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

2013

• Nicole Becker & Kirsten Häger & Jan Heufer, 2013, "Revealed Notions of Distributive Justice II: Experimental Evidence," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2013-042, Oct.
• Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2013, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 2, pages 249-265, February, DOI: 10.1007/s10614-012-9328-9.
• Daniela Bragoli & Piero Ganugi & Giancarlo Ianulardo, 2013, "Gini’s transvariation analysis: an application on financial crises in developing countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 40, issue 1, pages 153-174, February, DOI: 10.1007/s10663-011-9180-5.
• Thomas Bassetti & Nikos Benos & Stelios Karagiannis, 2013, "CO 2 Emissions and Income Dynamics: What Does the Global Evidence Tell Us?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 54, issue 1, pages 101-125, January, DOI: 10.1007/s10640-012-9583-1.
• Jan Heufer, 2013, "Testing revealed preferences for homotheticity with two-good experiments," Experimental Economics, Springer;Economic Science Association, volume 16, issue 1, pages 114-124, March, DOI: 10.1007/s10683-012-9330-z.
• Eduardo Fé & Richard Hofler, 2013, "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 271-284, June, DOI: 10.1007/s11123-012-0286-y.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• Oleg Badunenko & Daniel Henderson & R. Russell, 2013, "Polarization of the worldwide distribution of productivity," Journal of Productivity Analysis, Springer, volume 40, issue 2, pages 153-171, October, DOI: 10.1007/s11123-012-0328-5.
• Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk, 2013, "Is foreign-bank efficiency in financial centers driven by home or host country characteristics?," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 367-385, December, DOI: 10.1007/s11123-012-0294-y.
• Sudhir Voleti & Pulak Ghosh, 2013, "A robust approach to measure latent, time-varying equity in hierarchical branding structures," Quantitative Marketing and Economics (QME), Springer, volume 11, issue 3, pages 289-319, September, DOI: 10.1007/s11129-013-9133-3.
• Gregor Weiß, 2013, "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 179-202, August, DOI: 10.1007/s11156-012-0311-2.
• Alexander Schiersch, 2013, "Firm size and efficiency in the German mechanical engineering industry," Small Business Economics, Springer, volume 40, issue 2, pages 335-350, February, DOI: 10.1007/s11187-012-9438-8.
• Winfried Pohlmeier & Ruben R. Seiberlich & S. Derya Uysal, 2013, "A Simple and Successul Method to Shrink the Weight," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2013-05, Mar.
• Tom Coupe & Claire Monteiro, 2013, "The Charity of the Extremely Wealthy," Discussion Papers, Kyiv School of Economics, number 51, Nov.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 872, Jul.
• Florencia M. Gabrielli, 2013, "Detecting Collusion on Highway Procurement," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 59, pages 127-165, January-D.
• Matthew Polisson & John K.-H. Quah, 2013, "Revealed preference tests under risk and uncertainty," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/24, Dec.
• Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013, "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 164.
• Thomas Masterson, 2013, "Quality of Statistical Match and Simulations Used in the Estimation of the Levy Institute Measure of Time and Consumption Poverty (LIMTCP) for Turkey in 2006," Economics Working Paper Archive, Levy Economics Institute, number wp_769, Jul.
• Thomas A Severini & Gautam Tripathi, 2013, "A survey of semiparametric efficiency bounds for some microeconometric models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-10.
• Michael Berlemann & Soeren Enkelmann & Torben Kuhlenkasper, 2013, "Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 273, May.
• Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko, 2013, "Pauvreté monétaire versus non-monétaire au Burundi," Working Papers PMMA, PEP-PMMA, number 2013-11.
• Kheiri Chari, Mohammad & Aliheidari Bioki, Tahereh & Khademizare, Hasan, 2013, "The New Method for Ranking Grouped Credit Customer Based on DEA Method," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 4, pages 75-98, October.
