Research classified by Journal of Economic Literature (JEL) codes

---

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

2015

• Elisabetta Trevisan & Francesca Zantomio, 2015, "The impact of acute health shocks on the labour supply of older workers: evidence from sixteen European countries," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:27.
• Ilaria Petrarca & Roberto Ricciuti, 2015, "Relative income distribution in six European countries: market and disposable income," Working Papers, University of Verona, Department of Economics, number 02/2015, Jan.
• Karl H.Schlag, 2015, "Who gives Direction to Statistical Testing? Best Practice meets Mathematically Correct Tests," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1512, Oct.
• Grzenda Wioletta & Buczyński Michał K., 2015, "Estimation of Employee Turnover with Competing Risks Models," Folia Oeconomica Stetinensia, Sciendo, volume 15, issue 2, pages 53-65, December, DOI: 10.1515/foli-2015-0035.
• Stefano Magrini & Margherita Gerolimetto, 2015, "Spatial Distribution Dynamics," ERSA conference papers, European Regional Science Association, number ersa15p1172, Oct.
• Adriano Gomes & Matheus Dias & Christiano Nascif & Eduardo Finamore, 2015, "Produção eficiente de leite e seus impactos na geração de emprego e renda no Estado de Minas Gerais, Brasil," ERSA conference papers, European Regional Science Association, number ersa15p1273, Oct.
• Guido Pellegrini & Cristina Bernini & Augusto Cerqua, 2015, "Public subsidies, TFP and Efficiency: a tale of complex relationships," ERSA conference papers, European Regional Science Association, number ersa15p461, Oct.
• Andre Chagas & Carlos Azzoni & Alexandre Almeida, 2015, "A Spatial Difference-in-Difference Analysis to Measure the Sugarcane Producing Impact in Respiratory Health," ERSA conference papers, European Regional Science Association, number ersa15p511, Oct.
• Marcos Sanso-Navarro & Maria Vera-Cabello, 2015, "The effects of knowledge and innovation on regional growth: Nonparametric evidence," ERSA conference papers, European Regional Science Association, number ersa15p949, Oct.
• Peter H. Egger & Andrea Lassmann, 2015, "The Causal Impact of Common Native Language on International Trade: Evidence from a Spatial Regression Discontinuity Design," Economic Journal, Royal Economic Society, volume 0, issue 584, pages 699-745, May.
• Laurens Cherchye & Bram De Rock & Arthur Lewbel & Frederic Vermeulen, 2015, "Sharing Rule Identification for General Collective Consumption Models," Econometrica, Econometric Society, volume 83, issue 5, pages 2001-2041, September.
• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015, "Inference on Causal Effects in a Generalized Regression Kink Design," Econometrica, Econometric Society, volume 83, issue , pages 2453-2483, November.
• Debopam Bhattacharya, 2015, "Nonparametric Welfare Analysis for Discrete Choice," Econometrica, Econometric Society, volume 83, issue , pages 617-649, March.
• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015, "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 117-136, February.
• Brent Kreider & Richard J. Manski & John Moeller & John Pepper, 2015, "The Effect of Dental Insurance on the Use of Dental Care for Older Adults: A Partial Identification Analysis," Health Economics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 840-858, July, DOI: 10.1002/hec.3064.
• Hanming Fang & Yang Wang, 2015, "Estimating Dynamic Discrete Choice Models With Hyperbolic Discounting, With An Application To Mammography Decisions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 2, pages 565-596, May, DOI: 10.1111/iere.12115.
• Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2015, "Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 263-290, March.
• Michael Berlemann & Sören Enkelmann & Torben Kuhlenkasper, 2015, "Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 468-486, April.
• Jürgen Gaul & Erik Theissen, 2015, "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 371-384, April.
• Xin Geng & Carlos Martins-Filho & Feng Yao, 2015, "Estimation of a Partially Linear Regression in Triangular Systems," Working Papers, Department of Economics, West Virginia University, number 15-46, Oct.
