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

• Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017, "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po Economics Publications (main), HAL, number hal-03264006, Dec, DOI: 10.1016/j.jeconom.2017.08.006.
• Muller, Paul & van der Klaauw, Bas & Heyma, Arjan, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," Working Papers in Economics, University of Gothenburg, Department of Economics, number 691, Feb.
• Waernbaum, Ingeborg & Pazzagli, Laura, 2017, "Model misspecification and bias for inverse probability weighting and doubly robust estimators," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2017:23, Dec.
• Heufer, Jan & Hjertstrand, Per, 2017, "Homothetic Preferences Revealed," Working Paper Series, Research Institute of Industrial Economics, number 1187, Nov.
• Dahl, Christian M. & Huber, Martin & Mellace, Giovanni, 2017, "It's never too LATE: A new look at local average treatment effects with or without defiers," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2017, Feb.
• YANAGI, Takahide & 柳, 貴英, 2017, "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2017-02, Feb.
• McMillen, Daniel & Shimizu, Chihiro, 2017, "Decompositions of Spatially Varying Quantile Distribution Estimates: The Rise and Fall of Tokyo House Prices," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 74, Dec.
• Michela Tincani, 2017, "Heterogeneous Peer Effects and Rank Concerns: Theory and Evidence," Working Papers, Human Capital and Economic Opportunity Working Group, number 2017-006, Jan.
• Jose Manuel Osorio Atondo & Luis Huesca Reynoso & Jesus Maria Martin Teran Gastelum, 2017, "Tax Regime Incorporation And Its Incidence On The Income Tax In Mexico, El Regimen De Incorporacion Fiscal Y Su Incidencia En El Impuesto Sobre La Renta En Mexico," Revista Global de Negocios, The Institute for Business and Finance Research, volume 5, issue 2, pages 1-16.
• Maciej Lis, 2017, "Productivity based selection to retirement: Evidence from EU-SILC," IBS Working Papers, Instytut Badan Strukturalnych, number 02/2017, Mar.
• Benito Muela, Sonia & López Martín, Carmen & Arguedas Sanz, Raquel, 2017, "An Application Of Extreme Value Theory In Estimating Liquidity Risk," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 23, issue 3, pages 157-164.
• Rafael González-Val, 2017, "City size distribution and space," Working Papers, Institut d'Economia de Barcelona (IEB), number 2017/18.
• Hidehiko Ichimura & Whitney K. Newey, 2017, "The influence function of semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/17, Jan.
• Xiaohong Chen & Timothy M. Christensen, 2017, "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/17, Feb.
• Federico A. Bugni & Joel L. Horowitz, 2017, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/17, Apr.
• Andrew Chesher, 2017, "Understanding the effect of measurement error on quantile regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/17, May.
• Matthew Masten & Alexandre Poirier, 2017, "Inference on breakdown frontiers," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/17, May.
• Ivan A. Canay & Vishal Kamat, 2017, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/17, May.
• Toru Kitagawa & Aleksey Tetenov, 2017, "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/17, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/17, May.
• Irene Botosaru & Chris Muris, 2017, "Binarization for panel models with fixed effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/17, Jun.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2017, "Inference under covariate-adaptive randomization with multiple treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/17, Aug.
• Soren Blomquist & Whitney K. Newey, 2017, "The bunching estimator cannot identify the taxable income elasticity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/17, Oct.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/17, Nov.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/17, Nov.
• Jorg Stoye & Yuichi Kitamura, 2017, "Nonparametric analysis of random utility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/17, Dec.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017, "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-12, Jul.
• Thomas Kneib & Nikolaus Umlauf, 2017, "A Primer on Bayesian Distributional Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-13, Jul.
• Juan Carlos Escanciano & Javier Hualde, 2017, "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-017, Dec.
• Tommaso Agasisti & Ralph Hippe & Giuseppe Munda, 2017, "Efficiency of investment in compulsory education: empirical analyses in Europe," JRC Research Reports, Joint Research Centre, number JRC106678, Apr.
• Tommaso Agasisti & Giuseppe Munda, 2017, "Efficiency of investment in compulsory education: An Overview of Methodological Approaches," JRC Research Reports, Joint Research Centre, number JRC106681, May.
• COSAERT Sam, 2017, "What types are there?," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2017-01, Jan.
• NAGORE GARCIA Amparo, 2017, "Gender Differences in Unemployment Dynamics and Initial Wages over the Business Cycle," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2017-06, Apr.
