Approach**

*by*Sageeta Pratap & Erwan Quintin

**Factor Price Equalization in the UK?**

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

**The Union Membership Wage Premium: An Analysis Using Propensity Score Matching**

*by*Alex Bryson

**The Debate on Agriculture-Industry Terms of Trade in India**

*by*Surajit Deb

**New Test Statistics for Market Timing with Application to Emerging markets**

*by*A. Sancetta & Satchell, S.E.

**Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data**

*by*Jesus Fernandez-Villaverde & Dirk Krueger

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

*by*Manisha Chakrabarty & Anke Schmalenbach

**Ordered Response Threshold Estimation**

*by*Arthur Lewbel

**Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models**

*by*Shakeeb Khan & Arthur Lewbel

**Cointegration in Frequency Domain**

*by*Daniel Levy

**What is the Best Approach to Measure the Interdependence between Different Markets?**

*by*Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S.

**Une mesure de la persistance dans les indices boursiers**

*by*Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S.

**A Pearson's test for symmetry with an application to the Spanish business cycle**

*by*Jorge Belaire-Franch & Dulce Contreras

**Fourier series method for measurement of multivariate volatilities**

*by*Maria Elvira Mancino & Paul Malliavin

**Specification and sensitivity analysis of cross-country growth regressions**

*by*Thanasis Stengos & Theofanis P. Mamuneas & Pantelis Kalaitzidakis

**Conditional mean functions of non-linear models of US output**

*by*Ana B. C. Galvão & Michael P. Clements

**Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen**

*by*Matthias Almus & Susanne Prantl

**The Performance of Private and Public Schools in the Chilean Voucher System**

*by*Claudio Sapelli & Bernardita Vial

**Nonparametric Inference Based on Sampled Minima**

*by*Ibrahim A. Ahmad

**Generalized Semiparametric Binary Prediction**

*by*Jeff Racine

**Series Estimation of Partially Linear Panel Data Models with Fixed Effects**

*by*Badi H. Baltagi & Dong Li

**Age effects on consumer demand: an additive partially linear regression model**

*by*Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos

**Les fondements microéconomiques de la persistance de l'innovation. Une analyse économétrique**

*by*Emmanuel Duguet & Stéphanie Monjon

**Return Interval, Dependence Structure and Multivariate Normality**

*by*Thierry Ané & Chiraz Labidi

**Microeconomic Models for Long-Memory in the Volatility of Financial Time Series**

*by*Alan P. Kirman, Gilles Teyssiere

**Estimation of a dynamic structural model of irreversible investment**

*by*Rocio Sanchez

**The use of Fuzzy Decision Tree Analysis in Monitoring a Minimum Wage**

*by*Malcolm Beynon, Keith Whitfield

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I.

**Nonparametric Competing Risks Models : Identification and Strong Consistency**

*by*Rolin, J.M.

**An Intra-distribution Dynamics Approach to Convergence in the Asia Pacific Basin: The influence of inward FDI and neighbourhood spillover**

*by*Chen, C.S.

**Do temporary workers receive risk-premiums? Assessing the wage effects of fixed-term contracts in West-Germany by matching estimators compared with parametric apporaches**

*by*Hagen, Tobias

**Höheres Beschäftigungswachstum durch Venture Capital?**

*by*Engel, Dirk

**Die Auswirkung der Forschungs- und Technologiepolitik auf die Innovationsaktivitäten ostdeutscher Unternehmen**

*by*Czarnitzki, Dirk

**Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen**

*by*Almus, Matthias & Prantl, Susanne

**Log-periodogram estimation of the memory parameter of a long-memory process under trend**

*by*Sibbertsen, Philipp

**Smoothed influence function: Another view at robust nonparametric regression**

*by*Tamine, Julien

**A nonparametric regression estimator that adapts to error distribution of unknown form**

*by*Linton, Oliver Bruce & Xiao, Zhijie

**Flexible Decomposition of Sales Promotion Effects Using Store-Level Scanner Data**

*by*Dick Wittink & Peter S.H. Leeflang & Harald J. van Heerde

**Consistent Estimation of Shape-Restricted Functions and Their Derivatives**

*by*Pok Man Chak & Neal Madras & J. Barry Smith

**Stochastic Dominance Efficiency Tests under Diversification**

*by*Timo Kuosmanen

**Rate-optimal data-driven specification testing in regression models**

*by*Emmanuel Guerre & Pascal Lavergne

**Model Selection and Simplification Using Lattices**

*by*Jaromir Antoch & Jan Hanousek

**The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination**

*by*Dean Jolliffe

**Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm**

*by*David E. A. Giles & Robert Draeseke

**Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors**

*by*Mototsugu Shintani & Oliver Linton

**Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?**

*by*Charles H. Mullin

**A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks**

*by*Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White

**Subsampling inference in threshold autoregressive models**

*by*Jesús Gonzalo & Michael Wolf

**The Performance of German Firms in the Business-Related Service Sectors: A Dynamic Analysis**

*by*Phu NGUYEN VAN & Ulrich KAISER & François LAISNEY

**GMM Estimation of Lattice Models Using Panel Data: Application**

*by*Théophile Azomahou

**Efficient Estimation of Spatial Autoregressive Models**

*by*Théophile AZOMAHOU

**Economic Growth and CO2 Emissions: a Nonparametric Approach**

*by*Théophile AZOMAHOU & NGUYEN Van Phu

**Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete**

*by*Savin, N.E. & Wurtz, Allan H.

**A non-parametric decomposition of redistribution into vertical and horizontal components**

*by*Irene Perrote & Juan Gabriel Rodríguez & Rafael Salas

**Neighborhood Wealth Distributions**

*by*Yannis M. Ioannides & Tracey N. Seslen

**Neighborhood Income Distributions**

*by*Yannis Ioannides

**Risk Neutral Forecasting**

*by*Spyros Skouras

**Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence**

*by*Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith

**Local Nonparametric Estimation of Scalar Diffusions**

*by*Moloche, Guillermo

**R-estimation for ARMA models**

*by*Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy

**Understanding Changes in the Distribution of Household Incomes in New Zealand Between 1983-86 and 1995-98**

*by*Dean Hyslop & Dave Maré

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas

**Clusters of Attributes and Well-Being in the US**

*by*Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J.

**Características del plantel y calidad de la educación en Bogotá**

*by*Jorge Hugo Barrientos Marín

**Calidad de la educación y rendimiento académico en Bogotá**

*by*Jorge Hugo Barrientos Marín

**Space-time analysis of GDP disparities among European regions: A Markov chains approach**

*by*LE GALLO, Julie

**The Global Trends of Total Factor Productivity. Evidence from the Nonparametric Malmquist Index Approach**

*by*Jens J. Krüger

**The Propensity Score: A Means to An End**

*by*Augurzky, Boris & Schmidt, Christoph M.

**The Propensity Score: A Means to An End**

*by*Augurzky, Boris & Schmidt, Christoph M.

