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

• 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.
• 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.
• Andreas Chai & Alessio Moneta, 2012, "Back to Engel? Some evidence for the hierarchy of needs," Journal of Evolutionary Economics, Springer, volume 22, issue 4, pages 649-676, September, DOI: 10.1007/s00191-012-0283-3.
• Aurea Grané & Helena Veiga, 2012, "Asymmetry, realised volatility and stock return risk estimates," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 2, pages 147-164, August, DOI: 10.1007/s10258-012-0081-8.
• Hyun Kim & Yong-seong Kim & Myoung-jae Lee, 2012, "Treatment effect analysis of early reemployment bonus program: panel MLE and mode-based semiparametric estimator for interval truncation," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 3, pages 189-209, December, DOI: 10.1007/s10258-012-0084-5.
• Matthew A. Shapiro & Han Woo Park, 2012, "Regional development in South Korea: accounting for research area in centrality and networks," Scientometrics, Springer;Akadémiai Kiadó, volume 90, issue 1, pages 271-287, January, DOI: 10.1007/s11192-011-0498-3.
• Anders Björklund & Markus Jäntti & John Roemer, 2012, "Equality of opportunity and the distribution of long-run income in Sweden," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 39, issue 2, pages 675-696, July, DOI: 10.1007/s00355-011-0609-3.
• John Einmahl & Maria Gantner, 2012, "Testing for bivariate spherical symmetry," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 21, issue 1, pages 54-73, March, DOI: 10.1007/s11749-011-0235-5.
• Nanditha Mathew, 2012, "Drivers of Firm Growth: Micro-evidence from Indian Manufacturing," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2012/24, Dec.
• Martin Gustafsson, 2012, "More countries, similar results. A nonlinear programming approach to normalising test scores needed for growth regressions," Working Papers, Stellenbosch University, Department of Economics, number 12/2012.
• Chiara Peroni, 2012, "Testing linearity in term structures," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 8, pages 651-666, April, DOI: 10.1080/09603107.2011.621882.
• Michael Zschille & Matthias Walter, 2012, "The performance of German water utilities: a (semi)-parametric analysis," Applied Economics, Taylor & Francis Journals, volume 44, issue 29, pages 3749-3764, October, DOI: 10.1080/00036846.2011.581215.
• Heather L. R. Tierney, 2012, "Examining the ability of core inflation to capture the overall trend of total inflation," Applied Economics, Taylor & Francis Journals, volume 44, issue 4, pages 493-514, February, DOI: 10.1080/00036846.2010.508732.
• Alessandra Luati & Tommaso Proietti & Marco Reale, 2012, "The Variance Profile," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 607-621, June, DOI: 10.1080/01621459.2012.682832.
• Alberto Abadie & Guido W. Imbens, 2012, "A Martingale Representation for Matching Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 498, pages 833-843, June, DOI: 10.1080/01621459.2012.682537.
• Brent Kreider & John V. Pepper & Craig Gundersen & Dean Jolliffe, 2012, "Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 499, pages 958-975, September, DOI: 10.1080/01621459.2012.682828.
• Paul S. Clarke & Frank Windmeijer, 2012, "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 500, pages 1638-1652, December, DOI: 10.1080/01621459.2012.734171.
• Pascal Lavergne & Valentin Patilea, 2012, "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 41-52, DOI: 10.1198/jbes.2011.07152.
• Arthur Lewbel, 2012, "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 67-80, DOI: 10.1080/07350015.2012.643126.
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2012, "Integer-valued L�vy processes and low latency financial econometrics," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 4, pages 587-605, January, DOI: 10.1080/14697688.2012.664935.
• Arnab Bhattacharjee & Eduardo Castro & João Marques, 2012, "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Spatial Economic Analysis, Taylor & Francis Journals, volume 7, issue 1, pages 133-167, March, DOI: 10.1080/17421772.2011.647058.
• Mathieu Bunel & Céline Emond & Yannick L'Horty, 2012, "Evaluer les réformes des exonérations générales de cotisations sociales," TEPP Research Report, TEPP, number 2012-04.
• Matthieu Bunel & Yannick L'Horty, 2012, "The Effects of Reduced Social Security Contributions on Employment: an Evaluation of the 2003 French Reform," TEPP Working Paper, TEPP, number 2012-12.
• Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz, 2012, "Identification of treatment effects in a triangular system of equations," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130910, Oct, revised Oct 2012.
• Nianqing Liu & Quang Vuong & Haiqing Xu, 2012, "Rationalization and Identification of Discrete Games with Correlated Types," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130915, Nov.
• Sukjin Han, 2012, "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 140414, Jun, revised Apr 2014.
• Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2012, "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers Series, Institute for New Economic Thinking, number 20, Oct, DOI: 10.2139/ssrn.2682713.