• Miguel Lebre de Freitas & Susana Salvado & Luis Catela Nunes & Rui Costa Neves, 2013, "Productive experience and specialization opportunities for Portugal: an empirical assessment," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0010, Jul, revised Jul 2013.
• Spindler, Martin, 2013, "“They do know what they are doing... at least most of them.†Asymmetric Information in the (private) Disability Insurance," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 201209, May.
• David S. Sun & Shih-Chuan Tsai & Wei Wang, 2013, "Behavioral Investment Strategy Matters: A Statistical Arbitrage Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S3, pages 47-61, July.
• Raffaela Giordano & Pietro Tommasino, 2013, "Public-Sector Efficiency and Political Culture," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 69, issue 3, pages 289-316, September, DOI: 10.1628/001522108X671137.
• Matteo Pelagatti, 2013, "Nonparametric tests for event studies under cross-sectional dependence," Working Papers, University of Milano-Bicocca, Department of Economics, number 244, May, revised May 2013.
• Svetlana Maslyuka & Kristian Rotarub & Alexander Dokumentovc, 2013, "Price Discontinuities in Energy Spot and Futures Prices," Monash Economics Working Papers, Monash University, Department of Economics, number 33-13, Jul.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Understanding Exchange Rates Dynamics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13023, Mar.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13024, Mar.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13025, Mar.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13025r, Mar, revised Oct 2013.
• Peter C. B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/13.
• Degui Li & Peter C. B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/13.
• Maria J. Barcena & Patricia Mendez & Maria B. Palacios & Fernando Tusell, 2013, "Measuring the effect of the real estate bubble: a house price index for Bilbao," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 15, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013".
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, National Bureau of Economic Research, Inc, "Sovereign Debt and Financial Crises".
• Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013, "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 18850, Feb.
• Hanming Fang & Xun Tang, 2013, "Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry," NBER Working Papers, National Bureau of Economic Research, Inc, number 19435, Sep.
• Michael J. Dickstein & Eduardo Morales, 2013, "Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 19486, Sep.
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 19506, Oct.
• Khai Xiang Chiong, 2013, "Revealed Preference Tests of Network Formation Models," Working Papers, NET Institute, number 13-23, Sep.
• Severini, Thomas A. & Tripathi, Gautam, 2013, "Semiparametric Efficiency Bounds for Microeconometric Models: A Survey," Foundations and Trends(R) in Econometrics, now publishers, volume 6, issue 3-4, pages 163-397, December, DOI: 10.1561/0800000019.
• Neil Shephard, 2013, "Martingale unobserved component models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W01, Feb.
• Vitaliy Oryshchenko & Richard J. Smith, 2013, "Generalised empirical likelihood-based kernel density estimation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W03, Feb.
• Matevz Hribernik & Rafal Kierzenkowski, 2013, "Assessing the Efficiency of Welfare Spending in Slovenia with Data Envelopment Analysis," OECD Economics Department Working Papers, OECD Publishing, number 1058, Jun, DOI: 10.1787/5k44v5373q0q-en.
• Sadullah Çelik & Hüseyin Kaya, 2013, "Day-of-the-week effect in Consumer Confidence Index: The case of Turkey," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 33-42, DOI: 10.1787/jbcma-2012-5k49j33nqdg5.
• Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona, 2013, "Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1113-1124, July.
• Jason R. Blevins, 2013, "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers, Ohio State University, Department of Economics, number 13-02, Dec.
• B. Essama-Nssah & Saumik Paul & Léandre Bassolé, 2013, "Accounting for Heterogeneity in Growth Incidence in Cameroon Using Recentered Influence Function Regression," Journal of African Economies, Centre for the Study of African Economies, volume 22, issue 5, pages 757-795, November.
• Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013, "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, December.
• Covrig Mihaela, & Mircea Iulian & Manea Daniela Ioana, 2013, "On Some Determinants of Demand or Renunciation for Renewal of CASCO (Motor Hull) Insurance Policies for Individual," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1176-1179, May.