**Differential effects of Swedish active labour market programmes for unemployed adults during the 1990s**

*by*Barbara Sianesi

**Endogeneity in semiparametric binary response models**

*by*Richard Blundell & James Powell

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

*by*Hidehiko Ichimura & Oliver Linton

**Welfare measurement and measurement error**

*by*Andrew Chesher & Christian Schluter

**Convergence and Inter-Distributional Dynamics among the Spanish Provinces. A Non-parametric Density Estimation Approach**

*by*Leone Leonida & Daniel Montolio

**Testing exogeneity under distributional misspecification**

*by*de Luna, Xavier & Johansson, Per

**The relative efficiency of labor market programs: Swedish experience from the 1990's**

*by*Carling, Kenneth & Richardson, Katarina

**Testing for Productive Efficiency with Errors-in-Variables: with an application to the Dutch electricity sesctor**

*by*Kuosmanen, T. & Post, G.T.

**Nonparametric estimation of time varying parameters under shape restrictions**

*by*Rodríguez Poo, Juan M. & Ferreira García, María Eva & Orbe Mandaluniz, Susan

**Estimating multiplicative and additive hazard functions by kernel methods**

*by*Oliver Linton & Jens Perch Nielsen & Sara van de Geer

**A nonparametric regression estimator that adapts to error distribution of unknown form**

*by*Oliver Linton & Zhijie Xiao

**The Role of Environmental Factors in Growth Accounting: A Nonparametric Analysis**

*by*Jeon, Byung M. & Sickles, Robin

**Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring**

*by*Vazquez-Alvarez, R. & Melenberg, B. & Soest, A.H.O. van

**Semiparametric Lower Bounds for Tail Index Estimation**

*by*Beirlant, J. & Bouquiaux, C. & Werker, B.J.M.

**Semiparametric Duration Models**

*by*Drost, F.C. & Werker, B.J.M.

**Fully Nonparametric Estimation of Scalar Diffusion Models**

*by*Federico M. Bandi & Peter C.B. Phillips

**Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate**

*by*Jun Yu & Peter C.B. Phillips

**Local Polynomial Whittle Estimation of Long-range Dependence**

*by*Donald W.K. Andrews & Yixiao Sun

**Weighted Minimum Mean-Square Distance from Independence Estimation**

*by*Donald J. Brown & Marten H. Wegkamp

**Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels**

*by*Olivier SCAILLET

**Evaluation of payroll tax subsidies for low-wage workers**

*by*B. CRÉPON & R. DESPLATZ

**Regional Underdevelopment: Is FDI the Solution? A Semiparametric Analysis**

*by*Girma, Sourafel & Wakelin, Katharine

**A Microeconometric Evaluation of Active Labour Market Policy in Switzerland**

*by*Gerfin, Michael & Lechner, Michael

**Empirical Analysis of Limit Order Markets**

*by*Hollifield, Burton & Miller, Robert & Sandås, Patrik

**Economic growth and CO2 emissions: a nonparametric approach**

*by*AZOMAHOU, Théophile & VAN PHU, Nguyen

**The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure**

*by*Manisha Chakrabarty

**An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach**

*by*Manisha Chakrabarty & Anke Schmalenbach

**Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods**

*by*Fuchun Li & Greg Tkacz

**Classical Horizontal Inequity and Reranking: an Integrated Approach**

*by*Jean-Yves Duclos & Vincent Jalbert & Abdelkrim Araar

**Nonparametric Density Estimation for Stratified Samples**

*by*Robert Breunig

**The unequal distribution of unequal pay - An empirical analysis of the gender wage gap in Switzerland**

*by*Dorothe Bonjour & Michael Gerfin

**Quantile regression with sample selection: Estimating women's return to education in the U.S**

*by*Moshe Buchinsky

**Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data**

*by*Omar Arias & Walter Sosa-Escudero & Kevin F. Hallock

**Conditional value-at-risk: Aspects of modeling and estimation**

*by*Len Umantsev & Victor Chernozhukov

**Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments**

*by*Yannis Bilias & Roger Koenker

**An Artificial Neural Net Attraction Model (Annam) To Analyze Market Share Effects Of Marketing Instruments**

*by*Harald Hruschka

**Business Cycle Asymmetries: International Evidence**

*by*W.A. Razzak

**Inflación y paro. ¿Variables condicionalmente independientes en el sistema macroeconómico?**

*by*PALACIOS GONZÁLEZ, F.

**Do Stock Returns Follow a Finite Variance Distribution?**

*by*Qi-Man Shao & Hao Yu & Jun Yu

**A Consistent Test for the Parametric Specification of the Hazard Function**

*by*Yanqin Fan & Paul Rilstone

**Nonparametric Density and Regression Estimation**

*by*John DiNardo & Justin L. Tobias

**Semiparametric Models**

*by*Horowitz, Joel L.

**Asymmetry in first-price auctions with affiliated private values**

*by*Campo, S. & Perrigne, I. & Vuong, Q.H.

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*Moon, H.R. & Perron, P.

**Nonparametric Identification of Latent Competing Risks and Roy Duration Models**

*by*Gordana Colby & Raul Rilstone

**A Positive Lyapunov Exponent in Swedish Exchange Rates?**

*by*Bask, Mikael

**Evaluation of Swedish Youth Labour Market Programmes**

*by*Larsson, L.

**Semiparametric Efficient Estimation of AR(1) Panel Data Models**

*by*Park, B.U. & Sickles, R.C. & Simar, L.

**Testing Restrictions in Nonparametric Efficiency Models**

*by*Simar, L. & Wilson, P.W.

**Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error**

*by*Hall, P. & Simar, L.

**Classical Horizontal Inequity and Reranking: an Integrated Approach**

*by*Duclos, J.Y. & Jalbert, V. & Araar, A.

**Behavioural Heterogeneity and the Income Effect**

*by*Calvet, L.E. & Comon, E.

**Smooth Conditional Distribution Function and Quantiles Under Random Censorship**

*by*Leconte, E. & Poiraud-Casanova, S. & Tohomas-Agnan, C.

**A Finite-Sample Analysis of Returns to Schooling Across Public High Schools**

*by*Tobias, J.

**Bayesian Variants of Some Classical Semiparametric Regression Techniques**

*by*Koop, G. & Poirier, D.

**Are Return to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability-Earnings Relationship**

*by*Tobias, J.L.

**The Performance of Sample Selection Estimators to Control for Attrition Bias**

*by*Grasdal, A.

**Importance des variables dans les methodes CART**

*by*Ghattas, B.

**Non-Parametric Specification Tests for Conditional Duration Models**

*by*Fernandes, M. & Grammig, J.

**Market Microstructure Models and the Markov Property**

*by*Amaro de Matos, J. & Fernandes, M.

**Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows**

*by*Aman Ullah & Kusum Mundra

**Consumption and nutrition: age - intake profiles for Czechoslovakia 1989 - 1992**

*by*Miquel, Ruth & Laisney, François

**The shadow of death: an empirical analysis of the pre-exit performance of young German firms**

*by*Almus, Matthias

**The performance of German firms in the business-related service sectors : a dynamic analysis**

*by*van Phu, Nguyen & Kaiser, Ulrich & Laisney, François

**Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus**

*by*Desdoigts, Alain

**Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation**

*by*William A. Barnett & Yijun He

**Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach**

*by*Jim Engle-Warnick

**Contingency theory and moderated regression analysis : the effect of measurement level, measurement error end non-linear relations**

*by*Gelderman, Maarten

**Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data**

*by*David E. A. Giles & Betty J. Johnson

**A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic**

*by*David E. A. Giles

**Examining Intraday Returns with Buy/Sell Information**

*by*Shin-Juh Lin & Jian Yang

**Revenue management under general discrete choice model of consumer behavior**

*by*Kalyan Talluri & Garrett van Ryzin

**Model selection and error estimation**

*by*Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi

**Strategies for sequential prediction of stationary time series**

*by*László Györfi & Gábor Lugosi

**A zero-delay sequential scheme for lossy coding of individual sequences**

*by*Tamás Linder & Gábor Lugosi

**A note on robust detection**

*by*Luc Devroye & László Györfi & Gábor Lugosi

**An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models**

*by*Horowitz, Joel L. & Spokoiny, Vladimir G.

**Spatial Evolution of the US Urban System**

*by*Yannis M. Ioannides & Henry G. Overman

**Social Interactions, Thresholds, and Unemployment in Neighborhoods**

*by*Brian Krauth

**An EVT Approach to calculating Risk Capital Requirements**

*by*Chris Brooks & Gita Persand & Andrew D. Clare

**Value at Risk and Market Crashes**

*by*Chris Brooks & Gita Persand

**Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects**

*by*Hugo Kruiniger

**GMM Estimation of Dynamic Panel Data Models with Persistent Data**

*by*Hugo Kruiniger

**Partially linear models**

*by*Hardle, Wolfgang & LIang, Hua & Gao, Jiti

**Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants**

*by*Nina Pavcnik

**Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable**

*by*Alberto Abadie

**Semiparametric Estimation of Instrumental Variable Models for Causal Effects**

*by*Alberto Abadie

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*MOON, Hyungsik Roger & PERRON, Benoit

**Classical Horizontal Inequity and Reranking: an Integrated Approach**

*by*Duclos, Jean-Yves & Jalbert, Vincent & Araar, Abdelkrim

**Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates**

*by*Hujer, Reinhard & Caliendo, Marco

**Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates**

*by*Hujer, Reinhard & Caliendo, Marco

**Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables**

*by*Dustmann, Christian & van Soest, Arthur

**Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables**

*by*Dustmann, Christian & van Soest, Arthur

**Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China**

*by*Gong, Xiaodong & van Soest, Arthur & Zhang, Ping

**Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China**

*by*Gong, Xiaodong & van Soest, Arthur & Zhang, Ping

**A Structural Labour Supply Model with Nonparametric Preferences**

*by*van Soest, Arthur & Das, Marcel & Gong, Xiaodong

**A Structural Labour Supply Model with Nonparametric Preferences**

*by*van Soest, Arthur & Das, Marcel & Gong, Xiaodong

**Microeconometric Evaluation of the Active Labour Market Policy in Switzerland**

*by*Gerfin, Michael & Lechner, Michael

**Microeconometric Evaluation of the Active Labour Market Policy in Switzerland**

*by*Gerfin, Michael & Lechner, Michael

**The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment**

*by*Lalive, Rafael & van Ours, Jan C. & Zweimüller, Josef

**The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment**

*by*Lalive, Rafael & van Ours, Jan C. & Zweimüller, Josef

**New Models for Data Envelopment Analysis. Measuring Efficiency Outwith the VRS Frontier**

*by*Paterson, Iain

**Evaluation of Swedish Youth Labour Market Programmes**

*by*Larsson, Laura

**Estimation in a Duration Model for Evaluating Educational Programs**

*by*Brännäs, Kurt

**The effect of increased employer contacts within a labour market training program**

*by*Johansson, Per & Martinson, Sara

**Evaluation of Swedish youth labour market programmes**

*by*Larsson, Laura

**Productivity Changes in Finnish Health Centres: A Malmquist Index Approach**

*by*Maija-Liisa Järviö & Kalevi Luoma

**Survival Analysis Using a Censored Semiparametric Regression Model**

*by*Núñez Antón, Vicente Alfredo & Orbe Lizundia, Jesús María & Ferreira García, María Eva

**On intercept estimation in the sample selection model**

*by*Marcia M. A. Schafgans & Victoria Zinde-Walsh

**Semi-parametric indirect inference**

*by*Ramdan Dridi & Eric Renault

**Simulated asymptotic least squares theory**

*by*Ramdan Dridi

**The shape of the risk premium: evidence from a semiparametric GARCH model**

*by*Oliver Linton & Benoit Perron

**The existence and asymptotic properties of a backfitting projection algorithm under weak conditions**

*by*Enno Mammen & Oliver Linton & J Nielsen

**Yield curve estimation by kernel smoothing methods**

*by*Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard

**Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach**

*by*Douglas J Hodgson & Oliver Linton & Keith Vorkink

**Edgeworth approximations for semiparametric instrumental variable estimators and test statistics**

*by*Oliver Linton

**Nonparametric estimation with aggregated data**

*by*Oliver Linton & Yoon-Jae Whang

**Nonparametric censored and truncated regression**

*by*Arthur Lewbel & Oliver Linton

**Contingency theory and moderated regression analysis : the effect of measurement level, measurement error end non-linear relations**

*by*Gelderman, Maarten

**The Non-Parametric Identification of Lagged Duration Dependence**

*by*Paul Frijters

**The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment**

*by*Lalive, R. & Ours, J.C. van & Zweimüller, J.

**A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter**

*by*Donald W.K. Andrews & Patrik Guggenberger

**An Empirical Investigation in Credit Spread Indices**

*by*Prigent, J.-L. & Renault, O. & Scaillet, O.

**Geographical Concentration and the Dynamics of Countries' Specialization in Technologies**

*by*Maria Luisa Mancusi

**The Dynamics of Technology in Industrial Countries**

*by*Maria Luisa Mancusi

**The Impact Of Active Labour Market Policies And Benefit Entitlement Rules On The Duration Of Unemployment**

*by*Lalive, Rafael & van Ours, Jan C & Zweimüller, Josef

**Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools**

*by*LUBRANO, Michel

**Model Selection and Simplification Using Lattices**

*by*Jan Hanousek & Jaromir Antoch

**Provincial Income Convergence in China, 1953-1997: a Panel Data Approach**

*by*Yudon, Y. & Weeks, M.

