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

2015

• Xavier Cirera & Daniel Lederman & Juan A. Mañez & María E. Rochina, 2015, "The export-productivity link for Brazilian manufacturing firms," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1505, May.
• Zanin, Luca, 2015, "Determinants of risk attitudes using sample surveys: The implications of a high rate of nonresponse," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 44-53, DOI: 10.1016/j.jbef.2015.08.001.
• Nie, Peng & Sousa-Poza, Alfonso & He, Xiaobo, 2015, "Peer effects on childhood and adolescent obesity in China," China Economic Review, Elsevier, volume 35, issue C, pages 47-69, DOI: 10.1016/j.chieco.2015.06.002.
• Bogetoft, Peter & Heinesen, Eskil & Tranæs, Torben, 2015, "The efficiency of educational production: A comparison of the Nordic countries with other OECD countries," Economic Modelling, Elsevier, volume 50, issue C, pages 310-321, DOI: 10.1016/j.econmod.2015.06.025.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Kim, Dong-Hyuk, 2015, "Nonparametric estimation of utility function in first-price sealed-bid auctions," Economics Letters, Elsevier, volume 126, issue C, pages 101-106, DOI: 10.1016/j.econlet.2014.11.026.
• Henderson, Heath & Golan, Amos & Seabold, Skipper, 2015, "Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation," Economics Letters, Elsevier, volume 127, issue C, pages 1-5, DOI: 10.1016/j.econlet.2014.12.014.
• Li, Xiaofeng & Shang, Ying & Su, Zhi, 2015, "Semiparametric estimation of default probability: Evidence from the Prosper online credit market," Economics Letters, Elsevier, volume 127, issue C, pages 54-57, DOI: 10.1016/j.econlet.2014.11.033.
• Henderson, Daniel J. & Qian, Junhui & Wang, Le, 2015, "The inequality–growth plateau," Economics Letters, Elsevier, volume 128, issue C, pages 17-20, DOI: 10.1016/j.econlet.2015.01.001.
• Heufer, Jan & Hjertstrand, Per, 2015, "Consistent subsets: Computationally feasible methods to compute the Houtman–Maks-index," Economics Letters, Elsevier, volume 128, issue C, pages 87-89, DOI: 10.1016/j.econlet.2015.01.024.
• El-Shagi, Makram & von Schweinitz, Gregor, 2015, "Risk and return—Is there an unholy cycle of ratings and yields?," Economics Letters, Elsevier, volume 129, issue C, pages 49-51, DOI: 10.1016/j.econlet.2015.02.007.
• Spindler, Martin, 2015, "Asymmetric information in (private) accident insurance," Economics Letters, Elsevier, volume 130, issue C, pages 85-88, DOI: 10.1016/j.econlet.2015.03.012.
• Yu, Ping, 2015, "Consistency of the least squares estimator in threshold regression with endogeneity," Economics Letters, Elsevier, volume 131, issue C, pages 41-46, DOI: 10.1016/j.econlet.2015.03.035.
• Henderson, Daniel J. & Parmeter, Christopher F., 2015, "A consistent bootstrap procedure for nonparametric symmetry tests," Economics Letters, Elsevier, volume 131, issue C, pages 78-82, DOI: 10.1016/j.econlet.2015.03.038.
• Yıldız, Neşe, 2015, "Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables," Economics Letters, Elsevier, volume 132, issue C, pages 133-135, DOI: 10.1016/j.econlet.2015.04.030.
• Tran, Kien C. & Tsionas, Efthymios G., 2015, "Endogeneity in stochastic frontier models: Copula approach without external instruments," Economics Letters, Elsevier, volume 133, issue C, pages 85-88, DOI: 10.1016/j.econlet.2015.05.026.
• Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015, "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, volume 134, issue C, pages 13-15, DOI: 10.1016/j.econlet.2015.06.001.
• Devadoss, Stephen & Luckstead, Jeff, 2015, "Growth process of U.S. small cities," Economics Letters, Elsevier, volume 135, issue C, pages 12-14, DOI: 10.1016/j.econlet.2015.07.018.
• Zhang, Feipeng & Tan, Zhong, 2015, "A new nonparametric quantile estimate for length-biased data with competing risks," Economics Letters, Elsevier, volume 137, issue C, pages 10-12, DOI: 10.1016/j.econlet.2015.10.023.
