Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2013
- Saloniki, E-C. & Gosling, A., 2013, "Point identification in the presence of measurement error in discrete variables: application - wages and disability," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/16, Aug.
- Lee, M. & Kim, Y., 2013, "Difference in Differences for Stayers and Movers with a Time-Varying QualiÂ…cation," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/17, Aug.
- Maruyama, S. & Nakamura, S., 2013, "The Decline in BMI among Japanese Women after WWII," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/35, Dec.
- Candelon, Bertrand & Metiu, Norbert, 2013, "A distribution-free test for outliers," Discussion Papers, Deutsche Bundesbank, number 02/2013.
- Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013, "Disentangling economic recessions and depressions," Discussion Papers, Deutsche Bundesbank, number 43/2013.
- Herwartz, Helmut & Walle, Yabibal M., 2013, "State dependence in the finance-growth nexus: A functional coefficient approach," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 156.
- Hampf, Benjamin & Krüger, Jens J., 2013, "Optimal directions for directional distance functions: An exploration of potential reductions of greenhouse gases," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 216.
- Hottenrott, Hanna & Lopes-Bento, Cindy, 2013, "(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 121.
- Cai, Yuezhou & Hanley, Aoife, 2013, "Innovation rankings: Good, bad or revealing?," Kiel Working Papers, Kiel Institute for the World Economy, number 1882.
- Khalifa, Ahmed Ben & Slama, Ramzi Ben & Debbichi, Sami, 2013, "Impact of regulatory process on telecommunications market performance: Evidence from parametric and non parametric approach," 24th European Regional ITS Conference, Florence 2013, International Telecommunications Society (ITS), number 93380.
- von Schweinitz, Gregor, 2013, "Flight Patterns and Yields of European Government Bonds," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2013.
- Becker, Nicole & Häger, Kirsten & Heufer, Jan, 2013, "Revealed Notions of Distributive Justice I – Theory," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 443, DOI: 10.4419/86788500.
- Becker, Nicole & Häger, Kirsten & Heufer, Jan, 2013, "Revealed Notions of Distributive Justice II – Experimental Evidence," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 444, DOI: 10.4419/86788501.
- Bibinger, Markus & Mykland, Per A., 2013, "Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-006.
- Hautsch, Nikolaus & Kyj, Lada. M. & Malec, Peter, 2013, "Do high-frequency data improve high-dimensional portfolio allocations?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-014.
- Winkelmann, Lars, 2013, "Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-016.
- Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2013, "Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-017.
- Bocart, Fabian Y. R. P. & Hafner, Christian M., 2013, "Fair re-valuation of wine as an investment," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-018.
- Bibinger, Markus & Winkelmann, Lars, 2013, "Econometrics of co-jumps in high-frequency data with noise," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-021.
- Härdle, Wolfgang Karl & Huang, Li-shan, 2013, "Analysis of deviance in generalized partial linear models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-028.
- Bibinger, Markus & Vetter, Mathias, 2013, "Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-029.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013, "Can expert knowledge compensate for data scarcity in crop insurance pricing?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-030.
- Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2013, "CDO surfaces dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-032.
- Chen, Haiqiang & Fang, Ying & Li, Yingxing, 2013, "Estimation and inference for varying-coeffcient models with nonstationary regressors using penalized splines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-033.
- Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013, "ECB monetary policy surprises: Identification through cojumps in interest rates," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-038.
- Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining, 2013, "Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-047.
- Gürtler, Marc & Rauh, Ronald, 2013, "Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF43V1.
- Hampf, Benjamin & Krüger, Jens J., 2013, "Optimal Directions for Directional Distance Functions: An Exploration of Potential Reductions of Greenhouse Gases," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79699.
- Weißenberger, Martin & Caliendo, Marco & Künn, Steffen, 2013, "The Evaluation of Start-Up Subsidies for the Unemployed and the Role of Unobserved Characteristics for Matching Estimators," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79714.
- Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013, "ECB monetary policy surprises: identification through cojumps in interest rates," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79721.
- Kolbe, Jens & Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013, "Location, location, location: Extracting location value from house prices," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79732.
- Stoye, Jörg & Kitamura, Yuichi, 2013, "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79753.
- Enkelmann, Sören & Berlemann, Michael & Kuhlenkasper, Torben, 2013, "Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79836.
- Andor, Mark & Hesse, Frederik, 2013, "The StoNED age: The Departure Into a New Era of Efficiency Analysis? A MC Study Comparing StoNED and the "Oldies" (SFA and DEA)," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79849.
- Fitzenberger, Bernd & Sommerfeld, Katrin & Steffes, Susanne, 2013, "Causal effects on employment after first birth: A dynamic treatment approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-107.
- Mikko S. Pakkanen, 2013, "Limit theorems for power variations of ambit fields driven by white noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-01, Oct.
- Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel, 2013, "Assessing Relative Volatility/Intermittency/Energy Dissipation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-15, Jul.
- Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-29, Nov.
- Mark Podolskij & Nakahiro Yoshida, 2013, "Edgeworth expansion for functionals of continuous diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-33, Oct.
- Georgios Effraimidis & Christian M. Dahl, 2013, "Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-50, 12.
- Hyeongwoo Kim & Deockhyun Ryu, 2013, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-06, Mar.
- Hyeongwoo Kim & Deockhyun Ryu, 2013, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-08, Jul.
- Gaurab Aryal, 2013, "An Empirical Analysis of Competitive Nonlinear Pricing," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-610, May.
- Akarapong Untong, 2013, "Operational Efficiency and Technology Gap Ratio of Hotels under Different Environments (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 20, issue 2, pages 37-54, December.
- Timo Teuber, 2013, "Interpreting Business Cycles as Generalized Two-Dimensional Loops Using Penalized Splines Regression Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 59, issue 1, pages 1-26, DOI: 10.3790/aeq.59.1.1.
- Gebel, Michael, 2013, "Is a Temporary Job Better Than Unemployment? A Cross-country Comparison Based on British, German, and Swiss Panel Data," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 133, issue 2, pages 143-155, DOI: 10.3790/schm.133.2.143.
- Guesmi, Bouali & Serra, Teresa & Featherstone, Allen M., 2013, "Technical efficiency of Kansas arable crop farms: a local maximum likelihood approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 147488, DOI: 10.22004/ag.econ.147488.
- Shen, Zhiwei & Odening, Martin & Okhrin, Ostap, 2013, "Can expert knowledge compensate for data scarcity in crop insurance pricing?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149431, DOI: 10.22004/ag.econ.149431.
- Wei, Xuan & Meng, Xianwei & Thornsbury, Suzanne, 2013, "A Structural Estimation of the Employment Effects of Offshoring in the U.S. Labor Market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150730, DOI: 10.22004/ag.econ.150730.
- Wei, Xuan & Meng, Xianwei & Thornsbury, Suzanne, 2013, "A Structural Estimation of the Employment Effects of Offshoring in the U.S. Labor Market," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 151278, DOI: 10.22004/ag.econ.151278.
- Clementi, F. & Schettino, F., 2013, "Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149891, Jun, DOI: 10.22004/ag.econ.149891.
- Kantelhardt, J. & Kapfer, Martin & Franzel, M. & Kirchweger, Stefan, 2013, "Development of Total Factor Productivity in Alpine Farming - A Malmquist index approach -," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149897, Jun, DOI: 10.22004/ag.econ.149897.
- Michalickova, Monika & Krupova, Zuzana & Krupa, Emil, None, "Technical Efficiency and its Determinants in Dairy Cattle," Acta Oeconomica et Informatica, Faculty of Economics and Management, Slovak Agricultural University in Nitra (FEM SPU), volume 16, issue 01, pages 1-10, DOI: 10.22004/ag.econ.144682.
- Mazzanti, Massimiliano & Musolesi, Antonio, 2013, "Nonlinearity, Heterogeneity and Unobserved Effects in the CO2-income Relation for Advanced Countries," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 162374, Nov, DOI: 10.22004/ag.econ.162374.
- Fezzi, Carlo & Bateman, Ian J., 2013, "The Impact of Climate Change on Agriculture: Nonlinear Effects and Aggregation Bias in Ricardian Models of Farm Land Values," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 162377, Nov, DOI: 10.22004/ag.econ.162377.
- Saikia, Parag & Krishnan, M. & Ananthan, P.S. & Immanuel, Sheela & Hazarika, Dinesh, 2013, "Delivery Competence and Penetration of Extension Services among Fish Farmers of Assam," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, volume 68, issue 3, pages 1-10, DOI: 10.22004/ag.econ.206343.
- Iulian IHNATOV & Bogdan CÃPRARU, 2013, "Do Exchange Rate Regimes Matter For Bank Performance? The Case Of Non-Eurozone Eu Members," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 12, pages 95-106, December.
- Marcel Aloy & Gilles de Truchis, 2013, "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1353, Oct, revised 29 Oct 2013.
- Olivier Bargain & Prudence Kwenda, 2013, "The Informal Sector Wage Gap: New Evidence using Quantile Estimations on Panel Data," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1360, Jun, revised Jun 2013.
- Bocart, F. & Hafner, C., 2013, "Fair re-valuation of wine as an investment," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013003, Jan.
- Bucher, Axel & Jaschke, Stefan & Wied, Dominik, 2013, "Nonparametric tests for constant tail dependence with an application to energy and finance," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013033, Jan.