• Jiangyu Ji & Andre Lucas, 2012, "A New Semiparametric Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-055/2/DSF35, May.
• Francisco Blasques, 2012, "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-133/III, Dec.
• Blundell, R. & Browning, M. & Cherchye, L.J.H. & Crawford, I. & de Rock, B. & Vermeulen, F.M.P., 2012, "Sharp for SARP : Nonparametric Bounds on the Behavioural and Welfare Effects of Price Changes," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-065.
• Khmaladze, E.V., 2012, "On Distribution Free Test for Discrete Distributions and an Extension to Continuous Time," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-028.
• Cherchye, L.J.H. & de Rock, B. & Lewbel, A. & Vermeulen, F.M.P., 2012, "Sharing Rule Identification for General Collective Consumption Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-041.
• Hallin, M. & van den Akker, R. & Werker, B.J.M., 2012, "Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-089.
• Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012, "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-080.
• Einmahl, J.H.J. & Gantner, M., 2012, "The half-half plot," Other publications TiSEM, Tilburg University, School of Economics and Management, number 00018d48-5993-467c-a585-9.
• Blundell, R. & Browning, M. & Cherchye, L.J.H. & Crawford, I. & de Rock, B. & Vermeulen, F.M.P., 2012, "Sharp for SARP : Nonparametric Bounds on the Behavioural and Welfare Effects of Price Changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1e94e45e-af56-4cbb-8f0f-7.
• Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012, "An M-estimator for tail dependence in arbitrary dimensions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7d447c58-3e8f-4387-b36b-e.
• Cherchye, L.J.H. & de Rock, B. & Lewbel, A. & Vermeulen, F.M.P., 2012, "Sharing Rule Identification for General Collective Consumption Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 85b0335e-1b56-4cbb-95fe-e.
• Hallin, M. & van den Akker, R. & Werker, B.J.M., 2012, "Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number bc68a2f2-3ca3-443c-b3ac-f.
• Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012, "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Other publications TiSEM, Tilburg University, School of Economics and Management, number e96e039f-cb6b-4cd5-805b-5.
• Einmahl, J.H.J. & Gantner, M., 2012, "Testing for bivariate spherical symmetry," Other publications TiSEM, Tilburg University, School of Economics and Management, number f02b446f-b69b-45bb-b39d-2.
• Kui-Wai Li, 2012, "Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-839, Jan.
• Mark J Jensen & John M Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers, University of Toronto, Department of Economics, number tecipa-453, Apr.
• Mark J Jensen & John M Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," Working Papers, University of Toronto, Department of Economics, number tecipa-458, Jun.
• Simar, Léopold & Vanhems, Anne & Wilson, Paul W., 2012, "Statistical inference for DEA estimators of directional distances," European Journal of Operational Research, Elsevier, volume 220, issue 3, pages 853-864, DOI: 10.1016/j.ejor.2012.02.030.
• Krüger, Jens J., 2012, "A Monte Carlo study of old and new frontier methods for efficiency measurement," European Journal of Operational Research, Elsevier, volume 222, issue 1, pages 137-148, DOI: 10.1016/j.ejor.2012.04.026.
• Brissimis, Sophocles N. & Zervopoulos, Panagiotis D., 2012, "Developing a step-by-step effectiveness assessment model for customer-oriented service organizations," European Journal of Operational Research, Elsevier, volume 223, issue 1, pages 226-233, DOI: 10.1016/j.ejor.2012.06.003.
• Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012, "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 162-174, DOI: 10.1016/j.jempfin.2011.09.001.
• Gospodinov, Nikolay & Hirukawa, Masayuki, 2012, "Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 595-609, DOI: 10.1016/j.jempfin.2012.04.001.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 610-625, DOI: 10.1016/j.jempfin.2012.04.002.
• Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012, "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 741-761, DOI: 10.1016/j.jempfin.2012.08.003.
• Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral, 2012, "Estimation of elasticity price of electricity with incomplete information," Energy Economics, Elsevier, volume 34, issue 3, pages 627-633, DOI: 10.1016/j.eneco.2011.03.008.
• Mekaroonreung, Maethee & Johnson, Andrew L., 2012, "Estimating the shadow prices of SO2 and NOx for U.S. coal power plants: A convex nonparametric least squares approach," Energy Economics, Elsevier, volume 34, issue 3, pages 723-732, DOI: 10.1016/j.eneco.2012.01.002.
• Gupta, Eshita, 2012, "Global warming and electricity demand in the rapidly growing city of Delhi: A semi-parametric variable coefficient approach," Energy Economics, Elsevier, volume 34, issue 5, pages 1407-1421, DOI: 10.1016/j.eneco.2012.04.014.
