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

2012

• Horowitz, Joel L., 2012, "Specification testing in nonparametric instrumental variable estimation," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 383-396, DOI: 10.1016/j.jeconom.2011.09.023.
• Cai, Zongwu & Xiao, Zhijie, 2012, "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 413-425, DOI: 10.1016/j.jeconom.2011.09.025.
• Kim, Chang Sik & Kim, In-Moo, 2012, "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 448-457, DOI: 10.1016/j.jeconom.2011.09.027.
• Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M., 2012, "Semiparametric inference in a GARCH-in-mean model," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 458-472, DOI: 10.1016/j.jeconom.2011.09.028.
• Qian, Junhui & Wang, Le, 2012, "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 483-493, DOI: 10.1016/j.jeconom.2011.09.030.
• Robinson, Peter M. & Thawornkaiwong, Supachoke, 2012, "Statistical inference on regression with spatial dependence," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 521-542, DOI: 10.1016/j.jeconom.2011.09.033.
• Su, Liangjun, 2012, "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 543-560, DOI: 10.1016/j.jeconom.2011.09.034.
• Bierens, Herman J. & Song, Hosin, 2012, "Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 108-119, DOI: 10.1016/j.jeconom.2011.09.012.
• Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2012, "Empirical implementation of nonparametric first-price auction models," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 17-28, DOI: 10.1016/j.jeconom.2011.09.008.
• Campo, Sandra, 2012, "Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 96-107, DOI: 10.1016/j.jeconom.2011.09.011.
• Horowitz, Joel L. & Lee, Sokbae, 2012, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 175-188, DOI: 10.1016/j.jeconom.2011.12.001.
• An, Yonghong & Hu, Yingyao, 2012, "Well-posedness of measurement error models for self-reported data," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 259-269, DOI: 10.1016/j.jeconom.2012.01.036.
• Čížek, Pavel, 2012, "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 347-366, DOI: 10.1016/j.jeconom.2012.02.002.
• Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise, 2012, "Quantile treatment effects in the regression discontinuity design," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 382-395, DOI: 10.1016/j.jeconom.2012.02.004.
• Lee, Suzanne S. & Mykland, Per A., 2012, "Jumps in equilibrium prices and market microstructure noise," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 396-406, DOI: 10.1016/j.jeconom.2012.03.001.
• Su, Liangjun & Jin, Sainan, 2012, "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 34-47, DOI: 10.1016/j.jeconom.2012.01.006.
• Robinson, Peter M., 2012, "Nonparametric trending regression with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 4-14, DOI: 10.1016/j.jeconom.2012.01.005.
• Park, Joon Y. & Whang, Yoon-Jae, 2012, "Random walk or chaos: A formal test on the Lyapunov exponent," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 61-74, DOI: 10.1016/j.jeconom.2012.01.012.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
• Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo, 2012, "International market links and volatility transmission," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 117-141, DOI: 10.1016/j.jeconom.2012.03.003.
• Liang, Zhongwen & Li, Qi, 2012, "Functional coefficient regression models with time trend," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 15-31, DOI: 10.1016/j.jeconom.2011.08.009.
• Koo, Bonsoo & Linton, Oliver, 2012, "Estimation of semiparametric locally stationary diffusion models," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 210-233, DOI: 10.1016/j.jeconom.2012.05.003.
• Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012, "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 50-67, DOI: 10.1016/j.jeconom.2012.02.008.
• Delgado, Miguel A. & Escanciano, Juan Carlos, 2012, "Distribution-free tests of stochastic monotonicity," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 68-75, DOI: 10.1016/j.jeconom.2012.02.005.
• Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012, "Regression towards the mode," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 92-101, DOI: 10.1016/j.jeconom.2012.03.002.
• Ai, Chunrong & Chen, Xiaohong, 2012, "The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 442-457, DOI: 10.1016/j.jeconom.2012.05.015.
• Florens, Jean-Pierre & Simoni, Anna, 2012, "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 458-475, DOI: 10.1016/j.jeconom.2012.05.016.
• Severini, Thomas A. & Tripathi, Gautam, 2012, "Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 491-498, DOI: 10.1016/j.jeconom.2012.05.018.
• Marmer, Vadim & Otsu, Taisuke, 2012, "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 538-550, DOI: 10.1016/j.jeconom.2012.05.021.
• Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012, "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2012.05.001.
• Chen, Jia & Gao, Jiti & Li, Degui, 2012, "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 171, issue 1, pages 71-85, DOI: 10.1016/j.jeconom.2012.07.001.
• Salimans, Tim, 2012, "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 267-280, DOI: 10.1016/j.jeconom.2012.06.007.
• Sabrina Bruyneel & Laurens Cherchye & Bram De Rock, 2012, "Collective consumption models with restricted bargaining weights: an empirical assessment based on experimental data," Review of Economics of the Household, Springer, volume 10, issue 3, pages 395-421, September, DOI: 10.1007/s11150-011-9125-6.
• Octavian Carare, 2012, "Reserve Prices in Repeated Auctions," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 40, issue 3, pages 225-247, May, DOI: 10.1007/s11151-011-9321-9.
• Hsuan-Chu Lin & Ren-Raw Chen & Oded Palmon, 2012, "Non-parametric method for European option bounds," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 1, pages 109-129, January, DOI: 10.1007/s11156-011-0249-9.
• Giovanni Dosi & Marco Grazzi & Chiara Tomasi & Alessandro Zeli, 2012, "Turbulence underneath the big calm? The micro-evidence behind Italian productivity dynamics," Small Business Economics, Springer, volume 39, issue 4, pages 1043-1067, November, DOI: 10.1007/s11187-011-9326-7.
• Sungro Lee, Chang Sik Kim, In-Moo Kim & Chang Sik Kim & In-Moo Kim, 2012, "Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach," Korean Economic Review, Korean Economic Association, volume 28, pages 69-90.
• Z. Eylem Gevrek & Ruben R. Seiberlich, 2012, "Semiparametric Decomposition of the Gender Achievement Gap: An Application for Turkey," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-32, Nov.
• D'Artis Kancs & Boriss Siliverstovs, 2012, "R&D and Non-linear Productivity Growth of Heterogeneous Firms," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-315, Oct, DOI: 10.3929/ethz-a-007554473.
• D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh, 2012, "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," KIER Working Papers, Kyoto University, Institute of Economic Research, number 827, Aug.
• David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 831, Nov.
• Gustavo Canavire-Bacarreza & Merlin M. Hanauer, 2012, "Estimating the Impacts of Bolivia's Protected Areas on Poverty," Working Papers, Latin American and Caribbean Environmental Economics Program, number 201231, revised 2012.
• Raphaël Chiappini, 2012, "Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1205, Apr.
• Christophe BOUCHER & Benjamin HAMIDI & Patrick KOUONTCHOU & Bertrand MAILLET, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1718.
• Bontemps, Christophe & Nauges, Céline & Réquillart, Vincent & Simioni, Michel, 2012, "Food Safety Regulation and Firm Productivity:Evidence from the French Food Industry," LERNA Working Papers, LERNA, University of Toulouse, number 12.16.373, Jan.
• Thomas Masterson, 2012, "Simulations of Full-Time Employment and Household Work in the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico," Economics Working Paper Archive, Levy Economics Institute, number wp_727, Jul.
• Sana Sadaf & Khalid Riaz, 2012, "Does Access to Modern Marketing Channels Improve Dairy Enterprises’ Efficiency? A Case Study of Punjab, Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 17, issue 1, pages 63-82, Jan-June.
• Rafael Calel & Antoine Dechezlepr�tre, 2012, "Environmental policy and directed technological change: evidence from the European carbon maket," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 75, Mar.
• Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet, 2012, "A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance," Cahiers de recherche, CIRPEE, number 1204.
• Can Liu & Sen Wang & Hao Liu & Wenqing Zhu, 2012, "The Impact of China’s Priority Forest Programs on Rural Households Income Mobility," Working Papers PIERI, PEP-PIERI, number 2012-10.
• Jian Wang & Jason J. Wu, 2012, "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 1, pages 103-144, February, DOI: j.1538-4616.2011.00470.x.
• Theologos Pantelidis, 2012, "Testing for Granger causality in a system of more than two variables," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_02, Jan, revised Jan 2012.
• Theologos Dergiades, 2012, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_05, Apr, revised Apr 2012.
