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

2014

• Joshua B. Miller & Adam Sanjurjo, 2014, "A Cold Shower for the Hot Hand Fallacy," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 518.
• Kunst, Robert M., 2014, "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 303, Mar.
• Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya, 2014, "A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects," Economics Series, Institute for Advanced Studies, number 304, Sep.
• Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT, 2014, "Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 31-54.
• Sophocles N. Brissimis & Manthos D. Delis & Maria Iosifidi, 2014, "Bank Market Power and Monetary Policy Transmission," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 4, pages 173-214, December.
• Ivan Morales Carrera, 2014, "Incumbency Effects in Guatemalan Municipal Elections: A Regression Discontinuity Design," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 29, issue 2, pages 113-150, October.
• Manthos Delis & Maria Iosifidi & Efthymios G. Tsionas, 2014, "On the Estimation of Marginal Cost," Operations Research, INFORMS, volume 62, issue 3, pages 543-556, June, DOI: 10.1287/opre.2014.1264.
• Torsten Hothorn & Achim Zeileis, 2014, "partykit: A Modular Toolkit for Recursive Partytioning in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-10, Mar.
• Erika Pesántez, 2014, "Análisis de movilidad social en el Ecuador," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 8, issue 2, pages 53-68, Diciembre.
• Josué M. Polanco-Martínez, 2014, "Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 8, issue 2, pages 7-23, Diciembre.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers, Department of Research, Ipag Business School, number 2014-121, Jan.
• Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014, "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers, Department of Research, Ipag Business School, number 2014-124, Jan.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers, Department of Research, Ipag Business School, number 2014-131, Jan.
• Stelios Bekiros, 2014, "Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach," Working Papers, Department of Research, Ipag Business School, number 2014-182, Jan.
• Chaker Aloui & Duc Khuong Nguyen, 2014, "On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach," Working Papers, Department of Research, Ipag Business School, number 2014-184, Jan.
• Ben Jabeur Sami, 2014, "Corporate Failure: A Non Parametric Method," Working Papers, Department of Research, Ipag Business School, number 2014-309, Jan.
• Ben Jabeur Sami, 2014, "Macroeconomic variables in financial distress: A non parametric method," Working Papers, Department of Research, Ipag Business School, number 2014-313, Jan.
• Bertrand Candelon & Norbert Metiu & Stefan Straetmans, 2014, "Disentangling economic recessions and depressions," Working Papers, Department of Research, Ipag Business School, number 2014-328, Jan.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil price impact on financial markets:," Working Papers, Department of Research, Ipag Business School, number 2014-435, Jan.
• Fuentes-Castro, Hugo Javier. & Reyna-Bernal, Ana María., 2014, "Comparando con las grandes. Retos para las aseguradoras en reducción de costos," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 19, pages 7-32, segundo s.
• Tommaso Agasisti, 2014, "How does schools’ efficiency look like across Europe? An empirical analysis of Germany, Spain, France, Italy and UK using OECD PISA2012 data," Working papers, Società Italiana di Economia Pubblica, number 9, Oct.
• ANDREOLI Francesco & HAVNES Tarjei & LEFRANC Arnaud, 2014, "Equalization of opportunity: Definitions, implementable conditions and application to early-childhood policy evaluation," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2014-12, Nov.
• Stefanie Hof, 2014, "Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis," Economics of Education Working Paper Series, University of Zurich, Department of Business Administration (IBW), number 0096, Jan.
• Kreider, Brent & Manski, Richard & Moeller, John & Pepper, John V., 2014, "The Effect of Dental Insurance on the Use of Dental Care For Older Adults: A Partial Identification Analysis," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37503, Apr.
• Antonio Cappiello, 2014, "World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 68, issue 1, pages 79-86, January-M.
• Antonio Cappiello, 2014, "Luigi Bodio: promoter of the political and high scientific mission of statistics and pioneer of the international statistical cooperation," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 68, issue 3-4, pages 199-205, July-Dece.
