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

• 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.
• Sahamet Bulbul & Selay Giray, 2012, "Examining Of The Relationship Structure Between Job And Special Life (Nonwork) Satisfaction With Nonlinear Canonical Correlation Analysis," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 4, pages 101-114, December.
• Güzin Bayar & Rahmet Uslu, 2012, "A Composite Leading Indicator Calculation For Turkish Exports," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 4, pages 33-48, December.
• Roberto Tatiwa Ferreira & Savio de Melo Zachis, 2012, "Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 13, issue 1, pages 15-34.
• Peter Claeys & Borek Vašícek, 2012, "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201209, Nov, revised Nov 2012.
• Nassim N. Taleb & Raphael Douady, 2012, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Papers, arXiv.org, number 1208.1189, Aug.
• Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012, "Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results," Papers, arXiv.org, number 1212.0442, Dec, revised Jun 2015.
• Yuan Liao & Anna Simoni, 2012, "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers, arXiv.org, number 1212.3267, Dec, revised Nov 2013.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2012, "Econometrics on GPUs," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 921.12, Nov.
• Gustavo Canavire-Bacarreza & Merlin M. Hanauer, 2012, "Estimating the Impacts of Bolivia's Protected Areas on Poverty," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1208, Feb.
• Andrew Chesher & Adam Rosen, 2012, "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers, Institute for Fiscal Studies, number 21/12, Aug, DOI: 10.1920/wp.cem.2012.2112.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012, "A nonparametric test of the leverage hypothesis," CeMMAP working papers, Institute for Fiscal Studies, number 24/12, Sep, DOI: 10.1920/wp.cem.2012.2412.
• Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Institute for Fiscal Studies, number 25/12, Sep, DOI: 10.1920/wp.cem.2012.2512.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Institute for Fiscal Studies, number 26/12, Sep, DOI: 10.1920/wp.cem.2012.2612.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Institute for Fiscal Studies, number 28/12, Sep, DOI: 10.1920/wp.cem.2012.2812.
• Paulo Parente & Richard Smith, 2012, "Exogeneity in semiparametric moment condition models," CeMMAP working papers, Institute for Fiscal Studies, number 30/12, Oct, DOI: 10.1920/wp.cem.2012.3012.
• Xiaohong Chen & Jinyong Hahn, 2012, "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers, Institute for Fiscal Studies, number 31/12, Oct, DOI: 10.1920/wp.cem.2012.3112.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012, "Intersection bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 33/12, Oct, DOI: 10.1920/wp.cem.2012.3312.
• Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Institute for Fiscal Studies, number 34/12, Oct, DOI: 10.1920/wp.cem.2012.3412.
• Eric Gautier & Stefan Hoderlein, 2012, "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers, Institute for Fiscal Studies, number 39/12, Dec, DOI: 10.1920/wp.cem.2012.3912.
• Stefan Hoderlein & Robert Sherman, 2012, "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers, Institute for Fiscal Studies, number 42/12, Dec, DOI: 10.1920/wp.cem.2012.4212.
• Kristof De Witte & Wim Groot & Henri?tte Maassen van den Brink, 2012, "The Efficiency of Education in Generating Literacy: A Stochastic Frontier Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 25-37, February.
• Riccardo Soliani & Alessia Di Gennaro & Enrico Ivaldi, 2012, "An Index of the Quality of Life for European Countries: Evidence of Deprivation from EU-SILC Data," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-14, May.
• Philipp Matros & Johannes Vilsmeier, 2012, "Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 123, Aug.
• Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012, "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers, Banco de México, number 2012-08, Sep.
• Murillo Garza José Antonio & Sánchez-Romeu Paula, 2012, "Testing the Predictive Power of Mexican Consumers' Inflation Expectations," Working Papers, Banco de México, number 2012-13, Dec.
• Wilmer O. Martínez R. & Manuel Hernández B., 2012, "Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica," Borradores de Economia, Banco de la Republica de Colombia, number 688, Jan, DOI: 10.32468/be.688.
• José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura, 2012, "Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange," Borradores de Economia, Banco de la Republica de Colombia, number 697, Mar, DOI: 10.32468/be.697.
• Ligia Alba melo B. & Carlos Adrés Ballesteros R, 2012, "Creación, destrucción y reasignación del empleo en el sector manufacturero colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 699, Mar, DOI: 10.32468/be.699.
• Carlos León & Karen Leiton & Alejandro Reveiz, 2012, "Investment horizon dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia, Banco de la Republica de Colombia, number 730, Aug, DOI: 10.32468/be.730.
• Wilmer O. Martínez R. & Edgar Caicedo G. & Evelyn J. Tique C., 2012, "Explorando la relación entre el IPC e IPP: El caso colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 737, Oct, DOI: 10.32468/be.737.
• Alexandr Gedranovich & Mykhaylo Salnykov, 2012, "Productivity analysis of Belarusian higher education system," BEROC Working Paper Series, Belarusian Economic Research and Outreach Center (BEROC), number 16, Jul.
• Sok-Gee Chan Mohd & Zaini Abd Karim, 2012, "Public Spending Efficiency And Political And Economic Factors: Evidence From Selected East Asian Countries," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 193, pages 7-24, April- Ju.
• Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría, 2012, "Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints," Documentos de trabajo, Banco Central del Uruguay, number 2012001, Aug.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2012, "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, volume 64, issue Supplemen, pages 123-148, December, DOI: j.1467-8586.2012.00457.x.