• Svatopluk Kapounek & Jitka Pomenkova, 2012, "The Endogeneity of Optimum Currency Areas Criteria in the Context of Financial Crisis: Evidence from Time-Frequency Domain Analysis," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2012-31, Oct.
• William T. Lin & Shih-Chuan Tsai & David S. Sun, 2012, "Search Costs and Investor Trading Activity: Evidence from Limit Order Books," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 3, pages 4-30, May.
• Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter, 2012, "A simple method to visualize results in nonlinear regression models," Working Papers, University of Miami, Department of Economics, number 2012-4, Apr.
• : Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter, 2012, "Who Benefits from Financial Development? New Methods, New Evidence," Working Papers, University of Miami, Department of Economics, number 2013-07, Oct.
• Itai Sher & Kyoo il Kim, 2012, "Identification of Demand Models of Multiple Purchases," Working Papers, University of Minnesota, Department of Economics, number 2012-2, Nov.
• Breunig, Christoph, 2012, "Goodness-of-fit tests based on series estimators in nonparametric instrumental regression," Working Papers, University of Mannheim, Department of Economics, number 12-13.
• Ana I. Balsa & Patricia Triunfo, 2012, "The Effectiveness of Prenatal Care in a Low Income Population: A Panel Data Approach," Documentos de Trabajo/Working Papers, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo., number 1204.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12001, Jan.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12023, Apr.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12023r, Apr, revised Nov 2013.
• Han Lin Shang, 2012, "Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/12, Apr.
• Jiti Gao & Maxwell King, 2012, "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/12, Aug.
• Chaohua Dong & Jiti Gao, 2012, "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/12, Jan.
• Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2012, "Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/12, Jan.
• Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
• Enrico Tundis & Enrico Zaninotto, 2012, "New Evidences on the Productivity Slowdown in Italy and in Italian North East Regions," L'industria, Società editrice il Mulino, issue 1, pages 165-192.
• Mariasole Bannò & Marika Vezzoli, 2012, "Analysis of the Allocation Process of a Public Financial Incentive with Data Mining Techniques," L'industria, Società editrice il Mulino, issue 3, pages 529-556.
• François Libois & Vincenzo Verardi, 2012, "Semiparametric Fixed-Effects Estimator," Working Papers, University of Namur, Department of Economics, number 1201, Feb.
• Oleg Badunenko & Daniel J. Henderson & Romain Houssa, 2012, "Significant Drivers of Growth in Africa," Working Papers, University of Namur, Department of Economics, number 1208, Aug.
• Łukasz Lenart & Mateusz Pipień, 2012, "Almost periodically correlated time series in business fluctuations analysis," NBP Working Papers, Narodowy Bank Polski, number 107.
• Aleksandra Kolasa, 2012, "Life cycle income and consumption patterns in transition," NBP Working Papers, Narodowy Bank Polski, number 133.
• Charles F. Manski, 2012, "Identification of Preferences and Evaluation of Income Tax Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17755, Jan.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," NBER Working Papers, National Bureau of Economic Research, Inc, number 17890, Mar.
• Jean-Pierre H. Dube & Günter J. Hitsch & Pranav Jindal, 2012, "The Joint Identification of Utility and Discount Functions From Stated Choice Data: An Application to Durable Goods Adoption," NBER Working Papers, National Bureau of Economic Research, Inc, number 18393, Sep.
• David Card & David Lee & Zhuan Pei & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 18564, Nov.
• Govert Bijwaard & Geert Ridder & Tiemen Woutersen, 2012, "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Norface Discussion Paper Series, Norface Research Programme on Migration, Department of Economics, University College London, number 2012035, Nov.
• Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2012, "Collective Household Consumption Behavior: Revealed Preference Analysis," Foundations and Trends(R) in Econometrics, now publishers, volume 4, issue 4, pages 225-312, March, DOI: 10.1561/0800000016.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W04, Apr.
• Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova, 2012, "Discrimination in a universal health system: Explaining socioeconomic waiting time gaps," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W11, Oct.
• Botezat Alina, 2012, "Decomposing The Gap In School Achievement Between Finland And Romania '" Some Methodological Aspects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 165-171, December.
• Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti, 2012, "R&D efficiency and barriers to entry: a two stage semi-parametric DEA approach," Oxford Economic Papers, Oxford University Press, volume 64, issue 1, pages 176-196, January.
• Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012, "Inverse Probability Tilting for Moment Condition Models with Missing Data," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 3, pages 1053-1079.
• Guido Imbens & Karthik Kalyanaraman, 2012, "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 3, pages 933-959.
• Christian Julliard & Anisha Ghosh, 2012, "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 3037-3076.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• John Quah, 2012, "A revealed preference test for weakly separable preferences," Economics Series Working Papers, University of Oxford, Department of Economics, number 601, Apr.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 604, Apr.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012, "Are University Admissions Academically Fair?," Economics Series Working Papers, University of Oxford, Department of Economics, number 608, Jun.
• Abi Adams, 2012, "Consume Now or Later? Time Inconsistency, Collective Choice and Revealed Preference," Economics Series Working Papers, University of Oxford, Department of Economics, number 625, Oct.
• Thorsten Stromback, 2012, "The employment effect of intensive support," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 15, issue 1, pages 57-76.
• Christoph T. Weiss, 2012, "Persistent Attitudes and Behaviors," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0143, Apr.
• Eduardo Rossi & Paolo Santucci de Magistris, 2012, "Estimation of long memory in integrated variance," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 017, Nov.
• Mariana Cunha & Vera Rocha, 2012, "On the Efficiency of Public Higher Education Institutions in Portugal: An Exploratory Study," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 468, Sep.
• Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012, "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
• Süß, Philipp, 2012, "Parametric and Semiparametric Binary Choice Estimators - Evidence from Monte Carlo Studies," MPRA Paper, University Library of Munich, Germany, number 104113, Dec.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Ranking accounting, banking and finance journals: A note," MPRA Paper, University Library of Munich, Germany, number 36166, Jan.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Ranking mainstream economics journals: A note," MPRA Paper, University Library of Munich, Germany, number 36198, Jan.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Ranking agricultural, environmental and natural resource economics journals: A note," MPRA Paper, University Library of Munich, Germany, number 36233, Jan.
• Nguyen Viet, Cuong, 2012, "Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study," MPRA Paper, University Library of Munich, Germany, number 36377, Feb.
• Song, Yong & Shi, Shuping, 2012, "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 36455, Feb.
• Li, Kui-Wai, 2012, "Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods," MPRA Paper, University Library of Munich, Germany, number 36535, Jan.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Ranking the ‘Diamond Core’ economic journals: A note," MPRA Paper, University Library of Munich, Germany, number 36589, Feb.
• Brida, Juan Gabriel & London, Silvia & Rojas, Mara, 2012, "Convergencia interregional en dinámica de regimenes: el caso del Mercosur
  [Regional convergence of dynamic of regimens: the case of Mercosur]," MPRA Paper, University Library of Munich, Germany, number 36863, Feb.
• Adam, Antonis & Delis, Manthos D & Kammas, Pantelis, 2012, "Fiscal decentralization and public sector efficiency: Evidence from OECD countries," MPRA Paper, University Library of Munich, Germany, number 36889, Feb.
• Cayton, Peter Julian & Bersales, Lisa Grace, 2012, "Median-based seasonal adjustment in the presence of seasonal volatility," MPRA Paper, University Library of Munich, Germany, number 37146, Mar.
• TINANG NZESSEU, Jules Valery, 2012, "Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique
  [Optimal Bank’s Liquidity Supply by the Central Bank: A Microeconomic Approach]," MPRA Paper, University Library of Munich, Germany, number 37940, Mar.
• Halkos, George & Tzeremes, Nickolaos, 2012, "A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions," MPRA Paper, University Library of Munich, Germany, number 38147, Apr.
• Fe, Eduardo, 2012, "Efficient estimation in regression discontinuity designs via asymmetric kernels," MPRA Paper, University Library of Munich, Germany, number 38164, Feb.
• Mishra, SK, 2012, "Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores," MPRA Paper, University Library of Munich, Germany, number 39088, May.
• Brida, Juan Gabriel & London, Silvia & Rojas, Mara, 2012, "Desempeño Económico Regional: Un Análisis Dinámico Para El Caso Chileno En El Período 1960-2009
  [Regional Economic Performance: A Dynamic Analysis For The Chilean Case In The Period 1960-2009]," MPRA Paper, University Library of Munich, Germany, number 39182, May.