• Daniele Pacifico, 2014, "On the role of unobserved preference Heterogeneity in discrete choice Models of labour supply," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 6, Jun.
• Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2014, "More Is Better! What Can Firm-Specific Estimates of the Impact of Institutional Quality on Performance Tell Us?," IZA Discussion Papers, IZA Network @ LISER, number 7886, Jan.
• Caliendo, Marco & Gehrsitz, Markus, 2014, "Obesity and the Labor Market: A Fresh Look at the Weight Penalty," IZA Discussion Papers, IZA Network @ LISER, number 7947, Feb.
• Frölich, Markus & Huber, Martin, 2014, "Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition," IZA Discussion Papers, IZA Network @ LISER, number 7972, Feb.
• Imbens, Guido W., 2014, "Matching Methods in Practice: Three Examples," IZA Discussion Papers, IZA Network @ LISER, number 8049, Mar.
• Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Vermeulen, Frederic, 2014, "Household Consumption When the Marriage Is Stable," IZA Discussion Papers, IZA Network @ LISER, number 8070, Mar.
• Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun, 2014, "Additive Nonparametric Regression in the Presence of Endogenous Regressors," IZA Discussion Papers, IZA Network @ LISER, number 8144, Apr.
• Frölich, Markus & Huber, Martin, 2014, "Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables," IZA Discussion Papers, IZA Network @ LISER, number 8280, Jun.
• Ganong, Peter & Jäger, Simon, 2014, "A Permutation Test and Estimation Alternatives for the Regression Kink Design," IZA Discussion Papers, IZA Network @ LISER, number 8282, Jun.
• Nizalova, Olena Y., 2014, "Inequality in Total Returns to Work in Ukraine: Taking a Closer Look at Workplace (Dis)amenities," IZA Discussion Papers, IZA Network @ LISER, number 8322, Jul.
• van den Berg, Gerard J. & Janys, Lena & Mammen, Enno & Nielsen, Jens P., 2014, "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," IZA Discussion Papers, IZA Network @ LISER, number 8339, Jul.
• Battistin, Erich & De Nadai, Michele & Vuri, Daniela, 2014, "Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools," IZA Discussion Papers, IZA Network @ LISER, number 8405, Aug.
• van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Monica, 2014, "Policy Discontinuity and Duration Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 8450, Aug.
• Andreoli, Francesco & Havnes, Tarjei & Lefranc, Arnaud, 2014, "Equalization of Opportunity: Definitions, Implementable Conditions and Application to Early-Childhood Policy Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 8503, Sep.
• Nie, Peng & Sousa-Poza, Alfonso & He, Xiaobo, 2014, "Peer Effects on Childhood and Adolescent Obesity in China," IZA Discussion Papers, IZA Network @ LISER, number 8528, Oct.
• Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo, 2014, "Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries," IZA Discussion Papers, IZA Network @ LISER, number 8649, Nov.
• Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin, 2014, "From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina since the 1890s," IZA Discussion Papers, IZA Network @ LISER, number 8654, Nov.
• Ozabaci, Deniz & Henderson, Daniel J., 2014, "Additive Kernel Estimates of Returns to Schooling," IZA Discussion Papers, IZA Network @ LISER, number 8736, Dec.
• Diego Prior & Emili Tortosa-Ausina & Manuel Illueca & Mª Pilar Garcí­a-Alcober, 2014, "Earnings quality and performance in the banking industry: A profit frontier approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/11.
• Mª Pilar García-Alcober & Emili Tortosa-Ausina & Diego Prior & Manuel Illueca, 2014, "Cost and revenue efficiency in Spanish banking: What distributions show," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/12.
• Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2014, "On the sources of European regional convergence: Does social capital have an economic payoff?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/16.
• Jesús Peiró-Palomino, 2014, "Social capital and economic growth in Europe: nonlinear trends and heterogeneous regional effects," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2014/17.
• Jeremiah Richey, 2014, "The Effect Of Youth Labor Market Experience On Adult Earnings," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 39, issue 1, pages 47-61, March.
