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

• 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.
• Philippe ADAIR & Youghourta BELLACHE, 2012, "Emploi Et Secteur Informels En Algérie : Déterminants, Segmentation Et Mobilité De La Main-D’Œuvre," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 35, pages 121-149.
• Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2012, "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," The Review of Economics and Statistics, MIT Press, volume 94, issue 2, pages 481-498, May.
• Samuel G. Hanson & Adi Sunderam, 2012, "The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1197-1201, November.
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2012, "A Trick of the (Pareto) Tail," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1206.
• Bontemps, Christophe & Nauges, Céline & Réquillart, Vincent & Simioni, Michel, 2012, "Food Safety Regulation and Firm Productivity:Evidence from the French Food Industry," TSE Working Papers, Toulouse School of Economics (TSE), number 12-275, Jan.
• Vincenzo Verardi & Nicolas Debarsy, 2012, "Robinson's square root of N consistent semiparametric regression estimator in Stata," Stata Journal, StataCorp LLC, volume 12, issue 4, pages 726-735, December.
• 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.
• Liang, Che-Yuan, 2012, "Nonparametric structural estimation of labor supply in the presence of censoring," Journal of Public Economics, Elsevier, volume 96, issue 1, pages 89-103, DOI: 10.1016/j.jpubeco.2011.08.009.
• Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012, "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 369-384, DOI: 10.1016/j.qref.2012.10.002.
• Fesselmeyer, Eric & Le, Kien T. & Seah, Kiat Ying, 2012, "A household-level decomposition of the white–black homeownership gap," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 52-62, DOI: 10.1016/j.regsciurbeco.2011.05.002.
• Añón Higón, Dolores & Manjón Antolín, Miguel, 2012, "Multinationality, foreignness and institutional distance in the relation between R&D and productivity," Research Policy, Elsevier, volume 41, issue 3, pages 592-601, DOI: 10.1016/j.respol.2011.12.007.
• Khan, Walayet & Vieito, João Paulo, 2012, "Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 173-189, DOI: 10.1016/j.iref.2011.09.005.
• Grossmann, Axel & Orlov, Alexei G., 2012, "Exchange rate misalignments in frequency domain," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 185-199, DOI: 10.1016/j.iref.2012.03.001.
• Henderson, Daniel J. & Parmeter, Christopher F., 2012, "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator," Statistics & Probability Letters, Elsevier, volume 82, issue 12, pages 2198-2205, DOI: 10.1016/j.spl.2012.07.020.
• Henderson, Daniel J. & Parmeter, Christopher F., 2012, "Canonical higher-order kernels for density derivative estimation," Statistics & Probability Letters, Elsevier, volume 82, issue 7, pages 1383-1387, DOI: 10.1016/j.spl.2012.03.013.
• Huynh, Kim P. & Petrunia, Robert J. & Voia, Marcel, 2012, "Duration of new firms: The role of startup financial conditions, industry and aggregate factors," Structural Change and Economic Dynamics, Elsevier, volume 23, issue 4, pages 354-362, DOI: 10.1016/j.strueco.2012.03.008.
• Zhang, Rui & Sun, Kai & Delgado, Michael S. & Kumbhakar, Subal C., 2012, "Productivity in China's high technology industry: Regional heterogeneity and R&D," Technological Forecasting and Social Change, Elsevier, volume 79, issue 1, pages 127-141, DOI: 10.1016/j.techfore.2011.08.005.
• Ceccobelli, M. & Gitto, S. & Mancuso, P., 2012, "ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries," Telecommunications Policy, Elsevier, volume 36, issue 4, pages 282-292, DOI: 10.1016/j.telpol.2011.12.012.
• George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2012, "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 3, pages 100-129.
• Weshah Razzak & Elmostafa Bentour, 2012, "Do Developing Countries Benefit from Foreign Direct Investments?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2012_07, Apr.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2012, "Bioenergy and Global Land Use Change," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2012_12, Sep.
• Luis Huesca Reynoso & Martha Beatriz Padilla Arriola, 2012, "Empleo, escolaridad y sector informal en la Frontera Norte de México y Chihuahua: expectativas de ocupación en la crisis," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 57-86, November.
• Jeroen Hinloopen & Rien J.L.M. Wagenvoort & Charles van Marrewijk, 2012, "A k-sample homogeneity test: the Harmonic Weighted Mass index," International Econometric Review (IER), Econometric Research Association, volume 4, issue 1, pages 17-39, April.
• Azza Aziza-Chebil & Eric Delattre & Marc-Arthur Diaye, 2012, "Changements organisationnels dans les entreprises, outils de gestion et risques psychosociaux : une analyse sur données françaises," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 12-11, Sep.
• Enrico Tundis & Enrico Zaninotto & Roberto Gabriele & Sandro Trento, 2012, "Crescita della produttivit?, progresso tecnico e impiego del lavoro nelle imprese manifatturiere italiane: 1996-2006," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, volume 2012, issue 4, pages 25-61.