• Aivaz Kamer Ainur & Vlãducã Ion, 2013, "The Estimation of the Students' Opinion Regarding a Certain Cosmological Model through Statistical Methods," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 389-394, May.
• Neil Shephard, 2013, "Martingale unobserved component models," Economics Series Working Papers, University of Oxford, Department of Economics, number 644, Feb.
• Vitaliy Oryshchenko & Richard J. Smith, 2013, "Generalised empirical likelihood-based kernel density estimation," Economics Series Working Papers, University of Oxford, Department of Economics, number 662, Jul.
• James Wolter, 2013, "Separating the impact of macroeconomic variables and global frailty in event data," Economics Series Working Papers, University of Oxford, Department of Economics, number 667, Jul.
• Debopam Bhattacharya, 2013, "Nonparametric Welfare Analysis for Discrete Choice," Economics Series Working Papers, University of Oxford, Department of Economics, number 669, Jul.
• Daniel Gutknecht, 2013, "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers, University of Oxford, Department of Economics, number 673, Sep.
• Rausell Koster, Pau & Coll-Serrano, Vicente & Abeledo Sanchis, Ra_ul & Marco-Serrano, Francisco, 2013, "Eficiencia de las sociedades musicales de la Comunidad Valenciana || Efficiency of Musical Societies in the Valencian Community," 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 15, issue 1, pages 117-132, June.
• Brida, Juan Gabriel & London, Silvia & Rojas, Mara, 2013, "Una aplicación de los árboles de expansión mínima y árboles jerárquicos al estudio de la convergencia interregional en dinámica de regímenes || An Application of Minimum Spanning Trees and Hierarchica," 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 15, issue 1, pages 3-28, June.
• Yuanhua Feng & Sarah Forstinger & Christian Peitz, 2013, "On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 66, Aug.
• Yuanhua Feng & Lixin Sun, 2013, "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 69, Dec.
• Elena Krasnokutskaya & Kyungchul Song & Xun Tang, 2013, "The Role of Quality in Service Markets Organized as Multi-Attribute Auctions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-053, Jun.
• Andriy Norets & Xun Tang, 2013, "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-054, Oct.
• Hanming Fang & Xun Tang, 2013, "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-056, Sep.
• Yonghong An & Xun Tang, 2013, "Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-058, Oct.
• Cesar Rufino, 2013, "Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 50, issue 1, pages 57-82, June.
• Zara Liaqat, 2013, "The End of Multi-Fibre Arrangement and Firm Performance in the Textile Industry: New Evidence," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 52, issue 2, pages 97-126.
• Mathew Nanditha, 2013, "Drivers of Firm Growth: Micro-evidence from Indian Manufacturing," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2013/161, Mar.
• Davide Fiaschi & Andrea Mario Lavezzi & Angela Parenti, 2013, "On the Determinants of Distribution Dynamics," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2013/165, Jul.
• Halkos, George & Tzeremes, Nickolaos, 2013, "Renewable energy consumption and economic efficiency: Evidence from European countries," MPRA Paper, University Library of Munich, Germany, number 44136, Feb.
• Halkos, George & Tzeremes, Nickolaos, 2013, "An additive two-stage DEA approach creating sustainability efficiency indexes," MPRA Paper, University Library of Munich, Germany, number 44231, Feb.
• Gammadigbé, Vigninou, 2013, "Nouvelles exigences en capital des banques de l'UEMOA, concentration bancaire et coût du crédit au Togo
  [New capital requirements of WEAMU banks, banking concentration and cost of crédit in Togo]," MPRA Paper, University Library of Munich, Germany, number 44633, Feb.
• Krasnopjorovs, Olegs, 2013, "Factors of Economic Growth in Latvia," MPRA Paper, University Library of Munich, Germany, number 45500, Mar.