- Hardle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2013, "Support Vector Machines with Evolutionary Feature Selection for Default Prediction," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013040, Jan.
- Dunker , Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno, 2013, "Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013041, Jan.
- Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid, 2013, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013054, Jan.
- Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid, 2013, "Frontier estimation in nonparametric location-scale models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013035, Jan.
- Florencia M. Gabrielli, 2013, "Detecting Collusion on Highway Procurement," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 59, pages 127-165, January-D.
- Çiğdem Arıcıgil Çilan & Sultan Kuzu, 2013, "Evaluation of Personel E-Commerce Applications with Categorical Data Analysis Methods," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 1, issue 1, pages 27-32, December, DOI: N/A.
- Peter Claeys & Borek Vašícek, 2013, "“How systemic is Spain for Europe?”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201301, Feb, revised Feb 2013.
- Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
- Filip Zikes & Jozef Barunik, 2013, "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," Papers, arXiv.org, number 1308.4276, Aug.
- Xiaohong Chen & Timothy Christensen, 2013, "Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression," Papers, arXiv.org, number 1311.0412, Nov.
- Komain Jiranyakul, 2013, "The Predictive Role of Stock Market Return for Real Activity in Thailand," Asian Journal of Empirical Research, Asian Economic and Social Society, volume 3, issue 3, pages 317-328.
- Michael Creel & Dennis Kristensen, 2013, "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 931.13, Jun.
- Andrew Chesher & Adam Rosen, 2013, "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers, Institute for Fiscal Studies, number 10/13, Mar, DOI: 10.1920/wp.cem.2013.1013.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random coefficients in static games of complete information," CeMMAP working papers, Institute for Fiscal Studies, number 12/13, Mar, DOI: 10.1920/wp.cem.2013.1213.
- Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013, "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers, Institute for Fiscal Studies, number 14/13, Apr, DOI: 10.1920/wp.cem.2013.1413.
- Oliver Linton & Qiying Wang, 2013, "Non-parametric transformation regression with non-stationary data," CeMMAP working papers, Institute for Fiscal Studies, number 16/13, Apr, DOI: 10.1920/wp.cem.2013.1613.
- Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2013, "A nonparametric test of a strong leverage hypothesis," CeMMAP working papers, Institute for Fiscal Studies, number 28/13, Jul, DOI: 10.1920/wp.cem.2013.2813.
- Yuichi Kitamura & Jörg Stoye, 2013, "Nonparametric analysis of random utility models: testing," CeMMAP working papers, Institute for Fiscal Studies, number 36/13, Aug, DOI: 10.1920/wp.cem.2013.3613.
- Stefan Hoderlein & Yuya Sasaki, 2013, "Outcome conditioned treatment effects," CeMMAP working papers, Institute for Fiscal Studies, number 39/13, Aug, DOI: 10.1920/wp.cem.2013.3913.
- Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013, "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers, Institute for Fiscal Studies, number 40/13, Aug, DOI: 10.1920/wp.cem.2013.4013.
- Andrew Chesher & Adam Rosen, 2013, "Generalized instrumental variable models," CeMMAP working papers, Institute for Fiscal Studies, number 43/13, Aug, DOI: 10.1920/wp.cem.2013.4313.
- Antonio Merlo & Áureo de Paula, 2013, "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers, Institute for Fiscal Studies, number 51/13, Oct, DOI: 10.1920/wp.cem.2013.5113.
- Morteza Haghiri, 2013, "Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 25-34, February.
- Philipp Matros & Johannes Vilsmeier, 2013, "The Multivariate Option iPoD Framework - Assessing Systemic Financial Risk," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 143, Oct.
- Kagerer, Kathrin, 2013, "A short introduction to splines in least squares regression analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 472, Mar.
- Ian Christensen & Fuchun Li, 2013, "A Semiparametric Early Warning Model of Financial Stress Events," Staff Working Papers, Bank of Canada, number 13-13, DOI: 10.34989/swp-2013-13.
- Selma Chaker, 2013, "Volatility and Liquidity Costs," Staff Working Papers, Bank of Canada, number 13-29, DOI: 10.34989/swp-2013-29.
- Selma Chaker & Nour Meddahi, 2013, "Volatility Forecasting when the Noise Variance Is Time-Varying," Staff Working Papers, Bank of Canada, number 13-48, DOI: 10.34989/swp-2013-48.
- Selma Chaker & Nour Meddahi, 2013, "A Distributional Approach to Realized Volatility," Staff Working Papers, Bank of Canada, number 13-49, DOI: 10.34989/swp-2013-49.
- Andrea Neri & Maria Teresa Monteduro, 2013, "The housing wealth of Italian households: a comparison of administrative and survey data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 146, Jan.
- Monica Andini & Guido de Blasio, 2013, "Local development that money can�t buy: Italy�s Contratti di Programma," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 915, Jun.