• Polemis, Michael L. & Stengos, Thanasis, 2015, "Does market structure affect labour productivity and wages? Evidence from a smooth coefficient semiparametric panel model," Economics Letters, Elsevier, volume 137, issue C, pages 182-186, DOI: 10.1016/j.econlet.2015.11.004.
• Demuynck, Thomas, 2015, "Bounding average treatment effects: A linear programming approach," Economics Letters, Elsevier, volume 137, issue C, pages 75-77, DOI: 10.1016/j.econlet.2015.09.042.
• Chen, Qiang & Zheng, Xu & Pan, Zhiyuan, 2015, "Asymptotically distribution-free tests for the volatility function of a diffusion," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 124-144, DOI: 10.1016/j.jeconom.2014.06.020.
• Lee, Jiyon, 2015, "A semiparametric single index model with heterogeneous impacts on an unobserved variable," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 13-36, DOI: 10.1016/j.jeconom.2014.08.001.
• Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015, "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 81-96, DOI: 10.1016/j.jeconom.2014.09.008.
• Fengler, Matthias R. & Hin, Lin-Yee, 2015, "Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 242-261, DOI: 10.1016/j.jeconom.2014.09.003.
• Jochmans, Koen, 2015, "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 315-327, DOI: 10.1016/j.jeconom.2014.09.011.
• Breunig, Christoph, 2015, "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 328-346, DOI: 10.1016/j.jeconom.2014.09.006.
• Wan, Yuanyuan & Xu, Haiqing, 2015, "Inference in semiparametric binary response models with interval data," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 347-360, DOI: 10.1016/j.jeconom.2014.09.009.
• Bibinger, Markus & Winkelmann, Lars, 2015, "Econometrics of co-jumps in high-frequency data with noise," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 361-378, DOI: 10.1016/j.jeconom.2014.10.004.
• Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid, 2015, "Frontier estimation in the presence of measurement error with unknown variance," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 379-393, DOI: 10.1016/j.jeconom.2014.09.012.
• Qu, Zhongjun & Yoon, Jungmo, 2015, "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 1-19, DOI: 10.1016/j.jeconom.2014.10.008.
• Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015, "High dimensional generalized empirical likelihood for moment restrictions with dependent data," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 283-304, DOI: 10.1016/j.jeconom.2014.10.011.
• Song, Suyong, 2015, "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 95-109, DOI: 10.1016/j.jeconom.2014.10.007.
• Hu, Yingyao & Sasaki, Yuya, 2015, "Closed-form estimation of nonparametric models with non-classical measurement errors," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 392-408, DOI: 10.1016/j.jeconom.2014.11.004.
• Li, Cong & Liang, Zhongwen, 2015, "Asymptotics for nonparametric and semiparametric fixed effects panel models," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 420-434, DOI: 10.1016/j.jeconom.2014.12.004.
• Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Hjertstrand, Per, 2015, "Revealed preference tests for weak separability: An integer programming approach," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 129-141, DOI: 10.1016/j.jeconom.2014.07.001.
• Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015, "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 201-221, DOI: 10.1016/j.jeconom.2014.06.017.
• Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015, "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 222-244, DOI: 10.1016/j.jeconom.2014.06.018.
• Proietti, Tommaso & Luati, Alessandra, 2015, "The generalised autocovariance function," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 245-257, DOI: 10.1016/j.jeconom.2014.07.004.
• Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015, "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 94-112, DOI: 10.1016/j.jeconom.2014.04.023.
• Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2015, "Some new asymptotic theory for least squares series: Pointwise and uniform results," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 345-366, DOI: 10.1016/j.jeconom.2015.02.014.
• Florens, Jean-Pierre & Van Bellegem, Sébastien, 2015, "Instrumental variable estimation in functional linear models," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 465-476, DOI: 10.1016/j.jeconom.2015.02.020.
• Bücher, Axel & Jäschke, Stefan & Wied, Dominik, 2015, "Nonparametric tests for constant tail dependence with an application to energy and finance," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 154-168, DOI: 10.1016/j.jeconom.2015.02.002.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015, "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 169-188, DOI: 10.1016/j.jeconom.2015.02.004.
• Zhang, Ting, 2015, "Semiparametric model building for regression models with time-varying parameters," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 189-200, DOI: 10.1016/j.jeconom.2015.02.021.
• Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015, "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 201-216, DOI: 10.1016/j.jeconom.2015.01.005.
• Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015, "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 238-255, DOI: 10.1016/j.jeconom.2015.02.022.
• Li, Xianghong & Smith, Barry, 2015, "Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 275-292, DOI: 10.1016/j.jeconom.2015.02.024.
• Zu, Yang, 2015, "Nonparametric specification tests for stochastic volatility models based on volatility density," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 323-344, DOI: 10.1016/j.jeconom.2015.02.045.
• Li, Degui & Linton, Oliver & Lu, Zudi, 2015, "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 345-357, DOI: 10.1016/j.jeconom.2015.02.025.
• Mourifié, Ismael, 2015, "Sharp bounds on treatment effects in a binary triangular system," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 74-81, DOI: 10.1016/j.jeconom.2015.01.006.
• Hoderlein, Stefan & Sherman, Robert, 2015, "Identification and estimation in a correlated random coefficients binary response model," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 135-149, DOI: 10.1016/j.jeconom.2015.03.044.
• Fengler, M.R. & Mammen, E. & Vogt, M., 2015, "Specification and structural break tests for additive models with applications to realized variance data," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 196-218, DOI: 10.1016/j.jeconom.2015.04.002.
• Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis, 2015, "Nonparametric identification and estimation of transformation models," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 22-39, DOI: 10.1016/j.jeconom.2015.01.001.
• Hong, Han & Mahajan, Aprajit & Nekipelov, Denis, 2015, "Extremum estimation and numerical derivatives," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 250-263, DOI: 10.1016/j.jeconom.2014.05.019.
• Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015, "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 301-312, DOI: 10.1016/j.jeconom.2015.06.001.
• Ai, Chunrong & Li, Hongjun & Lin, Zhongjian & Meng, Meixia, 2015, "Estimation of panel data partly specified Tobit regression with fixed effects," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 316-326, DOI: 10.1016/j.jeconom.2015.03.002.
• Lee, Jungyoon & Robinson, Peter M., 2015, "Panel nonparametric regression with fixed effects," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 346-362, DOI: 10.1016/j.jeconom.2015.03.004.
• Li, Tong & Oka, Tatsushi, 2015, "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 363-377, DOI: 10.1016/j.jeconom.2015.03.005.
• Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015, "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 421-434, DOI: 10.1016/j.jeconom.2015.03.008.
• Chen, Xiaohong & Christensen, Timothy M., 2015, "Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 447-465, DOI: 10.1016/j.jeconom.2015.03.010.
• Green, Carl & Long, Wei & Hsiao, Cheng, 2015, "Testing error serial correlation in fixed effects nonparametric panel data models," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 466-473, DOI: 10.1016/j.jeconom.2015.03.011.
• Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li, 2015, "Optimal smoothing in nonparametric conditional quantile derivative function estimation," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 502-513, DOI: 10.1016/j.jeconom.2015.03.014.
• Gan, Li & Ju, Gaosheng & Zhu, Xi, 2015, "Nonparametric estimation of structural labor supply and exact welfare change under nonconvex piecewise-linear budget sets," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 526-544, DOI: 10.1016/j.jeconom.2015.03.016.
• Kline, Brendan, 2015, "Identification of complete information games," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 117-131, DOI: 10.1016/j.jeconom.2015.06.023.
• Porter, Jack & Yu, Ping, 2015, "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 132-147, DOI: 10.1016/j.jeconom.2015.06.002.
• Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015, "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 148-162, DOI: 10.1016/j.jeconom.2015.07.002.
• Chen, Xiaohong & Liao, Zhipeng, 2015, "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 163-186, DOI: 10.1016/j.jeconom.2015.07.001.
• Lewbel, Arthur & Tang, Xun, 2015, "Identification and estimation of games with incomplete information using excluded regressors," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 229-244, DOI: 10.1016/j.jeconom.2014.10.014.
• Chen, Songnian & Zhang, Hanghui, 2015, "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 24-40, DOI: 10.1016/j.jeconom.2015.06.019.
• Freyberger, Joachim & Horowitz, Joel L., 2015, "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 41-53, DOI: 10.1016/j.jeconom.2015.06.020.
• D’Haultfœuille, Xavier & Février, Philippe, 2015, "Identification of mixture models using support variations," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 70-82, DOI: 10.1016/j.jeconom.2015.06.022.
• Yu, Ping, 2015, "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 83-100, DOI: 10.1016/j.jeconom.2013.09.002.
