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

2018

• Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers, HAL, number halshs-01944449, Dec.
• Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018, "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-625, Jan.
• Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
• Gabor Uliha & Janos Vincze, 2018, "Exchange rates and prices: a continuous wavelet perspective," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1833, Dec.
• Antonio Fidalgo, 2018, "Testing for normality in truncated anthropometric samples," Working Papers, European Historical Economics Society (EHES), number 0142, Dec.
• Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018, "Nonseparable Sample Selection Models with Censored Selection Rules," Working Papers in Economics, University of Gothenburg, Department of Economics, number 716, Jan.
• Mohlin , Erik, 2018, "Asymptotically Optimal Regression Trees," Working Papers, Lund University, Department of Economics, number 2018:12, May.
• PERRON, Pierre & YAMAMOTO, Yohei & 山本, 庸平, 2018, "Testing for Changes in Forecasting Performance," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2018-03, May.
• YAMAMOTO, Yohei & 山本, 庸平, 2018, "Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-72, Aug.
• Kočenda, Evžen & Iwasaki, Ichiro, 2018, "Bank Survival in European Emerging Markets," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 675, Aug.
• Juan Carlos Garrido-Rodr guez & Gemma P rez-L pez & Jos Luis Zafra-G mez & Diego Prior, 2018, "Estimaci n de la eficiencia a largo plazo en servicios p blicos locales mediante fronteras robustas con datos de panel," Hacienda Pública Española / Review of Public Economics, IEF, volume 226, issue 3, pages 11-36, September.
• Abrista Devi & Irman Firmansyah, 2018, "Solution To Overcome The Bankruptcy Potential Of Islamic Rural Bank In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue Special I, pages 45-62, May, DOI: https://doi.org/10.21098/jimf.v3i0..
• Mansor Ibrahim, 2018, "Finance and Inequality in Eight Asian Countries: Does Size Matter," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 1, pages 33-56, July, DOI: https://doi.org/10.21098/bemp.v21i1.
• Tingting Cheng & Jiti Gao & Oliver Linton, 2018, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/18, Jan.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/18, Jan.
• Jiti Gao & Oliver Linton & Bin Peng, 2018, "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/18, Jan.
• Michael Vogt & Oliver Linton, 2018, "Multiscale clustering of nonparametric regression curves," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/18, Jan.
• Ivan Fernandez-Val & Aico van Vuuren & Francis Vella, 2018, "Nonseparable sample selection models with censored selection rules," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/18, Feb.
• Yonghong An & Yingyao Hu & Ruli Xiao, 2018, "Dynamic decisions under subjective expectations: a structural analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/18, Feb.
• Koen Jochmans & Martin Weidner, 2018, "Inference on a distribution from noisy draws," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/18, Feb.
• Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/18, Mar.
• Federico A. Bugni & Ivan A. Canay, 2018, "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/18, Mar.
• Nicky L. Grant & Richard J. Smith, 2018, "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/18, Mar.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018, "Locally robust semiparametric estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/18, Apr.
• Sokbae (Simon) Lee & Bernard Salanie, 2018, "Identifying effects of multivalued treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/18, Jun.
• Tiemen M. Woutersen & Jerry Hausman, 2018, "Increasing the power of specification tests," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/18, Jul.
• Vitaliy Oryshchenko & Richard J. Smith, 2018, "Improved density and distribution function estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP47/18, Jul.
• Whitney K. Newey & Sami Stouli, 2018, "Control variables, discrete instruments, and identification of structural functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP55/18, Sep.
• Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018, "Semiparametrically efficient estimation of the average linear regression function," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/18, Nov.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP69/18, Dec.
• Matthew Polisson, 2018, "A lattice test for additive separability," IFS Working Papers, Institute for Fiscal Studies, number W18/08, Mar.
• Gerard Van Den Berg & Antoine Bozio & Monica Costa Dias, 2018, "Policy discontinuity and duration outcomes," IFS Working Papers, Institute for Fiscal Studies, number W18/10, Mar.
• Norets, Andriy & Pelenis, Justinas, 2018, "Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity," Economics Series, Institute for Advanced Studies, number 342, Jul.
• Filippo Natoli & Laura Sigalotti, 2018, "Tail Co-movement in Inflation Expectations as an Indicator of Anchoring," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 1, pages 35-71, January.