• Fosgerau, Mogens & Mabit, Stefan, 2013, "Easy and flexible mixture distributions," MPRA Paper, University Library of Munich, Germany, number 46078.
• Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan, 2013, "Forecasting Stock Market Volatility: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 46786, Mar.
• Tumen, Semih, 2013, "The impact of the 2008 crisis on top labor incomes in Turkey: A nonparametric analysis," MPRA Paper, University Library of Munich, Germany, number 47112, May.
• Krasnopjorovs, Olegs, 2013, "Latvijas ekonomikas izaugsmi noteicošie faktori
  [Factors of Economic Growth in Latvia]," MPRA Paper, University Library of Munich, Germany, number 47550, Mar.
• Basile, Roberto & Donati, Cristiana & Pittiglio, Rosanna, 2013, "Industry structure and employment growth: evidence from semiparametric geoadditive models," MPRA Paper, University Library of Munich, Germany, number 47621, Jun.
• Rendón, Stephanie, 2013, "Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
  [Stock crack detection using mu," MPRA Paper, University Library of Munich, Germany, number 47699, Jan, revised 19 May 2013.
• Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos, 2013, "Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK," MPRA Paper, University Library of Munich, Germany, number 48890, Aug.
• Halkos, George & Tzeremes, Nickolaos, 2013, "The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies," MPRA Paper, University Library of Munich, Germany, number 50630, Oct.
• Liebl, Dominik, 2013, "Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective," MPRA Paper, University Library of Munich, Germany, number 50881, Sep.
• Cordero, José Manuel & Prior, Diego & Simancas Rodríguez, Rosa, 2013, "A comparison of public and private schools in Spain using robust nonparametric frontier methods," MPRA Paper, University Library of Munich, Germany, number 51375, Nov.
• Tierney, Heather L.R., 2013, "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper, University Library of Munich, Germany, number 51398, Nov.
• Ezzat, Hassan, 2013, "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper, University Library of Munich, Germany, number 51465, Aug.
• Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina, 2013, "Efficiency assessment of primary care providers: A conditional nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 51926, Nov.
• Thum, Anna-Elisabeth, 2013, "Psychology in econometric models: conceptual and methodological foundations," MPRA Paper, University Library of Munich, Germany, number 52293, Dec.
• Tierney, Heather L.R., 2013, "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper, University Library of Munich, Germany, number 53374, Nov, revised Nov 2013.
• Richey, Jeremiah, 2013, "An Odd Couple: Monotone Instrumental Variables and Binary Treatments," MPRA Paper, University Library of Munich, Germany, number 54785, Jun, revised 06 Nov 2013.
• Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo, 2013, "Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 55993.
• Yang, Bill Huajian, 2013, "Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests," MPRA Paper, University Library of Munich, Germany, number 57245, Aug.
• Kryklii, Olena & Pavlenko, Ludmila & Podvihin, Sergei, 2013, "Cost-effectiveness analysis of Ukrainian banks using the DEA method," MPRA Paper, University Library of Munich, Germany, number 60481, Dec.
• Trofimov, Ivan D., 2013, "Nonparametric approach to portfolio diversification: the case of Australian equity market," MPRA Paper, University Library of Munich, Germany, number 79562.
• Chu, Ba & Huynh, Kim & Jacho-Chavez, David, 2013, "Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours," MPRA Paper, University Library of Munich, Germany, number 79670, revised 2012.
• Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013, "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper, University Library of Munich, Germany, number 79686, revised 2016.
• Mynbayev, Kairat & Aipenova, Aziza, 2013, "Testing a differential condition and local normality of densities," MPRA Paper, University Library of Munich, Germany, number 87045, revised 2014.
• Ferrara, Giancarlo & Vidoli, Francesco & Canello, Jacopo & Campagna, Arianna, 2013, "Labour-use Efficiency in the Italian Machinery Industry: a Non-parametric Stochastic Frontier Perspective," MPRA Paper, University Library of Munich, Germany, number 94359.
• Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201339, Aug.
• Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda, 2013, "Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201361, Oct.
• Łukasz Lenart & Mateusz Pipień, 2013, "Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 2, pages 85-102, June.
• Barbara Będowska-Sójka, 2013, "Macroeconomic News Effects on the Stock Markets in Intraday Data," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 249-269, December.
• João Valle e Azevedo, 2013, "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers, Banco de Portugal, Economics and Research Department, number w201301.
• David Powell, 2013, "A New Framework for Estimation of Quantile Treatment Effects Nonseparable Disturbance in the Presence of Covariates," Working Papers, RAND Corporation, number WR-824-1, Feb.
• Ben Jabeur Sami, 2013, "Corporate Failure:A Non Parametric Method," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, volume 2, issue 3, pages 103-110, July.
• Saeed Heravi & Kerry Patterson, 2013, "Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2013-02, Sep.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2013, "A New Index of Environmental Quality Based on Greenhouse Gas Emissions," Working Paper series, Rimini Centre for Economic Analysis, number 12_13, Jan.
• Stelios D. Bekiros, 2013, "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series, Rimini Centre for Economic Analysis, number 21_13, Apr.
• Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2013, "A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance," Working Paper series, Rimini Centre for Economic Analysis, number 58_13, Oct.
• Iwan J. Azis & Sabyasachi Mitra & Anthony Baluga & Roselle Dime, 2013, "The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises," Working Papers on Regional Economic Integration, Asian Development Bank, number 106, Jan.
• Md. Azizur Rahman, 2013, "Comparative Study on the Efficiency of Bangladeshi Conventional and Islamic Life Insurance Industry: A Non-Parametric Approach," Asian Business Review, Asian Business Consortium, volume 3, issue 2, pages 80-91.
• Ivan D. Trofimov, 2013, "Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 1, pages 87-112.
• Juan M.C. Larrosa, 2013, "Economic examples of latent budget analysis," European Economic Letters, European Economics Letters Group, volume 2, issue 2, pages 44-49.
• Duca, Ioana Andreea & Ruxanda, Gheorghe, 2013, "A View on the Risk-Neutral Density Forecasting of the Dax30 Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 101-114, June.
• Li-Hung Wu, 2013, "Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 32-43, December.
• Bratu, Mihaela, 2013, "The Assessment And Improvement Of The Accuracy For The Forecast Intervals," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132602, Jul.
• Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli, 2013, "A note on dummies for policies in gravity models: a Montecarlo experiment," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0180, Sep.
• Xiangjin Shen & Shiliang Li & Hiroki Tsurumi, 2013, "Comparison of Parametric and Semi-Parametric Binary Response Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201308, Jul.
• Arpita Ghose & Chandrima Chakraborti, 2013, "The Relative Role of Imports and Exports in Explaining Productivity of Indian Bio-Pharmaceutical Firms: Evidence from Non Parametric Data Envelopment Analysis," Foreign Trade Review, , volume 48, issue 2, pages 165-201, May, DOI: 10.1177/0015732513481657.
• Samaresh Bardhan, 2013, "Profit Efficiency of Indian Commercial Banks in the Post-liberalisation Period: A Stochastic Frontier Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 7, issue 4, pages 391-415, November, DOI: 10.1177/0973801013500132.
• Claudio PINTO, 2013, "Complexity of Treatment, and Changes in Efficiency and Productivity for Directly Managed Italian Hospitals," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 124, Jan.
• Eva Dettmann & Jutta Günther, 2013, "Subsidized Vocational Training: Stepping Stone or Trap? Assessing Empirical Effects Using Matching Techniques," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue IV, pages 405-443, December.
• Nikolay Markov & Thomas Nitschka, 2013, "Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012," Working Papers, Swiss National Bank, number 2013-08.