• Zervopoulos, Panagiotis, 2012, "Dealing with small samples and dimensionality issues in data envelopment analysis," MPRA Paper, University Library of Munich, Germany, number 39226, Feb.
• Gao, Jiti, 2012, "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper, University Library of Munich, Germany, number 39256, Apr, revised 14 May 2012.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Public sector transparency and countries’ environmental performance: A nonparametric analysis," MPRA Paper, University Library of Munich, Germany, number 39553, Jun.
• Lozano-Cortés, René & Cabrera-Castellanos, Luis F. & Lozano-Cortés, Maribel, 2012, "La delincuencia y su efecto sobre el crecimiento económico. El caso de México
  [Crime and Economic Growth. The case of Mexico]," MPRA Paper, University Library of Munich, Germany, number 39678, Jun.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Carbon dioxide emissions and governance: A nonparametric analysis for the G-20," MPRA Paper, University Library of Munich, Germany, number 40387, Aug.
• Murat, Karaoz & Murat Ali, Dulupcu & Mesut, Albeni & Hakan, Demirgil & Onur, Sungur, 2012, "İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği
  [The Effects of Business Incubator Support ," MPRA Paper, University Library of Munich, Germany, number 40785, Jun.
• Dechert, Andreas, 2012, "Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks," MPRA Paper, University Library of Munich, Germany, number 41044, Sep.
• Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu, 2012, "Survival prediction based on compound covariate under cox proportional hazard models," MPRA Paper, University Library of Munich, Germany, number 41149.
• Bruno, Giancarlo, 2012, "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 41312, Sep.
• Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio, 2012, "The use of mathematics in economics and its effect on a scholar's academic career," MPRA Paper, University Library of Munich, Germany, number 41341, Sep.
• Dubrocard, Anne & Prombo, Michel, 2012, "Performance environnementale et mesure de la productivité," MPRA Paper, University Library of Munich, Germany, number 41456, Sep.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach," MPRA Paper, University Library of Munich, Germany, number 41516, Sep.
• Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012, "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper, University Library of Munich, Germany, number 41872, Aug.
• Halkos, George & Tzeremes, Nickolaos, 2012, "Economic growth and environmental efficiency: Evidence from U.S. regions," MPRA Paper, University Library of Munich, Germany, number 42675, Nov.
• Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V., 2012, "The influence of eco-innovation supply chain practices on business eco-efficiency," MPRA Paper, University Library of Munich, Germany, number 42704, Nov.
• Liao, Yuan & Simoni, Anna, 2012, "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper, University Library of Munich, Germany, number 43262, Dec.
• Delis, Manthos D & Iosifidi, Maria & Tsionas, Efthymios, 2012, "On the estimation of marginal cost," MPRA Paper, University Library of Munich, Germany, number 43514, Dec.
• Tommaso, Proietti & Alessandra, Luati, 2012, "The Generalised Autocovariance Function," MPRA Paper, University Library of Munich, Germany, number 43711, Jun.
• Jiranyakul, Komain, 2012, "The Predictive Role of Stock Market Return for Real Activity in Thailand," MPRA Paper, University Library of Munich, Germany, number 45670, Dec.
• Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper, University Library of Munich, Germany, number 45977, Sep.
• Krasnopjorovs, Olegs, 2012, "Measuring the sources of economic growth in the EU with parametric and non-parametric methods," MPRA Paper, University Library of Munich, Germany, number 47583, Dec.
• Dubrocard, Anne & Prombo, Michel, 2012, "International comparison of Environmental performance," MPRA Paper, University Library of Munich, Germany, number 48072, Nov, revised 05 Jul 2013.
• Ezzat, Hassan, 2012, "The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt," MPRA Paper, University Library of Munich, Germany, number 50530, Aug.
• Ezzat, Hassan, 2012, "The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange," MPRA Paper, University Library of Munich, Germany, number 51584, Dec.
• Richey, Jeremiah, 2012, "The Causal Effects of Criminal Convictions on Labor Market Outcomes in Young Men: A Nonparametric Bounds Analysis," MPRA Paper, University Library of Munich, Germany, number 56112, Aug.
• Ceccobelli, Matteo & Gitto, Simone & Paolo, Mancuso, 2012, "ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries," MPRA Paper, University Library of Munich, Germany, number 68642.