• Mihaela Alina ROBU, 2014, "The Level Of Knowledge In The Value Relevance Literature," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 6, issue 4, pages 122-135, December.
• Chai Andreas & Moneta Alessio, 2014, "Escaping Satiation Dynamics: Some Evidence from British Household Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 2-3, pages 299-327, April, DOI: 10.1515/jbnst-2014-2-311.
• Grubinger, Thomas & Zeileis, Achim & Pfeiffer, Karl-Peter, 2014, "evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 61, issue i01, DOI: http://hdl.handle.net/10.18637/jss..
• Elena Olmedo, 2014, "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 2, pages 183-197, February, DOI: 10.1007/s10614-013-9371-1.
• Stelios Bekiros, 2014, "Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 2, pages 231-251, August, DOI: 10.1007/s10614-013-9381-z.
• Jan Heufer, 2014, "Generating Random Optimising Choices," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 3, pages 295-305, October, DOI: 10.1007/s10614-013-9393-8.
• Giancarlo Bruno, 2014, "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 37-52, February, DOI: 10.1007/s10663-013-9228-9.
• Julien Chevallier & Benoît Sévi, 2014, "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 58, issue 1, pages 127-153, May, DOI: 10.1007/s10640-013-9695-2.
• José Villaverde & Adolfo Maza & María Hierro, 2014, "Health care expenditure disparities in the European Union and underlying factors: a distribution dynamics approach," International Journal of Health Economics and Management, Springer, volume 14, issue 3, pages 251-268, September, DOI: 10.1007/s10754-014-9147-8.
• Corinna Manig & Alessio Moneta, 2014, "More or better? Measuring quality versus quantity in food consumption," Journal of Bioeconomics, Springer, volume 16, issue 2, pages 155-178, July, DOI: 10.1007/s10818-013-9174-4.
• Camelia Minoiu & Sanjay Reddy, 2014, "Kernel density estimation on grouped data: the case of poverty assessment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 12, issue 2, pages 163-189, June, DOI: 10.1007/s10888-012-9220-9.
• Gordon Anderson & Maria Pittau & Roberto Zelli, 2014, "Poverty status probability: a new approach to measuring poverty and the progress of the poor," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 12, issue 4, pages 469-488, December, DOI: 10.1007/s10888-013-9264-5.
• Mine Hancioglu & Bastian Hartmann, 2014, "What Makes Single Mothers Expand or Reduce Employment?," Journal of Family and Economic Issues, Springer, volume 35, issue 1, pages 27-39, March, DOI: 10.1007/s10834-013-9355-2.

2013

• Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2013, "Who benefits from financial development? New methods, new evidence," European Economic Review, Elsevier, volume 63, issue C, pages 47-67, DOI: 10.1016/j.euroecorev.2013.05.007.
• De Witte, Kristof & Geys, Benny, 2013, "Citizen coproduction and efficient public good provision: Theory and evidence from local public libraries," European Journal of Operational Research, Elsevier, volume 224, issue 3, pages 592-602, DOI: 10.1016/j.ejor.2012.09.002.
• Halkos, George E. & Tzeremes, Nickolaos G., 2013, "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from UK regions," European Journal of Operational Research, Elsevier, volume 227, issue 1, pages 182-189, DOI: 10.1016/j.ejor.2012.12.009.
• Cuthbertson, Keith & Nitzsche, Dirk, 2013, "Performance, stock selection and market timing of the German equity mutual fund industry," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 86-101, DOI: 10.1016/j.jempfin.2012.12.002.
• Gallegati, Marco & Ramsey, James B., 2013, "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 138-150, DOI: 10.1016/j.jempfin.2013.10.003.
• Eichler, M. & Türk, D., 2013, "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, volume 36, issue C, pages 614-624, DOI: 10.1016/j.eneco.2012.11.013.
• Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris, 2013, "Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece," Energy Economics, Elsevier, volume 36, issue C, pages 686-697, DOI: 10.1016/j.eneco.2012.11.017.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, volume 39, issue C, pages 13-27, DOI: 10.1016/j.eneco.2013.04.004.