• Hassouneh, Islam & Serra, Teresa & Goodwin, Barry K. & Gil, José M., 2012, "Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships," Energy Economics, Elsevier, volume 34, issue 5, pages 1507-1513, DOI: 10.1016/j.eneco.2012.06.027.
• Ullrich, Carl J., 2012, "Realized volatility and price spikes in electricity markets: The importance of observation frequency," Energy Economics, Elsevier, volume 34, issue 6, pages 1809-1818, DOI: 10.1016/j.eneco.2012.07.003.
• Haugom, Erik & Ullrich, Carl J., 2012, "Forecasting spot price volatility using the short-term forward curve," Energy Economics, Elsevier, volume 34, issue 6, pages 1826-1833, DOI: 10.1016/j.eneco.2012.07.017.
• Kuosmanen, Timo, 2012, "Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model," Energy Economics, Elsevier, volume 34, issue 6, pages 2189-2199, DOI: 10.1016/j.eneco.2012.03.005.
• Delis, Manthos D. & Tran, Kien C. & Tsionas, Efthymios G., 2012, "Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 57-68, DOI: 10.1016/j.jfs.2011.04.002.
• Schechtman, Ricardo & Gaglianone, Wagner Piazza, 2012, "Macro stress testing of credit risk focused on the tails," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 174-192, DOI: 10.1016/j.jfs.2011.10.003.
• Hall, Maximilian J.B. & Kenjegalieva, Karligash A. & Simper, Richard, 2012, "Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis," Global Finance Journal, Elsevier, volume 23, issue 3, pages 184-201, DOI: 10.1016/j.gfj.2012.10.004.
• Tong, Bin & Wu, Chongfeng & Xu, Weidong, 2012, "Risk concentration of aggregated dependent risks: The second-order properties," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 139-149, DOI: 10.1016/j.insmatheco.2011.11.002.
• Del Brio, Esther B. & Perote, Javier, 2012, "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 531-537, DOI: 10.1016/j.insmatheco.2012.07.005.
• Naraidoo, Ruthira & Paya, Ivan, 2012, "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 446-455, DOI: 10.1016/j.ijforecast.2011.04.006.
• Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2012, "Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2804-2823, DOI: 10.1016/j.jbankfin.2012.06.014.
• Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin, 2012, "Two to tangle: Financial development, political instability and economic growth in Argentina," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 290-304, DOI: 10.1016/j.jbankfin.2011.07.011.
• Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih, 2012, "International diversification: An extreme value approach," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 871-885, DOI: 10.1016/j.jbankfin.2011.09.015.
• Decancq, Koen, 2012, "Elementary multivariate rearrangements and stochastic dominance on a Fréchet class," Journal of Economic Theory, Elsevier, volume 147, issue 4, pages 1450-1459, DOI: 10.1016/j.jet.2011.11.001.
• Ang, Andrew & Kristensen, Dennis, 2012, "Testing conditional factor models," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 132-156, DOI: 10.1016/j.jfineco.2012.04.008.
• Bernoth, Kerstin & Erdogan, Burcu, 2012, "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 639-656, DOI: 10.1016/j.jimonfin.2011.10.006.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1607-1626, DOI: 10.1016/j.jimonfin.2012.03.003.
• Wolters, Maik H., 2012, "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 342-361, DOI: 10.1016/j.jmacro.2011.12.004.
• Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012, "Difference based ridge and Liu type estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, volume 105, issue 1, pages 164-175, DOI: 10.1016/j.jmva.2011.08.018.
• Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K., 2012, "Bootstrap confidence bands and partial linear quantile regression," Journal of Multivariate Analysis, Elsevier, volume 107, issue C, pages 244-262, DOI: 10.1016/j.jmva.2012.01.020.
• Pouliakas, Konstantinos & Theodossiou, Ioannis, 2012, "Rewarding carrots and crippling sticks: Eliciting employee preferences for the optimal incentive design," Journal of Economic Psychology, Elsevier, volume 33, issue 6, pages 1247-1265, DOI: 10.1016/j.joep.2012.08.006.
• Alagidede, Paul & Coleman, Simeon & Cuestas, Juan Carlos, 2012, "Inflationary shocks and common economic trends: Implications for West African monetary union membership," Journal of Policy Modeling, Elsevier, volume 34, issue 3, pages 460-475, DOI: 10.1016/j.jpolmod.2011.10.001.
• Gaure, Simen & Røed, Knut & Westlie, Lars, 2012, "Job search incentives and job match quality," Labour Economics, Elsevier, volume 19, issue 3, pages 438-450, DOI: 10.1016/j.labeco.2012.04.001.
• Galdo, Jose & Chong, Alberto, 2012, "Does the quality of public-sponsored training programs matter? Evidence from bidding processes data," Labour Economics, Elsevier, volume 19, issue 6, pages 970-986, DOI: 10.1016/j.labeco.2012.08.001.