• Cai, Zongwu & Juhl, Ted & Yang, Bingduo, 2015, "Functional index coefficient models with variable selection," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 272-284, DOI: 10.1016/j.jeconom.2015.03.022.
• Gao, Jiti & Kim, Nam Hyun & Saart, Patrick W., 2015, "A misspecification test for multiplicative error models of non-negative time series processes," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 346-359, DOI: 10.1016/j.jeconom.2015.03.028.
• Claudia Curi & Ana Lozano-Vivas, 2015, "Financial center productivity and innovation prior to and during the financial crisis," Journal of Productivity Analysis, Springer, volume 43, issue 3, pages 351-365, June, DOI: 10.1007/s11123-015-0434-2.
• Michael Zschille, 2015, "Consolidating the water industry: an analysis of the potential gains from horizontal integration in a conditional efficiency framework," Journal of Productivity Analysis, Springer, volume 44, issue 1, pages 97-114, August, DOI: 10.1007/s11123-014-0407-x.
• Diego Restrepo-Tobón & Subal Kumbhakar & Kai Sun, 2015, "Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge," Journal of Regulatory Economics, Springer, volume 48, issue 2, pages 125-168, October, DOI: 10.1007/s11149-015-9275-1.
• Yan Zeng & Josie McLaren, 2015, "The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 137-173, July, DOI: 10.1007/s11156-014-0433-9.
• Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic, 2015, "Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 251-278, August, DOI: 10.1007/s11156-014-0436-6.
• Marco Caliendo & Jens Hogenacker & Steffen Künn & Frank Wießner, 2015, "Subsidized start-ups out of unemployment: a comparison to regular business start-ups," Small Business Economics, Springer, volume 45, issue 1, pages 165-190, June, DOI: 10.1007/s11187-015-9646-0.
• Aziza Garsaa & Nadine Levratto, 2015, "Do labor tax rebates facilitate firm growth? An empirical study on French establishments in the manufacturing industry, 2004–2011," Small Business Economics, Springer, volume 45, issue 3, pages 613-641, October, DOI: 10.1007/s11187-015-9653-1.
• Naoya Sueishi, 2015, "A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models," Discussion Papers, Graduate School of Economics, Kobe University, number 1531, Sep.
• Sabrina Dorn, 2015, "Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 2, pages 43-51, June, DOI: 10.3929/ethz-a-005427569.
• Peter Egger & Andrea Lassmann, 2015, "The causal impact of common native language on international trade: Evidence from a spatial regression discontinuity design," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-374, Mar, DOI: 10.3929/ethz-a-010396387.
• Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla, 2015, "Az orvosok közötti kapcsolatok szerepe az új gyógyszerek elfogadásában
  [The impacts of three types of social interaction on the spread of new types of drug]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 786-810.
• Shibo Liu & Tom Weyman-Jones & Karligash Glass, 2015, "Statistical Inference and Efficient Portfolio Investment Performance," Discussion Paper Series, Department of Economics, Loughborough University, number 2015_01, Jan, revised Jan 2015.
• Fernando Rios-Avila, 2015, "Quality of Match for Statistical Matches Using the Consumer Expenditure Survey 2011 and Annual Social Economic Supplement 2011," Economics Working Paper Archive, Levy Economics Institute, number wp_830, Jan.
• Tamar Khitarishvili & Fernando Rios Avila & Kijong Kim, 2015, "Direct Estimates of Food and Eating Production Function Parameters for 2004–12 Using an ATUS/CE Synthetic Dataset," Economics Working Paper Archive, Levy Economics Institute, number wp_836, Apr.
• Ilaria Petrarca & Roberto Ricciuti, 2015, "Relative income distribution in six European countries: market and disposable income," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 629, Jan.
• Brijesh C. Purohit, 2015, "Efficiency in Elementary Education in Urban India: An exploratory Analysis using DEA," Working Papers, Madras School of Economics,Chennai,India, number 2015-113, Aug.
• Brijesh C. Purohit, 2015, "Efficiency in Education Sector: A Case of Rajasthan State (India)," Working Papers, Madras School of Economics,Chennai,India, number 2015-121, Sep.
• Jeffrey S. Racine, 2015, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Department of Economics Working Papers, McMaster University, number 2015-02, Mar.
• Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015, "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers, McMaster University, number 2015-10, Aug.
• Ana M. Fernandes & Alberto E. Isgut, 2015, "Learning-by-Exporting Effects: Are They for Real?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 65-89, January, DOI: 10.1080/1540496X.2015.998073.