• Piotr Fiszeder & Witold Orzeszko, 2012, "Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 5, pages 430-449, November.
• Kristýna Ivanková, 2012, "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/13, Jun, revised Jun 2012.
• Yingyao Hu & Arthur Lewbel, 2012, "Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 2, pages 163-192, June.
• Tamminen, Saara & Chang, Han-Hsin, 2012, "Company heterogeneity and mark-up variability," Working Papers, VATT Institute for Economic Research, number 32.
• Mark J. Jensen & John M. Maheu, 2012, "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-06.
• Mark J. Jensen & John M. Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-09.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating high-dimensional dynamic models: sieve value function iteration," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1210, DOI: 10.26509/frbc-wp-201210.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Reno', 2012, "Spot Volatility Estimation Using Delta Sequences," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-10, Jul.
• Tomasz Gerard Czekaj & Arne Henningsen, 2012, "Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2012/12, Oct.
• Bruno Martorano, 2012, "The Impact of Uruguay’s 2007 Tax Reform on Equity and Efficiency," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2012_06.rdf.
• Charlot, S. & Crescenzi, R. & Musolesi, A., 2012, "An 'extended" Knowledge Production Function approach to the genesis of innovation in the European regions," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2012-06.
• Christian K.M. Kingombe, 2012, "Regional Analysis of Eastern Province Feeder Road Project - District level estimation of the Poverty Alleviation Effects of Rural Roads Improvements in Zambia’s Eastern Province," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 10-2012, Jul.
• Dick Nuwamanya Kamuganga, 2012, "In this paper, I use a stratified Cox Proportional Hazard Model to econometrically evaluate the effects of intra-Africa regional trade cooperation and other underlying factors on Africa`s export survival. Using a highly disaggregated dataset of bilat," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2012, Dec.
• Dimitris Korobilis, 2012, "Bayesian forecasting with highly correlated predictors," Working Papers, Business School - Economics, University of Glasgow, number 2012_12, Jul.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00820714, May, DOI: 10.3917/reco.633.0581.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00820721, May, DOI: 10.3917/reco.633.0591.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00662771, Jan.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00694420, Apr.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00825337, Jan.
• Jean-Pierre Florens & Anna Simoni, 2012, "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print, HAL, number hal-00922877, Oct.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2012, "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print, HAL, number hal-00958288, DOI: 10.1016/j.jimonfin.2012.03.003.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Post-Print, HAL, number hal-01386006.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Post-Print, HAL, number hal-01386007.
• Jean-Pierre Florens & Anna Simoni, 2012, "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print, HAL, number hal-03089888, Oct, DOI: 10.1016/j.jeconom.2012.05.016.
• Koen Jochmans, 2012, "The variance of a rank estimator of transformation models," Post-Print, HAL, number hal-03399550, Oct, DOI: 10.1016/j.econlet.2012.05.001.
• Kim Huynh & Robert Petrunia & Marcel Voia, 2012, "Duration of new firms: The role of startup financial conditions, industry and aggregate factors," Post-Print, HAL, number hal-04926622, Dec, DOI: 10.1016/j.strueco.2012.03.008.
• Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Post-Print, HAL, number halshs-00694420, Apr.
• Laurent Lamy, 2012, "The Econometrics of Auctions with asymmetric anonymous bidders," Post-Print, HAL, number halshs-00754606, Jan, DOI: 10.1016/j.jeconom.2011.10.007.
• Laurent Lamy, 2012, "The Econometrics of Auctions with asymmetric anonymous bidders," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754606, Jan, DOI: 10.1016/j.jeconom.2011.10.007.
• Koen Jochmans, 2012, "The variance of a rank estimator of transformation models," Sciences Po Economics Publications (main), HAL, number hal-03399550, Oct, DOI: 10.1016/j.econlet.2012.05.001.
• Raphaël Chiappini, 2012, "Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?," Working Papers, HAL, number hal-00745413, Aug.
• Julien Chevallier & Benoît Sévi, 2012, "On the Stochastic Properties of Carbon Futures Prices," Working Papers, HAL, number halshs-00720166, Mar.
• Mathieu Bunel & Céline Emond & Yannick L'Horty, 2012, "Evaluer les réformes des exonérations générales de cotisations sociales," Working Papers, HAL, number halshs-00736664, Jul.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers, HAL, number halshs-00790688, Jan.
• Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Working Papers, HAL, number halshs-00793203, Jun.
• Mathieu Bunel & Yannick L'Horty, 2012, "The Effects of Reduced Social Security Contributions on Employment: an Evaluation of the 2003 French Reform," Working Papers, HAL, number halshs-00856211.
• Sibbertsen, Philipp & Willert, Juliane, 2012, "Estimating the number of mean shifts under long memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-496, Mar.
• Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi, 2012, "Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency," HUI Working Papers, HUI Research, number 63, Apr.
