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

• 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.
• 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.
• 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 Services on Survivability of Newly Established Fir," 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.