• Bartalotti, Otávio & Calhoun, Gray & He, Yang, 2017, "Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001003, Jan.
• Bartalotti, Otávio & Brummet, Quentin, 2017, "Regression Discontinuity Designs with Clustered Data," ISU General Staff Papers, Iowa State University, Department of Economics, number 201701010800001669, Jan.
• Ferreira, Francisco H. G. & Firpo, Sergio & Galvao, Antonio F., 2017, "Estimation and Inference for Actual and Counterfactual Growth Incidence Curves," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10473, Jan.
• Muller, Paul & van der Klaauw, Bas & Heyma, Arjan, 2017, "Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10531, Jan.
• Lefranc, Arnaud & Trannoy, Alain, 2017, "Equality of Opportunity, Moral Hazard and the Timing of Luck," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10645, Mar.
• Ga?ecka-Burdziak, Ewa & Góra, Marek, 2017, "How Do Unemployed Workers Behave Prior to Retirement? A Multi-State Multiple-Spell Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10680, Mar.
• Dasgupta, Utteeyo & Mani, Subha & Sharma, Smriti & Singhal, Saurabh, 2017, "Cognitive, Socioemotional and Behavioral Returns to College Quality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10701, Apr.
• Henderson, Daniel J. & Houtenville, Andrew & Wang, Le, 2017, "The Distribution of Returns to Education for People with Disabilities," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10747, Apr.
• Biewen, Martin & Seckler, Matthias, 2017, "Changes in the German Wage Structure: Unions, Internationalization, Tasks, Firms, and Worker Characteristics," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10763, May.
• Davezies, Laurent & Le Barbanchon, Thomas, 2017, "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10801, May.
• de la Rica, Sara & Gorjón, Lucía, 2017, "Assessing the Impact of a Minimum Income Scheme in the Basque Country," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10867, Jun.
• Bellmann, Lutz & Caliendo, Marco & Tübbicke, Stefan, 2017, "The Post-Reform Effectiveness of the New German Start-Up Subsidy for the Unemployed," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11055, Sep.
• Frölich, Markus & Huber, Martin, 2017, "Including Covariates in the Regression Discontinuity Design," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11138, Nov.
• Cherchye, Laurens & De Rock, Bram & Griffith, Rachel & O’Connell, Martin & Smith, Kate & Vermeulen, Frederic, 2017, "A New Year, a New You? Heterogeneity and Self-Control in Food Purchases," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11205, Dec.
• Mariam Camarero & Jesús Peiró-Palomino & Cecilio Tamarit, 2017, "External imbalances and growth," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/02.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2017, "Evaluating local government performance in times of crisis," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/05.
• Isabel Narbón-Perpiñá & Mª Teresa Balaguer-Coll & Marko Petrovic & Emili Tortosa-Ausina, 2017, "Which estimator to measure local governments’ cost efficiency? An application to Spanish municipalities," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/06.
• José A. Álvarez-Jareño & Elena Badal-Valero & José Manuel Pavía, 2017, "Using machine learning for financial fraud detection in the accounts of companies investigated for money laundering," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/07.
• Ruohan Wu, 2017, "Export and gender difference in production contribution: A joint and non-linear analysis using panel and firm-level data," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 285-302, October-D.
• Hashiguchi, Yoshihiro & Yamano, Norihiko & Webb, Colin, 2017, "Economic shocks and changes in global production structure : methods for measuring economic resilience," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 649, Mar.
• Hu, Yingyao, 2017, "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics
  [The Econometrics of Unobservables]," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64578, revised 2021.
• Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2017, "npbr: A Package for Nonparametric Boundary Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 79, issue i09, DOI: http://hdl.handle.net/10.18637/jss..
• Žaklina Stojanović & Radmila Dragutinović-Mitrović & Martine Zaouche-Laniau, 2017, "Products with nutrition and health claims in the Western Balkans: labelling behaviour, regulation and policy implications," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 107-123, February, DOI: 10.1007/s10657-013-9386-z.
• Jean-Paul Chavas & Salvatore Falco, 2017, "Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 2, pages 297-320, June, DOI: 10.1007/s10640-015-9987-9.
• Jens J. Krüger, 2017, "Revisiting the world technology frontier: a directional distance function approach," Journal of Economic Growth, Springer, volume 22, issue 1, pages 67-95, March, DOI: 10.1007/s10887-016-9136-5.
• 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.