• Halkos, George E. & Tzeremes, Nickolaos G., 2013, "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," Energy Economics, Elsevier, volume 40, issue C, pages 110-118, DOI: 10.1016/j.eneco.2013.06.010.
• Wang, Chunhua, 2013, "Changing energy intensity of economies in the world and its decomposition," Energy Economics, Elsevier, volume 40, issue C, pages 637-644, DOI: 10.1016/j.eneco.2013.08.014.
• Fleissig, Adrian R. & Whitney, Gerald, 2013, "Virtual prices and the impact of house rationing in Belgium on consumer choices," Explorations in Economic History, Elsevier, volume 50, issue 2, pages 308-315, DOI: 10.1016/j.eeh.2012.11.001.
• Smith, Godfrey, 2013, "Simulated testing of nonparametric measure changes for hedging European options," Finance Research Letters, Elsevier, volume 10, issue 2, pages 93-101, DOI: 10.1016/j.frl.2012.11.002.
• Hu, Yingyao & Kayaba, Yutaka & Shum, Matthew, 2013, "Nonparametric learning rules from bandit experiments: The eyes have it!," Games and Economic Behavior, Elsevier, volume 81, issue C, pages 215-231, DOI: 10.1016/j.geb.2013.05.003.
• Biagini, Francesca & Groll, Andreas & Widenmann, Jan, 2013, "Intensity-based premium evaluation for unemployment insurance products," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 302-316, DOI: 10.1016/j.insmatheco.2013.06.001.
• Hou, Ai Jun, 2013, "Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 12-32, DOI: 10.1016/j.intfin.2012.08.003.
• Papavassiliou, Vassilios G., 2013, "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 184-197, DOI: 10.1016/j.intfin.2012.12.003.
• Tsagkanos, Athanasios & Siriopoulos, Costas, 2013, "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 106-118, DOI: 10.1016/j.intfin.2013.01.008.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013, "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 88-99, DOI: 10.1016/j.ijforecast.2012.06.001.
• Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013, "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 411-430, DOI: 10.1016/j.ijforecast.2012.10.005.
• Valle e Azevedo, João & Pereira, Ana, 2013, "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 479-492, DOI: 10.1016/j.ijforecast.2012.12.005.
• Hua, Jian & Manzan, Sebastiano, 2013, "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4381-4403, DOI: 10.1016/j.jbankfin.2013.08.002.
• Eskelinen, Juha & Kuosmanen, Timo, 2013, "Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5163-5175, DOI: 10.1016/j.jbankfin.2013.03.010.
• Harris, Richard D.F. & Mazibas, Murat, 2013, "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 139-149, DOI: 10.1016/j.jbankfin.2012.08.017.
• Wheelock, David C. & Wilson, Paul W., 2013, "The evolution of cost-productivity and efficiency among US credit unions," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 75-88, DOI: 10.1016/j.jbankfin.2012.08.003.
• Boubaker, Heni & Sghaier, Nadia, 2013, "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 361-377, DOI: 10.1016/j.jbankfin.2012.09.006.
• Halkos, George E. & Tzeremes, Nickolaos G., 2013, "Estimating the degree of operating efficiency gains from a potential bank merger and acquisition: A DEA bootstrapped approach," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1658-1668, DOI: 10.1016/j.jbankfin.2012.12.009.
• Wang, Kent & Liu, Junwei & Liu, Zhi, 2013, "Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1777-1786, DOI: 10.1016/j.jbankfin.2013.01.024.
• Aslanidis, Nektarios & Casas, Isabel, 2013, "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2268-2283, DOI: 10.1016/j.jbankfin.2013.01.010.
• DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J., 2013, "Size matters: Optimal calibration of shrinkage estimators for portfolio selection," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3018-3034, DOI: 10.1016/j.jbankfin.2013.04.033.