• Cavalieri, M. & Guccio, C. & Lisi, D. & Pignataro, G., 2015, "Does the Extent of Per-Case Payment System Affect Hospital Efficiency? Evidence from the Italian NHS," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 15/29, Dec.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables," Discussion Papers, Department of Economics, University of York, number 15/01, Feb.
• Jia Chen & Degui Li & Yingcun Xia, 2015, "New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models," Discussion Papers, Department of Economics, University of York, number 15/17, Oct.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers, Department of Economics, University of York, number 15/18, Oct.
• Krüger, Jens J., 2015, "Radar scanning the world production frontier," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 222.
• Krüger, Jens, 2015, "Survival analysis in product life cycle investigations: An assessment of robustness for the German automobile industry," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 223.
• Zschille, Michael, 2015, "Consolidating the Water Industry: an Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 44, issue 1, pages 97-114.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 32.
• Zhenxi, Chen & Lux, Thomas, 2015, "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 37.
• Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
• Cirera, Xavier & Lederman, Daniel & Máñez, Juan A. & Rochina, María E. & Sanchis, Juan A., 2015, "The export-productivity link for Brazilian manufacturing firms," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-26.
• El-Shagi, Makram & von Schweinitz, Gregor, 2015, "The Joint Dynamics of Sovereign Ratings and Government Bond Yields," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2015.
• El-Shagi, Makram & von Schweinitz, Gregor, 2015, "Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 21, issue 3, pages 44-47.
• Kim, Ji Seob, 2015, "Analysis of the Structural Changes in Household Debt Distributions by Householder Age in Korea and in the US," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 37, issue 4, pages 21-54, DOI: 10.23895/kdijep.2015.37.4.21.
• Engel, Dirk & Rothgang, Michael & Eckl, Verena, 2015, "Systemic aspects of R&D policy: Subsidies for R&D collaborations and their effects on private R&D," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 587, DOI: 10.4419/86788682.
• Fang, Lei & Härdle, Wolfgang Karl, 2015, "Stochastic population analysis: A functional data approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-007.
• Bibinger, Markus & Jirak, Moritz & Vetter, Mathias, 2015, "Nonparametric change-point analysis of volatility," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-008.
• Breunig, Christoph, 2015, "Testing missing at random using instrumental variables," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-016.
• Chen, Ying & Härdle, Wolfgang Karl & Qiang, He & Majer, Piotr, 2015, "Risk related brain regions detected with 3D image FPCA," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-022.
• Dimpfl, Thomas Ernst Herbert & Peter, Franziska Julia, 2015, "Price discovery in the markets for credit risk: A Markov switching approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-035.
• Härdle, Wolfgang Karl & Lee, David Kuo Chuen & Nasekin, Sergey & Ni, Xinwen & Petukhina, Alla, 2015, "Tail event driven ASset allocation: Evidence from equity and mutual funds' markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-045.
• Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2015, "Nonparametric estimation in case of endogenous selection," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-050.
• Heinrich, Torsten & Dai, Shuanping, 2015, "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Working Papers on East Asian Studies, University of Duisburg-Essen, Institute of East Asian Studies IN-EAST, number 107/2015.
• Hottenrott, Hanna Leontine & Lopes-Bento, Cindy & Veugelers, Reinhilde, 2015, "Direct and Cross-Scheme Effects in a Research and Development Subsidy Program," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112899.
• Seifert, Stefan, 2015, "Productivity Growth and its Sources - A StoNED Metafrontier Analyis of the German Electricity Generating Sector," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112975.
• Krause, Melanie, 2015, "The Millennium Peak in Club Convergence - What the Critical Bandwidth Can Say About Distributional Changes in the Wealth of Nations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113053.

2014

• Kaspar W thrich, 2014, "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1408, Nov.
• Gisela Di Meglio & Stefano Visintin, 2014, "Efficiency of the Services Sector: a Parametric Approach," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-19, Jul.
• Olivier Bargain & Prudence Kwenda, 2014, "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Economic Development and Cultural Change, University of Chicago Press, volume 63, issue 1, pages 117-153, DOI: 10.1086/677908.
• Elisabeth Fevang & Simen Markussen & Knut Røed, 2014, "The Sick Pay Trap," Journal of Labor Economics, University of Chicago Press, volume 32, issue 2, pages 305-336, DOI: 10.1086/673400.
• Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul, 2014, "The Effectiveness of Public-Sponsored Training Revisited: The Importance of Data and Methodological Choices," Journal of Labor Economics, University of Chicago Press, volume 32, issue 4, pages 837-897, DOI: 10.1086/677233.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 201404, Sep.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers, University of California at Riverside, Department of Economics, number 201405, Sep.
• Andros Kourtellos & Christa Marr & Chih Ming Tan, 2014, "Robust Determinants of Intergenerational Mobility in the Land of Opportunity," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 07-2014, Oct.
• Hugues Pirotte & Nils Tuchschmid, 2014, "Alpha or Not Alpha: The Case of the Hedge Fund Industry," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/191828, Mar.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2014, "Revealed Preference Analysis for Convex Rationalizations on Nonlinear Budget Sets," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/252230.
• Roberto Martino, 2014, "Convergence and growth. Labour productivity dynamics in the European Union," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2014-18.
• Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2014, "Time-varying Long-run Income and Output Elasticities of Electricity Demand," Working Papers, Department of Economics, University of Missouri, number 1409, Jun.
• Cosaert, S. & Demuynck, T., 2014, "Nonparametric welfare and demand analysis with unobserved individual heterogeneity," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 010, Jan, DOI: 10.26481/umagsb.2014010.
• Wintjes, R. & Douglas, D. & Fairburn, J. & Hollanders, H. & Pugh, G., 2014, "The impact of innovation support programmes on SME innovation in traditional manufacturing industries: an evaluation for seven EU regions," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2014-033, Apr.
• Atsushi Inoue & Lu Jin & Barbara Rossi, 2014, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1435, Jun, revised Apr 2016.
• Frölich, Markus & Huber, Martin, 2014, "Treatment evaluation with multiple outcome periods under endogeneity and attrition," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1404, Feb.
• Huber, Martin, 2014, "Causal pitfalls in the decomposition of wage gaps," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1405, Feb.
• Audrino, Francesco & Huitema, Robert & Ludwig, Markus, 2014, "An Empirical Analysis of the Ross Recovery Theorem," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1411, May.
• Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael, 2014, "Children’s skill formation in less developed countries – The impact of sports participation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1412, May.
• Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael, 2014, "Sport participation and Child Development in Less Developed Countries," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1433, Oct.
• Lance Lochner & Youngki Shin, 2014, "Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP), number 20142.
• Thijs Dekker & Paul Koster & Roy Brouwer, 2014, "Changing with the Tide: Semiparametric Estimation of Preference Dynamics," Land Economics, University of Wisconsin Press, volume 90, issue 4, pages 717-745.
• Simionescu Mihaela, 2014, "A Profile of Romanian Highly Educated Eco-Consumers Interested in Product Recycling A Statistical Approach," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 158-170, July, DOI: 10.2478/foli-2013-0013.
• Markowicz Iwona, 2014, "Hazard Function as a Tool to Diagnose Business Liquidation," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 23-36, July, DOI: 10.2478/foli-2013-0019.
• Bieszk-Stolorz Beata & Markowicz Iwona, 2014, "Economical Activity Of The Polish Population," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 198-210, December, DOI: 10.1515/foli-2015-0007.
• Jan Hagemejer & Joanna Tyrowicz & Jan Svejnar, 2014, "Measuring the Causal Effect of Privatization on Firm Performance," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-14.
• Joyce P. Jacobsen & Laurence M. Levin & Zachary Tausanovitch, 2014, "Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2014-003, Dec.
• Andre Chagas, 2014, "Comparing social-economic conditions in ethanol production areas in Brazil and United States ? a spatial econometric approach," ERSA conference papers, European Regional Science Association, number ersa14p1587, Nov.
• Michaela Fuchs & Antje Weyh, 2014, "The pre-exit performance of German plants - How long is the 'shadow of death'?," ERSA conference papers, European Regional Science Association, number ersa14p1644, Nov.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014, "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, volume 82, issue 5, pages 1979-2002, September, DOI: 10.3982/ECTA11011.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014, "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, volume 82, issue , pages 1979-2002, September.