• Daniel J. Henderson & Christopher F. Parmeter, 2015, "Single-Step Estimation of a Partially Linear Model," Working Papers, University of Miami, Department of Economics, number 2015-01, Jan.
• David P. Byrne & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identifcation and Estimation of the Diferentiated Products Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1198, Feb.
• Matthieu Garcin & Clément Goulet, 2015, "A fully non-parametric heteroskedastic model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086, Sep.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017, DOI: 10.1007/s00500-019-04607-x.
• Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015, "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/15.
• Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
• Biqing Cai & Chaohua Dong & Jiti Gao, 2015, "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/15.
• Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015, "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/15.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2015, "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/15.
• Xiaodong Gong & Jiti Gao, 2015, "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/15.
• Chaohua Dong & Jiti Gao & Bin Peng, 2015, "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/15.
• KALNINA, Ilze & TEWOU, Kokouvi, 2015, "Cross-sectional dependence in idiosyncratic volatility," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-04.
• KALNINA, Ilze & XIU, Dacheng, 2015, "Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2015-05.
• Ilze KALNINA & Kokouvi TEWOU, 2015, "Cross-sectional Dependence in Idiosyncratic Volatility," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 08-2015.
• Ilze KALNINA & Dacheng XIU, 2015, "Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2015.
• Luis Huesca Reynoso & Cuauhtémoc Calderón Villarreal, 2015, "Social policy and economic crisis: how progressive are the transfers in Mexico?," Contaduría y Administración, Accounting and Management, volume 60, issue 6, pages 169-194, Octubre-D.
• Georges Hübner & Thomas Lejeune, 2015, "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research, National Bank of Belgium, number 289, Oct.
• Patrick Kline & Melissa Tartari, 2015, "Bounding the Labor Supply Responses to a Randomized Welfare Experiment: A Revealed Preference Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 20838, Jan.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015, "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers, National Bureau of Economic Research, Inc, number 20955, Feb.
• Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov, 2015, "Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game," NBER Working Papers, National Bureau of Economic Research, Inc, number 21125, Apr.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015, "Leveraged Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 21486, Aug.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
• Andrew Owen & Haibing Jiang, 2015, "Temporal Sampling Intervals and Service Frequency Harmonics in Transit Accessibility Evaluation," Working Papers, University of Minnesota: Nexus Research Group, number 000144.
• Yoichi Arai & Hidehiko Ichimura, 2015, "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-13, Sep.
• Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
• Tommaso Agasisti & Pablo Zoido, 2015, "The Efficiency of Secondary Schools in an International Perspective: Preliminary Results from PISA 2012," OECD Education Working Papers, OECD Publishing, number 117, May, DOI: 10.1787/5js1t53mrdf0-en.
• Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2015, "Econometric modelling of the regional knowledge production function in Europe," Journal of Economic Geography, Oxford University Press, volume 15, issue 6, pages 1227-1259.
• Wolfgang Karl Härdle & Yarema Okhrin & Weining Wang, 2015, "Uniform Confidence Bands for Pricing Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 376-413.
• Yingying Li & Per A. Mykland, 2015, "Rounding Errors and Volatility Estimation," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 478-504.
• Janine Balter, 2015, "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015, "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 757-797.
• Geert Dhaene & Koen Jochmans, 2015, "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 3, pages 991-1030.
• Simona Ghita & Emilia Titan & Cristina Boboc, 2015, "Effects of the Global Financial Crisis on the Resources of Health System in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 98-103, May.
• Ying-Ying Lee, 2015, "Efficient propensity score regression estimators of multi-valued treatment effects for the treated," Economics Series Working Papers, University of Oxford, Department of Economics, number 738, Jan.
• Pawel Dziewulski, 2015, "Revealed time-preference," Economics Series Working Papers, University of Oxford, Department of Economics, number 748, Jun.
• James Wolter, 2015, "Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals," Economics Series Working Papers, University of Oxford, Department of Economics, number 760, Oct.
• James Wolter, 2015, "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers, University of Oxford, Department of Economics, number 761, Oct.
• de Jorge Moreno, Justo & Rojas Carrasco, Oscar & Sánchez Henríquez, Jorge, 2015, "Análisis de la eficiencia y sus factores explicativos en el sector de consultoría y auditoría en España || Analysis of the efficiency and the explanatory factors in the consulting and auditing sector in Spain," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 20, issue 1, pages 77-94, December.
