Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2017

• CHIKHI, Mohamed, 2017, "Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
  [Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper, University Library of Munich, Germany, number 76691, revised 2017.
• Malikov, Emir & Sun, Yiguo, 2017, "Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 77253, Feb.
• Chtioui, Naouel & Ayadi, Mohamed, 2017, "Multidimensional Rank Based Poverty Measures A Case Study: Tunisia," MPRA Paper, University Library of Munich, Germany, number 79142, Apr.
• Barra, Cristian & Zotti, Roberto, 2017, "On the relationship between bank market concentration and stability of financial institutions: Evidence from the Italian banking sector," MPRA Paper, University Library of Munich, Germany, number 79900, Jun.
• Rafael, González-Val, 2017, "Historical urban growth in Europe (1300–1800)," MPRA Paper, University Library of Munich, Germany, number 80475, Jul.
• M.J., Presno & M., Landajo & P., Fernandez Gonzalez, 2017, "The Shocks To Crude Oil Production. Nonparametric Stationarity Analysis For 20 OPEC And Non-OPEC Countries," MPRA Paper, University Library of Munich, Germany, number 81594, Sep.
• Jin, Xin & Maheu, John M & Yang, Qiao, 2017, "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 81920, Oct.
• Muratova, Anna & Sushko, Pavel & Espy, Thomas H., 2017, "Black-Box Classification Techniques for Demographic Sequences : from Customised SVM to RNN," MPRA Paper, University Library of Munich, Germany, number 82799, Sep.
• Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 82888, Nov.
• Sun, Yiguo & Malikov, Emir, 2017, "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 83671.
• Khan, Haider & Schettino, Francesco & Gabriele, Alberto, 2017, "Polarization and the Middle Class in China: a Non-Parametric Evaluation Using CHNS and CHIP Data," MPRA Paper, University Library of Munich, Germany, number 85555, Oct.
• Mynbayev, Kairat & Martins-Filho, Carlos, 2017, "Unified estimation of densities on bounded and unbounded domains," MPRA Paper, University Library of Munich, Germany, number 87044, Jul, revised Jan 2018.
• Rangan Gupta & Lardo Stander & Andrea Vaona, 2017, "Openness and Growth: Is the Relationship Non-Linear?," Working Papers, University of Pretoria, Department of Economics, number 201703, Jan.
• Viera Mendelová & Tatiana Bieliková, 2017, "Diagnostikovanie finančného zdravia podnikov pomocou metódy DEA: Aplikácia na podniky v Slovenskej republike
  [Diagnosing of the Corporate Financial Health Using DEA: an Application to Companies in ," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 1, pages 26-44, DOI: 10.18267/j.polek.1125.
• Łukasz Lenart & Mateusz Pipień, 2017, "Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 3, pages 201-241, September.
• Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2017, "The Productivity of Nations," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022017, Apr.
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2017, "Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP032017, Jun.
• Matthew Polisson & John K.-H. Quah & Ludovic Renou, 2017, "Revealed preferences over risk and uncertainty," Working Papers, Queen Mary University of London, School of Economics and Finance, number 822, Apr.
• Kassoum Ayouba & Jean-Philippe Boussemart & Stéphane Vigeant, 2017, "The impact of single farm payments on technicalinefficiency of French crop farms," Review of Agricultural, Food and Environmental Studies, INRA Department of Economics, volume 98, issue 1-2, pages 1-23.
• Winkelried, Diego, 2017, "Cronología de los ciclos económicos en el Perú: 1992 a 2016," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 34, pages 55-76.
• Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2017, "Nonparametric Estimation in Case of Endogenous Selection," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 58, Dec.
• Breunig, Christoph, 2017, "Testing Missing At Random Using Instrumental Variables," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 59, Dec.
• Andros Kourtellos & Thanasis Stengos & Yiguo Sun, 2017, "Endogeneity in Semiparametric Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 17-13, Jul.
• Helen X. H. Bao & Charlotte Chunming Meng, 2017, "Loss Aversion and Residential Property Development Decisions in the People’s Republic of China: A Semi-Parametric Estimation," ADBI Working Papers, Asian Development Bank Institute, number 640, Jan.
• Evgeniy Ozhegov, 2017, "Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 93-115.
• Evgeniy Ozhegov & Evgeniya Popova, 2017, "Demand for electricity and weather conditions: Nonparametric analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 46, pages 55-73.