• Baseem Al-Athwari & Jorn Altmann & Almas Heshmati, 2013, "A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 2013102, Apr, revised Apr 2013.
• Hakan BEKTAŞ, 2013, "Türk Bankacılık Sektöründe Etkinlik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 19(19).
• Serkan ERKAM & Mustafa Umur TOSUN, 2013, "Ödemeler Bilançosu Aşamaları Hipotezi: Parametrik Olmayan Bir Yaklaşım," Sosyoekonomi Journal, Sosyoekonomi Society, issue 20(20).
• Erol Muzir, 2013, "Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 3, issue 4, pages 1-6, August.
• Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013, "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 6, issue 3, pages 87-103, March, DOI: 10.1007/s11943-012-0115-9.
• Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013, "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, volume 28, issue 2, pages 701-734, April, DOI: 10.1007/s00180-012-0325-1.
• Rob Hyndman & Heather Booth & Farah Yasmeen, 2013, "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), volume 50, issue 1, pages 261-283, February, DOI: 10.1007/s13524-012-0145-5.
• Andreas Chai & Alessio Moneta, 2013, "Back to Engel? Some Evidence for the Hierarchy of Needs," Economic Complexity and Evolution, Springer, in: Andreas Pyka & Esben Sloth Andersen, "Long Term Economic Development", DOI: 10.1007/978-3-642-35125-9_3.
• Bernd Fitzenberger & Michael Lechner & Jeffrey Smith, 2013, "Estimation of treatment effects: recent developments and applications," Empirical Economics, Springer, volume 44, issue 1, pages 1-11, February, DOI: 10.1007/s00181-012-0667-0.
• Steven Lehrer & Gregory Kordas, 2013, "Matching using semiparametric propensity scores," Empirical Economics, Springer, volume 44, issue 1, pages 13-45, February, DOI: 10.1007/s00181-012-0591-3.
• Tobias Klein, 2013, "College education and wages in the U.K.: estimating conditional average structural functions in nonadditive models with binary endogenous variables," Empirical Economics, Springer, volume 44, issue 1, pages 135-161, February, DOI: 10.1007/s00181-010-0355-x.
• Bernd Fitzenberger & Olga Orlanski & Aderonke Osikominu & Marie Paul, 2013, "Déjà Vu? Short-term training in Germany 1980–1992 and 2000–2003," Empirical Economics, Springer, volume 44, issue 1, pages 289-328, February, DOI: 10.1007/s00181-012-0590-4.
• Wang-Sheng Lee, 2013, "Propensity score matching and variations on the balancing test," Empirical Economics, Springer, volume 44, issue 1, pages 47-80, February, DOI: 10.1007/s00181-011-0481-0.
• Stefan Boes, 2013, "Nonparametric analysis of treatment effects in ordered response models," Empirical Economics, Springer, volume 44, issue 1, pages 81-109, February, DOI: 10.1007/s00181-010-0354-y.
• Giovanni Caggiano & Leone Leonida, 2013, "Multimodality in the distribution of GDP and the absolute convergence hypothesis," Empirical Economics, Springer, volume 44, issue 3, pages 1203-1215, June, DOI: 10.1007/s00181-012-0574-4.
• Juan Mañez & María Rochina-Barrachina & Amparo Sanchis & Juan Sanchis, 2013, "Do process innovations boost SMEs productivity growth?," Empirical Economics, Springer, volume 44, issue 3, pages 1373-1405, June, DOI: 10.1007/s00181-012-0571-7.
• Hiranya Nath & Kiril Tochkov, 2013, "Relative inflation dynamics in the new EU member countries of Central and Eastern Europe," Empirical Economics, Springer, volume 45, issue 1, pages 1-22, August, DOI: 10.1007/s00181-012-0596-y.
• Mika Kortelainen & Simo Leppänen, 2013, "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, volume 45, issue 1, pages 193-216, August, DOI: 10.1007/s00181-012-0615-z.