• Azevedo, Joao Pedro & Sanfelice, Viviane & Nguyen, Minh C., 2012, "Shapley Decomposition by Components of a Welfare Aggregate," MPRA Paper, University Library of Munich, Germany, number 85584, Sep.
• Jiří Witzany & Michal Rychnovský & Pavel Charamza, 2012, "Survival Analysis in LGD Modeling," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2012, issue 1, pages 6-27, DOI: 10.18267/j.efaj.12.
• Jan Kalina, 2012, "On Multivariate Methods in Robust Econometrics," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 69-82, DOI: 10.18267/j.pep.411.
• Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 23-44, March.
• Piotr Płuciennik, 2012, "The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 4, pages 269-288, December.
• Marco Biagetti & Leone Leonida & Sergio Scicchitano, 2012, "The Wage Incentive to Management: A Comparison across European Economies," Working Papers, Queen Mary University of London, School of Economics and Finance, number 687, Jan.
• Svetlana Lapinova & Alexander Saichev & Maria Tarakanova, 2012, "Volatility estimation based on extremes of the bridge (in Russian)," Quantile, Quantile, issue 10, pages 73-90, December.
• Carol Alexander & Daniel Ledermann, 2012, "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-09, May.
• Jesús Clemente & María A. González & Marcos Sanso-Navarro, 2012, "Subvenciones Al Coste Laboral En Las Corporaciones Locales Y Empleo," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 20, issue 2, pages 85-110, Autumn.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series, Rimini Centre for Economic Analysis, number 17_12, Jun.
• Mark J. Jensen & John M. Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series, Rimini Centre for Economic Analysis, number 45_12, Jun.
• Mark J. Jensen & John M. Maheu, 2012, "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series, Rimini Centre for Economic Analysis, number 48_12, Jun.
• Cem Çakmakli, 2012, "Bayesian Semiparametric Dynamic Nelson-Siegel Model," Working Paper series, Rimini Centre for Economic Analysis, number 59_12, Aug, revised Sep 2012.
• Dimitris Korobilis, 2012, "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 67_12, Nov.
• Francesco Caselli & Antonio Ciccone, 2012, "A Note to Schooling in Development Accounting," ADB Economics Working Paper Series, Asian Development Bank, number 308, Oct.
• Maria Cristina Majo & Arthur van Soest, 2012, "Income and health care utilization among the 50+ in Europe and the US," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 3-22.
• Rustu Yayar & Halid Velid Baykara, 2012, "An Implementation upon Efficiency and Productivity of Participation Banks with TOPSIS Method," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 1-21.
• Georges Dionne & Pierre-Carl Michaud & Jean Pinquet, 2012, "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 12-1, Oct.
• Theologos Dergiades & Reinhard Madlener & Georgia Christofidou, 2012, "The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 17/2012, Dec.
• Ozcan Ceylan, 2012, "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers, Galatasaray University Economic Research Center, number 12-4, Sep.
• Bin Peng & Fei Peng, 2012, "Pricing Asian power options under jump-fraction process," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 17, issue 33, pages 2-9.
• Rolando Morales, 2012, "Entre la formalidad y la informalidad. ¿Opciones e ingresos diferentes?," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 17, pages 7-52.
• Rosa María Domínguez Gijón & Miguel Flores Ortega & Francisco Venegas-Martínez, 2012, "Comportamiento del IPC de la BMV durante 2000-2009: un enfoque de valores extremos," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 7-24.
• Aldea, Anamaria & Ciobanu, Anamaria & Stancu, Ion, 2012, "The Renewable Energy Development: A Nonparametric Efficiency Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-19, March.
• Nedeljković, Milan & Urošević, Branko, 2012, "Determinants of the Dinar-Euro Nominal Exchange Rate," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 121-141, September.
• Guochen Pan & Seng-Sung Chen & Tsangyao Chang, 2012, "Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 56-67, December.
• Min Seong Kim & Yixiao Sun, 2012, "Asymptotic F Test in a GMM Framework with Cross Sectional Dependence," Working Papers, Toronto Metropolitan University, Department of Economics, number 032, Jun.
• Cathy Ning & Loran Chollete, 2012, "Asymmetric Dependence between Aggregate Consumption and Financial Risk," Working Papers, Toronto Metropolitan University, Department of Economics, number 046, Oct.