• Sergei Aivazian & Aleksandr Bereznyatsky & Boris Brodsky, 2017, "Macroeconomic modeling of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 47, pages 5-27.
• Tatiana Komarova & Denis Nekipelov & Ahnaf Al Rafi & Evgeny Yakovlev, 2017, "K-anonymity: A note on the trade-off between data utility and data security," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 48, pages 44-62.
• Karen Marion Martínez Torrico, 2017, "Brechas de Género en el Mercado Laboral y Pobreza: Una Aproximación a partir de Microsimulaciones," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 2/2017, Nov.
• Karen Marion Martínez Torrico, 2017, "Brechas de género en el mercado laboral y pobreza: una aproximación a partir de microsimulaciones," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 28, pages 44-82.
• Cuitlahuac Valdez Lafarga & Jorge Inés León Balderrama, 2017, "La eficiencia de los sistemas de ciencia, tecnología e innovación de las entidades federativas de México. Una evaluación mediante análisis envolvente de datos (DEA)," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 12, issue 2, pages 7-32.
• Martijn van Hasselt & Timothy Ferland & Jeremy Bray & Arnie Aldridge, 2017, "Bayesian Estimation of the Complier Average Casual Effect," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 17-14, Dec.
• Ton de Waal & Wieger Coutinho, 2017, "Preserving Logical Relations while Estimating Missing Values," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 47-59, September.
• Paolo Liberati & Raffaele Lagravinese & Giuliano Resce, 2017, "How Does Economic Social And Cultural Status Affect The Efficiency Of Educational Attainments? A Comparative Analysis On Pisa Results," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0217, Mar.
• Chan Shen & Roger Klein, 2017, "Recursive Differencing: Bias Reduction with Regular Kernels," Departmental Working Papers, Rutgers University, Department of Economics, number 201701, Feb.
• Jamie Alcock & Godfrey Smith, 2017, "Non-parametric American option valuation using Cressie–Read divergences," Australian Journal of Management, Australian School of Business, volume 42, issue 2, pages 252-275, May, DOI: 10.1177/0312896215622799.
• B.B. Chakrabarti & Vivek Rajvanshi, 2017, "Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 1, pages 1-28, April, DOI: 10.1177/0972652716686207.
• Lopamudra D. Satpathy & Bani Chatterjee & Jitendra Mahakud, 2017, "Firm Characteristics and Total Factor Productivity: Evidence from Indian Manufacturing Firms," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 1, pages 77-98, February, DOI: 10.1177/0973801016676013.
• Richa Khurana & D. K. Nauriyal, 2017, "Dynamics of Services Exports in India," Millennial Asia, , volume 8, issue 2, pages 178-193, October, DOI: 10.1177/0976399617715823.
• Tina Barma, 2017, "Efficiency of India’s Agricultural Exports," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 18, issue 2, pages 276-295, September, DOI: 10.1177/1391561417713130.
• Alessandro Moro, 2017, "Distribution dynamics of property crime rates in the United States," Urban Studies, Urban Studies Journal Limited, volume 54, issue 11, pages 2613-2630, August, DOI: 10.1177/0042098016652535.
• Cristian BARRA & Roberto ZOTTI, 2017, "Bank Performance, Financial Stability and Market Competition: do Cooperative and Non-Cooperative Banks Behave Differently?," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 143, Mar.
• Gloria Gheno, 2017, "A new semiparametric approach for mediation analyses," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007336, May.
• Witold Orzeszko, 2017, "Nonparametric prediction of nonlinear time series. A Monte Carlo study," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5107220, May.
• Irene Botosaru, 2017, "Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility," Discussion Papers, Department of Economics, Simon Fraser University, number dp17-11, Jul.
• Bertille Antoine & Prosper Dovonon, 2017, "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers, Department of Economics, Simon Fraser University, number dp17-15, Sep.
• Ewa Wycinka, 2017, "Zastosowanie modeli zdarzen konkurujacych do badania ryzyka kredytowego," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 145-161.
• Kiranmoy Das & Bhuvanesh Pareek & Sarah Brown & Pulak Ghosh, 2017, "A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model," Working Papers, The University of Sheffield, Department of Economics, number 2017001, Jan.
• Hocine Mokhtar-Kharroubi, 2017, "Convex and convex-like optimization over a range inclusion problem and first applications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 277-299, November, DOI: 10.1007/s10203-017-0190-z.