• José María Rentería, 2015, "Brechas de ingresos laborales en el Perú urbano: una exploración de la economía informal," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-408.
• Yuanhua Feng & Chen Zhou, 2015, "An iterative plug-in algorithm for realized kernels," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 87, Jan.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2015, "Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 3, pages 167-183, September, DOI: 10.12775/EQUIL.2015.031.
• Lukasz Lenart & Blazej Mazur & Mateusz Pipien, 2015, "Statistical analysis of business cycle fluctuations in Poland before and after the crisis," Working Papers, Institute of Economic Research, number 71/2015, Apr, revised Apr 2015.
• Verda Salman & Aliya H. Khan & Madeeha Gohar Qureshi, 2015, "Issues in Statistical Modelling of Human Capital and Economic Growth Nuxus: A Cross Country Analysis," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2015:126.
• Davide Fiaschi & Lisa Gianmoena & Angela Parenti, 2015, "Local Directional Moran Scatter Plot - LDMS," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2015/197, Feb.
• Irene Brunetti & Davide Fiaschi, 2015, "Intragenerational Mobility in Italy: a Non-parametric Estimates," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2015/204, Jul.
• Harris, Matthew & Kohn, Jennifer, 2015, "Reference dependent utility from health and the demand for medical care," MPRA Paper, University Library of Munich, Germany, number 61926, Feb.
• Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015, "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper, University Library of Munich, Germany, number 62028, Feb.
• Afanasyev, Dmitriy & Fedorova, Elena, 2015, "The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions," MPRA Paper, University Library of Munich, Germany, number 62391, Feb.
• Maheu, John M & Yang, Qiao, 2015, "An Infinite Hidden Markov Model for Short-term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 62408, Jan.
• An, Yonghong & Tang, Xun, 2015, "Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects," MPRA Paper, University Library of Munich, Germany, number 62602, Feb.
• Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015, "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper, University Library of Munich, Germany, number 62807, Mar.
• Sambracos, Evangelos & Maniati, Marina, 2015, "Technical Efficiency of Shipping Banks: A DEA Approach," MPRA Paper, University Library of Munich, Germany, number 63131, Jan.
• González-Val, Rafael & Marcén, Miriam, 2015, "Divorce and the Business cycle: A cross-country analysis," MPRA Paper, University Library of Munich, Germany, number 63194, Mar.
• Didenko, Alexander & Dubovikov, Michael & Poutko, Boris, 2015, "Forecasting Coherent Volatility Breakouts," MPRA Paper, University Library of Munich, Germany, number 63708, Mar.
• Cayton, Peter Julian, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 63755, Apr.
• Kontek, Krzysztof, 2015, "Fanning-Out or Fanning-In? Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle using Certainty Equivalents," MPRA Paper, University Library of Munich, Germany, number 63965, Apr.
• Aldanondo, Ana M. & Casasnovas, Valero L., 2015, "More is better than one: the impact of different numbers of input aggregators in technical efficiency estimation," MPRA Paper, University Library of Munich, Germany, number 64120, Apr.
• Gambetta Podesta, Renzo, 2015, "Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito
  [Microfinances in Peru: Solvency and Profitability in Municipal Savings and Loans Banks]," MPRA Paper, University Library of Munich, Germany, number 64741, Mar.
• Yagi, Michiyuki & Hidemichi, Fujii & Hoang, Vincent & Managi, Shunsuke, 2015, "Environmental efficiency of energy, materials, and emissions," MPRA Paper, University Library of Munich, Germany, number 65358, May.
• Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
  [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul.
• Richey, Jeremiah & Rosburg, Alicia, 2015, "Decomposing economic mobility transition matrices," MPRA Paper, University Library of Munich, Germany, number 66485, Aug.
• Barra, Cristian & Zotti, Roberto, 2015, "Regional innovation system (in)efficiency and its determinants: an empirical evidence from Italian regions," MPRA Paper, University Library of Munich, Germany, number 67067, Oct.
• Barra, Cristian & Lagravinese, Raffaele & Zotti, Roberto, 2015, "Explaining (in)efficiency in higher education: a comparison of parametric and non-parametric analyses to rank universities," MPRA Paper, University Library of Munich, Germany, number 67119, Oct.
• Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia, 2015, "Composite likelihood inference for hidden Markov models for dynamic networks," MPRA Paper, University Library of Munich, Germany, number 67242, Oct.