• Mónica Jiménez, 2018, "El efecto del salario mínimo sobre las transiciones laborales en Argentina. Evidencia a partir de un cuasiexperimento," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 33, issue 1, pages 55-88, April.
• Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018, "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-02, Mar.
• Raúl Álvarez del Castillo Penna & José Antonio Núñez Mora & Leovardo Mata Mata, 2018, "Foreign Exchange Strategies Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 195-245, Abril-Jun.
• Yonghong An & Yingyao Hu & Ruli Xiao, 2018, "Dynamic Decisions under Subjective Expectations: A Structural Analysis," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2018-001, Jan.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201821, Sep, revised Oct 2018.
• Catalina Bolancé & Ricardo Cao & Montserrat Guillen, 2018, "“Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201829, Dec, revised Dec 2018.
• ALIEVA Aigul & HILDEBRAND Vincent & VAN KERM Philippe, 2018, "How does the achievement gap between immigrant and native-born pupils progress from primary to secondary education?," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2018-20, Dec.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/55, Nov.
• Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
• Kedagni, Desire, 2018, "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers, Iowa State University, Department of Economics, number 201809110700001056, Sep.
• Gevrek, Z. Eylem & Neumeier, Christian & Gevrek, Deniz, 2018, "Explaining the Gender Test Score Gap in Mathematics: The Role of Gender Inequality," IZA Discussion Papers, IZA Network @ LISER, number 11260, Jan.
• Adnan, Wifag & Miaari, Sami H., 2018, "Voting Patterns and the Gender Wage Gap," IZA Discussion Papers, IZA Network @ LISER, number 11261, Jan.
• Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018, "Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions," IZA Discussion Papers, IZA Network @ LISER, number 11294, Jan.
• Bargain, Olivier B. & Doorley, Karina & Van Kerm, Philippe, 2018, "Minimum Wages and the Gender Gap in Pay: New Evidence from the UK and Ireland," IZA Discussion Papers, IZA Network @ LISER, number 11502, Apr.
• Hagemeier, Jan & Svejnar, Jan & Tyrowicz, Joanna, 2018, "Are Rushed Privatizations Substandard? Analyzing Firm-Level Privatization under Fiscal Pressure," IZA Discussion Papers, IZA Network @ LISER, number 11517, May.
• Aaberge, Rolf & Atkinson, Anthony B. & Königs, Sebastian, 2018, "From Classes to Copulas: Wages, Capital, and Top Incomes," IZA Discussion Papers, IZA Network @ LISER, number 11522, May.
• Canavire Bacarreza, Gustavo J. & Carvajal-Osorio, Luis C., 2018, "Two Stories of Wage Dynamics in Latin America: Different Policies, Different Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 11584, Jun.
• Biewen, Martin & Plötze, Daniela, 2018, "The Role of Hours Changes for the Increase in German Earnings Inequality," IZA Discussion Papers, IZA Network @ LISER, number 11634, Jun.
• Henderson, Daniel J. & Souto, Anne-Charlotte, 2018, "An Introduction to Nonparametric Regression for Labor Economists," IZA Discussion Papers, IZA Network @ LISER, number 11914, Oct.
• Bargain, Olivier B. & Etienne, Audrey & Melly, Blaise, 2018, "Public Sector Wage Gaps over the Long-Run: Evidence from Panel Administrative Data," IZA Discussion Papers, IZA Network @ LISER, number 11924, Oct.
• Fernández-Val, Iván & van Vuuren, Aico & Vella, Francis, 2018, "Decomposing Real Wage Changes in the United States," IZA Discussion Papers, IZA Network @ LISER, number 12044, Dec.
• Jesús Peiró-Palomino & Andrés J. Picazo-Tadeo, 2018, "Assessing well-being in European regions. Does government quality matter?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/06.
• Andrew Ojede & Amin Mugera, 2018, "Co-Movements Between Key Components Of Aggregate Productivity And Real Exchange Dynamics In Developing Countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 4, pages 1-27, October-D.
• Mahmut Åaban AFSAL & Ibrahim DOÄAN & Emre Ã-RUN & Bayram AYDIN, 2018, "Stochastic Determinants Of Inflation: A Nardl Approach For Turkish Economy," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 57-74, October, DOI: 10.15637/jlecon.261.