• Rafael González-Val, 2012, "A Nonparametric Estimation of the Local Zipf Exponent for all US Cities," Environment and Planning B, , volume 39, issue 6, pages 1119-1130, December, DOI: 10.1068/b37182.
• Indunil De Silva, 2012, "Evaluating the Impact of Microfinance on Savings and Income in Sri Lanka:Quasi-experimental Approach Using Propensity Score Matching," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 6, issue 1, pages 47-74, February, DOI: 10.1177/097380101100600103.
• Aline Bütikofer, 2012, "Semiparametric Base-Independent Equivalence Scales and the Cost of Children in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 148, issue I, pages 1-35, March.
• Arthur Lewbel & Krishna Pendakur, 2012, "Generalized Random Coefficients With Equivalence Scale Applications," Discussion Papers, Department of Economics, Simon Fraser University, number dp12-13, May.
• Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown, 2012, "Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model," Working Papers, The University of Sheffield, Department of Economics, number 2012027.
• Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2012, "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 12-A017, Dec.
• Manan Roy, 2012, "Identifying the Effect of WIC on Infant Health When Participation is Endogenous and Misreported," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1202, Feb.
• Marco Biagetti & Sergio Scicchitano, 2012, "Returns to Schooling in Europe: Evidence From Quantile Regression on EU-SILC Data," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, volume 2, issue 5, pages 1-9, October.
• Sheila Chapman & Stefania Cosci & Loredana Mirra, 2012, "Income dynamics in an enlarged Europe: the role of capital regions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 663-693, June, DOI: 10.1007/s00168-010-0400-x.
• Georgios Fotopoulos, 2012, "Nonlinearities in regional economic growth and convergence: the role of entrepreneurship in the European union regions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 719-741, June, DOI: 10.1007/s00168-010-0419-z.
• Gianfranco Piras & Paolo Postiglione & Patricio Aroca, 2012, "Specialization, R&D and productivity growth: evidence from EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 1, pages 35-51, August, DOI: 10.1007/s00168-010-0424-2.
• Yichuan Zhao & Ali Jinnah, 2012, "Inference for Cox’s regression models via adjusted empirical likelihood," Computational Statistics, Springer, volume 27, issue 1, pages 1-12, March, DOI: 10.1007/s00180-010-0225-1.
• Jian Huang & Henriëtte Maassen van den Brink & Wim Groot, 2012, "Does education promote social capital? Evidence from IV analysis and nonparametric-bound analysis," Empirical Economics, Springer, volume 42, issue 3, pages 1011-1034, June, DOI: 10.1007/s00181-011-0450-7.
• Manuel Landajo & Celia Bilbao & Amelia Bilbao, 2012, "Nonparametric neural network modeling of hedonic prices in the housing market," Empirical Economics, Springer, volume 42, issue 3, pages 987-1009, June, DOI: 10.1007/s00181-011-0485-9.
• Subal Kumbhakar & Kai Sun, 2012, "Estimation of TFP growth: a semiparametric smooth coefficient approach," Empirical Economics, Springer, volume 43, issue 1, pages 1-24, August, DOI: 10.1007/s00181-011-0468-x.
• Justin Leroux & John Rizzo & Robin Sickles, 2012, "The role of self-reporting bias in health, mental health and labor force participation: a descriptive analysis," Empirical Economics, Springer, volume 43, issue 2, pages 525-536, October, DOI: 10.1007/s00181-010-0434-z.
• Josep Puigvert-Gutiérrez & Rupert Vincent-Humphreys, 2012, "A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 2, issue 1, pages 1-31, June, DOI: 10.14208/BF03353830.
• Tindara Addabbo & Donata Favaro & Stefano Magrini, 2012, "Gender differences in productivity rewards: the role of human capital," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 59, issue 1, pages 81-110, March, DOI: 10.1007/s12232-011-0142-9.
• Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2012, "An entropy approach to size and variance heterogeneity in U.S. commercial banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 728-749, July, DOI: 10.1007/s12197-010-9148-5.
• Ignacio Moral-Arce & Stefan Sperlich & Ana Fernández-Saínz & Maria Roca, 2012, "Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis," Journal of Labor Research, Springer, volume 33, issue 2, pages 173-195, June, DOI: 10.1007/s12122-011-9124-7.