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

2012

• 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, Douglas 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, International Journal of Economics and Financial Issues, 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.
• Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis, 2012, "Reconsidering learning by exporting," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1208, May.
• Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis, 2012, "Export intensity and the productivity gains of exporting," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1216, Nov.
• Xing, Chunbing & Li, Shi, 2012, "Residual wage inequality in urban China, 1995–2007," China Economic Review, Elsevier, volume 23, issue 2, pages 205-222, DOI: 10.1016/j.chieco.2011.10.003.
• Loyalka, Prashant & Song, Yingquan & Wei, Jianguo, 2012, "The distribution of financial aid in China: Is aid reaching poor students?," China Economic Review, Elsevier, volume 23, issue 4, pages 898-917, DOI: 10.1016/j.chieco.2012.04.010.
• Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012, "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3091-3104, DOI: 10.1016/j.csda.2011.10.019.
• Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012, "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3212-3229, DOI: 10.1016/j.csda.2012.02.024.
• Alexeev, Vitali & Maynard, Alex, 2012, "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3322-3344, DOI: 10.1016/j.csda.2010.06.026.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012, "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 3, pages 732-740, DOI: 10.1016/j.csda.2011.09.022.
• Altug, Sumru & Tan, Barış & Gencer, Gözde, 2012, "Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1534-1550, DOI: 10.1016/j.jedc.2012.03.016.
• Wozabal, David & Hochreiter, Ronald, 2012, "A coupled Markov chain approach to credit risk modeling," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 3, pages 403-415, DOI: 10.1016/j.jedc.2011.09.011.
• Temesgen Kifle & Isaac H. Desta, 2012, "Gender Differences in Domains of Job Satisfaction: Evidence from Doctoral Graduates from Australian Universities," Economic Analysis and Policy, Elsevier, volume 42, issue 3, pages 319-338, December.
• Deng, Wen-Shuenn & Lin, Yi-Chen & Gong, Jinguo, 2012, "A smooth coefficient quantile regression approach to the social capital–economic growth nexus," Economic Modelling, Elsevier, volume 29, issue 2, pages 185-197, DOI: 10.1016/j.econmod.2011.09.008.
• Zanin, Luca & Marra, Giampiero, 2012, "Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach," Economic Modelling, Elsevier, volume 29, issue 4, pages 1328-1337, DOI: 10.1016/j.econmod.2012.03.007.
• Ourir, Awatef & Snoussi, Wafa, 2012, "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, volume 29, issue 5, pages 1830-1836, DOI: 10.1016/j.econmod.2012.05.036.
• Maza, Adolfo & Hierro, María & Villaverde, José, 2012, "Income distribution dynamics across European regions: Re-examining the role of space," Economic Modelling, Elsevier, volume 29, issue 6, pages 2632-2640, DOI: 10.1016/j.econmod.2012.08.029.
• Brunori, Paolo & Peragine, Vito & Serlenga, Laura, 2012, "Fairness in education: The Italian university before and after the reform," Economics of Education Review, Elsevier, volume 31, issue 5, pages 764-777, DOI: 10.1016/j.econedurev.2012.05.007.
• Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis, 2012, "Land use change impacts of biofuels: Near-VAR evidence from the US," Ecological Economics, Elsevier, volume 84, issue C, pages 98-109, DOI: 10.1016/j.ecolecon.2012.09.007.
• Picchio, Matteo, 2012, "Lagged duration dependence in mixed proportional hazard models," Economics Letters, Elsevier, volume 115, issue 1, pages 108-110, DOI: 10.1016/j.econlet.2011.12.005.
• Martins-Filho, Carlos & Yao, Feng, 2012, "Kernel-based estimation of semiparametric regression in triangular systems," Economics Letters, Elsevier, volume 115, issue 1, pages 24-27, DOI: 10.1016/j.econlet.2011.11.035.
• Chen, Wei-Chih, 2012, "Innovation and duration of exports," Economics Letters, Elsevier, volume 115, issue 2, pages 305-308, DOI: 10.1016/j.econlet.2011.12.063.
• Webel, Karsten, 2012, "Chaos in German stock returns — New evidence from the 0–1 test," Economics Letters, Elsevier, volume 115, issue 3, pages 487-489, DOI: 10.1016/j.econlet.2011.12.110.
