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

• Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2013, "Generalized Jackknife Estimators of Weighted Average Derivatives," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt4nv5q5hp, Dec.
• Sun, Yixiao, 2013, "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8x8307rz, May.
• Jungyoon Lee & Peter M Robinson, 2013, "Panel Nonparametric Regression with Fixed Effects," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 569, Mar.
• Jungyoon Lee & Peter M Robinson, 2013, "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 570, Jun.
• Peter Egger & Maximilian von Ehrlich, 2013, "Generalized Propensity Scores for Multiple Continuous Treatment Variables," CESifo Working Paper Series, CESifo, number 4074.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series, CESifo, number 4431.
• Christina Felfe & Michael Lechner & Petra Thiemann, 2013, "After-School Care and Parents' Labor Supply," CESifo Working Paper Series, CESifo, number 4487.
• Beate Schirwitz, 2013, "Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47, July.
• Ursula Triebswetter & Johann Wackerbauer, 2010, "Water - a substantial location factor for the Bavarian economy," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 47.
• Eric Jondeau & Jérôme Lahaye & Michael Rockinger, 2013, "Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-47, Oct, revised Feb 2016.
• Aivaz M. KAMER AINUR & Ioan I. VLĂDUCĂ, 2013, "Using Statistical Methods For Estimating Students' Opinion On The Purpose Of Human Life," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 1, pages 14-20, July.
• Cristina Borra & Luis Palma & M. Carmen Gonz�lez & Luis F. Aguado, 2013, "Evaluation of an Active Labour Market Programme in a Context of High Unemployment," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Jorge Paz, 2013, "Segmentación del mercado de trabajo en la Argentina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Nancy Daza & Luis Fernando Gamboa, 2013, "An approximation to the Informal-formal wage gap in Colombia 2008-2012," Documentos de Trabajo, Universidad del Rosario, number 10990, Jun.
• Mauricio G. Villena & Ericka Y. Lafuente, 2013, "Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Santiago Medina Hurtado & Jorge Aníbal Restrepo Morales, 2013, "Estimación de la utilidad en riesgo de una empresa de transmisión de energía eléctrica considerando variables económicas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Osvaldo Espin-García & Carlos Vladimir Rodríguez-Caballero, 2013, "Metodología para un scoring de clientes sin referencias crediticias," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Mariana Gerstenbluth & Natalia Melgar & Máximo Rossi, 2013, "Ingreso y desigualdad: ¿Cómo afectan a la felicidad en América Latina?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Enrique Pinilla Rodríguez & Juan de Dios Jiménez Aguilera & Roberto Montero Granados, 2013, "Gasto público y crecimiento económico. Un estudio empírico para América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Juan Gabriel Brida & Nicol�s Garrido & Silvia London, 2013, "Estudio del desempeno económico regional: el caso argentino," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Wilmer Mart�nez, 2013, "Metodolog�a de perfiles coincidentes para determinar indicadores l�deres y contempor�neos, estudio de caso," Borradores de Economia, Banco de la Republica, number 10859, Jun.
• Jhonny Moncada Mesa & David Hincapi� V�lez, 2013, "Convergencia en calidad de vida en Medellín 2004-2011. Un análisis espacial no paramétrico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 70, pages 268-314, DOI: 10.1016/S0120-4483(13)70034-4.
• Nancy Aireth DAZA BAEZ & Luis Fernando GAMBOA, 2013, "An approximation to the Informal-formal wage gap in Colombia 2008-2012," Archivos de Economía, Departamento Nacional de Planeación, number 11196, May.
• Monica Ospina Londono & Fabiola Saavedra-Caballero, 2013, "Social Assistance and Informality: Examining the link in Colombia," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10933, Aug.
• Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun, 2013, "Are U.S. Commercial Banks Too Big?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10943, Feb.
• Juan Gabriel Brida & Silvia London & Mara Rojas, 2013, "Desempeno económico regional: un análisis dinámico para el caso chileno en el período 1960-2009," Revista de Economía del Rosario, Universidad del Rosario.
• José Morelos Gómez & Fabi�n Gazab�n Arrieta & Roberto Enrique G�mez Fern�ndez, 2013, "Análisis multivariado de la productividad y rendimientos financieros de empresas industriales en Cartagena, Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Edgar Gaytán & Francisco Benita, 2013, "La industria minera en México: patrones de desempeno y determinantes de eficiencia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 80, pages 103-131.