• William A. Barnett & Zied Ftiti & Fredj Jawadi, 2018, "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201803, Mar, revised Mar 2018.
• Zongwu Cai & Ying Fang & Dingshi Tian, 2018, "Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201804, Oct, revised Oct 2018.
• Dingshi Tian & Zongwu Cai & Ying Fang, 2018, "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201807, Oct, revised Oct 2018.
• Zongwu Cai & Seong Yeon Chang, 2018, "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201811, Dec, revised Dec 2018.
• Josselin Garnier & Knut Sølna, 2018, "Option pricing under fast-varying and rough stochastic volatility," Annals of Finance, Springer, volume 14, issue 4, pages 489-516, November, DOI: 10.1007/s10436-018-0325-4.
• Zhenxi Chen & Thomas Lux, 2018, "Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 3, pages 711-744, October, DOI: 10.1007/s10614-016-9638-4.
• Roland Banya & Nicholas Biekpe, 2018, "Banking efficiency and its determinants in selected frontier african markets," Economic Change and Restructuring, Springer, volume 51, issue 1, pages 69-95, February, DOI: 10.1007/s10644-016-9200-3.
• Luca Zanin, 2018, "The pyramid of Okun’s coefficient for Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 17-28, February, DOI: 10.1007/s10663-016-9343-5.
• Yashar Tarverdi, 2018, "Aspects of Governance and $$\hbox {CO}_2$$ CO 2 Emissions: A Non-linear Panel Data Analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 69, issue 1, pages 167-194, January, DOI: 10.1007/s10640-016-0071-x.
• Marco R. Barassi & Nicola Spagnolo & Yuqian Zhao, 2018, "Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 4, pages 923-968, December, DOI: 10.1007/s10640-017-0190-z.
• Beatrice D. Simo-Kengne & Kofi A. Ababio & Jules Mba & Ur Koumba, 2018, "Behavioral portfolio selection and optimization: an application to international stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 3, pages 311-328, August, DOI: 10.1007/s11408-018-0313-8.
• Hanen Ben Salah & Jan G. Gooijer & Ali Gannoun & Mathieu Ribatet, 2018, "Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 419-436, November, DOI: 10.1007/s11408-018-0317-4.
• Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2018, "Labor productivity growth: disentangling technology and capital accumulation," Journal of Economic Growth, Springer, volume 23, issue 1, pages 111-143, March, DOI: 10.1007/s10887-017-9143-1.
• Rolf Aaberge & Anthony B. Atkinson & Sebastian Königs, 2018, "From classes to copulas: wages, capital, and top incomes," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 16, issue 2, pages 295-320, June, DOI: 10.1007/s10888-018-9386-x.
• Gordon Anderson & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2018, "Multidimensional Nation Wellbeing, More Equal yet More Polarized: An Analysis of the Progress of Human Development since 1990," Working Papers, University of Toronto, Department of Economics, number tecipa-602, May.
• Yao Luo, 2018, "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers, University of Toronto, Department of Economics, number tecipa-606, May.
• Martin Burda & Remi Daviet, 2018, "Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-618, Sep.
• Sam Cosaert & Thomas Demuynck, 2018, "Nonparametric Welfare and Demand Analysis with Unobserved Individual Heterogeneity," The Review of Economics and Statistics, MIT Press, volume 100, issue 2, pages 349-361, May.
• Mohamed Chikhi & Ali Bendob, 2018, "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 105-120, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2018, "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," TSE Working Papers, Toulouse School of Economics (TSE), number 18-910, Apr.
• Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018, "ExpectHill estimation, extreme risk and heavy tails," TSE Working Papers, Toulouse School of Economics (TSE), number 18-953, Sep.
• Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018, "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 88.
• Audrone Virbickaite & Hedibert F. Lopes, 2018, "Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 89.
• Ishak Hasan & A. Azhari & M. Shabri Abd. Majid, 2018, "¿Cómo de eficientes y productivas son las cooperativas en Indonesia? Evidencia empírica del análisis envolvente de datos
  [How efficient and productive are co-operatives in Indonesia? Empirical evidence from data envelopment analysis]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 128, pages 149-172, DOI: 10.5209/REVE.60208.
• Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018, "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201901, Sep.
• Diego A. Martin, 2018, "U-shaped wage curve and the Internet: The Colombian case," Estudios de Economia, University of Chile, Department of Economics, volume 45, issue 2, pages 173-202, December.