• Liangjun Su & Aman Ullah & Yun Wang, 2013, "Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator," Empirical Economics, Springer, volume 45, issue 2, pages 1009-1024, October, DOI: 10.1007/s00181-012-0641-x.
• Wen-Shuenn Deng & Yi-Chen Lin, 2013, "Parameter heterogeneity in the foreign direct investment-income inequality relationship: a semiparametric regression analysis," Empirical Economics, Springer, volume 45, issue 2, pages 845-872, October, DOI: 10.1007/s00181-012-0636-7.
• Daniele Pacifico, 2013, "On the role of unobserved preference heterogeneity in discrete choice models of labour supply," Empirical Economics, Springer, volume 45, issue 2, pages 929-963, October, DOI: 10.1007/s00181-012-0637-6.
• Tadao Hoshino, 2013, "Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods," Empirical Economics, Springer, volume 45, issue 3, pages 1129-1148, December, DOI: 10.1007/s00181-012-0646-5.
• Sharon Hadad & Yossi Hadad & Tzahit Simon-Tuval, 2013, "Determinants of healthcare system’s efficiency in OECD countries," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 2, pages 253-265, April, DOI: 10.1007/s10198-011-0366-3.
• Panagiotis Mitropoulos & Ioannis Mitropoulos & Aris Sissouras, 2013, "Managing for efficiency in health care: the case of Greek public hospitals," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 6, pages 929-938, December, DOI: 10.1007/s10198-012-0437-0.
• Kostas Kounetas & Fotis Papathanassopoulos, 2013, "How efficient are Greek hospitals? A case study using a double bootstrap DEA approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 6, pages 979-994, December, DOI: 10.1007/s10198-012-0446-z.
• Stephan Thomsen & Thomas Walter & Alisher Aldashev, 2013, "Short-term training programs for immigrants in the German welfare system: do effects differ from natives and why?," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 2, issue 1, pages 1-20, December, DOI: 10.1186/2193-9039-2-24.
• Dinghai Xu & John Knight, 2013, "Stochastic volatility model under a discrete mixture-of-normal specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 216-239, April, DOI: 10.1007/s12197-011-9178-7.
• Laurens Cherchye & Bram De Rock & Vincenzo Platino, 2013, "Private versus public consumption within groups: testing the nature of goods from aggregate data," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 54, issue 3, pages 485-500, November, DOI: 10.1007/s00199-012-0729-8.
• Kristof Witte & Lenka Hudrlikova, 2013, "What about excellence in teaching? A benevolent ranking of universities," Scientometrics, Springer;Akadémiai Kiadó, volume 96, issue 1, pages 337-364, July, DOI: 10.1007/s11192-013-0971-2.
• Travis Berge & Òscar Jordà, 2013, "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 1-34, March, DOI: 10.1007/s13209-012-0095-6.
• Miguel Manjón & Juan Máñez & María Rochina-Barrachina & Juan Sanchis-Llopis, 2013, "Reconsidering learning by exporting," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 149, issue 1, pages 5-22, March, DOI: 10.1007/s10290-012-0140-3.
• Marco Grazzi & Nadia Jacoby & Tania Treibich, 2013, "Dynamics of Investment and Firm Performance: Comparative evidence from manufacturing industries," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2013/06, Feb.
• Richard Tol, 2013, "Matlab code for bivariate Gaussian kernel regression," Economics Software Archive, Department of Economics, University of Sussex Business School, number 0213, revised .
• Richard Tol, 2013, "Matlab code for bivariate Gaussian kernel regression with restrictions," Economics Software Archive, Department of Economics, University of Sussex Business School, number 0313, revised .
• Richard S.J. Tol, 2013, "Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change," Working Paper Series, Department of Economics, University of Sussex Business School, number 6413, Sep.
• Marian Vavra, 2013, "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2013, Sep.