• Andrew Chesher & Adam M. Rosen, 2014, "An instrumental variable random‐coefficients model for binary outcomes," Econometrics Journal, Royal Economic Society, volume 17, issue 2, pages 1-19, June.
• Koen Jochmans, 2014, "First‐differencing in panel data models with incidental functions," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 373-382, October.
• Wagner Piazza Gaglianone & Luiz Renato Lima, 2014, "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 736-757, August.
• Tsunao Okumura & Emiko Usui, 2014, "Concave‐monotone treatment response and monotone treatment selection: With an application to the returns to schooling," Quantitative Economics, Econometric Society, volume 5, issue , pages 175-194, March.
• Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2014, "Complementarity and aggregate implications of assortative matching: A nonparametric analysis," Quantitative Economics, Econometric Society, volume 5, issue , pages 29-66, March.
• Azam, Kazim & Pitt, Michael, 2014, "Bayesian Inference for a Semi-Parametric Copula-based Markov Chain," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1051.
• Azam, Kazim, 2014, "Dependence Analysis between Foreign Exchange Rates: A Semi-Parametric Copula Approach," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1052.
• Azam, Kazim, 2014, "Effects of Marginal Speci cations on Copula Estimation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1053.
• Chuan-Hsiang Han & Wei-Han Liu & Tzu-Ying Chen, 2014, "VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-35, DOI: 10.1142/S0219024914500095.
• Boon L. Lee, 2014, "Efficiency And Productivity Of Singapore'S Manufacturing Sector 2001–2010: An Analysis Using Bootstrapped Truncated Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 05, pages 1-17, DOI: 10.1142/S0217590814500398.
• Rafal Weron & Michal Zator, 2014, "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/04, Mar.
• Pawel Maryniak & Rafal Weron, 2014, "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/11, Aug.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014, "Evaluating the performance of VaR models in energy markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/12, Oct.
• Durga P. Gautam, 2014, "Remittances and Governance: Does the Government Free Ride?," Working Papers, Department of Economics, West Virginia University, number 14-40, Dec.
• Spindler, M., 2014, "“They do know what they are doing ... at least most of them.†Asymmetric Information in the (private) Disability Insurance," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 14/16, Aug.
• Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014, "Specification Testing in Nonstationary Time Series Models," Discussion Papers, Department of Economics, University of York, number 14/19, Sep.
• Jia Chen & Degui Li & Hua Liang & Suojin Wang, 2014, "Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data," Discussion Papers, Department of Economics, University of York, number 14/26, Apr.
• Matros, Philipp & Vilsmeier, Johannes, 2014, "The multivariate option iPoD framework: assessing systemic financial risk," Discussion Papers, Deutsche Bundesbank, number 20/2014.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014, "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," CFS Working Paper Series, Center for Financial Studies (CFS), number 477.
• Žikeš, Filip & Baruník, Jozef, 2014, "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 20.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Ahrens, Steffen & Hartmann, Matthias, 2014, "State-dependence vs. timedependence: An empirical multi-country investigation of price sluggishness," Kiel Working Papers, Kiel Institute for the World Economy, number 1907.
• Giesecke, Matthias & Okoampah, Sarah, 2014, "Inequality of Opportunity in Retirement Age – The Role of Physical Job Demands," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 492, DOI: 10.4419/86788561.
• Heufer, Jan & Hjertstrand, Per, 2014, "Homothetic Efficiency. A Non-Parametric Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 496, DOI: 10.4419/86788569.
• Heufer, Jan & Hjertstrand, Per, 2014, "Consistent Subsets – Computationally Feasible Methods to Compute the Houtman-Maks-Index," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 523, DOI: 10.4419/86788598.
• Dudel, Christian, 2014, "A Nonparametric Partially Identified Estimator for Equivalence Scales," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 526, DOI: 10.4419/86788601.
• Gu, Lijie & Wang, Li & Härdle, Wolfgang Karl & Yang, Lijian, 2014, "A simultaneous confidence corridor for varying coefficient regression with sparse functional data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-002.