- Wilmer Martínez, 2013, "Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso," Borradores de Economia, Banco de la Republica de Colombia, number 771, Jun, DOI: 10.32468/be.771.
- Jhonny Moncada & David Hincapié Vélez, 2013, "Convergencia en calidad de vida en Medellín 2004-2011. Un análisis espacial no paramétrico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 70, pages 268-314, July, DOI: 10.1016/S0120-4483(13)70034-4.
- Chen Zhou & Nikola Tarashev, 2013, "Looking at the tail: price-based measures of systemic importance," BIS Quarterly Review, Bank for International Settlements, June.
- Ostap Okhrin & Martin Odening & Wei Xu, 2013, "Systemic Weather Risk and Crop Insurance: The Case of China," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 2, pages 351-372, June.
- Kornelius Kraft & Julia Lang, 2013, "Profit Sharing and Training," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 6, pages 940-961, December.
- Franz Ruch & Dirk Bester, 2013, "Towards a Measure of Core Inflation using Singular Spectrum Analysis," South African Journal of Economics, Economic Society of South Africa, volume 81, issue 3, pages 307-329, September.
- Arthur Lewbel & Thomas Tao Yang, 2013, "Identifying the Average Treatment Effect in a Two Threshold Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 825, Jul.
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013, "Random Coefficients in Static Games of Complete Information," Boston College Working Papers in Economics, Boston College Department of Economics, number 835, Mar.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013, "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics, Boston College Department of Economics, number 836, Sep.
- Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013, "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics, Boston College Department of Economics, number 839, Aug.
- Stefan Hoderlein & Yuya Sasaki, 2013, "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 840, Aug.
- Liangjun Su & Stefan Hoderlein & Halbert White, 2013, "Testing Monotonicity in Unobservables with Panel Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 892, Apr, revised 01 Feb 2016.
- M. Grazzi & N. Jacoby & T. Treibich, 2013, "Dynamics of Investment and Firm Performance: Comparative evidence from manufacturing industries," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp869, Feb.
- E. Santarelli & H. T. Tran, 2013, "Diversification Strategies and Firm Performance: A Sample Selection Approach," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp896, Jul.
- Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013, "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, volume 2, issue 1, pages 1-23, July, DOI: 10.1515/jem-2012-0005.
- Azis Iwan J. & Mitra Sabyasachi & Baluga Anthony, 2013, "Global Shock and Regional Spillovers," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 19, issue 2, pages 183-211, August, DOI: 10.1515/peps-2013-0014.
- Razzak Weshah A. & Bentour El M., 2013, "Do Developing Countries Benefit from Foreign Direct Investments? An Analysis of Some Arab and Asian Countries," Review of Middle East Economics and Finance, De Gruyter, volume 9, issue 3, pages 357-388, December, DOI: 10.1515/rmeef-2012-0031.
- Brownlees Christian T. & Vannucci Marina, 2013, "A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 21-46, February, DOI: 10.1515/snde-2012-0043.
- Dimpfl Thomas & Peter Franziska Julia, 2013, "Using transfer entropy to measure information flows between financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 85-102, February, DOI: 10.1515/snde-2012-0044.
- Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi, 2013, "An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS06, Jun.
- Marta Disegna & Fabrizio Durante & Enrico Foscolo, 2013, "A multivariate nonlinear analysis of tourism expenditures," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS10, Jun.
- Svatopluk KAPOUNEK & Jitka POMĚNKOVÁ, 2013, "The endogeneity of optimum currency area criteria in the context of financial crisis: Evidence from the time-frequency domain analysis," Agricultural Economics, Czech Academy of Agricultural Sciences, volume 59, issue 9, pages 389-395, DOI: 10.17221/9/2013-AGRICECON.
- Marcel-Cristian Voia & Mihailo Radoman, 2013, "Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players," Carleton Economic Papers, Carleton University, Department of Economics, number 13-01, Jan.
- Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/30, Sep.
- Pami Dua & Vineeta Sharma, 2013, "Measurement And Patterns Of International Synchronization-- A Spectral Approach," Working papers, Centre for Development Economics, Delhi School of Economics, number 224, Jan.
- Neha Gupta, 2013, "Government Intervention In Grain Markets In India--Rethinking The Procurement Policy," Working papers, Centre for Development Economics, Delhi School of Economics, number 231, Jun.
- Youssouf KIENDREBEOGO & Patrick PLANE & Mohamed CHAFFAI, 2013, "Exports and Heterogeneity of Technology: A Latent Class Frontier Stochastic Approach," Working Papers, CERDI, number 201312.
- 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, October.
- 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 , Òscar, 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 EstadÃstica, 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.
Printed from https://ideas.repec.org/j/C14-36.html