• Jan Hagemejer & Joanna Tyrowicz, 2012, "Is the effect really so large? Firm‐level evidence on the role of FDI in a transition economy-super-1," The Economics of Transition, The European Bank for Reconstruction and Development, volume 20, issue 2, pages 195-233, April, DOI: j.1468-0351.2012.00433.x.
• Tobias Knedlik & Gregor Von Schweinitz, 2012, "Macroeconomic Imbalances as Indicators for Debt Crises in Europe," Journal of Common Market Studies, Wiley Blackwell, volume 50, issue 5, pages 726-745, September, DOI: j.1468-5965.2012.02264.x.
• Ilke Van Beveren, 2012, "Total Factor Productivity Estimation: A Practical Review," Journal of Economic Surveys, Wiley Blackwell, volume 26, issue 1, pages 98-128, February, DOI: j.1467-6419.2010.00631.x.
• Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2012, "When, where and how to perform efficiency estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 175, issue 4, pages 863-892, October, DOI: j.1467-985X.2011.01023.x.
• Michele De Nadai & Arthur Lewbel, 2012, "Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation," Boston College Working Papers in Economics, Boston College Department of Economics, number 790, Jan, revised 01 Jul 2013.
• Arthur Lewbel & Krishna Pendakur, 2012, "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Boston College Working Papers in Economics, Boston College Department of Economics, number 791, Feb, revised 01 Jul 2013.
• Arthur Lewbel & Xun Tang, 2012, "Identification and Estimation of Games with Incomplete Information Using Excluded Regressors," Boston College Working Papers in Economics, Boston College Department of Economics, number 808, Aug, revised 05 Mar 2013.
• Laurens Cherchye & Bram De Rock & Arthur Lewbel & Frederic Vermeulen, 2012, "Sharing Rule Identification for General Collective Consumption Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 809, May, revised 01 Jul 2013.
• Arthur Lewbel, 2012, "An Overview of the Special Regressor Method," Boston College Working Papers in Economics, Boston College Department of Economics, number 810, Sep.
• Arthur Lewbel & Xun Lu & Liangjun Su, 2012, "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 817, Dec, revised 01 May 2013.
• Stefan Hoderlein & Robert Sherman, 2012, "Identification And Estimation In A Correlated Random Coefficients Binary Response Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 837, Jul.
• Eric Gautier & Stefan Hoderlein, 2012, "A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation," Boston College Working Papers in Economics, Boston College Department of Economics, number 838, Nov, revised 15 Sep 2015.
• Mijung Choi & Jin Lee, 2012, "Analysis of Changes in the Welfare of Middle and Low Income Families in Korea after the Global Financial Crisis Based on Stochastic Dominance Approaches (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 4, pages 23-50, December.
• Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012, "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, volume 18, issue 1, pages 53-77, January, DOI: 10.1515/mcma-2011-0019.
• Zhuan Pei & David Card & David S. Lee & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," Working Papers, Brandeis University, Department of Economics and International Business School, number 60, Nov.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012, "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 49-70.
• Senay Sokullu, 2012, "Nonparametric Estimation of Semiparametric Transformation Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 12/625, Jul.
• Senay Sokullu, 2012, "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 12/628, Oct.
• Mohamed Kossaï & Patrick Piget, 2012, "Utilisation des technologies de l'information et des communications (TIC) et performance économique des PME Tunisiennes :une étude économétrique," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 55, issue 3, pages 305-328.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 581-590.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 591-600.
• Mathieu Bunel & Céline Emond & Yannick L’Horty, 2012, "Évaluer les réformes des exonérations générales de cotisations sociales," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 7, pages 57-103.
• Oscar Jorda & Moritz Schularick & Alan Taylor, 2012, "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers, University of California, Davis, Department of Economics, number 172, Oct.
• Tziogkidis, Panagiotis, 2012, "Bootstrap DEA and Hypothesis Testing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/18, Aug.
• Tziogkidis, Panagiotis, 2012, "The Simar and Wilson s Bootstrap DEA approach: a critique," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/19, Aug, revised Nov 2012.
• Muendler, Marc-Andreas & Becker, Sascha O., 2006, "Margins of Multinational Labor Substitution," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1fc22575, Dec.
• Muendler, Marc-Andreas, 2006, "Margins of Multinational Labor Substitution," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6b2236xm, Apr.
• Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
• ANDREWS, DONALD W & Sun, Yixiao X, 2002, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9wt048tt, Oct.
• Raphael Calel & Antoine Dechezlepretre, 2012, "Environmental Policy and Directed Technological Change: Evidence from the European carbon market," Working Papers, Chaire Economie du climat, number 1208.
• Torben Kuhlenkasper & Max Friedrich Steinhardt, 2012, "Who Leaves and When? - Selective Outmigration of Immigrants from Germany," Discussion Papers, Central European Labour Studies Institute (CELSI), number 3, Sep.
• Andrew B. Bernard & Stephen J. Redding & Peter K. Schott, 2012, "Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 12-32, Sep.
• Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2012, "An "extended" knowledge production function approach to the genesis of innovation in the European regions," INRA UMR CESAER Working Papers, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux, number 2012/7, Sep.
• Raphael Calel & Antoine Dechezleprêtre, 2012, "Environmental Policy and Directed Technological Change: Evidence from the European Carbon Market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1141, Apr.
• Tatiana Komarova, 2012, "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 559, May.
• Sasa Zikovic & Randall Filer, 2012, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 3980.
• Monique De Haan, 2012, "The Effect of Additional Funds for Low-Ability Pupils - A Nonparametric Bounds Analysis," CESifo Working Paper Series, CESifo, number 3993.
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• Mohamed Ariff & Luc Can, 2009, "IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-148, Mar.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-201, Jan.