• Bruno Rodrigues & Vincent Vergnat, 2018, "The time and the transitions back to work in France after maternity," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2018-14.
• Nicolas Lampach & Phu Nguyen-Van & Nguyen To-The, 2018, "Measuring the Effect of Agricultural Extension on Technical Efficiency in Crop Farming: Meta-Regression Analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2018-48.
• Paola Azar & Federico González & Leonel Muinelo-Gallo, 2018, "The efficiency of Uruguayan secondary schools: Evidence based on PISA 2015 data," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 18-14, Dec.
• J. Isaac Miller & Kyungsik Nam, 2019, "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers, Department of Economics, University of Missouri, number 1903.
• Qing Li & Long H. Vo & Yanrui Wu, 2018, "Intangible Capital Distribution in China," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 18-08.
• Marc N. Conte & Philip Shaw, 2018, "District Subdivision and the Location of Smallholder Forest Conversion in Sumatra," Land Economics, University of Wisconsin Press, volume 94, issue 3, pages 437-458.
• Weigand Roland & Wanger Susanne & Zapf Ines, 2018, "Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany," Journal of Official Statistics, Paradigm, volume 34, issue 1, pages 265-301, March, DOI: 10.1515/jos-2018-0012.
• Gong Yunlong & de Haan Jan, 2018, "Accounting for Spatial Variation of Land Prices in Hedonic Imputation House Price Indices: a Semi-Parametric Approach," Journal of Official Statistics, Paradigm, volume 34, issue 3, pages 695-720, September, DOI: 10.2478/jos-2018-0033.
• Krishna Pendakur, 2018, "Welfare analysis when people are different," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 2, pages 321-360, May, DOI: 10.1111/caje.12335.
• Steven T. Berry & Philip A. Haile, 2018, "Identification of Nonparametric Simultaneous Equations Models With a Residual Index Structure," Econometrica, Econometric Society, volume 86, issue 1, pages 289-315, January, DOI: 10.3982/ECTA13575.
• Toru Kitagawa & Aleksey Tetenov, 2018, "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, volume 86, issue 2, pages 591-616, March, DOI: 10.3982/ECTA13288.
• Timothy B. Armstrong & Michal Kolesár, 2018, "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, volume 86, issue 2, pages 655-683, March, DOI: 10.3982/ECTA14434.
• Yuichi Kitamura & Jörg Stoye, 2018, "Nonparametric Analysis of Random Utility Models," Econometrica, Econometric Society, volume 86, issue 6, pages 1883-1909, November, DOI: 10.3982/ECTA14478.
• Sokbae Lee & Bernard Salanié, 2018, "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, volume 86, issue 6, pages 1939-1963, November, DOI: 10.3982/ECTA14269.
• David C. Wheelock & Paul W. Wilson, 2018, "The evolution of scale economies in US banking," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 16-28, January, DOI: 10.1002/jae.2579.
• Jeremiah Richey & Alicia Rosburg, 2018, "Decomposing economic mobility transition matrices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 91-108, January, DOI: 10.1002/jae.2578.
• Anastasia Semykina & Jeffrey M. Wooldridge, 2018, "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 2, pages 179-197, March, DOI: 10.1002/jae.2592.
• Ricardo Crisóstomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 589-603, August, DOI: 10.1002/for.2521.
• Jeremy T. Fox, 2018, "Estimating matching games with transfers," Quantitative Economics, Econometric Society, volume 9, issue 1, pages 1-38, March, DOI: 10.3982/QE823.
• Xiaohong Chen & Timothy M. Christensen, 2018, "Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," Quantitative Economics, Econometric Society, volume 9, issue 1, pages 39-84, March, DOI: 10.3982/QE722.
• Tatiana Komarova & Denis Nekipelov & Evgeny Yakovlev, 2018, "Identification, data combination, and the risk of disclosure," Quantitative Economics, Econometric Society, volume 9, issue 1, pages 395-440, March, DOI: 10.3982/QE568.
• Shakeeb Khan & Denis Nekipelov, 2018, "Information structure and statistical information in discrete response models," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 995-1017, July, DOI: 10.3982/QE288.
• Christoph Breunig & Stefan Hoderlein, 2018, "Specification testing in random coefficient models," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1371-1417, November, DOI: 10.3982/QE757.
