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

• 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.
• Thomas Triebs & Subal C. Kumbhakar, 2012, "Management Practice in Production," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 129.
• 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.
• Gabriele Fiorentini & Enrique Sentana, 2012, "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers, CEMFI, number wp2012_1211, Oct.
• Peter Claeys & Borek Vasicek, 2012, "Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/07, Sep.
• Garrido & F. Mureddu, 2012, "Club performance dynamics at Italian regional level," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201203.
• M. Deidda & A. Di Liberto & M. Foddi & G. Sulis, 2012, "Employment Subsidies, Informal Economy and Women's Transition into Work in a Depressed Area: Evidence from a Matching Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201216.
• Daiver Cardona Salgado, 2012, "Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Wilmer O. Mart�nez R & Manuel D. Hern�ndez, 2012, "C�lculo del ranking acumulado para la encuesta de expectativas de inflaci�n y tasa de cambio nominal, a trav�s de una prueba no param�trica," Borradores de Economia, Banco de la Republica, number 9265, Jan.
• Jos� Eduardo G�mez-Gonz�lez & 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, number 9384, Mar.
• Edgar Caicedo Garc�a & Evelyn Tique Calder�n, 2012, "La nueva f�rmula de la gasolina y su potencial impacto inflacionario en Colombia," Borradores de Economia, Banco de la Republica, number 9392, Mar.
• Ligia Alba Melo B & Carlos Andr�s Ballesteros R, 2012, "Creaci�n, destrucci�n y reasignaci�n del empleo en el sector manufacturero colombiano," Borradores de Economia, Banco de la Republica, number 9407, Mar.
• Carlos Le�n & Karen Leiton & Alejandro Reveiz, 2012, "Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia, Banco de la Republica, number 9909, Aug.
• Wilmer O. Mart�nez R & Edgar Caicedo G. & Evelyn J. Tique C., 2012, "Explorando la relaci�n entre el IPC e IPP: El caso colombiano," Borradores de Economia, Banco de la Republica, number 10029, Oct.
• Diego Alberto Sandoval Herrera & Mar�a Fernanda Reyes Roa, 2012, "�Por qu� los migrantes env�an remesas?: Repaso de las principales motivaciones microecon�micas," Borradores de Economia, Banco de la Republica, number 10036, Oct.
• José Luis Rodríguez Pardo & Daniel G�mez Abella, 2012, "Crecimiento y eficiencia de la industria editorial de Bogotá, Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Ana Maria Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2012, "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Rosa María Armenta Vergara & Carlos Alberto Barreto Nieto & William Orlando Prieto Bustos, 2012, "Medición de la eficiencia en el uso de las regalías petroleras: una aplicación del análisis envolvente de datos," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 4, issue 1, pages 13-32.
• José Ruiz Chico & Antonio Rafael Pe�a S�nchez, 2012, "Competitividad y políticas de seguridad alimentaria de las regiones espanolas: el caso de la industria cárnica," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 4, issue 1, pages 33-54.
• Rosa María Armenta Vergara & Carlos Alberto Barreto Nieto & William Orlando Prieto Bustos, 2012, "Medición de la eficiencia del uso de las regalías petroleras: una aplicación del análisis envolvente de datos," Documentos de Trabajo, Universidad Católica de Colombia, number 9819, Jun.
• Milton Samuel Camelo Rincón, 2012, "DESCENTRALIZACIÓN FISCAL Y LAS VARIABLES DE ESTABILIDAD: Contraste empírico desde la estadística no paramétrica," Documentos de Trabajo, Universidad Católica de Colombia, number 10350, Dec.
• Zschille, Michael, 2012, "Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Fr," CEPR Discussion Papers, Centre for Economic Policy Research, number 8737, Jan.
• Dolado, Juan J & Ortigueira, Salvador & Stucchi, Rodolfo, 2012, "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 8763, Jan.
• Julliard, Christian & Ghosh, Anisha, 2012, "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8899, Mar.
• Nelson, Doug R & Egger, Peter & Ehrlich, Maximilian Von, 2012, "The Trade Effects of Skilled versus Unskilled Migration," CEPR Discussion Papers, Centre for Economic Policy Research, number 9053, Jul.
• Martin Burda & Artem Prokhorov, 2012, "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers, Concordia University, Department of Economics, number 12012, Dec.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 14150, Mar.
• Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012, "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1217, Jan.
• Gonzalo, Jesús & Taamouti, Abderrahim, 2012, "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1237, Jul.