2016

• Kourtellos, Andros & Marr, Christa & Tan, Chih Ming, 2016, "Robust determinants of intergenerational mobility in the land of opportunity," European Economic Review, Elsevier, volume 81, issue C, pages 132-147, DOI: 10.1016/j.euroecorev.2015.07.008.
• Gautier, Pieter A. & Moraga-González, José L. & Wolthoff, Ronald P., 2016, "Search costs and efficiency: Do unemployed workers search enough?," European Economic Review, Elsevier, volume 84, issue C, pages 123-139, DOI: 10.1016/j.euroecorev.2015.04.001.
• Caliendo, Marco & Künn, Steffen & Weißenberger, Martin, 2016, "Personality traits and the evaluation of start-up subsidies," European Economic Review, Elsevier, volume 86, issue C, pages 87-108, DOI: 10.1016/j.euroecorev.2015.11.008.
• Caliendo, Marco & Gehrsitz, Markus, 2016, "Obesity and the labor market: A fresh look at the weight penalty," Economics & Human Biology, Elsevier, volume 23, issue C, pages 209-225, DOI: 10.1016/j.ehb.2016.09.004.
• Deng, Kaihua, 2016, "A test of asymmetric comovement for state-dependent stock returns," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 68-85, DOI: 10.1016/j.jempfin.2016.01.009.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Fernandes, Marcelo & Mergulhão, João, 2016, "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 79-90, DOI: 10.1016/j.jempfin.2016.02.009.
• Maheu, John M. & Yang, Qiao, 2016, "An infinite hidden Markov model for short-term interest rates," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 202-220, DOI: 10.1016/j.jempfin.2016.06.006.
• Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016, "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 54-68, DOI: 10.1016/j.jempfin.2016.08.007.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• López Cabrera, Brenda & Schulz, Franziska, 2016, "Volatility linkages between energy and agricultural commodity prices," Energy Economics, Elsevier, volume 54, issue C, pages 190-203, DOI: 10.1016/j.eneco.2015.11.018.
• Qu, Hui & Chen, Wei & Niu, Mengyi & Li, Xindan, 2016, "Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models," Energy Economics, Elsevier, volume 54, issue C, pages 68-76, DOI: 10.1016/j.eneco.2015.12.001.
• Alvarez, Jorge & Valencia, Fabian, 2016, "Made in Mexico: Energy reform and manufacturing growth," Energy Economics, Elsevier, volume 55, issue C, pages 253-265, DOI: 10.1016/j.eneco.2016.01.016.
• Da Fonseca, José & Ignatieva, Katja & Ziveyi, Jonathan, 2016, "Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market," Energy Economics, Elsevier, volume 56, issue C, pages 215-228, DOI: 10.1016/j.eneco.2016.03.022.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.
• Seifert, Stefan & Cullmann, Astrid & von Hirschhausen, Christian, 2016, "Technical efficiency and CO2 reduction potentials — An analysis of the German electricity and heat generating sector," Energy Economics, Elsevier, volume 56, issue C, pages 9-19, DOI: 10.1016/j.eneco.2016.02.020.
• Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
• Ciarreta, Aitor & Zarraga, Ainhoa, 2016, "Modeling realized volatility on the Spanish intra-day electricity market," Energy Economics, Elsevier, volume 58, issue C, pages 152-163, DOI: 10.1016/j.eneco.2016.06.015.
• Li, Daye & Nishimura, Yusaku & Men, Ming, 2016, "Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX," Energy Economics, Elsevier, volume 59, issue C, pages 167-178, DOI: 10.1016/j.eneco.2016.08.006.
• Ftiti, Zied & Kablan, Sandrine & Guesmi, Khaled, 2016, "What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries," Energy Economics, Elsevier, volume 60, issue C, pages 313-324, DOI: 10.1016/j.eneco.2016.10.011.
• Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016, "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 115-127, DOI: 10.1016/j.irfa.2015.11.005.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Fong, Wai Mun, 2016, "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, volume 17, issue C, pages 7-9, DOI: 10.1016/j.frl.2015.10.026.
• Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016, "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, volume 19, issue C, pages 255-260, DOI: 10.1016/j.frl.2016.08.010.
• Ardila, Diego & Sornette, Didier, 2016, "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, volume 19, issue C, pages 298-304, DOI: 10.1016/j.frl.2016.09.004.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Azar Dufrechou, Paola, 2016, "The efficiency of public education spending in Latin America: A comparison to high-income countries," International Journal of Educational Development, Elsevier, volume 49, issue C, pages 188-203, DOI: 10.1016/j.ijedudev.2016.03.005.