• de Luna, Xavier & Johansson, Per, 2012, "Testing for nonparametric identification of causal effects in the presence of a quasi-instrument," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2012:14, Jun.
• Li, Yushu, 2012, "Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines," Working Papers, Lund University, Department of Economics, number 2012:13, May.
• Jäntti, Markus & Lindahl, Lena, 2012, "On the variability of income within and across generations," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 3/2012, Feb.
• Chollete, Loran & Ning, Cathy, 2012, "Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve," UiS Working Papers in Economics and Finance, University of Stavanger, number 2012/1, Jan.
• Boris Brodsky & Henry Penikas & Irina Safaryan, 2012, "Copula structural shift identification," HSE Working papers, National Research University Higher School of Economics, number WP BRP 05/FE/2012.
• Yohei Yamamoto, 2012, "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-249, Oct.
• Yohei Yamamoto & Pierre Perron, 2012, "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-250, Oct.
• Bontemps, Christophe & Nauges, Céline & Réquillart, Vincent & Simioni, Michel, 2012, "Food Safety Regulation and Firm Productivity:Evidence from the French Food Industry," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 696, Jan.
• Rafael González-Val & Luis Lanaspa & Fernando Sanz, 2012, "New evidence on Gibrat’s law for cities," Working Papers, Institut d'Economia de Barcelona (IEB), number 2012/18.
• Peter G. Backus, 2012, "Gibrat’s law and legacy for non-profit organisations: a non-parametric analysis," Working Papers, Institut d'Economia de Barcelona (IEB), number 2012/8.
• Hyoungjong Kim & Yitaek Park & Hunchang Lee, 2012, "Regional population structure and changes in South Korea, 1992-2010," Discussion Paper Series, Institute of Economic Research, Korea University, number 1209.
• Yitaek Park & Junghun Seung & Kyeongrok Lee, 2012, "Regional convergence and divergence of the old-age dependency ratio in Korea," Discussion Paper Series, Institute of Economic Research, Korea University, number 1210.
• Xiaohong Chen & . . & Yixiao Sun, 2012, "Sieve inference on semi-nonparametric time series models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/12, Feb.
• Andrew Chesher & Adam Rosen, 2012, "Simultaneous equations for discrete outcomes: coherence, completeness, and identification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/12, Aug.
• Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012, "A nonparametric test of the leverage hypothesis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/12, Sep.
• Oliver Linton & Dajing Shang & Yang Yan, 2012, "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/12, Sep.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/12, Sep.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/12, Sep.
• Paulo Parente & Richard Smith, 2012, "Exogeneity in semiparametric moment condition models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/12, Oct.
• Xiaohong Chen & Jinyong Hahn, 2012, "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/12, Oct.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012, "Intersection bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/12, Oct.
• Andrew Chesher & Adam Rosen, 2012, "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/12, Oct.
• Eric Gautier & Stefan Hoderlein, 2012, "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/12, Dec.
• Stefan Hoderlein & Robert Sherman, 2012, "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/12, Dec.
• Mathieu Bunel & Yannick L'Horty, 2012, "The Effects of Reduced Social Security Contributions on Employment: An Evaluation of the 2003 French Reform," Fiscal Studies, Institute for Fiscal Studies, volume 33, issue 3, pages 371-398, September, DOI: j.1475-5890.2012.00165.x.
• Richard Blundell & Martin Browning & Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen, 2012, "Sharp for SARP: Nonparametric bounds on the behavioural and welfare effects of price changes," IFS Working Papers, Institute for Fiscal Studies, number W12/14, Sep.
• Pelenis, Justinas, 2012, "Bayesian Semiparametric Regression," Economics Series, Institute for Advanced Studies, number 285, Apr.
• Koray KALAFATCILAR & Ahmet DEĞERLİ & Cem Okan TUNCEL, 2012, "Ham petrol getiri eğrisi ve spekülasyonun rolü :2003-08 dönemine yakından bir bakış," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 316, pages 33-52.
• Kentaro Kikuchi & Kohei Shintani, 2012, "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-04, Apr.
• Kentaro Kikuchi & Kohei Shintani, 2012, "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 30, pages 75-122, November.
• Nikolaus Umlauf & Daniel Adler & Thomas Kneib & Stefan Lang & Achim Zeileis, 2012, "Structured Additive Regression Models: An R Interface to BayesX," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2012-10, May.
• Giuseppe Coco & Raffaele Lagravinese, 2012, "Incentive Effects on Efficiency in Education Systems’ Performance," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 270, Oct.
• Núñez-Mora, José A. & Martínez Reyes, Carlos A., 2012, "Nonparametric Specification Testing for Continuous Time Models for Interest Rates in Mexico," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 14, pages 7-27, primer se.
• d'Artis Kancs & Boriss Siliverstovs, 2012, "R&D and Non-Linear Productivity Growth of Heterogeneous Firms," JRC Research Reports, Joint Research Centre, number JRC77247, Dec.