• Altmeyer, Randolf & Bibinger, Markus, 2014, "Functional stable limit theorems for efficient spectral covolatility estimators," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-005.
• Franke, Jürgen & Mwita, Peter & Wang, Weining, 2014, "Nonparametric estimates for conditional quantiles of time series," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-012.
• Durante, Fabrizio & Okhrin, Ostap, 2014, "Estimation procedures for exchangeable Marshall copulas with hydrological application," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-014.
• Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014, "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-020.
• Reiß, Markus & Todorov, Viktor & Tauchen, George, 2014, "Nonparametric test for a constant beta over a fixed time interval," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-022.
• Chao, Shih-kang & Proksch, Katharina & Dette, Holger & Härdle, Wolfgang Karl, 2014, "Confidence corridors for multivariate generalized quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-028.
• Härdle, Wolfgang Karl & Nasekin, Sergey & Lee, David Kuo Chuen & Fai, Phoon Kok, 2014, "TEDAS - Tail Event Driven ASset Allocation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-032.
• Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2014, "Portfolio decisions and brain reactions via the CEAD method," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-036.
• Bibinger, Markus & Winkelmann, Lars, 2014, "Common price and volatility jumps in noisy high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-037.
• Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014, "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-043.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014, "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-055.
• Chen, Shiyi & Härdle, Wolfgang Karl & Wang, Li, 2014, "Estimation and determinants of Chinese banks' total factor efficiency: A new vsion based on unbalanced development of Chinese banks and their overall risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-068.
• Belomestny, Denis & Ma, Shujie & Härdle, Wolfgang Karl, 2014, "Pricing kernel modeling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-001.
• Kolbe, Jens & Wüstemann, Henry, 2014, "Estimating the value of Urban Green Space: A hedonic pricing analysis of the housing market in Cologne, Germany," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-002.
• Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2014, "Identifying Berlin's land value map using adaptive weights smoothing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-003.
• Lang, Julia & Kruppe, Thomas, 2014, "Labour market effects of retraining for the unemployed- the role of occupations," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100420.
• Caliendo, Marco & Mahlstedt, Robert & Mitnik, Oscar, 2014, "Unobservable, but Unimportant? The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Estimation of Treatment Effects," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100502.
• Sarnetzki, Florian & Dzemski, Andreas, 2014, "Overidentification test in a nonparametric treatment model with unobserved heterogeneity," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100620.
• Dechert, Andreas, 2014, "Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 93.
• Asatryan, Zareh & De Witte, Kristof, 2014, "Direct democracy and local government efficiency," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-017.
• Hud, Martin & Hussinger, Katrin, 2014, "The impact of R&D subsidies during the crisis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-024.
• Beck, Mathias & Lopes-Bento, Cindy & Schenker-Wicki, Andrea, 2014, "Radical or incremental: Where does R&D policy hit?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-106.
• Jean-Pierre Dubé & Günter Hitsch & Pranav Jindal, 2014, "The Joint identification of utility and discount functions from stated choice data: An application to durable goods adoption," Quantitative Marketing and Economics (QME), Springer, volume 12, issue 4, pages 331-377, December, DOI: 10.1007/s11129-014-9149-3.
• Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2014, "Financial constraints and firm dynamics," Small Business Economics, Springer, volume 42, issue 1, pages 99-116, January, DOI: 10.1007/s11187-012-9465-5.
• Arturo Haro-de-Rosario & Mª del Caba-Pérez & Leonardo Cazorla-Papis, 2014, "Efficiency of venture capital firms: evidence from Spain," Small Business Economics, Springer, volume 43, issue 1, pages 229-243, June, DOI: 10.1007/s11187-014-9541-0.
• Kyoo il Kim, 2014, "Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models," Korean Economic Review, Korean Economic Association, volume 30, pages 191-216.
• Myung Jae Sung, 2014, "Square Density Weighted Average Derivatives Estimation of Single Index Models," Korean Economic Review, Korean Economic Association, volume 30, pages 301-331.