• António Afonso & Mina Kazemi, 2017, "Assessing Public Spending Efficiency in 20 OECD Countries," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Bettina Bökemeier & Alfred Greiner, "Inequality and Finance in Macrodynamics", DOI: 10.1007/978-3-319-54690-2_2.
• Cliff J. Huang & Tsu-Tan Fu & Hung-Pin Lai & Yung-Lieh Yang, 2017, "Semiparametric smooth coefficient quantile estimation of the production profile," Empirical Economics, Springer, volume 52, issue 1, pages 373-392, February, DOI: 10.1007/s00181-016-1072-x.
• Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017, "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, volume 53, issue 1, pages 137-163, August, DOI: 10.1007/s00181-016-1163-8.
• Dustin Chambers & Shatakshee Dhongde, 2017, "Are countries becoming equally unequal?," Empirical Economics, Springer, volume 53, issue 4, pages 1323-1348, December, DOI: 10.1007/s00181-016-1170-9.
• Michael S. Delgado & Nadine McCloud, 2017, "Foreign direct investment and the domestic capital stock: the good–bad role of higher institutional quality," Empirical Economics, Springer, volume 53, issue 4, pages 1587-1637, December, DOI: 10.1007/s00181-016-1173-6.
• Samet Günay, 2017, "Value at risk (VaR) analysis for fat tails and long memory in returns," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 2, pages 215-230, August, DOI: 10.1007/s40822-017-0067-z.
• Luca Zanin & Raffaella Calabrese, 2017, "Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 6, issue 1, pages 1-29, December, DOI: 10.1186/s40172-017-0054-3.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, volume 68, issue 3, pages 352-363, September, DOI: 10.1111/jere.12139.
• Daniel J. Henderson & Andrew Houtenville & Le Wang, 2017, "The Distribution of Returns to Education for People with Disabilities," Journal of Labor Research, Springer, volume 38, issue 3, pages 261-282, September, DOI: 10.1007/s12122-017-9245-8.
• Stephan B. Bruns & Alessio Moneta, 2017, "Intertemporal propensity to consume," Journal of Evolutionary Economics, Springer, volume 27, issue 2, pages 295-314, April, DOI: 10.1007/s00191-016-0460-x.
• Nanditha Mathew, 2017, "Drivers of firm growth: micro-evidence from Indian manufacturing," Journal of Evolutionary Economics, Springer, volume 27, issue 3, pages 585-611, July, DOI: 10.1007/s00191-017-0492-x.
• Romain Aeberhardt & Élise Coudin & Roland Rathelot, 2017, "The heterogeneity of ethnic employment gaps," Journal of Population Economics, Springer;European Society for Population Economics, volume 30, issue 1, pages 307-337, January, DOI: 10.1007/s00148-016-0602-3.
• Luca Zanin, 2017, "The effects of various motives to save money on the propensity of Italian households to allocate an unexpected inheritance towards consumption," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 4, pages 1755-1775, July, DOI: 10.1007/s11135-016-0364-8.
• Kassoum Ayouba & Jean-Philippe Boussemart & Stéphane Vigeant, 2017, "The impact of single farm payments on technical inefficiency of French crop farms," Review of Agricultural, Food and Environmental Studies, Springer, volume 98, issue 1, pages 1-23, July, DOI: 10.1007/s41130-017-0049-2.
• C. Sean Burns & Charles W. Fox, 2017, "Language and socioeconomics predict geographic variation in peer review outcomes at an ecology journal," Scientometrics, Springer;Akadémiai Kiadó, volume 113, issue 2, pages 1113-1127, November, DOI: 10.1007/s11192-017-2517-5.
• Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2017, "Dual employment protection and (lack of) on-the-job training: PIAAC evidence for Spain and other European countries," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 8, issue 4, pages 345-371, November, DOI: 10.1007/s13209-017-0166-9.
• Arnaud Lefranc & Alain Trannoy, 2017, "Equality of opportunity, moral hazard and the timing of luck," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 49, issue 3, pages 469-497, December, DOI: 10.1007/s00355-017-1054-8.
• Pier Luigi Conti & Daniela Marella & Andrea Neri, 2017, "Statistical matching and uncertainty analysis in combining household income and expenditure data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 485-505, August, DOI: 10.1007/s10260-016-0374-7.
• Brian Stacey, 2017, "A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 6, issue 1, pages 1-3.
• Hirukawa, Masayuki & Prokhorov, Artem, 2017, "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/18063, Mar.