• van Oordt, Maarten R.C. & Zhou, Chen, 2012, "The simple econometrics of tail dependence," Economics Letters, Elsevier, volume 116, issue 3, pages 371-373, DOI: 10.1016/j.econlet.2012.04.016.
• Dergiades, Theologos, 2012, "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, volume 116, issue 3, pages 404-407, DOI: 10.1016/j.econlet.2012.04.018.
• Lee, Jin & Lee, Young Im, 2012, "Size improvement of the KPSS test using sieve bootstraps," Economics Letters, Elsevier, volume 116, issue 3, pages 483-486, DOI: 10.1016/j.econlet.2012.04.054.
• Bandyopadhyay, Sanghamitra, 2012, "Convergence clubs in incomes across Indian states: Is there evidence of a neighbours’ effect?," Economics Letters, Elsevier, volume 116, issue 3, pages 565-570, DOI: 10.1016/j.econlet.2012.05.050.
• Feng, Qiang, 2012, "A GEL-based AIC for model selection," Economics Letters, Elsevier, volume 116, issue 3, pages 637-639, DOI: 10.1016/j.econlet.2012.07.012.
• Laurini, Márcio Poletti & de Carvalho Andrade, Eduardo, 2012, "New evidence on the role of cognitive skill in economic development," Economics Letters, Elsevier, volume 117, issue 1, pages 123-126, DOI: 10.1016/j.econlet.2011.11.047.
• Jäntti, Markus & Lindahl, Lena, 2012, "On the variability of income within and across generations," Economics Letters, Elsevier, volume 117, issue 1, pages 165-167, DOI: 10.1016/j.econlet.2012.05.007.
• Jochmans, Koen, 2012, "The variance of a rank estimator of transformation models," Economics Letters, Elsevier, volume 117, issue 1, pages 168-169, DOI: 10.1016/j.econlet.2012.05.001.
• Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012, "A simple method to visualize results in nonlinear regression models," Economics Letters, Elsevier, volume 117, issue 3, pages 578-581, DOI: 10.1016/j.econlet.2012.07.040.
• Zhang, Zhengyu & He, Xiaobo, 2012, "Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor," Economics Letters, Elsevier, volume 117, issue 3, pages 753-757, DOI: 10.1016/j.econlet.2012.08.023.
• Zhu, Hui-Ming & You, Wan-Hai & Zeng, Zhao-fa, 2012, "Urbanization and CO2 emissions: A semi-parametric panel data analysis," Economics Letters, Elsevier, volume 117, issue 3, pages 848-850, DOI: 10.1016/j.econlet.2012.09.001.
• Chen, Langnan & Huang, Shoufeng, 2012, "Transmission effects of foreign exchange reserves on price level: Evidence from China," Economics Letters, Elsevier, volume 117, issue 3, pages 870-873, DOI: 10.1016/j.econlet.2012.06.037.
• Rosen, Adam M., 2012, "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 127-137, DOI: 10.1016/j.jeconom.2011.06.011.
• Chesher, Andrew & Smolinski, Konrad, 2012, "IV models of ordered choice," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 33-48, DOI: 10.1016/j.jeconom.2011.06.004.
• Gundersen, Craig & Kreider, Brent & Pepper, John, 2012, "The impact of the National School Lunch Program on child health: A nonparametric bounds analysis," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 79-91, DOI: 10.1016/j.jeconom.2011.06.007.
• Kline, Brendan & Tamer, Elie, 2012, "Bounds for best response functions in binary games," Journal of Econometrics, Elsevier, volume 166, issue 1, pages 92-105, DOI: 10.1016/j.jeconom.2011.06.008.
• Burda, Martin & Harding, Matthew & Hausman, Jerry, 2012, "A Poisson mixture model of discrete choice," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 184-203, DOI: 10.1016/j.jeconom.2011.09.001.
• Fox, Jeremy T. & Kim, Kyoo il & Ryan, Stephen P. & Bajari, Patrick, 2012, "The random coefficients logit model is identified," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 204-212, DOI: 10.1016/j.jeconom.2011.09.002.
• Schennach, Susanne & White, Halbert & Chalak, Karim, 2012, "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 282-302, DOI: 10.1016/j.jeconom.2011.09.041.