• Wijesiri, Mahinda & Yaron, Jacob & Meoli, Michele, 2015, "Performance of microfinance institutions in achieving the poverty outreach and financial sustainability: When age and size matter?," MPRA Paper, University Library of Munich, Germany, number 69821.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
• Bell, Peter N, 2015, "Identifying the Median Path of a Stochastic Processes," MPRA Paper, University Library of Munich, Germany, number 72680, Nov.
• de Sá, Rodrigo & Savino Portugal, Marcelo, 2015, "Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil," MPRA Paper, University Library of Munich, Germany, number 72746, Dec.
• Ardakani, Omid & Kishor, Kundan & Song, Suyong, 2015, "On the Effectiveness of Inflation Targeting: Evidence from a Semiparametric Approach," MPRA Paper, University Library of Munich, Germany, number 75091, Jan.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015, "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 75740, Oct, revised Nov 2016.
• Mynbaev, Kairat & Martins-Filho, Carlos, 2015, "Consistency and asymptotic normality for a nonparametric prediction under measurement errors," MPRA Paper, University Library of Munich, Germany, number 75845, revised 2014.
• Mynbaev, Kairat & Martins-Filho, Carlos & Aipenova, Aziza, 2015, "A class of nonparametric density derivative estimators based on global Lipschitz conditions," MPRA Paper, University Library of Munich, Germany, number 75909, revised 2014.
• Cayton, Peter Julian & Ho, Kin-Yip, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 79134, Apr.
• Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015, "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201514, Mar.
• Łukasz Lenart & Mateusz Pipień, 2015, "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 3, pages 169-186, September.
• Marcin Owczarczuk, 2015, "Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 7, issue 4, pages 205-217, December.
• João Valle e Azevedo & Inês Maria Gonçalves, 2015, "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201502.
• Phornchanok Cumperayot Kouwenberg, 2015, "Stability of Thai Baht: Tales from the Tails," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 1, Sep.
• David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis, 2015, "Instrument-free Identification And Estimation Of Differentiated Products Models," Working Paper, Economics Department, Queen's University, number 1336, Jan.
• Sugata Marjit & Lei Yang, 2015, "Accumulation with Malnutrition - The Role of Status Seeking Behavior," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 544, Apr.
• Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk, 2015, "Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042015, Apr.
• Hideyuki Mizobuchi, 2015, "Productivity Indexes under Hicks Neutral Technical Change," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP072015, Oct.
• Natalya Zelenyuk & Valentin Zelenyuk, 2015, "Productivity Drivers of Efficiency in Banking: Importance of Model Specifications," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082015, Sep.
• Hideyuki Mizobuchi, 2015, "Multiple Directions for Measuring Biased Technical Change," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP092015, Nov.
• Kelly D.T.Trinh & Valentin Zelenyuk, 2015, "Productivity Growth and Convergence: Revisiting Kumar and Russell (2002)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP112015, Dec.
• Liudas Giraitis & George Kapetanios & Tony Yates, 2015, "Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 767, Dec.
• Liudas Giraitis & George Kapetanios & Konstantinos Theodoridis & Tony Yates, 2015, "Estimating Time-Varying DSGE Models Using Minimum Distance Methods," Working Papers, Queen Mary University of London, School of Economics and Finance, number 768, Dec.
• Marcelo Fernandes & João Mergulhão, 2015, "Anticipatory Effects in the FTSE 100 Index Revisions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 773, Dec.
• R Herrera & Adam Clements, 2015, "Point process models for extreme returns: Harnessing implied volatility," NCER Working Paper Series, National Centre for Econometric Research, number 104, May.
• Selim Mankaï & Khaled Guesmi, 2015, "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
• Christoph Basten, Andrea Lassmann, Maximilian von Ehrlich, 2015, "Income Taxes, Sorting, and the Costs of Housing: Evidence from Municipal Boundaries in Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft - CRED, number credresearchpaper05, Jul.
• Ian Dew-Becker & Rhys Bidder, 2015, "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers, Society for Economic Dynamics, number 490.
• Andrew Shephard & George-Levi Gayle, 2015, "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," 2015 Meeting Papers, Society for Economic Dynamics, number 882.
• Moritz Schularick & Alan Taylor & Oscar Jorda, 2015, "Leveraged Bubbles," 2015 Meeting Papers, Society for Economic Dynamics, number 910.