• Daniel J. Henderson & Léopold Simar & Le Wang, 2017, "The three s of public schools: irrelevant inputs, insufficient resources and inefficiency," Applied Economics, Taylor & Francis Journals, volume 49, issue 12, pages 1164-1184, March, DOI: 10.1080/00036846.2016.1213363.
• Elizabeth A. Yeager & Michael R. Langemeier, 2017, "Economic efficiency adjusted for risk preferences," Applied Economics, Taylor & Francis Journals, volume 49, issue 16, pages 1627-1636, April, DOI: 10.1080/00036846.2016.1223819.
• Dirk Czarnitzki & Julie Delanote, 2017, "Incorporating innovation subsidies in the CDM framework: empirical evidence from Belgium," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 26, issue 1-2, pages 78-92, February, DOI: 10.1080/10438599.2016.1202514.
• Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017, "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 108-136, January, DOI: 10.1080/10485252.2016.1254781.
• Ekpeno L. Effiong & Emmanuel E. Asuquo, 2017, "Migrants' Remittances, Governance and Heterogeneity," International Economic Journal, Taylor & Francis Journals, volume 31, issue 4, pages 535-554, October, DOI: 10.1080/10168737.2017.1410207.
• Alan T. K. Wan & Shangyu Xie & Yong Zhou, 2017, "A varying coefficient approach to estimating hedonic housing price functions and their quantiles," Journal of Applied Statistics, Taylor & Francis Journals, volume 44, issue 11, pages 1979-1999, August, DOI: 10.1080/02664763.2016.1238053.
• Ilze Kalnina & Dacheng Xiu, 2017, "Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 384-396, January, DOI: 10.1080/01621459.2016.1141687.
• Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017, "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 1, pages 70-85, January, DOI: 10.1080/07350015.2015.1054493.
• Yonghong An & Xun Tang, 2017, "Identifying Structural Models of Committee Decisions With Heterogeneous Tastes and Ideological Bias," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 452-469, July, DOI: 10.1080/07350015.2015.1084309.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 1, pages 105-120, May, DOI: 10.1016/S1514-0326(17)30005-3.
• Tommy Jehmlich & Friedrich Thießen & Elisabeth Ude, 2017, "Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 013, Aug, revised Aug 2017.
• Brantly Callaway & Tong Li, 2017, "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1701, Aug.
• Brantly Callaway, 2017, "Job Displacement during the Great Recession: Tight Bounds on Distributional Treatment Effect Parameters using Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1703, Aug.
• Paul Muller & Bas van der Klaauw & Arjan Heyma, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-019/V, Feb.
• Sander Barendse, 2017, "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-034/III, Mar.
• Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-097/III, Oct.
• Jan (J.P.M.) Heufer & Per Hjertstrand, 2017, "Homothetic Preferences Revealed," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-103/I, Nov.
• Einmahl, Jesson & Einmahl, John & de Haan, L.F.M., 2017, "Limits to Human Life Span Through Extreme Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-051.
• Beirlant, J. & Kijko, Andrzej & Reykens, Tom & Einmahl, John, 2017, "Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology : the Groningen Case," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-050.
• Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-017.
• Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017, "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-052.
• Cizek, Pavel & Koo, Chao, 2017, "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM, Tilburg University, School of Economics and Management, number c849e96f-3ad1-461e-96c6-f.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2017, "Are University Admissions Academically Fair?," The Review of Economics and Statistics, MIT Press, volume 99, issue 3, pages 449-464, July.
• Babii, Andrii & Florens, Jean-Pierre, 2017, "Are unobservables separable?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-802, May.
• Babii, Andrii, 2017, "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers, Toulouse School of Economics (TSE), number 17-803, May.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017, "Bootstrap-Based Inference for Cube Root Consistent Estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-18, May.
• Isabel Casas & Eva Ferreira & Susan Orbe, 2017, "Time-varying coefficient estimation in SURE models. Application to portfolio management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-33, Oct.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017, "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
• Patrick GAGLIARDINI & Olivier SCAILLET, 2017, "A Specification Test for Nonparametric Instrumental Variable Regression," Annals of Economics and Statistics, GENES, issue 128, pages 151-202, DOI: 10.15609/annaeconstat2009.128.0151.
• Jean-Pierre FLORENS & Joel L. HOROWITZ & Ingrid VAN KEILEGOM, 2017, "Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems," Annals of Economics and Statistics, GENES, issue 128, pages 203-228, DOI: 10.15609/annaeconstat2009.128.0203.