• Gerardo A. Colmenares Lacruz Martha Hernández, 2013, "Evaluación y medición de la calidad de gestión en las cajas rurales Alcance y sustentabilidad," Revista CIFE, Universidad Santo Tomás.
• Claudia Natalia Riano González, 2013, "Eficiencia relativa de las estaciones de policía de Cundinamarca (2005-2009): una aplicación del análisis envolvente de datos," Documentos de Investigación - Economía, Universidad Central, number 14059, Oct.
• Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013, "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 7, issue 1, pages 139-167.
• David Hincapié Vélez, 2013, "¿Está convergiendo el gasto gubernamental en las Universidades Públicas colombianas?," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 12250, Dec.
• Elkin Rave Gómez, 2013, "Dependencia entre ingresos y tasas de ahorro en profesionales del sur del valle de Aburrá," Revista Ecos de Economía, Universidad EAFIT.
• Diego Ismael León Nieto & H�ctor Fabio R�os Hern�ndez, 2013, "Convergencia regional en el índice de desarrollo humano en Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.2230.
• Milton Samuel Camelo Rincón, 2013, "Descentralización fiscal y estabilidad macroeconómica: contraste no paramétrico de seis países latinoamericanos," Revista Tendencias, Universidad de Narino, volume 14, issue 2, pages 163-183.
• HATAMI-MARBINI, Adel & AGRELL, Per & AGHAYI, Nazila, 2013, "Imprecise data envelopment analysis for the two-stage process," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013004, Feb.
• HOSSEINZADEH LOTFI, Farhad & HATAMI-MARBINI, Adel & AGRELL, Per & GHOLAMI, Kobra, 2013, "Centralized resource reduction and target setting under DEA control," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013005, Feb.
• HAFNER, Christian & LINTON, Oliver, 2013, "An almost closed form estimator for the EGARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013022, May.
• BOCART, Fabian & HAFNER, Christian, 2013, "Fair re-valuation of wine as an investment," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013025, May.
• AGRELL, Per J. & HATAMI-MARBINI, Adel, 2013, "Frontier-based performance analysis models for supply chain management: state of the art and research directions," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2555, Jan.
• Egger, Peter & Ehrlich, Maximilian Von & Badinger, Harald, 2013, "Productivity Growth, Human Capital, and Technology Spillovers: Nonparametric Evidence for EU Regions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9425, Apr.
• Egger, Peter & Lassmann, Andrea, 2013, "The Causal Impact of Common Native Language on International Trade: Evidence from a Spatial Regression Discontinuity Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9441, Apr.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9678, Oct.
• Lechner, Michael & Felfe, Christina & Thiemann, Petra, 2013, "After-school care and parents? labor supply," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9757, Nov.
• Laurent Davezies & Xavier d'Haultfoeuille, 2013, "Endogenous Attrition in Panels," Working Papers, Center for Research in Economics and Statistics, number 2013-17, Oct.
• Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin, 2013, "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws132925, Sep.
• Boswijk, H. P. & Zu, Y., 2013, "Testing for Cointegration with Nonstationary Volatility," Working Papers, Department of Economics, City St George's, University of London, number 13/08.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2013, "Second-Order Refinement Of Empirical Likelihood For Testing Overidentifying Restrictions," Econometric Theory, Cambridge University Press, volume 29, issue 2, pages 324-353, April.
• Parker, Thomas, 2013, "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, volume 29, issue 5, pages 969-1008, October.
• Timothy B. Armstrong & Hock Peng Chan, 2013, "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1885, Jan.
• Timothy B. Armstrong & Hock Peng Chan, 2013, "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1885R, Jan, revised Oct 2014.
• Timothy B. Armstrong & Hock Peng Chan, 2013, "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1885R, Jan, revised Dec 2015.
• Yuichi Kitamura & Jorg Stoye, 2013, "Nonparametric Analysis of Random Utility Models: Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1902, Jul.
• Nikhil Agarwal & William Diamond, 2013, "Identification and Estimation in Two-Sided Matching Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1905, Aug, revised Feb 2014.
• Peter C.B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1910, Sep.
• Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1911, Sep.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923, Nov.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923R, Nov, revised Apr 2015.
• Xiaohong Chen & Timothy Christensen, 2013, "Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1923R2, Nov, revised Jan 2017.
• Degui Li & Peter C.B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1929, Dec.