• Bartosz Uniejewski & Rafal Weron, 2018, "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/02, Jun.
• Katarzyna Hubicka & Grzegorz Marcjasz & Rafal Weron, 2018, "A note on averaging day-ahead electricity price forecasts across calibration windows," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/03, Jul.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/05, Jul.
• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2018, "Selection of calibration windows for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/06, Aug.
• Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/07, Aug.
• Xin Geng & Carlos Martins-Filho & Feng Yao, 2018, "Estimation of a Partially Linear Regression in Triangular Systems," Working Papers, Department of Economics, West Virginia University, number 18-05, Mar.
• Jia Chen & Degui Li & Oliver Linton, 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Discussion Papers, Department of Economics, University of York, number 18/14, Oct.
• Jia Chen, 2018, "Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models," Discussion Papers, Department of Economics, University of York, number 18/15, Oct.
• Christl, Michael & Köppl-Turyna, Monika & Kucsera, Dénes, 2018, "Public sector efficiency in Europe: Long-run trends, recent developments and determinants," Working Papers, Agenda Austria, number 14.
• Ollech, Daniel, 2018, "Seasonal adjustment of daily time series," Discussion Papers, Deutsche Bundesbank, number 41/2018.
• Wolski, Marcin, 2018, "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers, European Investment Bank (EIB), number 2018/05, DOI: 10.2867/801038.
• Scicchitano, Sergio & Biagetti, Marco & Chirumbolo, Antonio, 2018, "More insecure and less paid? The effect of perceived job insecurity on wage distribution," GLO Discussion Paper Series, Global Labor Organization (GLO), number 293.
• Nilsson, Jan Olof William, 2018, "Estimating nonlinear intergenerational income mobility with correlation curves," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-62.
• Jawara, Hamidou & Thiele, Rainer, 2018, "The nutrient-income elasticity in ultra-poor households: Evidence from Kenya," Kiel Working Papers, Kiel Institute for the World Economy, number 2114.
• Hafner, Christian M., 2018, "Testing for bubbles in cryptocurrencies with time-varying volatility," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-005.
• Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2018, "Semiparametric Estimation and Variable Selection for Single-index Copula Models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-064.
• Gralka, Sabine, 2018, "Stochastic frontier analysis in higher education: A systematic review," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 05/18.
• Olivier Ledoit & Michael Wolf, 2018, "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers, Department of Economics - University of Zurich, number 305, Oct.

2017

• 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.
• Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-23, Oct.
• Arthur Lewbel & Krishna Pendakur, 2017, "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, volume 125, issue 4, pages 1100-1148, DOI: 10.1086/692808.
• Gloria Gonzalez-Rivera & Wei Lin, 2017, "Extreme Returns and Intensity of Trading," Working Papers, University of California at Riverside, Department of Economics, number 201801, Dec.
• Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017, "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers, University of Connecticut, Department of Economics, number 2017-14, Jun.
• Neophyta Empora, 2017, "Air pollution spillovers and U.S. state productivity growth," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 06-2017, Nov.
• Andros Kourtellos & Thanasis Stengos & Yiguo Sun, 2017, "Endogeneity in Semiparametric Threshold Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 10-2017, Dec.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2017, "Household Consumption When the Marriage is Stable," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/251990.
• J. Isaac Miller, 2017, "Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet," Working Papers, Department of Economics, University of Missouri, number 1702, Jan.
• Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017, "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 010, May, DOI: 10.26481/umagsb.2017010.
• Guillou, Sarah & Treibich, Tania, 2017, "Firm Export Diversification and Change in Workforce Composition," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 026, Oct, DOI: 10.26481/umagsb.2017026.
• Utteeyo Dasgupta & Subha Mani & Smriti Sharma & Saurabh Singhal, 2017, "Cognitive, socioemotional, and behavioural returns to college quality," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2017-94.
• Dare, Wale & Fengler, Matthias, 2017, "Global estimation of realized spot volatility in the presence of price jumps," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1715, Sep.
• Efendic Velid & Hadziahmetovic Nejra, 2017, "The social and financial efficiency of microfinance institutions: the case of Bosnia and Herzegovina," South East European Journal of Economics and Business, Paradigm, volume 12, issue 2, pages 85-101, December, DOI: 10.1515/jeb-2017-0018.