• Christoph Basten & Maximilian von Ehrlich & Andrea Lassmann, 2014, "Income Taxes, Sorting, and the Costs of Housing," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-362, Jul, DOI: 10.3929/ethz-a-010190276.
• Olena Nizalova, 2014, "Inequality in Total Returns to Work in Ukraine: Taking A Closer Look at Workplace (Dis)amenities," Discussion Papers, Kyiv School of Economics, number 52, Jul.
• Naoya Sueishi & Arihiro Yoshimura, 2014, "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-14-001, Apr.
• Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014, "Testing For A General Class Of Functional Inequalities," KIER Working Papers, Kyoto University, Institute of Economic Research, number 889, Feb.
• Ryo Okui & Takahide Yanagi, 2014, "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 906, Nov.
• Takahide Yanagi, 2014, "The Effect of Measurement Error in the Sharp Regression Discontinuity Design," KIER Working Papers, Kyoto University, Institute of Economic Research, number 910, Dec.
• Florencia Gabrielli, 2014, "Econometrics of First Price Auctions: a Survey of the Theoretical and Applied Literature," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 60, pages 77-118, January-D.
• Edgar David Gaytán Alfaro & Francisco Benita, 2014, "The mining industry in Mexico: Performance patterns and determinants of efficiency," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 80, pages 103-131, Enero-Jun, DOI: 10.17533/udea.le.n80a4.
• Thomas Masterson, 2014, "Quality of Statistical Match and Employment Simulations Used in the Estimation of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for South Korea, 2009," Economics Working Paper Archive, Levy Economics Institute, number wp_793, Mar.
• Fernando Rios-Avila, 2014, "Quality of Match for Statistical Matches Using the American Time Use Survey 2010, the Survey of Consumer Finances 2010, and the Annual Social and Economic Supplement 2011," Economics Working Paper Archive, Levy Economics Institute, number wp_798, May.
• Aleksejs Melihovs, 2014, "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers, Latvijas Banka, number 2014/03, Oct.
• Tao Chen & Gautam Tripathi, 2014, "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-04.
• Luis Huesca & Abdelkrim Araar, 2014, "Progressivity of Taxes and Transfers: the Mexican Case 2012," Cahiers de recherche, CIRPEE, number 1407.
• James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014, "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers, McMaster University, number 2014-02, Mar.
• Gianluca Cassese, 2014, "Option pricing in an imperfect world," Working Papers, University of Milano-Bicocca, Department of Economics, number 277, Jun, revised Jun 2014.
• Doukhan, Paul & Lang, Gabriel & Leucht, Anne & Neumann, Michael H., 2014, "Dependent wild bootstrap for the empirical process," Working Papers, University of Mannheim, Department of Economics, number 35246.
• Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14093, Dec.
• Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014, "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/14.
• Souhaib Ben Taieb & Rob J Hyndman, 2014, "Boosting multi-step autoregressive forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/14.
• Tingting Cheng & Jiti Gao & Xibin Zhang, 2014, "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/14.
• Jia Chen & Jiti Gao, 2014, "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/14.
• Alexander Dokumentov & Rob J Hyndman, 2014, "Low-dimensional decomposition, smoothing and forecasting of sparse functional data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/14.
• Chaohua Dong & Jiti Gao, 2014, "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/14.
• Julia Polak & Maxwell L. King & Xibin Zhang, 2014, "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/14.
• Jiti Gao & Han Hong, 2014, "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/14.
• Haotian Chen & Xibin Zhang, 2014, "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 28/14.
• Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014, "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/14.
• Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014, "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/14.
• Bin Peng & Chaohua Dong & Jiti Gao, 2014, "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/14.
• Gelson Tembo & Bernadette Chimai & Nicholas Freeland & Brian P. Mulenga, 2014, "Welfare Effects of Social Cash Transfers in Chipata and Kazungula Districts of Zambia," Business and Economic Research, Macrothink Institute, volume 4, issue 1, pages 289-298, June.
• Michel Dumont & Bruno Merlevede & Glenn Rayp & Marijn Verschelde, 2014, "European competitiveness: A semi-parametric stochastic metafrontier analysis at the firm level," Working Paper Research, National Bank of Belgium, number 261, Jul.