• Alfredo Marvão Pereira & José Manuel Belbute, 2013, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," Working Papers, Economics Department, William & Mary, number 109, Jul.
• Avouyi-Dovi, Sanvi (ed.), 2013, "Les crises économiques et financières et les facteurs favorisant leur occurrence," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/12416.
• Michael Gebel, 2013, "Is a Temporary Job Better than Unemployment?: A Cross-Country Comparison Based on British, German, and Swiss Panel Data," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 543.
• Daniel Pollmann & Thomas Dohmen & Franz Palm, 2013, "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 572.
• Bernd Fitzenberger & Katrin Sommerfeld & Susanne Steffes, 2013, "Causal Effects on Employment after First Birth: A Dynamic Treatment Approach," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 576.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2013, "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1283.
• Paolo Falco & Luke Haywood, 2013, "Entrepreneurship versus Joblessness: Explaining the Rise in Self-Employment," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1334.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-11.
• 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," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-15.
• Shakeeb Khan & Denis Nekipelov, 2013, "On Uniform Inference in Nonlinear Models with Endogeneity," Working Papers, Duke University, Department of Economics, number 13-16.
• Laurens Cherchye & Bram De Rock, 2013, "The Economic Meaning of Data Envelopment Analysis: a "Behavioral" Perspective," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-03, Jan.
• Ian Crawford & Bram De Rock, 2013, "Empirical Revealed Preference," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-32, Sep.
• Gross, Marco, 2009, "Nonparametric Hybrid Phillips Curves Based on Subjective Expectations: Estimates for the Euro Area," Working Paper Series, European Central Bank, number 1119, Dec.
• Nyholm, Ken & Vidova-Koleva, Rositsa, 2010, "Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?," Working Paper Series, European Central Bank, number 1205, Jun.
• Brissimis, Sophocles N. & Delis, Manthos D., 2010, "Bank heterogeneity and monetary policy transmission," Working Paper Series, European Central Bank, number 1233, Aug.
• de Vincent-Humphreys, Rupert & Puigvert Gutiérrez, Josep Maria, 2010, "A quantitative mirror on the Euribor market using implied probability density functions," Working Paper Series, European Central Bank, number 1281, Dec.
• Puigvert Gutiérrez, Josep Maria & Vergote, Olivier, 2011, "Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor," Working Paper Series, European Central Bank, number 1391, Oct.
• Osbat, Chiara & Corbo, Vesna, 2012, "Optimism bias? The elasticity puzzle in international economics revisited," Working Paper Series, European Central Bank, number 1482, Oct.
• Jinyong Hahn & Geert Ridder, 2013, "Asymptotic Variance of Semiparametric Estimators With Generated Regressors," Econometrica, Econometric Society, volume 81, issue 1, pages 315-340, January, DOI: ECTA9609.
• Eric Gautier & Yuichi Kitamura, 2013, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Econometrica, Econometric Society, volume 81, issue 2, pages 581-607, March, DOI: ECTA8675.
• Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013, "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, volume 81, issue 2, pages 667-737, March, DOI: ECTA8718.
• Andrés Carvajal & Rahul Deb & James Fenske & John K.‐H. Quah, 2013, "Revealed Preference Tests of the Cournot Model," Econometrica, Econometric Society, volume 81, issue 6, pages 2351-2379, November.
• Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 466-475.
• David Mautin Oke & Salami Dada Kareem, 2013, "An Inter-temporal Analysis of Operational Efficiency of Oil Firms: Further Evidence from Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 2, pages 178-184.
• Rabia Ece Omay, 2013, "The Relationship between Environment and Income:Regression Spline Approac," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue Special, pages 52-61.
• Poskitt, D.S. & Sengarapillai, Arivalzahan, 2013, "Description length and dimensionality reduction in functional data analysis," Computational Statistics & Data Analysis, Elsevier, volume 58, issue C, pages 98-113, DOI: 10.1016/j.csda.2011.03.018.
• Boon Lee, 2013, "Productivity Performance of Singapore’s Retail Sector: A Two-Stage Non-Parametric Approach," Economic Analysis and Policy, Elsevier, volume 43, issue 1, pages 67-78, March.