• Seojeong Lee, 2013, "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers, School of Economics, The University of New South Wales, number 2013-09, Sep.
• Miguel Manjón Antolín & Juan A. Máñez & María E. Rochina Barrachina & Juan A. Sanchis Llopis, 2013, "Export intensity and the productivity gains of exporting," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 804-808, May, DOI: 10.1080/13504851.2012.748173.
• Massimiliano Mazzanti & Antonio Musolesi, 2013, "The heterogeneity of carbon Kuznets curves for advanced countries: comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators," Applied Economics, Taylor & Francis Journals, volume 45, issue 27, pages 3827-3842, September, DOI: 10.1080/00036846.2012.734597.
• Markus Frölich & Blaise Melly, 2013, "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 3, pages 384-414, November, DOI: 10.1080/07474938.2012.718684.
• Jia Chen & Jiti Gao & Degui Li, 2013, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 8, pages 928-955, November, DOI: 10.1080/07474938.2012.690687.
• Tao Chen & Gautam Tripathi, 2013, "Testing conditional symmetry without smoothing," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 25, issue 2, pages 273-313, June, DOI: 10.1080/10485252.2012.752083.
• Christoph Rothe & Dominik Wied, 2013, "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 501, pages 314-324, March, DOI: 10.1080/01621459.2012.736903.
• Zahra Siddique, 2013, "Partially Identified Treatment Effects Under Imperfect Compliance: The Case of Domestic Violence," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 502, pages 504-513, June, DOI: 10.1080/01621459.2013.779836.
• Rong Liu & Lijian Yang & Wolfgang K. Härdle, 2013, "Oracally Efficient Two-Step Estimation of Generalized Additive Model," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 502, pages 619-631, June, DOI: 10.1080/01621459.2013.763726.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2013, "Generalized Jackknife Estimators of Weighted Average Derivatives," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 504, pages 1243-1256, December, DOI: 10.1080/01621459.2012.745810.
• Christopher J. Bennett & Ričardas Zitikis, 2013, "Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 1-15, January, DOI: 10.1080/07350015.2012.741053.
• Nikolaus Hautsch & Mark Podolskij, 2013, "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 165-183, April, DOI: 10.1080/07350015.2012.754313.
• Jia Chen & Jiti Gao & Degui Li, 2013, "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 3, pages 315-330, July, DOI: 10.1080/07350015.2013.775093.
• Markus Frölich & Blaise Melly, 2013, "Unconditional Quantile Treatment Effects Under Endogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 3, pages 346-357, July, DOI: 10.1080/07350015.2013.803869.
• Carlos A. Flores & Alfonso Flores-Lagunes, 2013, "Partial Identification of Local Average Treatment Effects With an Invalid Instrument," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 4, pages 534-545, October, DOI: 10.1080/07350015.2013.822760.
• N. N. Taleb & R. Douady, 2013, "Mathematical definition, mapping, and detection of (anti)fragility," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 11, pages 1677-1689, November, DOI: 10.1080/14697688.2013.800219.
• David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013, "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-018/III, Jan.
• David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013, "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-020/III, Jan.
• Francisco Blasques, 2013, "On the Phase Dependence in Time-Varying Correlations Between Time-Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-054/III, Apr.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
• Thijs Dekker & Paul Koster & Roy Brouwer, 2013, "Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-074/VIII, May.
• Paul Koster & Hans Koster, 2013, "Commuters' Preferences for Fast and Reliable Travel," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-075/VIII, May, revised 30 Apr 2015.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-085/III, Jun, revised 08 Jul 2013.
• David E. Allen & Michael McAleer & Marcel Scharth, 2013, "Realized Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-092/III, Jul.
• Hooi Hooi Lean & Michael McAleer, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-132/III, Sep.
• Amelia Pais & Philip A. Stork, 2013, "Short-Selling, Leverage and Systemic Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-186/IV/DSF68, Nov.