• Srisuma, Sorawoot & Linton, Oliver, 2012, "Semiparametric estimation of Markov decision processes with continuous state space," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 320-341, DOI: 10.1016/j.jeconom.2011.10.003.
• Simar, Léopold & Vanhems, Anne, 2012, "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 342-354, DOI: 10.1016/j.jeconom.2011.10.002.
• Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012, "Optimal inference for instrumental variables regression with non-Gaussian errors," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 1-15, DOI: 10.1016/j.jeconom.2011.04.004.
• Lamy, Laurent, 2012, "The econometrics of auctions with asymmetric anonymous bidders," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 113-132, DOI: 10.1016/j.jeconom.2011.10.007.
• Bhattacharya, Debopam & Dupas, Pascaline, 2012, "Inferring welfare maximizing treatment assignment under budget constraints," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 168-196, DOI: 10.1016/j.jeconom.2011.11.007.
• Jenish, Nazgul, 2012, "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 224-239, DOI: 10.1016/j.jeconom.2011.11.008.
• Gagliardini, Patrick & Scaillet, Olivier, 2012, "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 61-75, DOI: 10.1016/j.jeconom.2011.08.006.
• Kristensen, Dennis & Shin, Yongseok, 2012, "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 76-94, DOI: 10.1016/j.jeconom.2011.09.042.
• Fan, Yanqin & Park, Sang Soo, 2012, "Confidence intervals for the quantile of treatment effects in randomized experiments," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 330-344, DOI: 10.1016/j.jeconom.2011.09.019.
• Marmer, Vadim & Shneyerov, Artyom, 2012, "Quantile-based nonparametric inference for first-price auctions," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 345-357, DOI: 10.1016/j.jeconom.2011.09.020.
• Hong, Han & Preston, Bruce, 2012, "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 358-369, DOI: 10.1016/j.jeconom.2011.09.021.
• Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012, "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 370-382, DOI: 10.1016/j.jeconom.2011.09.022.
• 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.
• Sérgio Santos & Carla Amado & Mauro Santos, 2012, "Assessing the efficiency of mother-to-child HIV prevention in low- and middle-income countries using data envelopment analysis," Health Care Management Science, Springer, volume 15, issue 3, pages 206-222, September, DOI: 10.1007/s10729-012-9196-9.
• Gordon Anderson & Oliver Linton & Teng Leo, 2012, "A polarization-cohesion perspective on cross-country convergence," Journal of Economic Growth, Springer, volume 17, issue 1, pages 49-69, March, DOI: 10.1007/s10887-011-9072-3.
• Qiang Cai & Gerard Rushton & Budhendra Bhaduri, 2012, "Validation tests of an improved kernel density estimation method for identifying disease clusters," Journal of Geographical Systems, Springer, volume 14, issue 3, pages 243-264, July, DOI: 10.1007/s10109-010-0146-0.
• Nolwenn Roudaut & Anne Vanhems, 2012, "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, volume 37, issue 2, pages 155-169, April, DOI: 10.1007/s11123-011-0227-1.
• Timo Kuosmanen & Mika Kortelainen, 2012, "Stochastic non-smooth envelopment of data: semi-parametric frontier estimation subject to shape constraints," Journal of Productivity Analysis, Springer, volume 38, issue 1, pages 11-28, August, DOI: 10.1007/s11123-010-0201-3.
• Mark Agee & Scott Atkinson & Thomas Crocker, 2012, "Child maturation, time-invariant, and time-varying inputs: their interaction in the production of child human capital," Journal of Productivity Analysis, Springer, volume 38, issue 1, pages 29-44, August, DOI: 10.1007/s11123-011-0244-0.
• Qiuqiong Huang & Richard Howitt & Scott Rozelle, 2012, "Estimating production technology for policy analysis: trading off precision and heterogeneity," Journal of Productivity Analysis, Springer, volume 38, issue 2, pages 219-233, October, DOI: 10.1007/s11123-012-0272-4.
• Anupam Nanda & Stephen Ross, 2012, "The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study Using Propensity Scores," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 1, pages 88-109, June, DOI: 10.1007/s11146-009-9206-y.
• 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.
• d'Artis Kancs & Boriss Siliverstovs, 2012, "R&D and Non-linear Productivity Growth of Heterogeneous Firms," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 32112.
• 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, DOI: 10.3917/reco.633.0581.
• 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 Dubé & 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.