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," 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.
• d'Artis Kancs & Boriss Siliverstovs, 2012, "R&D and Non-Linear Productivity Growth of Heterogeneous Firms," JRC Working Papers on Corporate R&D and Innovation, Joint Research Centre, number 2012-06, Dec.
• Peter Claeys & Borek Vašícek, 2012, "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201219, Nov, revised Nov 2012.
• LOPES BENTO Cindy & HOTTENROTT Hanna, 2012, "(International) R&D Collaboration and SMEs: The effectiveness of targeted public R&D support schemes," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2012-36, Oct.
• Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean, 2012, "Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation is Endogenous and Misreported," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 13124, Sep.
• Gundersen, Craig & Kreider, Brent & Pepper, John, 2012, "The impact of the National School Lunch Program on child health: A nonparametric bounds analysis," ISU General Staff Papers, Iowa State University, Department of Economics, number 201201010800001255, Jan.
• Kreider, Brent & Pepper, John & Gundersen, Craig & Jolliffe, Dean, 2012, "Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported," ISU General Staff Papers, Iowa State University, Department of Economics, number 201201010800001632, Jan.
• González de San Román, Ainara & de la Rica, Sara, 2012, "Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes," IZA Discussion Papers, IZA Network @ LISER, number 6338, Feb.
• Canavire Bacarreza, Gustavo J. & Hanauer, Merlin M., 2012, "Estimating the Impacts of Bolivia's Protected Areas on Poverty," IZA Discussion Papers, IZA Network @ LISER, number 6341, Feb.
• Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai, 2012, "Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach," IZA Discussion Papers, IZA Network @ LISER, number 6351, Feb.
• Rothe, Christoph & Wied, Dominik, 2012, "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers, IZA Network @ LISER, number 6364, Feb.
• Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C., 2012, "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," IZA Discussion Papers, IZA Network @ LISER, number 6447, Mar.
• Fitzenberger, Bernd & Furdas, Marina, 2012, "Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 6465, Apr.
• Cherchye, Laurens & De Rock, Bram & Lewbel, Arthur & Vermeulen, Frederic, 2012, "Sharing Rule Identification for General Collective Consumption Models," IZA Discussion Papers, IZA Network @ LISER, number 6571, May.
• Arabsheibani, Reza & Staneva, Anita, 2012, "Is There an Informal Employment Wage Premium? Evidence from Tajikistan," IZA Discussion Papers, IZA Network @ LISER, number 6727, Jul.
• Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012, "A Simple Method to Visualize Results in Nonlinear Regression Models," IZA Discussion Papers, IZA Network @ LISER, number 6781, Aug.
• Caliendo, Marco & Künn, Steffen, 2012, "Getting Back into the Labor Market: The Effects of Start-Up Subsidies for Unemployed Females," IZA Discussion Papers, IZA Network @ LISER, number 6830, Aug.
• Henderson, Daniel J. & Maasoumi, Esfandiar, 2012, "Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment," IZA Discussion Papers, IZA Network @ LISER, number 6874, Sep.
• Delgado, Michael S. & Henderson, Daniel J. & Parmeter, Christopher F., 2012, "Does Education Matter for Economic Growth?," IZA Discussion Papers, IZA Network @ LISER, number 7089, Dec.
• Wang, Le, 2012, "Estimating Returns to Education when the IV Sample is Selective," IZA Discussion Papers, IZA Network @ LISER, number 7103, Dec.
• Black, Sandra E. & Devereux, Paul J. & Salvanes, Kjell G., 2012, "Losing Heart? The Effect of Job Displacement on Health," IZA Discussion Papers, IZA Network @ LISER, number 7117, Dec.
• Shuaizhang Feng & Yingyao Hu, 2012, "Misclassification Errors and the Underestimation of the U.S. Unemployment Rate," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 595, May.
• Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul, 2012, "The Effectiveness of Public Sponsored Training Revisited: The Importance of Data and Methodological Choices," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2012-09, Aug.
• David E. Card & David S. Lee & Zhuan Pei & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2012-14, Nov.
• William Barnett & Unal Eryilmaz, 2012, "An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201210, Aug, revised Aug 2012.
• William Barnett & Yijun He, 2012, "Bifurcations in Continuous-Time Macroeconomic Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201226, Sep, revised Sep 2012.
• William Barnett & Yijun He, 2012, "Unsolved Econometric Problems In Nonlinearity, Chaos, And Bifurcation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201231, Sep, revised Sep 2012.
• Mark Podolskij & Mathieu Rosenbaum, 2012, "Testing the local volatility assumption: a statistical approach," Annals of Finance, Springer, volume 8, issue 1, pages 31-48, February, DOI: 10.1007/s10436-011-0180-z.
• Per Mykland, 2012, "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, volume 8, issue 2, pages 235-258, May, DOI: 10.1007/s10436-010-0152-8.