• Ferreira,Francisco H. G. & Firpo,Sergio & Galvao,Antonio F., 2017, "Estimation and inference for actual and counterfactual growth incidence curves," Policy Research Working Paper Series, The World Bank, number 7933, Jan.
• Monique De Haan, 2017, "The Effect of Additional Funds for Low‐ability Pupils: A Non‐parametric Bounds Analysis," Economic Journal, Royal Economic Society, volume 127, issue 599, pages 177-198, February.
• Christoph Basten & Maximilian Ehrlich & Andrea Lassmann, 2017, "Income Taxes, Sorting and the Costs of Housing: Evidence from Municipal Boundaries in Switzerland," Economic Journal, Royal Economic Society, volume 0, issue 601, pages 653-687, May.
• Christoph Rothe, 2017, "Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap," Econometrica, Econometric Society, volume 85, issue , pages 645-660, March.
• Andrew Chesher & Adam M. Rosen, 2017, "Generalized Instrumental Variable Models," Econometrica, Econometric Society, volume 85, issue , pages 959-989, May.
• Mark Joy & Marek Rusnák & Kateřina Šmídková & Bořek Vašíček, 2017, "Banking and Currency Crises: Differential Diagnostics for Developed Countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 44-67, January.
• Brigitte Granville & Sana Hussain, 2017, "Eurozone cycles: An analysis of phase synchronization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 83-114, April.
• Melanie Krause, 2017, "The Millennium Peak in Club Convergence: A New Look at Distributional Changes in The Wealth of Nations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 621-642, April.
• Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017, "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 7, pages 1207-1225, November, DOI: 10.1002/jae.2574.
• Xavier D'Haultfœuille & Roland Rathelot, 2017, "Measuring segregation on small units: A partial identification analysis," Quantitative Economics, Econometric Society, volume 8, issue 1, pages 39-73, March.
• Bartosz Uniejewski & Rafal Weron & Florian Ziel, 2017, "Variance stabilizing transformations for electricity spot price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/01, Feb.
• Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/02, May.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/03, Jul.
• Fan Zhang & Joshua Hall & Feng Yao, 2017, "Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data," Working Papers, Department of Economics, West Virginia University, number 17-27, Nov.
• Zhechun He, 2017, "Housing and Financial Asset Allocations of Heterogeneous Homeowners," Discussion Papers, Department of Economics, University of York, number 17/07, Jul.
• Bach, Philipp & Farbmacher, Helmut & Spindler, Martin, 2017, "Semiparametric count data modeling with an application to health service demand," hche Research Papers, University of Hamburg, Hamburg Center for Health Economics (hche), number 15.
• Mohavedi, Mohammad & Shahbazi, Kiumars & Gaussens, Olivier, 2017, "Innovation and willingness to export: Is there an effect of conscious self-selection?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-14.
• Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2017, "Minimum wage and employment: Escaping the parametric straitjacket," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2017-.
• Movahedi, Mohammad & Shahbazi, Kiumars & Gaussens, Olivier, 2017, "Innovation and willingness to export: Is there an effect of conscious self-selection?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 11, pages 1-22, DOI: 10.5018/economics-ejournal.ja.2017-.
• Aufenanger, Tobias, 2017, "Machine learning to improve experimental design," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 16/2017, revised 2017.
• Dudel, Christian & Garbuszus, Jan Marvin & Schmied, Julian, 2017, "Assessing differences in household needs: A comparison of approaches for the estimation of equivalence scales using German expenditure data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 723, DOI: 10.4419/86788843.
• Helbing, Georg & Shen, Zhiwei & Odening, Martin & Ritter, Matthias, 2017, "Estimating location values of agricultural land," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-002.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017, "Tail event driven networks of SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-004.
• Tryphonides, Andreas, 2017, "Conditional moment restrictions and the role of density information in estimated structural models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-016.
• Chen, Cathy Yi-Hsuan & Nasekin, Sergey, 2017, "The systemic risk of central SIFIs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-021.
• Burdejová, Petra & Härdle, Wolfgang Karl, 2017, "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-027.
• Agasisti, Tommaso & Gralka, Sabine, 2017, "The transient and persistent efficiency of Italian and German universities: A stochastic frontier analysis," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 14/17.
• Janys, Lena, 2017, "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168077.