• Emmanuel Dhyne & Selen Sarisoy Guerin, 2014, "Outward foreign direct investment and domestic performance : In search of a causal link," Working Paper Research, National Bank of Belgium, number 272, Oct.
• Adam Szulc, 2014, "Empirical versus policy equivalence scales: matching estimation," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 1, pages 37-52.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "Betting the House," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2014".
• Lance Lochner & Youngki Shin, 2014, "Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 20068, Apr.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 20501, Sep.
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2014, "Betting the House," NBER Working Papers, National Bureau of Economic Research, Inc, number 20771, Dec.
• Marinho Bertanha & Guido W. Imbens, 2014, "External Validity in Fuzzy Regression Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20773, Dec.
• Gergana Mihaylova-Borisova, 2014, "Bank Efficiency in Bulgaria, International Financial Crisis and Eurozone Debt Crisis," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 17-24, December.
• Peter Martey Addo & Monica Billio & Dominique Guégan, 2014, "Turning point chronology for the euro area: A distance plot approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 1, pages 1-14, DOI: 10.1787/jbcma-2014-5jxwz80d73q8.
• Tomáš Slacík & Katharina Steiner & Julia Wörz, 2014, "Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 36-56.
• Paulo Chahuara & Jorge Trelles, 2014, "Impactos Heterogeneos del Acceso a Internet sobre el Bienestar: Evidencia a partir de Microdatos en el Peru," Documentos de Trabajo, OSIPTEL, number 24, Jul.
• Jason R. Blevins & Garrett T. Senney, 2014, "Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models," Working Papers, Ohio State University, Department of Economics, number 14-02, Oct.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014, "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 89-121.
• Per Frederiksen & Frank S. Nielsen, 2014, "Testing for Long Memory in Potentially Nonstationary Perturbed Fractional Processes," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 329-381.
• Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2014, "Measuring Comovements by Regression Quantiles," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 645-678.
• A. Norets & X. Tang, 2014, "Semiparametric Inference in Dynamic Binary Choice Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 3, pages 1229-1262.
• Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2014, "Asymptotic Efficiency of Semiparametric Two-step GMM," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 3, pages 919-943.
• Ying-Ying Lee, 2014, "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 706, May.
• John Quah, 2014, "A test for weakly separable preferences," Economics Series Working Papers, University of Oxford, Department of Economics, number 708, May.
• Luis García, 2014, "Assesing the smpact of a student loan program on time-to-degree: The case of a program in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-375.
• Renzo Pardo Figueroa & Gabriel Rodríguez, 2014, "Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-395.
• Leonid Galchinsky, 2014, "Model Of Evaluation Of The Management Effectiveness Of State Corporate Rights Of Industrial Enterprises In Ukraine," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 4, pages 75-94, December, DOI: 10.12775/OeC.2014.028.
• Beata Bieszk-Stolorz & Iwona Markowicz, 2014, "Influence of Unemployment Benefit on Duration of Registered Unemployment Spells," Working Papers, Institute of Economic Research, number 24/2014, Dec, revised Dec 2014.
• Sun, David & Chow, Da-Ching, 2014, "Forgive, or Award, Your Debtor? - A Barrier Option Approach," MPRA Paper, University Library of Munich, Germany, number 44826, Jan, revised 06 Jan 2014.
• Medel, Carlos A., 2014, "The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples," MPRA Paper, University Library of Munich, Germany, number 53584, Feb.
• Cosma, Antonio & Galli, Fausto, 2014, "A non parametric ACD model," MPRA Paper, University Library of Munich, Germany, number 53990, Feb.
• Zotti, Roberto & Barra, Cristian, 2014, "How students' exogenous characteristics affect faculties’ inefficiency. A heteroscedastic stochastic frontier approach," MPRA Paper, University Library of Munich, Germany, number 54011, Feb.
• Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar, 2014, "Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour," MPRA Paper, University Library of Munich, Germany, number 54118.
• Megersa, kelbesa, 2014, "The laffer curve and the debt-growth link in low-income Sub-Saharan African economies," MPRA Paper, University Library of Munich, Germany, number 54362, Mar.