• Lan Zhang, 2012, "Implied and realized volatility: empirical model selection," Annals of Finance, Springer, volume 8, issue 2, pages 259-275, May, DOI: 10.1007/s10436-010-0168-0.
• José Figueroa-López, 2012, "Statistical estimation of Lévy-type stochastic volatility models," Annals of Finance, Springer, volume 8, issue 2, pages 309-335, May, DOI: 10.1007/s10436-010-0150-x.
• Alexandra Chronopoulou & Frederi Viens, 2012, "Estimation and pricing under long-memory stochastic volatility," Annals of Finance, Springer, volume 8, issue 2, pages 379-403, May, DOI: 10.1007/s10436-010-0156-4.
• Francesco Audrino, 2012, "What Drives Short Rate Dynamics? A Functional Gradient Descent Approach," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 3, pages 315-335, March, DOI: 10.1007/s10614-011-9310-y.
• Göran Kauermann & Timo Teuber & Peter Flaschel, 2012, "Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 4, pages 409-427, April, DOI: 10.1007/s10614-011-9262-2.
• Jin Lee, 2012, "Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 2, pages 183-202, August, DOI: 10.1007/s10614-011-9270-2.
• Roberto Basile & Alessandro Girardi & Marianna Mantuano & Francesco Pastore, 2012, "Sectoral shifts, diversification and regional unemployment: evidence from local labour systems in Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 39, issue 4, pages 525-544, November, DOI: 10.1007/s10663-012-9198-3.
• 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.
• D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh, 2012, "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-19, May.
• D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-24, Oct.
• Daniel L. Millimet & Le Wang, 2011, "Is the Quantity-Quality Trade-Off a Trade-Off for All, None, or Some?," Economic Development and Cultural Change, University of Chicago Press, volume 60, issue 1, pages 155-195, DOI: 10.1086/661216.
• Pierre Dubois & Alain de Janvry & Elisabeth Sadoulet, 2012, "Effects on School Enrollment and Performance of a Conditional Cash Transfer Program in Mexico," Journal of Labor Economics, University of Chicago Press, volume 30, issue 3, pages 555-589, DOI: 10.1086/664928.
• Juan Díaz & Tomás Rau & Jorge Rivera, 2012, "A matching estimator based on a bi-level optimization problem," Working Papers, University of Chile, Department of Economics, number wp351, Mar.
• Ana Inés Balsa & Patricia Triunfo, 2012, "¿Son los cuidados prenatales efectivos? Un enfoque con datos individuales de panel," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0612, Jun.
• Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría, 2012, "Distance and Political Boundaries:Estimating Border Effects under Inequality Constraints," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1012, Aug.
• Massimiliano Mazzanti & Antonio Musolesi, 2012, "The heterogeneity of Carbon Kuznets Curves for advanced countries. Comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators," Working Papers, University of Ferrara, Department of Economics, number 201206, Apr.
• Eirini-Christina Saloniki & Amanda Gosling, 2012, "Point identification in the presence of measurement error in discrete variables: application - wages and disability," Studies in Economics, School of Economics, University of Kent, number 1214, Nov.
• Laurens Cherchye & Bram De Rock & Vincenzo Platino, 2013, "Private versus public consumption within groups: testing the nature of goods from aggregate data," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/131703.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2012, "Collective Household Consumption Behavior: Revealed Preference Analysis," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/132517.
• Xi CHEN, 2012, "Estimation of the CES Production Function with Biased Technical Change: A Control Function Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2012-20.
• Machin, S. & Marie, O. & Vujic, S., 2012, "Youth crime and education expansion," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 036, Jan, DOI: 10.26481/umamet.2012036.
• Azomahou, Theophile & Diene, Bity & Diene, Mbaye, 2012, "Nonlinearities in productivity growth: A semi-parametric panel analysis," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2012-046.
• Audrino, Francesco & Meier, Pirmin, 2012, "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1210, Apr.
• Huber, Martin & Mellace, Giovanni, 2012, "Relaxing monotonicity in the identification of local average treatment effects," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1212, May.
• Huber, Martin, 2012, "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1213, May, revised May 2013.
• Fengler, Matthias & Okhrin, Ostap, 2012, "Realized Copula," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1214, May.
• Marcello Basili & Filippo Belloc & Simona Benedettini & Antonio Nicita, 2012, "Warning, Learning and Compliance: Evidence from Micro-data on Driving Behavior," Department of Economics University of Siena, Department of Economics, University of Siena, number 639, May.
• Silvia Ferrini & Carlo Fezzi, 2012, "Generalized Additive Models for Nonmarket Valuation via Revealed or Stated Preference Methods," Land Economics, University of Wisconsin Press, volume 88, issue 4, pages 782-802.