• Samuele CENTORRINO & Jeffrey S. RACINE, 2017, "Semiparametric Varying Coefficient Models with Endogenous Covariates," Annals of Economics and Statistics, GENES, issue 128, pages 261-295, DOI: 10.15609/annaeconstat2009.128.0261.
• Nicolas ASIN & Jan JOHANNES, 2017, "Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence," Annals of Economics and Statistics, GENES, issue 128, pages 5-66, DOI: 10.15609/annaeconstat2009.128.0005.
• Senay SOKULLU & Sami STOULI, 2017, "Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models," Annals of Economics and Statistics, GENES, issue 128, pages 67-108, DOI: 10.15609/annaeconstat2009.128.0067.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series, Institute for Advanced Development Studies, number 06/2017, Oct.
• Simioni, Michel & Huiban, Jean Pierre & Mastromarco, Camilla & Musolesi, Antonio, , "The Impact Of Pollution Abatement Investments On Production Technology: New Insights From Frontier Analysis," 2017 International Congress, August 28-September 1, 2017, Parma, Italy, European Association of Agricultural Economists, number 260833, DOI: 10.22004/ag.econ.260833.
• Ritter, Matthias & Helbing, Georg & Shen, Zhiwei & Odening, Martin, , "Estimating Location Values of Agricultural Land," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017, German Association of Agricultural Economists (GEWISOLA), number 261985, DOI: 10.22004/ag.econ.261985.
• Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, None, "Estimating Location Values of Agricultural Land," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 66, issue 3, DOI: 10.22004/ag.econ.303548.
• Zheng, Yan & Vukina, Tomislav & Zheng, Xiaoyong, , "Risk Aversion, Moral Hazard and Gender Differences in Health Care Utilization," ARE Working Papers, North Carolina State University, Department of Agricultural and Resource Economics, number 262936, DOI: 10.22004/ag.econ.262936.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, , "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Hafner, Christian & Preminger, Arie, 2017, "On asymptotic theory for ARCH(infinite) models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017009, Jan.
• Racine, Jeffrey S. & Van Keilegom, Ingrid, 2017, "A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017024, Jan.
• Henderson, Daniel & Simar, Leopold & Wang, Le, 2017, "The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017009, Jan.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2017, "Nonparametric estimation of dynamic discrete choice models for time series data," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017011, Jan.
• Hafner, Christian & Laurent, Sebastien & Violante, Francesco, 2017, "Weak Diffusion Limits of Dynamic Conditional Correlation Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017014, Jan.
• Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2017, "Nonparametric Least Squares Methods for Stochastic Frontier Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017026, Jan.
• Hafner, Christian & Linton, Oliver, 2017, "An Almost Closed Form Estimator For The EGARCH Model," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017040, Jan.
• Hafner, Christian & Preminger, Arie, 2017, "On Asymptotic Theory for ARCH (infinity) Models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017041, Jan.
• Kelly P. Murillo & Eugenio M. Rocha, 2018, "The Portuguese Manufacturing Sector during 2013-2016 after the Troika Austerity Measures," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 4, issue 1, pages 21-38, June, DOI: 10.22440/wjae.4.1.2.
• Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017, "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 1, pages 40-59.
• Jerry A. Hausman & Whitney K. Newey, 2017, "Nonparametric Welfare Analysis," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 521-546, September, DOI: 10.1146/annurev-economics-080315-01.
• Simon Clinet & Yoann Potiron, 2017, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers, arXiv.org, number 1701.01185, Jan, revised Jun 2018.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2017, "Bootstrap-Based Inference for Cube Root Asymptotics," Papers, arXiv.org, number 1704.08066, Apr, revised May 2020.
• Andrii Babii & Jean-Pierre Florens, 2017, "Are Unobservables Separable?," Papers, arXiv.org, number 1705.01654, May, revised Mar 2021.
• Matthew A. Masten & Alexandre Poirier, 2017, "Inference on Breakdown Frontiers," Papers, arXiv.org, number 1705.04765, May, revised Feb 2019.
• Matt Goldman & David M. Kaplan, 2017, "Comparing distributions by multiple testing across quantiles or CDF values," Papers, arXiv.org, number 1708.04658, Aug.
• Frantisek Cech & Jozef Barunik, 2017, "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Papers, arXiv.org, number 1708.08622, Aug.