• Anderson, Gordon & Leo, Teng Wah, 2013, "An empirical examination of matching theories: The one child policy, partner choice and matching intensity in urban China," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 468-489, DOI: 10.1016/j.jce.2012.12.005.
• Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying, 2013, "The leverage effect puzzle: Disentangling sources of bias at high frequency," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 224-249, DOI: 10.1016/j.jfineco.2013.02.018.
• Johar, Meliyanni & Jones, Glenn & Keane, Micheal P. & Savage, Elizabeth & Stavrunova, Olena, 2013, "Discrimination in a universal health system: Explaining socioeconomic waiting time gaps," Journal of Health Economics, Elsevier, volume 32, issue 1, pages 181-194, DOI: 10.1016/j.jhealeco.2012.09.004.
• Bekiros, Stelios & Marcellino, Massimiliano, 2013, "The multiscale causal dynamics of foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 282-305, DOI: 10.1016/j.jimonfin.2012.11.016.
• Wang, Le, 2013, "Estimating returns to education when the IV sample is selective," Labour Economics, Elsevier, volume 21, issue C, pages 74-85, DOI: 10.1016/j.labeco.2012.12.007.
• Vikström, Johan & Rosholm, Michael & Svarer, Michael, 2013, "The effectiveness of active labor market policies: Evidence from a social experiment using non-parametric bounds," Labour Economics, Elsevier, volume 24, issue C, pages 58-67, DOI: 10.1016/j.labeco.2013.06.002.
• Fitzenberger, Bernd & Sommerfeld, Katrin & Steffes, Susanne, 2013, "Causal effects on employment after first birth — A dynamic treatment approach," Labour Economics, Elsevier, volume 25, issue C, pages 49-62, DOI: 10.1016/j.labeco.2013.05.003.
• Ibarra, Raul, 2013, "A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 429-439, DOI: 10.1016/j.qref.2013.03.001.
• Belbute, José Manuel, 2013, "Is the Euro-Area core price index really more persistent than the food and energy price indexes?," Research in Economics, Elsevier, volume 67, issue 4, pages 307-315, DOI: 10.1016/j.rie.2013.07.003.
• Mele, Angelo, 2013, "Poisson indices of segregation," Regional Science and Urban Economics, Elsevier, volume 43, issue 1, pages 65-85, DOI: 10.1016/j.regsciurbeco.2012.04.002.
• Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013, "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 617-634, DOI: 10.1016/j.regsciurbeco.2013.03.005.
• Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean, 2013, "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Research in Transportation Economics, Elsevier, volume 43, issue 1, pages 85-97, DOI: 10.1016/j.retrec.2012.12.006.
• Jubinski, Daniel & Tomljanovich, Marc, 2013, "Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 86-97, DOI: 10.1016/j.rfe.2013.01.002.
• Azomahou, Théophile T. & Diene, Bity & Diene, Mbaye, 2013, "Nonlinearities in productivity growth: A semi-parametric panel analysis," Structural Change and Economic Dynamics, Elsevier, volume 24, issue C, pages 45-75, DOI: 10.1016/j.strueco.2012.05.001.
• Gallegati, Marco & Ramsey, James B., 2013, "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, volume 25, issue C, pages 60-73, DOI: 10.1016/j.strueco.2013.02.002.
• Canavire-Bacarreza, Gustavo & Hanauer, Merlin M., 2013, "Estimating the Impacts of Bolivia’s Protected Areas on Poverty," World Development, Elsevier, volume 41, issue C, pages 265-285, DOI: 10.1016/j.worlddev.2012.06.011.
• George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2013, "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2013/01, Jan.
• Michael Hanemann & Xavier Labandeira & José M. Labeaga, 2013, "Energy Demand for Heating: Short Run and Long Run," Working Papers, Economics for Energy, number 07-2013, Apr.
• Muhammet Ali AVCI & N.Oguzhan ALTAY, 2013, "Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 1, pages 113-124.
• Calel, Raphael & Dechezlepretre, Antoine, 2013, "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 121774, Feb.