• Parhi, Mamata & Diebolt, Claude & Mishra, Tapas & Gupta, Prashant, 2013, "Convergence dynamics of output: Do stochastic shocks and social polarization matter?," Economic Modelling, Elsevier, volume 30, issue C, pages 42-51, DOI: 10.1016/j.econmod.2012.09.034.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• Lim, Shiok Ye & Ho, Chong Mun, 2013, "Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach," Economic Modelling, Elsevier, volume 32, issue C, pages 136-145, DOI: 10.1016/j.econmod.2013.01.044.
• Sharma, Anurag & Siciliani, Luigi & Harris, Anthony, 2013, "Waiting times and socioeconomic status: Does sample selection matter?," Economic Modelling, Elsevier, volume 33, issue C, pages 659-667, DOI: 10.1016/j.econmod.2013.05.009.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013, "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 416-435, DOI: 10.1016/j.najef.2013.02.014.
• Korobilis, Dimitris, 2013, "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, volume 118, issue 1, pages 148-150, DOI: 10.1016/j.econlet.2012.10.003.
• Gu, Jingping & Li, Qi & Yang, Jian, 2013, "Fiscal deficits and mean reversion in real exchange rates," Economics Letters, Elsevier, volume 118, issue 2, pages 300-303, DOI: 10.1016/j.econlet.2012.11.022.
• Sueishi, Naoya, 2013, "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, volume 118, issue 3, pages 509-511, DOI: 10.1016/j.econlet.2012.12.024.
• Egger, Peter H. & von Ehrlich, Maximilian, 2013, "Generalized propensity scores for multiple continuous treatment variables," Economics Letters, Elsevier, volume 119, issue 1, pages 32-34, DOI: 10.1016/j.econlet.2013.01.006.
• Li, Kunpeng & Li, Weiming, 2013, "Estimation of varying coefficient models with time trend and integrated regressors," Economics Letters, Elsevier, volume 119, issue 1, pages 89-93, DOI: 10.1016/j.econlet.2013.01.024.
• Dorn, Sabrina & Egger, Peter H., 2013, "Fixed currency regimes and the time pattern of trade effects," Economics Letters, Elsevier, volume 119, issue 2, pages 120-123, DOI: 10.1016/j.econlet.2013.01.017.
• Li, Gaorong & Peng, Heng & Tong, Tiejun, 2013, "Simultaneous confidence band for nonparametric fixed effects panel data models," Economics Letters, Elsevier, volume 119, issue 3, pages 229-232, DOI: 10.1016/j.econlet.2013.02.037.
• Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart, 2013, "Understanding and predicting bank rating transitions using optimal survival analysis models," Economics Letters, Elsevier, volume 119, issue 3, pages 280-283, DOI: 10.1016/j.econlet.2013.02.033.
• Brzezinski, Michal, 2013, "Asymptotic and bootstrap inference for top income shares," Economics Letters, Elsevier, volume 120, issue 1, pages 10-13, DOI: 10.1016/j.econlet.2013.03.045.
• Allen, David & Ng, K.H. & Peiris, Shelton, 2013, "The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics," Economics Letters, Elsevier, volume 120, issue 1, pages 117-122, DOI: 10.1016/j.econlet.2013.03.049.
• Halkos, George E. & Tzeremes, Nickolaos G., 2013, "Economic growth and environmental efficiency: Evidence from US regions," Economics Letters, Elsevier, volume 120, issue 1, pages 48-52, DOI: 10.1016/j.econlet.2013.03.043.
• Fosgerau, Mogens & Mabit, Stefan L., 2013, "Easy and flexible mixture distributions," Economics Letters, Elsevier, volume 120, issue 2, pages 206-210, DOI: 10.1016/j.econlet.2013.03.050.
• Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2013, "The size distribution of US cities: Not Pareto, even in the tail," Economics Letters, Elsevier, volume 120, issue 2, pages 232-237, DOI: 10.1016/j.econlet.2013.04.035.
• Sun, Kai & Kumbhakar, Subal C., 2013, "Semiparametric smooth-coefficient stochastic frontier model," Economics Letters, Elsevier, volume 120, issue 2, pages 305-309, DOI: 10.1016/j.econlet.2013.05.001.
• Yu, Ping, 2013, "Inconsistency of 2SLS estimators in threshold regression with endogeneity," Economics Letters, Elsevier, volume 120, issue 3, pages 532-536, DOI: 10.1016/j.econlet.2013.06.023.
• Hoshino, Tadao, 2013, "Partial identification in binary response models with nonignorable nonresponses," Economics Letters, Elsevier, volume 121, issue 1, pages 74-78, DOI: 10.1016/j.econlet.2013.07.009.