**Endogenous Selection Or Treatment Model Estimation**

*by*Arthur Lewbel

**Identification of the Binary Choice Model with Misclassification**

*by*Arthur Lewbel

**Nonparametric Censored and Truncated Regression**

*by*Arthur Lewbel & Oliver Linton

**Analyzing Inefficiency Using a Frontier Search Approach**

*by*Bernd Ebersberger & Uwe Cantner & Horst Hanusch

**Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities**

*by*Pedro J. F. de Lima & Michelle L. Barnes

**Peaks or tails - What distinguishes financial data?**

*by*Walter KrÄmer & Ralf Runde

**An analysis of housing expenditure using semiparametric cross-section models**

*by*Bertrand Melenberg & Arthur van Soest & Erwin Charlier

**Constrained nonparametric regression analysis of load curves**

*by*Juan RodrÎguez-Poo

**Estimación de curvas de Engel: un enfoque no paramétrico y su aplicación al caso gallego**

*by*DEL ORO SÁEZ, C.P. & RIOBÓO ALMANZOR, J.Mª & RODRÍGUEZ REY, M.

**Technischer Fortschritt und Produktivitätsveränderungen in der deutschen Versicherungswirtschaft**

*by*Bernhard Mahlberg

**A Note on the Calculation of Firm-specific and Skill-specific Labor Costs from Firmlevel Data**

*by*Ulrich Kaiser

**Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale**

*by*Friedrich Vogel & Hans Kiesl

**Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s**

*by*Friedrich Schmid & Mark Trede

**Using Bootstrap In Some Volatility Models**

*by*Zuzana Prášková

**Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth**

*by*Qi Li & Jeffrey Wooldridge

**A non-linear sensitivity analysis of cross-country growth regressions**

*by*Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos

**A normative and statistical approach to measuring classical horizontal inequity**

*by*Jean-Yves Duclos & Peter J. Lambert

**Semiparametric Estimation of Lifetime Equivalence Scales**

*by*Pendakur, K.

**Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia**

*by*Brooks, C. & Henry, O.T.

**Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data**

*by*Ian Crawford

**Testing Serial Correlation in Semiparametric Time Series Model**

*by*Li, D. & Stengos, T.

**Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design**

*by*Alvarez, R.V. & Melenberg, B. & van Soest, A.

**Horizon Risk and Asset Pricing**

*by*Hubner, G.

**Dynamique d'adoption de standards et test de non-coordination spaciale**

*by*Bouzitat, C. & Hardouin, C. & Guyon, X.

**Dynamique d'adoption de standards et test de non-coordination spaciale**

*by*Bouzitat, C. & Hardouin, C. & Guyon, X.

**Marginal Income Tax Rates: Nonparametric Approach**

*by*Akhand, H.A. & Liu, H.

**Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis**

*by*Rolin, J.-M.

**Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis**

*by*Rolin, J.-M.

**Statistical Inference in Nonparametric Frontier Models: the State of the Art**

*by*Simar, L. & Wilson, P.W.

**Kernel Based Nonlinear Canonical Analysis**

*by*Darolles, S. & Florens, J.-P. & Gourieroux, C.

**A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples**

*by*An, M.Y. & Christensen, B.J. & Gupta, N.D.

**A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples**

*by*An, M.Y. & Christensen, B.J. & Gupta, N.D.

**Semiparametric Estimation of Single-Index Transition Intensities**

*by*Gorgens, T.

**Agregation d'arbres de classification**

*by*Ghattas, B.

**Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap**

*by*Ghattas, B.

**Previsions par arbres de classification**

*by*Ghattas, B.

**Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity**

*by*Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G.

**Testing for Non-Linear Structure in an Artificial Financial Market**

*by*Shu-Heng Chen & Thomas Lux & Michele Marchesi

**Peaks or tails: What distinguishes financial data?**

*by*Krämer, Walter & Runde, Ralf

**Weekday dependence of German stock market returns**

*by*Herwartz, Helmut

**An adaptive, rate-optimal test of a parametric model against a nonparametric alternative**

*by*Horowitz, Joel L. & Spokoiny, Vladimir G.

**Nonlinear Persistence and Copersistence**

*by*Christian Gourieroux & Joann Jasiak

**Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?**

*by*William A. Barnett & Yijun He & .

**Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems**

*by*William A. Barnett & Yijun He

**Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators**

*by*Joachim Inkmann

**Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence**

*by*Nilanjana Roy

**Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data**

*by*David E. A. Giles & Betty J. Johnson

**A generalization of histogram type estimators**

*by*Pedro Delicado & Manuel del Río

**Validation procedures in radiological diagnostic models. Neural network and logistic regression**

*by*Estanislao Arana & Pedro Delicado & Luis Martí

**A scaled difference chi-square test statistic for moment structure analysis**

*by*Albert Satorra & Peter M. Bentler

**Scaled and adjusted restricted tests in multi-sample analysis of moment structures**

*by*Albert Satorra

**Multiple prisoner's dilemma games with (out) an outside option: An experimental study**

*by*Esther Hauk

**Consumption and Nutrition:Age - Intake Profiles for Czechoslovakia**

*by*Ruth Miquel & François Laisney

**A Switching Regression Approach to Spatial Patterns in Residential Water Demand**

*by*Théophile AZOMAHOU

**An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative**

*by*Horowitz, Joel L. & Spokoiny, Vladimir G.

**Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate**

*by*João Nicolau

**Concordance in business cycles**

*by*C John McDermott & Alasdair Scott

**CAViaR: Conditional Value at Risk by Quantile Regression**

*by*Robert F. Engle & Simone Manganelli

**Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design**

*by*Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw

**When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects**

*by*Joshua D. Angrist & Jinyong Hahn

**Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data**

*by*Omar Arias & Kevin F. Hallock & Walter Sosa Escudero

**Semiparametric Estimation of Single-Index Transition Intensities**

*by*Tue Gørgens

**An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt**

*by*Michael Lechner & Martin Eichler

**An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt**

*by*Eichler, Martin & Lechner, Michael

**-Bank Cost Efficiency As Distribution Dynamics: Controlling For Specialization Is Important**

*by*Emili Tortosa Ausina

**-Convergence In Efficiency Of The Spanish Banking Firms As Distribution Dynamics**

*by*Emili Tortosa Ausina

**Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation**

*by*Fortin, Ines & Kuzmics, Christoph

**Self-employment grants vs. subsidized employment: Is there a difference in the re-unemployment risk?**

*by*Carling, Kenneth & Gustafson, Lena

**A long memory panel unit root test: PPP revisited**

*by*Andersson, Jonas & Lyhagen, Johan

**A Semiparametric Estimation of Liquidity Effects on Option Pricing**

*by*Ferreira García, María Eva & Gago, Mónica & Rubio Irigoyen, Gonzalo

**Finite sample behavior of two step estimators in selection models**

*by*Rodríguez Poo, Juan M. & Fernández Sainz, Ana Isabel & Villanúa Martín, Inmaculada

**Two-Stage Nonparametric Regression for Longitudinal Data**

*by*Rodríguez Poo, Juan M. & Núñez Antón, Vicente Alfredo & Ferreira García, María Eva

**Value-at-Risk and least squares tail index estimation**

*by*R.W.J. van den Goorbergh

**Decomposing Portfolio Value-at-Risk: A General Analysis**

*by*Winfried G. Hallerbach

**Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables**

*by*Dustmann, C. & Soest, A.H.O. van

**Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse**

*by*Vazquez-Alvarez, R. & Melenberg, B. & Soest, A.H.O. van

**Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design**

*by*Vazquez-Alvarez, R. & Melenberg, B. & Soest, A.H.O. van

**Does Microcredit Reach the Poor and Vulnerable? Evidence from Northern Bangldesh**

*by*Amin, S. & Rai, A.S. & Topa, G.