• Ramzi, Sourour & Afonso, António & Ayadi, Mohamed, 2016, "Assessment of efficiency in basic and secondary education in Tunisia: A regional analysis," International Journal of Educational Development, Elsevier, volume 51, issue C, pages 62-76, DOI: 10.1016/j.ijedudev.2016.08.003.
• Sanders, Lisanne & Melenberg, Bertrand, 2016, "Estimating the joint survival probabilities of married individuals," Insurance: Mathematics and Economics, Elsevier, volume 67, issue C, pages 88-106, DOI: 10.1016/j.insmatheco.2015.12.006.
• Guo, Xu & Li, Jingyuan, 2016, "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 141-149, DOI: 10.1016/j.insmatheco.2015.09.012.
• Tursunalieva, Ainura & Silvapulle, Param, 2016, "Nonparametric estimation of operational value-at-risk (OpVaR)," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 194-201, DOI: 10.1016/j.insmatheco.2016.05.010.
• Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016, "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 82-96, DOI: 10.1016/j.insmatheco.2016.04.007.
• Brahimi, Brahim & Abdelli, Jihane, 2016, "Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 135-143, DOI: 10.1016/j.insmatheco.2016.06.005.
• Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016, "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 144-149, DOI: 10.1016/j.insmatheco.2016.06.008.
• Ling, Chengxiu & Peng, Zuoxiang, 2016, "Tail asymptotics of generalized deflated risks with insurance applications," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 220-231, DOI: 10.1016/j.insmatheco.2016.09.012.
• Tanha, Hassan & Dempsey, Michael, 2016, "The evolving dynamics of the Australian SPI 200 implied volatility surface," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 44-57, DOI: 10.1016/j.intfin.2016.03.006.
• Xu, Wenming, 2016, "Reforming private securities litigation in China: The stock market has already cast its vote," International Review of Law and Economics, Elsevier, volume 45, issue C, pages 23-32, DOI: 10.1016/j.irle.2015.11.002.
• Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016, "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 52-70, DOI: 10.1016/j.jbankfin.2015.11.007.
• Grant, Darren, 2016, "The essential economics of threshold-based incentives: Theory, estimation, and evidence from the Western States 100," Journal of Economic Behavior & Organization, Elsevier, volume 130, issue C, pages 180-197, DOI: 10.1016/j.jebo.2016.07.013.
• Abatayo, Anna Lou & Lynham, John, 2016, "Endogenous vs. exogenous regulations in the commons," Journal of Environmental Economics and Management, Elsevier, volume 76, issue C, pages 51-66, DOI: 10.1016/j.jeem.2015.11.006.
• Bandi, F.M. & Renò, R., 2016, "Price and volatility co-jumps," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 107-146, DOI: 10.1016/j.jfineco.2015.05.007.
• Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016, "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 464-490, DOI: 10.1016/j.jfineco.2016.02.001.
• Goldring, Thomas & Lange, Fabian & Richards-Shubik, Seth, 2016, "Testing for changes in the SES-mortality gradient when the distribution of education changes too," Journal of Health Economics, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.jhealeco.2015.12.002.
• Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016, "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 151-163, DOI: 10.1016/j.jmva.2015.09.002.
• Felfe, Christina & Lechner, Michael & Thiemann, Petra, 2016, "After-school care and parents' labor supply," Labour Economics, Elsevier, volume 42, issue C, pages 64-75, DOI: 10.1016/j.labeco.2016.06.009.
• Trevisan, Elisabetta & Zantomio, Francesca, 2016, "The impact of acute health shocks on the labour supply of older workers: Evidence from sixteen European countries," Labour Economics, Elsevier, volume 43, issue C, pages 171-185, DOI: 10.1016/j.labeco.2016.04.002.
• Vortelinos, Dimitrios I., 2016, "Realized correlation analysis of contagion," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 138-148, DOI: 10.1016/j.qref.2015.10.001.
• Kancs, d’Artis & Siliverstovs, Boriss, 2016, "R&D and non-linear productivity growth," Research Policy, Elsevier, volume 45, issue 3, pages 634-646, DOI: 10.1016/j.respol.2015.12.001.
• Beck, Mathias & Lopes-Bento, Cindy & Schenker-Wicki, Andrea, 2016, "Radical or incremental: Where does R&D policy hit?," Research Policy, Elsevier, volume 45, issue 4, pages 869-883, DOI: 10.1016/j.respol.2016.01.010.