• Qi Gao & Jingping Gu & Paula Hernandez-Verme, 2012, "A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market," Annals of Economics and Finance, Society for AEF, volume 13, issue 1, pages 189-210, May.
• Guerre, Emmanuel & Sabbah, Camille, 2012, "Uniform Bias Study And Bahadur Representation For Local Polynomial Estimators Of The Conditional Quantile Function," Econometric Theory, Cambridge University Press, volume 28, issue 1, pages 87-129, February.
• Kneip, Alois & Sickles, Robin C. & Song, Wonho, 2012, "A New Panel Data Treatment For Heterogeneity In Time Trends," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 590-628, June.
• Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012, "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, volume 28, issue 4, pages 861-887, August.
• Hoderlein, Stefan & Lewbel, Arthur, 2012, "Regressor Dimension Reduction With Economic Constraints: The Example Of Demand Systems With Many Goods," Econometric Theory, Cambridge University Press, volume 28, issue 5, pages 1087-1120, October.
• Li, Degui & Lu, Zudi & Linton, Oliver, 2012, "Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates," Econometric Theory, Cambridge University Press, volume 28, issue 5, pages 935-958, October.
• Vaona, Andrea, 2012, "Inflation And Growth In The Long Run: A New Keynesian Theory And Further Semiparametric Evidence," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue 1, pages 94-132, February.
• Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012, "Sieve Inference on Semi-nonparametric Time Series Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1849, Feb.
• Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2012, "Asymptotic Efficiency of Semiparametric Two-step GMM," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1880, Oct.
• Chopin, Nicolas (ed.), 2012, "Monte Carlo methods for sampling high-dimensional binary vectors," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10860.
• Mine Hancioglu & Bastian Hartmann, 2012, "What Makes Single Mothers Expand or Reduce Employment?," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 446.
• Torben Kuhlenkasper & Max Friedrich Steinhardt, 2012, "Who Leaves and When?: Selective Outmigration of Immigrants from Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 490.
• Michael Zschille, 2012, "Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1187.
• Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz, 2012, "Location, Location, Location: Extracting Location Value from House Prices," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1216.
• Marco Caliendo & Steffen Künn, 2012, "Getting back into the Labor Market: The Effects of Start-up Subsidies for Unemployed Females," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1260.
• Peter Arcidiacono & Patrick Bayer & Federico Bugni & Jon James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," Working Papers, Duke University, Department of Economics, number 12-07.
• BERBEGAL MIRABENT, Jasmina & SOLÉ PARELLADA, Francesc, 2012, "What Are We Measuring When Evaluating Universities’ Efficiency?," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 3.
• Marc Hallin & Ramon van den Akker & Bas Werker, 2012, "Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-042, Nov.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2012, "Revealed Preference Analysis for Convex Rationalizations on Nonlinear Budget Sets," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-044, Nov.
• Sabrina Bruyneel & Laurens Cherchye & Sam Cosaert & Bram De Rock & Siegfried Dewitte, 2012, "Are the Smart Kids More Rational ?," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-050, Dec.
• Xiaohong Chen & Demian Pouzo, 2012, "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Econometrica, Econometric Society, volume 80, issue 1, pages 277-321, January, DOI: ECTA7888.
• Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2012, "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Econometrica, Econometric Society, volume 80, issue 1, pages 413-423, January, DOI: ECTA8773.
• Jaap H. Abbring, 2012, "Mixed Hitting‐Time Models," Econometrica, Econometric Society, volume 80, issue 2, pages 783-819, March, DOI: ECTA7312.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012, "Estimating Derivatives in Nonseparable Models With Limited Dependent Variables," Econometrica, Econometric Society, volume 80, issue 4, pages 1701-1719, July, DOI: ECTA8004.
• Keisuke Hirano & Jack R. Porter, 2012, "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, volume 80, issue 4, pages 1769-1790, July, DOI: ECTA8681.
• Christoph Rothe, 2012, "Partial Distributional Policy Effects," Econometrica, Econometric Society, volume 80, issue 5, pages 2269-2301, September, DOI: ECTA9671.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012, "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, volume 80, issue 5, pages 2303-2319, September, DOI: ECTA8291.
• Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012, "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, volume 3, issue 2, pages 211-255, July, DOI: QE89.
• Aymen BEN REJEB & Ousama BEN SALHA & Jaleleddine BEN REJEB, 2012, "Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 2, pages 110-125.
• Korobilis, Dimitris, 2012, "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-80.