**Sensitivity Analysis of Values at Risk**

*by*Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier

**The Dynamics of International Specialization**

*by*Redding, Stephen J

**Is the Kuznets Curve Still Alive? Evidence from Italy's Household Budgets, 1881-1961**

*by*Rossi, Nicola & Toniolo, Gianni & Vecchi, Giovanni

**Nonlinear persistence and copersistence**

*by*Gourieroux, Christian & Josiak, Joann

**A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation**

*by*Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

**Weather Effects on European Agricultural Output 1850-1913**

*by*Solomou, S. & Wu, W.

**Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables**

*by*Arthur Lewbel

**Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II**

*by*Lacroix, R.

**Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I**

*by*Lacroix, R.

**Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model**

*by*Knight, John & Li, Fuchun & Yuan, Mingwei

**Twin-Peaks - What the Knowledge-Based Approach Can Say about the Dynamics of the World Income Distribution**

*by*Andreas Pyka & Uwe Cantner & Jens J. Krueger

**Parametrizing nonparametric translog models: A goal programming/constrained regression study of U.S. manufacturing**

*by*Houshmand Ziari & Azzeddine Azzam

**Una tipología de la empresa gallega en función de la jerarquización y el tramo de control**

*by*FERNÁNDEZ JARDÓN, C. Mª & FIGUEROA DORREGO, P. & LORENZO SANTAMARÍA, H. & SEGADE PÉREZ, R.

**Estructura de Tasas de Interés en Chile: La Vía No Paramétrica**

*by*Viviana Fernández

**Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function**

*by*Horowitz, J.L.

**The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?**

*by*Kamstra, M.

**Nonparametric Seemingly Unrelated Regression**

*by*Smith, M. & Kohn, R.

**Estimating Long-Term Trends in Tropospheric Ozone Levels**

*by*Smith, M. & Yau, P. & Shively, T. & Kohn, R.

**The Environment and the Quality of Life in the United States Over Time**

*by*Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J.

**Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?**

*by*Henry, O.

**The Efficacy and Cost of Regime Shifts in Inflation Policies: Evidence from New Zealand and Sweden**

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

**Resistant Selection of the Smoothing Parameter for Smoothing Splines**

*by*Eva Cantoni & Elvezio Ronchetti

**Semiparametric Estimation of Censored Transformation Models**

*by*Gorgens, T.

**A General Methodology for Bootstrapping in Nonparametric Frontier Models**

*by*Simar, L. & Wilson, P.W.

**Une analyse non parametrique des distributions du revenu et des caracteristiques des menages**

*by*Hildenbrand, W. & Kneip, A. & Utikal, K.J.

**Bayesian Evaluation of a Semi-Parametric Binary Response Model**

*by*Scheihing, E. & Mouchart, M.

**Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data**

*by*Yuying An, M.

**Likelihood Ratio Test in the Correlated Gamma-Frailty Model**

*by*Korsholm, L.

**Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality**

*by*Davidson, R. & Duclos, J.-Y.

**Les caracteristiques institutionnelles, traditionnelles et les modes de determination des cours de l'actif a la bourse de valeurs du Nigeria**

*by*Inanga, E.L. & Emenuga, C.

**Propensity Score Matching Methods for Non-Experimental Causal Studies**

*by*Dehejia, R.H. & Wahba, S.

**Nonparametric Analysis of Cross Section Labor Supply Curves**

*by*Jang, I.

**The spanish family budget (EPF) data and the law of demand**

*by*Utikal, Inirida & Klaus J. Utikal

**An application of the transformed kernel density estimation to labor earnings in Spain**

*by*Montserrat Guillen Estany & Catalina Bolance Losilla

**Higher order forward rate agreements and the smoothness of the term structure**

*by*Jaschke, Stefan R.

**An equality test across nonparametric regressions**

*by*Lavergne, Pascal

**Nonparametric significance testing**

*by*Lavergne, Pascal & Vuong, Quang

**Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic**

*by*Profit, Stefan & Sperlich, Stefan

**Tax clientele effects in the German bond market**

*by*Stehle, Richard & Jaschke, Stefan R. & Wernicke, S.

**Cross-Sectional and Longitudinal Inflation Asymmetries**

*by*Randal J. Verbrugge

**A cross-country investigation of macroeconomic asymmetries**

*by*Randal J. Verbrugge

**Bifurcations in Continuous-Time Macroeconomic Systems**

*by*William A. Barnett & Yijun He

**Martingales, Nonlinearity, and Chaos**

*by*William A. Barnett & Apostolos Serletis

**Technical Efficiency in Noisy Multi-Output Settings**

*by*Dieter Gstach

**A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests**

*by*Boswijk, H. Peter & Lucas, André & Taylor, Nick

**Monotone Instrumental Variables: With an Application to the Returns to Schooling**

*by*Charles F. Manski & John V. Pepper

**Semiparametric Maximum Lickelihood Estimation of GARCH Models**

*by*Jian Yang

**Constant coefficient tests for random coefficient regression**

*by*Pedro Delicado & Juan Romo

**Principal curves and principal oriented points**

*by*Pedro Delicado

**How wide is the gap? An investigation of gender wage differences using quantile regression**

*by*Jaume Garcia & Pedro J. Hernández & Ángel López Nicolás

**Inequalities for a new data-based method for selecting nonparametric density estimates**

*by*Luc Devroye & Gábor Lugosi & Frederic Udina

**Road Accidents and Traffic Flows: An Econometric Investigation**

*by*Andrew Dickerson & John Peirson & Roger Vickerman

**Nonparametric Identification of Discrete Choice Models**

*by*John K. Dagsvik

**Propensity Score Matching Methods for Non-experimental Causal Studies**

*by*Rajeev H. Dehejia & Sadek Wahba

**Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991**

*by*Soren Blomquist & Matias Eklof & Whitney Newey

**Characterizing Selection Bias Using Experimental Data**

*by*James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd

**Causal Effects in Non-Experimental Studies: Re-Evaluating the Evaluation of Training Programs**

*by*Rajeev H. Dehejia & Sadek Wahba

**Taxation and the Sources of Growth: Estimates from United States Multinational Corporations**

*by*Jason G. Cummins

**A Simple Framework for Nonparametric Specification Testing**

*by*Glenn Ellison & Sara Fisher Ellison

**Instrumental Variables Estimation of Quantile Treatment Effects**

*by*Alberto Abadie & Joshua D. Angrist & Guido W. Imbens

**Aggregations and Marginalization of GARCH and Stochastic Volatility Models**

*by*MEDDAHI, Nour & RENAULT, Éric

**Nonparametric Estimation and Symmetry Tests for Conditional Density Functions**

*by*Hyndman, R.J. & Yao, Q.

**Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality**

*by*Davidson, Russell & Duclos, Jean-Yves

**Deterministic Chaos versus Stochastic Processes**

*by*Crespo Cuaresma, Jesus

**Changing Times, Testing Times: A Bootstrap Analysis of Poverty and Inequality using the PACO Database**

*by*Georges Heinrich

**Essays on Exchange Rates: Deterministic Chaos and Technical Analysis**

*by*Bask, Mikael

**Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk**

*by*Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper

**Duration of consumer loans and bank lending policy: dormancy versus default risk**

*by*Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper

**How to Bootstrap DEA Estimators: A Monte Carlo Comparison**

*by*Löthgren, Mickael

**Business Cycle, unemployment Trap and Effects of Economic Incentives on Job Finding Probability**

*by*Tomi Kyyrä & Pasi Holm & Juha Rantala

**Intrahousehold resource allocation in rural Pakistan: a semi-parametric analysis**

*by*Sonia Bhalotra & Cliff Attfield

**A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests**

*by*Boswijk, H. Peter & Lucas, Andr‚ & Taylor, Nick

**Diagnostic Tools for Nonlinearity in Spatial Models**

*by*Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani

**Nonparametric Censored Regression**

*by*Arthur Lewbel & Linton, Oliver Linton

**Taxation and the Sources of Growth: Estimates from United States Multinational Corporations**

*by*Cummins, J.G.

**Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases**

*by*Heinrich, Georges

**What Data Should Be Used to Price Options?**

*by*Mikhail Chernov & Eric Ghysels

**Using a Financial Training Criterion Rather than a Prediction Criterion**

*by*Yoshua Bengio

**A non parametric analysis of distributions of household income and attributes**

*by*Hildenbrand, Werner & Alois Kneip & Klaus Utikal

**Segélyezés, életszínvonal és ösztönzés a munkanélküli-járadék kimerítése után**

*by*Nagy, Gyula & Micklewright, John

**Economic Performance and Leadership Accountability: An Econometric Analysis**

*by*Gallego, M.E.

**Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data**

*by*Horowitz, Joel & Manski, Charles

**Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity**

*by*Horowitz, J.

**Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data**

*by*Smith, M. & Mathur, S.K. & Kohn, R.

**A Cluster Analysis of the Quality of Life in the United States over Time**

*by*Hirschberg, J. G. & Maasoumi, E. & Slottje, D. J.

**Bootstrapping the Malmquist Productivity Index: A Simulation Study**

*by*Löthgren, Mickael

**On the Consistency of the DEA-based Average Technical Efficiency Bootstrap**

*by*Löthgren, Mickael

**Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991**

*by*Blomquist, S. & Eklof, M. & Newey, W.

**Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints**

*by*Blomquist, S. & Newey, W.

**Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production**

*by*Chao, J.C. & Swanson, N.R.

**Nonparametric Bayesian Survival Analysis**

*by*Rolin, J-M

**Stratified Partial Likelihood Estimation**

*by*Ridder, G. & Tunali, I.

**The Expected Minimum Cost Function: a Non Parametric Approach**

*by*Cazals, C. & Florens, J.-P.

**The Semiparametric Normal Variance-Mean Mixture Model**

*by*Korsholm, L.

**Statistical Evidence on Regional Cohesion in Italy**

*by*Marcello D'Amato & Barbara Pistoresi

**A nonparametric analysis of regional unemployment dynamics in Britain**

*by*Bianchi, Marco & Zoega, Gylfi

**Forecasting with missing data: Application to a real case**

*by*Pedro Delicado & Ana Justel

**The minimax distortion redundancy in empirical quantizer design**

*by*Peter Bartlett & Tamas Linder & Gábor Lugosi

**Welfare Benefits, Minimum Wage Rate and the Duration of Welfare Spells: Evidence from a Natural Experiment in Canada**

*by*Fortin, Bernard & Lacroix, Guy

**A Normative Approach to Measuring Classical Horizontal Inequity**

*by*Duclos, Jean-Yves & Lambert, Peter J.

**Non-parametric Engel curves and revealed preferences**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991**

*by*Blomquist, Sören & Eklöf, Matias & Newey, Whitney

**Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints**

*by*Blomquist, Sören & Newey, Whitney

**Computationally Efficient Double Bootstrap Variance Estimation**

*by*Karlsson, Sune & Löthgren, Mickael

**Testing the Predicitive Value of Subjective Labour Supply Data**

*by*Euwals, R.W. & Melenberg, B. & Soest, A.H.O. van

**An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models**

*by*Charlier, E. & Melenberg, B. & Soest, A.H.O. van

**An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data**

*by*Charlier, E. & Melenberg, B. & Soest, A.H.O. van

**On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests**

*by*Donald W.K. Andrews & Moshe Buchinsky

**The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series**

*by*Yoon-Jae Whang & Oliver Linton

**Investment Behavior, Observable Expectations and Internal Funds**

*by*Cummins, Jason & Hassett, Kevin & Oliner, Stephen

**On Identifying the Core of EMU: An Exploration of Some Empirical Criteria**

*by*Artis, Michael J & Zhang, Wenda

**Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates**

*by*Artis, Michael J & Zhang, Wenda

**A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure**

*by*Eric Ghysels & Serena Ng

**Nonparametric Methods and Option Pricing**

*by*Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès

**Nonlinear wavelet smoothing of error distribution in a semi-parametric model**

*by*Z. Li & G. Chai & K.Xu

**Estimating Features of a Distribution from Binomial Data**

*by*Arthur Lewbel & Daniel McFadden & Oliver Linton

**The distribution of the agreement index in diagnostics**

*by*Elizabeth Torres Rivas

**Arbitrage bounds for the term structure of interest rates**

*by*Stefan R. Jaschke

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Bowlus, A-J & Kiefer, N-M & Neumann, G-R

**Bootstrap Methods for Median Regression Models**

*by*Horowitz, J.

**Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles**

*by*Donaldson, R.G. & Kamstra, M.

**Nonparametric Inference by Quasi-Likelihood Methods**

*by*Spady, R.H.

**Parametric and Nonparametric Approaches to Price and Tax Reform**

*by*Deaton, A. & Ng, S.

**A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information**

*by*Atukorala, R. & King, M.L.

**Aggregation and Cointegration**

*by*Korosi, G. & Longmire, R. & Matyas, L.