• Komarova, Tatiana, 2013, "A new approach to identifying generalized competing risks models with application to second-price auctions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 50245, Jul.
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Chirinos, Miguel, 2013, "Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 169-206, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Campos, Raymundo M. & Meléndez, Álvaro, 2013, "Una estimación semiparamétrica de las pautas de consumo e ingreso a lo largo del ciclo de vida para México," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 320, pages .805-840, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Anna Simoni & Jean-Pierre Florens, 2013, "Regularizing Priors for Linear Inverse Problems," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-32.
• Eva Olimpia Arceo Gómez & Raymundo Campos-Vázquez, 2013, "Evolución de la Brecha Salarial de Género en México," Working Papers, CIDE, División de Economía, number DTE 556, Aug.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• Yingyao Hu & Matthew Shum, 2013, "Identifying Dynamic Games with Serially Correlated Unobservables," Advances in Econometrics, Emerald Group Publishing Limited, "Structural Econometric Models", DOI: 10.1108/S0731-9053(2013)0000032003.
• Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
• Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M., 2013, "Estimation of flexible fuzzy GARCH models for conditional density estimation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-013-LIS, Jul.
• Raymundo M. Campos-Vazquez & Eva O. Arceo-Gomez, 2013, "Evolución de la brecha salarial de género en México," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2013-07, Aug.
• Ronaldo Dias & Adriano Z. Zambom, 2013, "A Review of Kernel Density Estimation with Applications to Econometrics," International Econometric Review (IER), Economic Research Association, volume 5, issue 1, pages 20-42, April.
• J. M. Belbute & A. B. Caleiro, 2013, "Cross Country Evidence on Consumption Persistence," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 3, issue 2, pages 440-440.
• Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos, 2013, "Forecasting Financial Indices: The Baltic Dry Indices," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), volume 0, issue 1, pages 109-130.
• Mihai TICHINDELEAN, 2013, "Models Used for Measuring Customer Engagement," Expert Journal of Marketing, Sprint Investify, volume 1, issue 1, pages 38-49.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 4, pages 327-359, August.
• Krenar AVDULAJ & Jozef BARUNIK, 2013, "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 425-442, November.
• Yingxin Wu & Xianbo Zhou, 2013, "Technical Efficiency in the Chinese Textile Industry," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 1, pages 146-163, March.
• Massimiliano Mazzanti & Antonio Musolesi, 2013, "Nonlinearity, Heterogeneity and Unobserved Effects in the CO2-income Relation for Advanced Countries," Working Papers, Fondazione Eni Enrico Mattei, number 2013.91, Nov.
• Carlo Fezzi & Ian Bateman, 2013, "The Impact of Climate Change on Agriculture: Nonlinear Effects and Aggregation Bias in Ricardian Models of Farm Land Values," Working Papers, Fondazione Eni Enrico Mattei, number 2013.94, Nov.
• Rothe, Christoph & Firpo, Sergio Pinheiro, 2013, "Semiparametric estimation and inference using doubly robust moment conditions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 330, Dec.
• Fernandes, Marcelo & Mergulhão, João de Mendonça, 2013, "Anticipatory effects in the FTSE 100 index revisions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 345, Dec.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-37, DOI: 10.24148/wp2013-37.
• Tomasz Gerard Czekaj, 2013, "Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/21, Oct.
• Tomasz Czekaj & Arne Henningsen, 2013, "Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/5, Mar.
• Tomasz Gerard Czekaj & Arne Henningsen, 2013, "Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2013/6, Oct.
• Mazzanti, M. & Musolesi, A., 2013, "Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2013-08.
• Longhi, C. & Musolesi, A. & Baumont, C., 2013, "Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2013-10.
• Raphaël Chiappini, 2013, "Persistence vs. Mobility in Industrial and Technological Specialisations: Evidence from 11 Euro Area Countries," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-01, Jan.
• Marco Grazzi & Nadia Jacoby & Tania Treibich, 2013, "Dynamics of Investment and Firm Performance: Comparative Evidence from Manufacturing Industries," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-09, Apr.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964975, Dec, DOI: 10.1016/j.najef.2013.02.014.