• Marino, Marianna & Lhuillery, Stephane & Parrotta, Pierpaolo & Sala, Davide, 2016, "Additionality or crowding-out? An overall evaluation of public R&D subsidy on private R&D expenditure," Research Policy, Elsevier, volume 45, issue 9, pages 1715-1730, DOI: 10.1016/j.respol.2016.04.009.
• Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung, 2016, "Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 59-71, DOI: 10.1016/j.iref.2015.10.031.
• Taboga, Marco, 2016, "Option-implied probability distributions: How reliable? How jagged?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 453-469, DOI: 10.1016/j.iref.2016.07.013.
• Burzala, Milda Maria, 2016, "Contagion effects in selected European capital markets during the financial crisis of 2007–2009," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 556-571, DOI: 10.1016/j.ribaf.2016.01.026.
• Agasisti, Tommaso & Barra, Cristian & Zotti, Roberto, 2016, "Evaluating the efficiency of Italian public universities (2008–2011) in presence of (unobserved) heterogeneity," Socio-Economic Planning Sciences, Elsevier, volume 55, issue C, pages 47-58, DOI: 10.1016/j.seps.2016.06.002.
• Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016, "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 19, issue 1, pages 55-76, DOI: 10.1016/j.rcsar.2015.01.003.
• Heinrich, Torsten & Dai, Shuanping, 2016, "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Structural Change and Economic Dynamics, Elsevier, volume 37, issue C, pages 90-106, DOI: 10.1016/j.strueco.2016.01.001.
• Abankina, Irina & Aleskerov, Fuad & Belousova, Veronika & Gokhberg, Leonid & Kiselgof, Sofya & Petrushchenko, Vsevolod & Shvydun, Sergey & Zinkovsky, Kirill, 2016, "From equality to diversity: Classifying Russian universities in a performance oriented system," Technological Forecasting and Social Change, Elsevier, volume 103, issue C, pages 228-239, DOI: 10.1016/j.techfore.2015.10.007.
• Karimu, Amin & Mensah, Justice Tei & Adu, George, 2016, "Who Adopts LPG as the Main Cooking Fuel and Why? Empirical Evidence on Ghana Based on National Survey," World Development, Elsevier, volume 85, issue C, pages 43-57, DOI: 10.1016/j.worlddev.2016.05.004.
• Calel, Raphael & Dechezlepretre, Antoine, 2016, "Environmental policy and directed technological change: evidence from the European carbon market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62723, Mar.
• Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016, "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036001.
• An Yonghong & Hsiao Cheng & Li Dong, 2016, "Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036011.
• Liangjun Su & Yonghui Zhang, 2016, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036014.
• Yangin Fan & Emmanuel Guerre, 2016, "Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036023.
• Daniel J. Henderson & Christopher F. Parmeter, 2016, "Model Averaging Over Nonparametric Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036024.
• Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2016, "Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036025.
• Kairat Mynbaev & Carlos Martins-Filho & Aziza Aipenova, 2016, "A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036026.
• Jeffrey S. Racine, 2016, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036027.
• Yu Yvette Zhang & Ximing Wu & Qi Li, 2016, "A Simple Consistent Nonparametric Estimator of the Lorenz Curve," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036028.
• Jacob Dearmon & Tony E. Smith, 2016, "Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging," Advances in Econometrics, Emerald Group Publishing Limited, "Spatial Econometrics: Qualitative and Limited Dependent Variables", DOI: 10.1108/S0731-905320160000037018.
• Chunyan Yu, 2016, "Airline Productivity and Efficiency: Concept, Measurement, and Applications," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Efficiency", DOI: 10.1108/S2212-160920160000005002.
• Bo Zou & Irene Kwan & Mark Hansen & Dan Rutherford & Nabin Kafle, 2016, "Airline Fuel Efficiency: Assessment Methodologies and Applications in the U.S. Domestic Airline Industry," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Efficiency", DOI: 10.1108/S2212-160920160000005012.
• Aditya R. Khanal & Ashok K. Mishra, 2016, "Financial performance of small farm business households: the role of internet," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 8, issue 4, pages 553-571, November, DOI: 10.1108/CAER-12-2014-0147.
• Giorgio Canarella & Stephen M. Miller, 2016, "Inflation persistence and structural breaks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 980-1005, November, DOI: 10.1108/JES-10-2015-0190.