• Long, Wei & Ouyang, Min & Shang, Ying, 2013, "Efficient estimation of partially linear varying coefficient models," Economics Letters, Elsevier, volume 121, issue 1, pages 79-81, DOI: 10.1016/j.econlet.2013.07.010.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2013, "Stock exchange mergers and return co-movement: A flexible dynamic component correlations model," Economics Letters, Elsevier, volume 121, issue 3, pages 511-515, DOI: 10.1016/j.econlet.2013.10.001.
• Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2013, "Estimation in threshold autoregressive models with a stationary and a unit root regime," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 1-13, DOI: 10.1016/j.jeconom.2011.12.006.
• Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013, "Testing functional inequalities," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 14-32, DOI: 10.1016/j.jeconom.2012.08.006.
• Khan, Shakeeb, 2013, "Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 168-182, DOI: 10.1016/j.jeconom.2012.08.002.
• Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour, 2013, "Bootstrapping realized multivariate volatility measures," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 49-65, DOI: 10.1016/j.jeconom.2012.08.003.
• Pelagatti, Matteo M. & Sen, Pranab K., 2013, "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 90-105, DOI: 10.1016/j.jeconom.2012.08.020.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013, "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2012.08.014.
• Gagliardini, Patrick & Ronchetti, Diego, 2013, "Semi-parametric estimation of American option prices," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 57-82, DOI: 10.1016/j.jeconom.2012.10.002.
• Chen, Bin & Song, Zhaogang, 2013, "Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 83-107, DOI: 10.1016/j.jeconom.2012.10.001.
• Moon, Seongman & Velasco, Carlos, 2013, "Tests for m-dependence based on sample splitting methods," Journal of Econometrics, Elsevier, volume 173, issue 2, pages 143-159, DOI: 10.1016/j.jeconom.2012.11.005.
• Cattaneo, Matias D. & Farrell, Max H., 2013, "Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 127-143, DOI: 10.1016/j.jeconom.2013.02.002.
• Hill, Jonathan B. & Shneyerov, Artyom, 2013, "Are there common values in first-price auctions? A tail-index nonparametric test," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 144-164, DOI: 10.1016/j.jeconom.2013.02.003.
• Handel, Benjamin R. & Misra, Kanishka & Roberts, James W., 2013, "Robust firm pricing with panel data," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 165-185, DOI: 10.1016/j.jeconom.2013.02.007.
• Hu, Yingyao & McAdams, David & Shum, Matthew, 2013, "Identification of first-price auctions with non-separable unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 186-193, DOI: 10.1016/j.jeconom.2013.02.005.
• D’Haultfœuille, Xavier & Maurel, Arnaud, 2013, "Inference on an extended Roy model, with an application to schooling decisions in France," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 95-106, DOI: 10.1016/j.jeconom.2013.01.005.
• Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013, "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, volume 175, issue 1, pages 46-59, DOI: 10.1016/j.jeconom.2013.03.004.
• Gayle, Wayne-Roy, 2013, "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 71-83, DOI: 10.1016/j.jeconom.2012.09.007.
• Jensen, Mark J. & Maheu, John M., 2013, "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 3-17, DOI: 10.1016/j.jeconom.2013.03.009.
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2013, "What model for entry in first-price auctions? A nonparametric approach," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 46-58, DOI: 10.1016/j.jeconom.2013.04.005.
• Su, Liangjun & Lu, Xun, 2013, "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 112-133, DOI: 10.1016/j.jeconom.2013.04.020.
• Cosslett, Stephen R., 2013, "Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 116-129, DOI: 10.1016/j.jeconom.2013.07.003.
• Komarova, Tatiana, 2013, "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 14-33, DOI: 10.1016/j.jeconom.2013.05.005.
• Lavergne, Pascal & Patilea, Valentin, 2013, "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 47-59, DOI: 10.1016/j.jeconom.2013.05.006.
• Kim, Min Seong & Sun, Yixiao, 2013, "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 85-108, DOI: 10.1016/j.jeconom.2013.07.002.

2012

• Mark Podolskij & Katrin Wasmuth, 2012, "Goodness-of-fit testing for fractional diffusions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-12, Apr.
• Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel, 2012, "Limit theorems for non-degenerate U-statistics of continuous semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-40, Oct.
• José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij, 2012, "Asymptotic theory for Brownian semi-stationary processes with application to turbulence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-52, Nov.