**Scale Efficiency and Scale Elasticity in DEA-models - A Bootstrapping Approach**

*by*Löthgren, Mickael & Tambour, Magnus

**On the Sensitivity Analysis of Cross-Country Growth Regressions: A Semiparametric Approach**

*by*Kalaitzidakis, P. & Mamuneas, T.P. & Stengos, T.

**Interval and Band Estimation for Curves with Jumps**

*by*Gijbels, I & Hall, P & Kneip, A

**Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative**

*by*Florens, J-P & Richard, J-F & Rolin, J-M

**A Note on the Convergence of Nonparametric DEA Efficiency Measures**

*by*Kneip, A & Park, B-U & Simar, L

**Nonparametric Applications of Bayesian Inference**

*by*Chamberlain, G & Imbens, G-W

**A Nonparametric Test of The Non-Convexity of Regression**

*by*Diack, C.A.T. & Thomas-Agnan, C.

**Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression**

*by*Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C.

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

**Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing**

*by*Aragon, Y. & Saracco, J.

**Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions**

*by*Rolle, J.D.

**Log-Concave Probability Distributions : Theory and Statistical Testing**

*by*An, M.Y.

**Wavelet Analysis of Commodity Price Behavior**

*by*Davidson, R. & Labys, W.C. & Lesourd, J.B.

**Climate and Fluctuations in Agricultural Output, 1867-1913**

*by*Khatri, Y. & Solomou, S.

**Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?**

*by*Cron, Axel & Jens Weidmann

**Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)**

*by*Victor Gómez & Agustín Maravall

**A Nonparametric Analysis of Regional Unemployment Dynamics in Britain**

*by*Marco Bianchi & Gylfi Zoega

**Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism**

*by*Manski, C.F. & Nagin, D.S.

**Nonparametric bounds on employment and income effects of continuous vocational training in East Germany**

*by*Lechner, Michael

**Nonparametric inference for second order stochastic dominance**

*by*Schmid, Friedrich & Trede, Mark

**On Theories Explaining the Success of the Gravity Equation**

*by*Simon J. Evenett & Wolfgang Keller

**Log-concave Probability Distributions: Theory and Statistical Testing**

*by*Mark Yuying An

**Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data**

*by*Mark Yuying An

**Nonparametric Estimation of a Survivor Function with Across- Interval-Censored Data**

*by*Mark Yuying An & Roberto Ayala

**Semiparametric Estimation of Willingness to Pay Distributions**

*by*Mark Yuying An

**A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos**

*by*William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen

**A new approach to stochastic frontier estimation: DEA+**

*by*Dieter Gstach

**Fusion of data sets in multivariate linear regression with errors-in-variables**

*by*Albert Satorra

**Weighted Kernel regression**

*by*Pedro Delicado & Manuel del Rio

**A Practitioner's Guide to Robust Covariance Matrix Estimation**

*by*Wouter J. Den Haan & Andrew T. Levin

**Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures**

*by*Wouter J. Den Haan & Andrew Levin

**Parametric and Nonparametric Approaches to Price and Tax Reform**

*by*Deaton, A. & Ng, S.

**Statistical Inference and Lorenz Curves: An empirical example using Finnish Income Data**

*by*Saku Aura

**Nonparametric Estimates of Age Profiles of Household Income, Consumption, Direct Taxes and Public Transfers**

*by*Eugen Koev

**Semiparametric Estimation of Willingness to Pay Distributions**

*by*An, Mark Yuying

**Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data**

*by*An, Mark Yuying

**Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data**

*by*An, Mark Yuying & Ayala, Roberto A.

**Conditional Independence Restrictions: Testing and Estimation**

*by*Oliver Linton & Pedro Gozalo

**American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation**

*by*Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès

**Nonparametric Estimation of American Options Exercise Boundaries and Call Prices**

*by*Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès

**Kernel Autocorrelogram for Time Deformed Processes**

*by*Eric Ghysels & Christian Gouriéroux & Joanna Jasiak

**A Semi-Parametric Factor Model for Interest Rates**

*by*Eric Ghysels & Serena Ng

**German Unification and the EMS: A Non-Parametric Approach to the Asymmetry Question**

*by*Axel Cron, Jens Weidmann

**Long Term Dependence in Stock Returns**

*by*Christopher F. Baum & John Barkoulas

**Non-Nested Pretest Tests**

*by*Michelis, L.

**Dynamic Consistency and Reference Points**

*by*Segal, U.

**Bootstrapping DEA-based Efficiency Measures and Malmquist Productivity Indices. A Study of Swedish Eye-Care Service Provision**

*by*Löthgren, Mickael & Tambour, Magnus

**Long-run Exchange Rate Determination:a Neural Network Study**

*by*Verkooijen,W. & Plasmans,J. & Daniels,H.

**Nonparametric Estimation of First-Price Auctions**

*by*Guerre, E. & Perrigne, I. & Vuong, Q.

**Nonparametric Estimation of First-Price Auctions: Technical Appendices**

*by*Guerre, E. & Perrigne, I. & Vuong, Q.

**Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices**

*by*Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P.

**Selecting Regressors Using Nonparametric Estimators**

*by*Vuong, Q. & Lavergne, P.

**GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments**

*by*Bertsched, I & Lechner, M

**Statistical Inference for the Measurement of the Incidence of Taxes and Transfers**

*by*Davidson, R. & Duclos, J.Y.

**A Global Encompassing Criterion for Nonparametric Encompassing**

*by*Bontemps, C. & Florens, J.P.

**Estimating Productivity Growth Using Distance and Non-Distance Measures**

*by*Atkinson, S-E & Cornwell, C

**On a Proper Meta-Analytic Model for Correlations**

*by*Erez, A. & Bloom, M. & Wells, M.

**A Note on Adaptation in Garch Models**

*by*Gonzalez-Rivera, G.

**Logconcavity versus Logconvexity: A Complete Characterization**

*by*An, Mark Yuying

**Nonparametic Restrictions of Dynamic Optimization Behavior Under Risk: The Case of Time-Additive Expected Utility**

*by*Kamiya, K. & Ichimura, H.

**Parametric and semiparametric Modelling of the Nonlinear Relation Between Weather and Agricultural Production,1953-1990**

*by*Khatri,Y. & Solomou,S.

**Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism**

*by*Manski, C.F. & Nagin, D.S.

**Asymptotic robustness in multi-sample analysis of multivariate linear relations**

*by*Albert Satorra

**A Simple Nonparametric Test for Independence**

*by*Bruce Mizrach

**Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach**

*by*Wang, Weiren & Zhou, Mai

**Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach**

*by*John DiNardo & Nicole M. Fortin & Thomas Lemieux

**Instrumental Variables: A Cautionary Tale**

*by*James J. Heckman

**Automatic Lag Selection in Covariance Matrix Estimation**

*by*Kenneth D. West & Whitney K. Newey

**Convenient Estimators for the Panel Probit Model**

*by*Bertschek, Irene & Lechner, Michael

**Nonparametric cointegration analysis**

*by*Bierens, H.J.