• Ilaria Petrarca & Roberto Ricciuti, 2016, "Relative Income Distribution in Six European Countries," Research on Economic Inequality, Emerald Group Publishing Limited, "Inequality after the 20th Century: Papers from the Sixth ECINEQ Meeting", DOI: 10.1108/S1049-258520160000024015.
• Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016, "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 735-754, October, DOI: 10.1108/SEF-03-2015-0079.
• Jo Reynaerts & Jakob Vanschoonbeek, 2016, "The economics of state fragmentation: Assessing the economic impact of secession - Addendum," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 547242.
• Dirk Czarnitzki & Julie Delanote, 2016, "Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium," Working Papers of ECOOM - Centre for Research and Development Monitoring, KU Leuven, Faculty of Economics and Business (FEB), ECOOM - Centre for Research and Development Monitoring, number 543966, Jun.
• Dirk Czarnitzki & Julie Delanote, 2016, "Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium," Working Papers of Department of Management, Strategy and Innovation, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven, number 543966, Jun.
• Jo Reynaerts & Jakob Vanschoonbeek, 2016, "The economics of state fragmentation: Assessing the economic impact of secession - Addendum," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 547242.
• Yuri Balagula, 2016, "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/03, Jul.
• German Forero-Laverde, 2016, "Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2016/339.
• Alessandro Fiorini, 2016, "Technical efficiency in a technological innovation system perspective: The case of bioenergy technologies R&D resources mobilisation in a sample from EU-28," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2016, issue 2, pages 107-127.
• M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli, 2016, "L?eterogeneit? spaziale nello sviluppo locale in Italia: un?analisi basata sulla costruzione di un indicatore sintetico," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 9-27.
• Alfredo Cartone & Paolo Postiglione, 2016, "Modelli spaziali di regressione quantilica per l?analisi della convergenza economica regionale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 28-48.
• Milan Ficura & Jiri Witzany, 2016, "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 278-301, August.
• Jiri Kukacka & Jozef Barunik, 2016, "Simulated ML Estimation of Financial Agent-Based Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/07, Mar, revised Mar 2016.
• Cordeiro, Yara de Almeida Campos & Gaglianone, Wagner Piazza & Issler, João Victor, 2016, "Inattention in individual expectations," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 776.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "Why are big banks getting bigger?," Working Papers, Federal Reserve Bank of Dallas, number 1604, Feb, DOI: 10.24149/wp1604.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The rank effect for commodities," Working Papers, Federal Reserve Bank of Dallas, number 1607, Aug, DOI: 10.24149/wp1607.
• Nick Gebbia, 2016, "Option-Implied Libor Rate Expectations across Currencies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1182, Oct, DOI: 10.17016/IFDP.2016.1182.
• George-Levi Gayle & Andrew Shephard, 2016, "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," Working Papers, Federal Reserve Bank of St. Louis, number 2016-10, May, DOI: 10.20955/wp.2016.010.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016, "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports, Federal Reserve Bank of New York, number 788, Aug.
• Sumit Agarwal & Vyacheslav Mikhed & Barry Scholnick, 2016, "Does inequality cause financial distress? Evidence from lottery winners and neighboring bankruptcies," Working Papers, Federal Reserve Bank of Philadelphia, number 16-4, Feb.
• Hernandez, Manuel A. & Torero, Máximo, 2016, "A poverty-sensitive scorecard to prioritize lending and grant allocation: Evidence from Central America," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1518.
• Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael, 2016, "A wild bootstrap algorithm for propensity score matching estimators," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 470, Jul.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.
• Marius Huguet & Lionel Perrier & Olivia Ballyc & Xavier Joutard & Nathalie Havet & Fadila Farsi & David Benayoun & Pierre de Saint Hilaire & Dominique Beal Ardisson & Magali Morelle & LIsabelle Ray-Co, 2016, "Counterfactual approach with survival or time to event outcomes: An application to an exhaustive cohort of Epithelial Ovarian Carcinoma in the Rhône-Alps region of France," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1622.
• Nuno Baetas da Silva & João Sousa Andrade, 2016, "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-09, Jul.
• Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016, "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Post-Print, HAL, number hal-01419768, Dec.
• Théophile Azomahou & Micheline Goedhuys & Phu Nguyen-Van, 2016, "A Structural Nonparametric Reappraisal of the co2 Emissions–Income Relationship," Post-Print, HAL, number hal-01722964, DOI: 10.3917/reco.pr2.0061.