• Simon Clinet & Yoann Potiron, 2017, "Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book," Papers, arXiv.org, number 1709.02502, Sep, revised Feb 2019.
• Andrii Babii & Jean-Pierre Florens, 2017, "Is completeness necessary? Estimation in nonidentified linear models," Papers, arXiv.org, number 1709.03473, Sep, revised Jan 2025.
• Johan Vikstrom & Geert Ridder & Martin Weidner, 2017, "Bounds On Treatment Effects On Transitions," Papers, arXiv.org, number 1709.08981, Sep.
• Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2017, "Identification of hedonic equilibrium and nonseparable simultaneous equations," Papers, arXiv.org, number 1709.09570, Sep, revised Feb 2021.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Forecasting with Dynamic Panel Data Models," Papers, arXiv.org, number 1709.10193, Sep.
• Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017, "When Should You Adjust Standard Errors for Clustering?," Papers, arXiv.org, number 1710.02926, Oct, revised Sep 2022.
• Vitaliy Oryshchenko & Richard J. Smith, 2017, "Improved Density and Distribution Function Estimation," Papers, arXiv.org, number 1711.04793, Nov, revised Jun 2018.
• Timothy B. Armstrong & Michal Koles'ar, 2017, "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers, arXiv.org, number 1712.04594, Dec, revised Jan 2021.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Institute for Fiscal Studies, number 06/17, Jan, DOI: 10.1920/wp.cem.2017.0617.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Institute for Fiscal Studies, number 19/17, May, DOI: 10.1920/wp.cem.2017.1917.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Institute for Fiscal Studies, number 20/17, May, DOI: 10.1920/wp.cem.2017.2017.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Institute for Fiscal Studies, number 21/17, May, DOI: 10.1920/wp.cem.2017.2117.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Institute for Fiscal Studies, number 25/17, May, DOI: 10.1920/wp.cem.2017.2517.
• Irene Botosaru & Chris Muris, 2017, "Binarization for panel models with fixed effects," CeMMAP working papers, Institute for Fiscal Studies, number 31/17, Jun, DOI: 10.1920/wp.cem.2017.3117.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Institute for Fiscal Studies, number 34/17, Aug, DOI: 10.1920/wp.cem.2017.3417.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Institute for Fiscal Studies, number 49/17, Nov, DOI: 10.1920/wp.cem.2017.4917.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers, Institute for Fiscal Studies, number 51/17, Nov, DOI: 10.1920/wp.cem.2017.5117.
• Jorg Stoye & Yuichi Kitamura, 2017, "Nonparametric analysis of random utility models," CeMMAP working papers, Institute for Fiscal Studies, number 56/17, Dec, DOI: 10.1920/wp.cem.2017.5617.
• Haipeng Xing & Hongsong Yuan & Sichen Zhou, 2017, "A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 44-60, May.
• Thibaut Duprey & Tom Roberts, 2017, "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 17-24, DOI: 10.34989/san-2017-24.
• Daniele Coin, 2017, "A goodness-of-fit test for Generalized Error Distribution," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1096, Feb.
• Filippo Natoli & Laura Sigalotti, 2017, "An indicator of inflation expectations anchoring," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1103, Feb.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017, "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1122, Jun.
• Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017, "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1007, Aug, DOI: 10.32468/be.1007.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 3, pages 352-363, September.
• Christina Felfe & Martin Huber, 2017, "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 475-502, February.
• Markus Frölich & Martin Huber, 2017, "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 5, pages 1645-1666, November.
• Burak Eroglu & Kemal Caglar Gogebakan & Mirza Trokic, 2017, "Fractional Seasonal Variance Ratio Unit Root Tests," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1707, Nov.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Bank of England working papers, Bank of England, number 657, Apr.
• Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England working papers, Bank of England, number 674, Sep.
• Centorrino Samuele & Feve Frederique & Florens Jean-Pierre, 2017, "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-25, January, DOI: 10.1515/jem-2015-0010.
• Lee Myoung-Jae, 2017, "Regression Discontinuity with Errors in the Running Variable: Effect on Truthful Margin," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-8, January, DOI: 10.1515/jem-2015-0017.
• Burda Michael C. & Seele Stefanie, 2017, "Das deutsche Arbeitsmarktwunder: Eine Bilanz," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 18, issue 3, pages 179-204, October, DOI: 10.1515/pwp-2017-0019.