**Testing Additivity in Generalized Nonparametric Regression Models**

*by*Oliver Linton & Pedro Gozalo

**Adaptive Testing in ARCH Models**

*by*Oliver Linton & Douglas G. Steigerwald

**If Nonlinear Models Cannot Forecast, What Use Are They?**

*by*Ramsey, James B.

**Kernel Estimation in Regime-Varying Regression Models**

*by*Axel Cron

**Uniform Consistency of Modified Kernel Estimators in Nonparametric Multivariate VARCH-Models**

*by*Axel Cron

**Uniform Consistency of Modified Kernel Estimators in Parametric ARCH- Models**

*by*Axel Cron

**On Theories Explaining the Success of the Gravity Equation**

*by*Evenett, S. J. & Keller, W.

**Stochastic Game Theory: For Playing Games, Not Just for Doing Theory**

*by*Steven Stern & Hari Mukarjee

**Advances in Random Utility Models**

*by*Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul

**Asymptotic theory for partly linear models**

*by*Gao, Jiti

**Non-Parametric Estimation of Lorenz Curves Using Locally Weighted Regression**

*by*Ilpo Suoniemi

**A Limit Theorem for a Smooth Class of Semiparametric Estimators**

*by*Ariel Pakes & Steven Olley

**Engel Flexibility in Household Budget Studies: Non-parametric Evidence versus Standard Functional Forms**

*by*Maureen T. Rimmer & Alan A. Powell

**Piece-Rates, Principal-Agent, and Productivity Profiles: Parametric and Semi-Parametric Evidence**

*by*Bruce S. Shearer

**Aggregate Consumer's Expenditure and Income**

*by*Alois Kneip & Werner Hildenbrand

**An iterative bandwidth selector for Kernel estimation of densities and their derivatives**

*by*Engel,Joachim & Herrmann,Eva & Gasser,Theo

**Semiparametric Estimation Of Regression Models For Panel Data**

*by*Joel L. Horowitz & Marianthi Markatou

**Following in Her Footsteps? Women's College Majors and Faculty Gender Composition**

*by*Brandice Canes & Harvey Rosen

**Public Welfare Services and Inequality: Introduction to methodology and some examples with the 1985 Finnish Household Expenditure Survey data**

*by*Ilpo Suoniemi

**Unemployment benefit system and unemployment duration in Finland**

*by*Reija Lilja

**Testing aregression model when we have smooth alternatives in mind**

*by*Haerdle,Wolfgang & Kneip,Alois

**An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables**

*by*Donald W.K. Andrews

**Persistence and Seasonality in output and Employment of the Federal Republic of Germany**

*by*Jürgen WOLTERS

**Semi-Nonparametric Estimation of Binary Choice Models Using Panel Data : an Application to the Innovative Activity of German Firms**

*by*François LAISNEY & Michael LECHNER & Winfried POHLMEIER

**Weak convergence of the sequential empirical processes of residuals in ARMA models**

*by*Bai, Jushan

**Invariant points of low dimensional curve families**

*by*Klaus J. Utikal

**Modelling Aggregate Consumption Expenditure and Income Distribution Effects**

*by*Werner Hildenbrand & Alois Kneip

**A New Method for Detecting Neural Interconnectivity**

*by*Klaus J. Utikal

**Markovian interval processes I: Nonparametric inference**

*by*Klaus J. Utikal

**Estimates of the Elasticity of Substitution Between Imported and Domestically Produced Commodities at the Four Digit ASIC Level**

*by*Chris M. Alaouze & John S. Marsden & John Zeitsch

**Is utility transferable? a revealed preference analysis**

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

**Mixed Hitting-Time Models**

*by*Jaap H. Abbring

**Maximum Likelihood Estimation of Search Costs**

*by*Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest

**The Impact of Active Labor Market Programs on the Duration of Unemployment**

*by*Rafael Lalive & Jan C. van Ours & Josef Zweimueller

**On the Effects of Industrialization Processes on Growth and Convergence Dynamics: Evidence from Italian Regions**

*by*Leone Leonida

**Empirical likelihood specification testing in linear regression models**

*by*Francesco Bravo

**Liquidity Risk and Financial Competition: A Mixed Integer Programming Model for Multiple-Class Discriminant Analysis**

*by*Mingue Sun

**Precedence-type Test based on Progressively Censored Samples**

*by*N. Balakrishnan & Ram C. Tripathi & Nandini Kannan & H. K. T. Ng

**On the Joint Distribution of Placement Statistics under Progressive Censoring and Applications to Precedence Test**

*by*N. Balakrishnan & Ram C. Tripathi & Nandini Kannan

**A Branch-and-Bound Algorithm for Representative Integer Efficient Solutions in Multiple Objective Network Programming Problems**

*by*Mingue SUn

**Bounding the Impact of Market Experience on Rationality: Evidence from a Field Experiment with Imperfect Compliance**

*by*List, John & Millimet, Daniel

**Overall Specialization and Income: Countries Diversify**

*by*Luca De Benedictis & Marco Gallegati & Massimo Tamberi

**On the Determinants of Growth Volatility: a Nonparametric Approach**

*by*Davide Fiaschi & Andrea Mario Lavezzi

**Partial identification of willingness-to-pay using shape restrictions with an application to the value of a statistical life**

*by*Aaron Sojourner

**Firm Level Implications of Early Stage Venture Capital Investment - An Empiri cal Investigation**

*by*Max Keilbach & Dirk Engel

**On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)**

*by*C. Lanier Benkard & Steven Berry

**Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels**

*by*Marcelo FERNANDES & Eduardo F. MENDES & Olivier SCAILLET

**Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model**

*by*Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou

**Extreme-quantile tracking for financial time series**

*by*Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy

**Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation**

*by*Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov

**The US stock market leads the Federal funds rate and Treasury bond yields**

*by*Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE

**Semi-Parametric Estimation of American Option Prices**

*by*Patrick Gagliardini & Diego Ronchetti

**Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective**

*by*Alena AUDZEYEVA & Barbara SUMMERS & Klaus Reiner SCHENK-HOPPE

**Un Pronóstico no Paramétrico de la Inflación Colombiana**

*by*Norberto Rodríguez N. & Patricia Siado C.

**Can the new aid-growth models be replicated**

*by*Jensen, Peter Sandholt & Paldam, Martin

**How does Public Regulation affect Growth?**

*by*Goergens, Tue & Paldam, Martin & Würtz, Allan

**Local Whittle Analysis of Stationary Fractional Cointegration**

*by*Morten Oerregaard Nielsen

**Semiparametric Estimation in Time Series Regression with Long Range Dependence**

*by*Nielsen, Morten Oe.

**Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence**

*by*Nielsen, Morten Oe.

**Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data**

*by*Bent Jesper Christensen & Morten Ø. Nielsen

**Local Power Functions of Tests for Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt

**On the Robustness of Unit Root Tests in the Presence of Double Unit Roots**

*by*Niels Haldrup & Peter Lildholdt