• Jean Jacod & Mark Podolskij, 2012, "A test for the rank of the volatility process: the random perturbation approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-57, Dec.
• Gaurab Aryal & Maria F. Gabrielli, 2012, "Estimating Revenue Under Collusion-Proof Auctions," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-597, Dec.
• Mamata Parhi & Claude Diebolt & Tapas Mishra & Prashant Gupta, 2012, "Convergence dynamics of output: Do stochastic shocks and social polarization matter?," Working Papers, Association Française de Cliométrie (AFC), number 12-10.
• Quinton Morris & Andrea Saayman, 2012, "A Wavelet Perspective on the Real Interest Parity Condition," The African Finance Journal, Africagrowth Institute, volume 14, issue 2, pages 43-63.
• Henry-Osorio, Miguel & Mittelhammer, Ronald C., 2012, "An Information-Theoretic Approach to Modeling Binary Choices: Estimating Willingness to Pay for Recreation Site Attributes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 123432, DOI: 10.22004/ag.econ.123432.
• Yeager, Elizabeth A. & Langemeier, Michael R., 2012, "Economic Efficiency Adjusted for Risk Preferences," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124012, DOI: 10.22004/ag.econ.124012.
• Pieralli, Simone, , "Sources of measured agricultural yield difference," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124771, DOI: 10.22004/ag.econ.124771.
• Peckham, Janet G. & Kropp, Jaclyn D., , "Are National School Lunch Program Participants More Likely to be Obese? Dealing with Identification," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124905, DOI: 10.22004/ag.econ.124905.
• Requillart, Vincent & Nauges, Celine & Simioni, Michel & Bontemps, Christophe, 2012, "Food Safety Regulation and Firm Productivity: Evidence from the French Food Industry," 2012 First Congress, June 4-5, 2012, Trento, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 124378, DOI: 10.22004/ag.econ.124378.
• Rosa, Franco & Vasciaveo, Michela, , "Volatility in US and Italian agricultural markets, interactions and policy evaluation," 123rd Seminar, February 23-24, 2012, Dublin, Ireland, European Association of Agricultural Economists, number 122530, DOI: 10.22004/ag.econ.122530.
• Calel, Raphael & Dechezlepretre, Antoine, 2012, "Environmental Policy and Directed Technological Change: Evidence from the European carbon market," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 122867, Mar, DOI: 10.22004/ag.econ.122867.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Land Use Change," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126379, DOI: 10.22004/ag.econ.126379.
• Yu, Bingxin, 2012, "From Plot to Plate: Linking Agricultural Productivity and Human Nutrition in Bangladesh," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126803, DOI: 10.22004/ag.econ.126803.
• Kassie, Menale & Jaleta, Moti & Shiferaw, Bekele A. & Mmbando, Frank & De Groote, Hugo, , "Improved Maize Technologies and Welfare Outcomes In Smallholder Systems: Evidence From Application of Parametric and Non-Parametric Approaches," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 128004, DOI: 10.22004/ag.econ.128004.
• Ciaian, Pavel & Kancs, d'Artis & Rajcaniova, Miroslava, 2012, "Bioenergy and Global Land Use Change," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332207.
• Uematsu, Hiroki & Mishra, Ashok K., 2012, "The Impact of Natural Amenity on Farmland Values: A Quantile Regression Approach," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama, Southern Agricultural Economics Association, number 119804, DOI: 10.22004/ag.econ.119804.
• Alin Marius ANDRIES & Vasile COCRIS & Silviu Gabriel URSU, 2012, "Determinants Of Bank Performance In Cee Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 165-177, December.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012, "Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1203, Jan.
• Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1214, Jun.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric Estimation and Inference for Granger Causality Measures," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012009, Jan.
• Bocart, Fabian & Hafner, Christian, 2012, "Volatility of price indices for heterogeneous goods," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012019, Jan.
• Simar, Leopold & Vanhems, Anne, 2012, "Probabilistic characterization of directionaldistances and their robustversions," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012003, Jan.
• Bocart, Fabian & Hafner, Christian, 2012, "Econometric analysis of volatile art markets," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012020, Jan.
• Einmahl, John H. J. & Krajina, Andrea & Segers, Johan, 2012, "An M-estimator for tail dependence in arbitrary dimensions," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012035, Jan.
• Claudia PIGINI, 2012, "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 377, Jun.