• Avdulaj Krenar & Barunik Jozef, 2017, "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 81-97, February, DOI: 10.1515/snde-2016-0044.
• Gonzalo Jesús & Taamouti Abderrahim, 2017, "The reaction of stock market returns to unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-20, September, DOI: 10.1515/snde-2015-0078.
• Martin Labaj, 2017, "Some notes on international transport margins in a balanced World Input-Output Tables," EAPG Working Paper Series, Department of Economic Policy, Faculty of National Economy, University of Economics in Bratislava, number 012, Dec.
• Daniel McMillen, 2017, "Teardowns and Demolitions in Chicago, 2000–2014: A Conditionally Parametric Approach," Revue économique, Presses de Sciences-Po, volume 68, issue 3, pages 511-535.
• Luke Ignaczak & Marcel-Cristian Voia, 2017, "Duration Dependence in Employment: Evidence From the Last Half of the 20th Century," Carleton Economic Papers, Carleton University, Department of Economics, number 17-01, Jan.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 105-120, May.
• Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2017, "Empirical likelihood for high frequency data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 591, Feb.
• Yukitoshi Matsushita & Taisuke Otsu, 2017, "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 592, Jul.
• Lorenzo Camponovo & Taisuke Otsu, 2017, "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 593, Nov.
• Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, 2017, "Inference on distribution functions under measurement error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 594, Nov.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 6391.
• Sören Blomquist & Whitney K. Newey, 2017, "The Bunching Estimator Cannot Identify the Taxable Income Elasticity," CESifo Working Paper Series, CESifo, number 6736.
• Sapci, Ayse & Miles, Bradley, 2017, "Bank Size, Returns to Scale and Cost Efficiency," Working Papers, Department of Economics, Colgate University, number 2017-02, Mar, revised 10 Mar 2017.
• Elise Coudin & Jean-Marie Dufour, 2017, "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers, CIRANO, number 2017s-06, Feb.
• Francesco Aiello & Graziella Bonanno & Luigi Capristo, 2017, "Explaining Differences In Efficiency: The Case Of Local Government Literature," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201704, Jun.
• Manuela Rozalia GABOR & Flavia Dana OLTEAN, 2017, "What Macreconomic Index Differentiates or Similar the European Tourism Competitiviness? A Multimethod Analysis," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, volume 1, issue 1, pages 201-207, October.
• Daniela Stelu?a U?Ã & Augustin MITU, 2017, "A Model of Consumer’s Attitude Towards Durable Goods," North Economic Review, Technical University of Cluj Napoca, Department of Economics and Physics, volume 1, issue 1, pages 222-230, October.
• Jan Bruha & Oxana Babecka Kucharcukova, 2017, "An Empirical Analysis of Macroeconomic Resilience: The Case of the Great Recession in the European Union," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/10, Dec.
• Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017, "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/15, Dec.
• Ricardo Crisóstomo & Lorena Couso, 2017, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Luis Huesca, 2017, "Income redistribution and inequality in the Mexican tax-benefit system," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 72.
• Lina Cortés & Andr�s Mora-Valencia & Javier Perote, 2017, "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15300, Jan.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Pe�arrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15810, Oct.
• Edwin Arbey Hernández García & Gonzalo Garc�a Rivera, 2017, "Determinantes por cuantiles de la duración del desempleo en Cali y su área metropolitana en el periodo 2012-2014," Estudios Gerenciales, Universidad Icesi, volume 33, issue 143, pages 177-186.
• Juan Carlos Gutierrez Betancur, 2017, "Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market," Revista Ecos de Economía, Universidad EAFIT, volume 21, issue 44, pages 37-71.
• Javier Díaz Castro & Justo de Jorge Moreno, 2017, "Análisis de la eficiencia y factores explicativos de la gestión de los municipios del Meta, Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 211-234.
• Paula Andrea Rivas Oyuela & Edwin Arbey Hern�ndez Garc�a, 2017, "Duración del desempleo en los profesionales para las cuatro principales áreas metropolitanas de Colombia (2008-2014)," Revista Equidad y Desarrollo, Universidad de la Salle, issue 29, pages 27-52, DOI: 10.19052/ed.4123.
• Christian M. HAFNER & Sébastien LAURENT & Francesco VIOLANTE, 2017, "Weak diffusion limits of dynamic conditional correlation models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2866, Jan.
• Christian M. HAFNER & Oliver LINTON, 2017, "An almost closed form estimator for the EGARCH model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2881, Jan.