• Renzo Derosas & Marco Breschi & Alessio Fornasin & Matteo Manfredini & Cristina Munno, 2012, "Between Constraints and Coercion. Marriage and Social Reproduction in Northern and central Italy, 18th-19th Centuries," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_02.
• Roberto Savona & Marika Vezzoli, 2012, "Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_26.
• Massimiliano AGOVINO & Agnese RAPPOSELLI, 2012, "Employment of Disabled People According to Law 68/1999. A Multidimensional Analysis at Regional Level," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 120, issue 1, pages 3-24.
• Dekker, T. & Koster, P.R. & Brouwer, R., 2012, "Changing with the tide: Semi-parametric estimation of preference dynamics," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0005.
• Paweł Strawiński, 2012, "Small sample properties of matching with caliper," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-13.
• Aleksandra Kolasa, 2012, "Life Cycle Income and Consumption Patterns in Transition," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-17.
• Hugo Ñopo & Nancy Daza & Johanna Ramos, 2012, "Gender Earnings Gaps in the World," World Bank Publications - Reports, The World Bank Group, number 9114.
• Sumon Bhaumik & Ralitza Dimova & Subal C. Kumbhakar & Kai Sun, 2012, "Does Institutional Quality Affect Firm Performance? Insights from a Semi-Parametric Approach," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1029, Feb.
• Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva, 2012, "Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 105, Dec.
• Monica Andini & Guido de Blasio, 2012, "Local Development that Money Can’t Buy: Italy’s Contratti di Programma," ERSA conference papers, European Regional Science Association, number ersa12p464, Oct.
• Nicola Pontarollo & Elisa Montresor & Francesco Pecci, 2012, "Sectoral productivity convergence between European regions: does space matter?," ERSA conference papers, European Regional Science Association, number ersa12p559, Oct.
• Roberto Basile & Luigi Benfratello & Davide Castellani, 2012, "Geoadditive models for regional count data: an application to industrial location," ERSA conference papers, European Regional Science Association, number ersa12p83, Oct.
• Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012, "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 15, issue 1, pages 56-100, February, DOI: j.1368-423X.2011.00361.x.
• Jean‐Pierre Florens & Jan Johannes & Sébastien Van Bellegem, 2012, "Instrumental regression in partially linear models," Econometrics Journal, Royal Economic Society, volume 15, issue 2, pages 304-324, June.
• Dennis Kristensen, 2012, "Non‐parametric detection and estimation of structural change," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 420-461, October, DOI: j.1368-423X.2012.00378.x.
• Tue Gørgens & Allan Würtz, 2012, "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 462-489, October, DOI: j.1368-423X.2012.00382.x.
• Michael Creel & Dennis Kristensen, 2012, "Estimation of dynamic latent variable models using simulated non‐parametric moments," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 490-515, October, DOI: j.1368-423X.2012.00387.x.
• Yingyao Hu & Geert Ridder, 2012, "Estimation of nonlinear models with mismeasured regressors using marginal information," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 3, pages 347-385, April.
• Nikolaus Hautsch & Lada M. Kyj & Roel C. A. Oomen, 2012, "A blocking and regularization approach to high‐dimensional realized covariance estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 625-645, June.
• Christina Beneki & Bruno Eeckels & Costas Leon, 2012, "Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 5, pages 391-400, August.
• Cosmin Eugen ENACHE, 2012, "The efficiency of expenditure-related redistributive policies in the European countries," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 5, issue 18, pages 380-394.
• Stefan Trück & Wolfgang Härdle & Rafal Weron, 2012, "The relationship between spot and futures CO2 emission allowance prices in the EU-ETS," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/02.
• Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012, "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers, Department of Economics, West Virginia University, number 13-05, Aug.
• Habert white & Tae-Hwan Kim & Simone Manganelli, 2012, "VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2012rwp-45, Aug.
• Paul S. Clarke; & Tom M. Palmer; & Frank Windmeijer, 2012, "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 12/23, Feb.
• Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan, 2012, "The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 12/24, Aug.
• Bosma, Jakob & Koetter, Michael & Wedow, Michael, 2012, "Credit risk connectivity in the financial industry and stabilization effects of government bailouts," Discussion Papers, Deutsche Bundesbank, number 16/2012.
• Matros, Philipp & Vilsmeier, Johannes, 2012, "Measuring option implied degree of distress in the US financial sector using the entropy principle," Discussion Papers, Deutsche Bundesbank, number 30/2012.
• Gaul, Jürgen & Theissen, Erik, 2012, "A partially linear approach to modelling the dynamics of spot and futures prices," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-01.
• Ben Abdelkader, Ines & Hathroubi, Salem & Ben Jemaa, Mohamed Mekki, 2012, "Microfinance Institutions’ Efficiency in the MENA region: a Bootstrap-DEA approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 69525.
• Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012, "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 192.
• Völker, Florian & Cremers, Heinz & Panzer, Christof, 2012, "Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 198.