• Joseph P. Romano & Michael Wolf, 2017, "Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap," ECON - Working Papers, Department of Economics - University of Zurich, number 254, Jun.
• Julián Ramajo & José Manuel Cordero & Miguel Ángel Márquez, 2017, "European regional efficiency and geographical externalities: a spatial nonparametric frontier analysis," Journal of Geographical Systems, Springer, volume 19, issue 4, pages 319-348, October, DOI: 10.1007/s10109-017-0249-y.
• Ligia Alba Melo-Becerra & Antonio José Orozco-Gallo, 2017, "Technical efficiency for Colombian small crop and livestock farmers: A stochastic metafrontier approach for different production systems," Journal of Productivity Analysis, Springer, volume 47, issue 1, pages 1-16, February, DOI: 10.1007/s11123-016-0487-x.
• Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk, 2017, "Nonparametric least squares methods for stochastic frontier models," Journal of Productivity Analysis, Springer, volume 47, issue 3, pages 189-204, June, DOI: 10.1007/s11123-016-0474-2.
• Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017, "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, volume 47, issue 3, pages 205-221, June, DOI: 10.1007/s11123-016-0479-x.
• Alfred A. Haug & Vincent C. Blackburn, 2017, "Government secondary school finances in New South Wales: accounting for students’ prior achievements in a two-stage DEA at the school level," Journal of Productivity Analysis, Springer, volume 48, issue 1, pages 69-83, August, DOI: 10.1007/s11123-017-0502-x.
• Hideyuki Mizobuchi, 2017, "Productivity indexes under Hicks neutral technical change," Journal of Productivity Analysis, Springer, volume 48, issue 1, pages 63-68, August, DOI: 10.1007/s11123-017-0505-7.
• Jeffrey P. Cohen & Cletus C. Coughlin & John M. Clapp, 2017, "Local Polynomial Regressions versus OLS for Generating Location Value Estimates," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 3, pages 365-385, April, DOI: 10.1007/s11146-016-9570-3.
• Jeffrey P. Cohen & Cletus C. Coughlin & John M. Clapp, 2017, "Erratum to: Local Polynomial Regressions versus OLS for Generating Location Value Estimates," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 3, pages 386-386, April, DOI: 10.1007/s11146-017-9604-5.
• Rafael González-Val & Miriam Marcén, 2017, "Divorce and the business cycle: a cross-country analysis," Review of Economics of the Household, Springer, volume 15, issue 3, pages 879-904, September, DOI: 10.1007/s11150-016-9329-x.
• Leonidas S. Rompolis & Elias Tzavalis, 2017, "Retrieving risk neutral moments and expected quadratic variation from option prices," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 955-1002, May, DOI: 10.1007/s11156-016-0575-z.
• Caterina Santi & Pietro Santoleri, 2017, "Exploring the link between innovation and growth in Chilean firms," Small Business Economics, Springer, volume 49, issue 2, pages 445-467, August, DOI: 10.1007/s11187-016-9836-4.
• Augusto Cerqua & Guido Pellegrini, 2017, "Industrial policy evaluation in the presence of spillovers," Small Business Economics, Springer, volume 49, issue 3, pages 671-686, October, DOI: 10.1007/s11187-017-9855-9.
• Kosaku Takanashi, 2017, "Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-012, Apr.
• Igari Ryosuke & Takahiro Hoshino, 2017, "Semiparametric Quasi-Bayesian Inference with Dirichlet Process Priors: Application to Nonignorable Missing Responses," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-020, Jun.
• Alexandre Mondoux, 2017, "Les effets d’un choc climatique sur le marché des vins suisses: le cas de la région Neuchâtel – Trois-Lacs," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 11, issue 3, pages 105-114, October, DOI: 10.3929/ethz-a-005427569.
• d'Artis Kancs & Boriss Siliverstovs, 2017, "Employment Effect of Innovation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 17-428, Feb, DOI: 10.3929/ethz-a-010852605.
• Byunghoon Kang, 2017, "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers, Lancaster University Management School, Economics Department, number 170712442.
• Arkadiusz Szydlowski, 2017, "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/15, Jul.
• Ozlem Albayrak & Thomas Masterson, 2017, "Quality of Statistical Match of Household Budget Survey and SILC for Turkey," Economics Working Paper Archive, Levy Economics Institute, number wp_885, Feb.