• N. N. Taleb & Raphaël Douady, 2013, "Mathematical Definition, Mapping, and Detection of (Anti)fragility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01052645, DOI: 10.1080/14697688.2013.800219.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Understanding Exchange Rates Dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803447, Feb.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803450, Feb.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803457, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print, HAL, number hal-00964975, Dec, DOI: 10.1016/j.najef.2013.02.014.
• N. N. Taleb & Raphaël Douady, 2013, "Mathematical Definition, Mapping, and Detection of (Anti)fragility," Post-Print, HAL, number hal-01052645, DOI: 10.1080/14697688.2013.800219.
• Antonio Musolesi & Massimiliano Mazzanti, 2013, "The heterogeneity of carbon Kuznets curves for advanced countries: comparing homegeneous, heterogeneous and shrinkage / Bayesian estimators," Post-Print, HAL, number hal-01064103, DOI: 10.1080/00036846.2012.734597.
• Christophe Boucher & Bertrand Maillet, 2013, "Learning by Failing: A Simple VaR Buffer," Post-Print, HAL, number hal-01243425, DOI: 10.1111/fmii.12006.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Post-Print, HAL, number hal-01410673.
• Eric Girardin & Roselyne Joyeux, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Post-Print, HAL, number hal-01499615, DOI: 10.1016/j.econmod.2012.12.001.
• Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2013, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Post-Print, HAL, number hal-01499630, DOI: 10.1007/s10614-012-9328-9.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Understanding Exchange Rates Dynamics," Post-Print, HAL, number halshs-00803447, Feb.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print, HAL, number halshs-00803450, Feb.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print, HAL, number halshs-00803457, Feb.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00964975, Dec, DOI: 10.1016/j.najef.2013.02.014.
• Anna Créti & Zied Ftiti & Khaleb Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Working Papers, HAL, number hal-00822070, May.
• Nadine Levratto & Aziza Garsaa & Luc Tessier, 2013, "To what extent do exemptions from social security contributions affect firm growth? New evidence using quantile estimations on panel data," Working Papers, HAL, number hal-00833049, May.
• Raphaël Chiappini, 2013, "Persistence vs. mobility in industrial and technological specialisations: Evidence from 11 Euro area countries," Working Papers, HAL, number hal-00854101.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Adaptive Realized Kernels," Working Papers, HAL, number hal-00867967, Sep.
• Jean-Pierre Florens & Anna Simoni, 2013, "Regularizing Priors for Linear Inverse Problems," Working Papers, HAL, number hal-00873180, Oct.
• Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," Working Papers, HAL, number halshs-00879522, Oct.
• Olivier Bargain & Prudence Kwenda, 2013, "The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data," Working Papers, HAL, number halshs-00967324, Dec.
• Schubert , Torben, 2013, "Are there Scale Economies in Scientific Production? On the Topic of Locally Increasing Returns to Scale," Papers in Innovation Studies, Lund University, CIRCLE - Centre for Innovation Research, number 2013/43, Dec.
• Effraimidis, Georgios & Dahl, Christian M., 2013, "Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 21/2013, Dec.
• Victor Lapshin & Marat Kurbangaleev, 2013, "A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data," HSE Working papers, National Research University Higher School of Economics, number WP BRP 13/FE/2013.
• Masuhara, Hiroaki, 2013, "Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 597, Mar.
• Guanglei Hong & Jonah Deutsch & Heather D. Hill, 2013, "Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction," Working Papers, Human Capital and Economic Opportunity Working Group, number 2013-009, Sep.
• Ra l del Pozo & Francisco Escribano Sotos, 2013, "Coste agregado e individual esperado de la Ley de Dependencia en Espa a a partir de los modelos de simulaci n de Monte Carlo y Multi-Estado de Discapacidad," Hacienda Pública Española / Review of Public Economics, IEF, volume 204, issue 1, pages 85-110, March.