Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2011
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2011, "Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance," KIER Working Papers, Kyoto University, Institute of Economic Research, number 755, Jan.
- Justo de Jorge Moreno & Leopoldo Laborda Castillo & Fernando Merino de Lucas, 2011, "La empresa industrial de América Latina: Análisis de la eficiencia mediante grupos estratégicos," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, pages 165-192, January-D.
- Juan Ignacio Zoloa, 2011, "Los Cambios en la Distribución del Ingreso de Argentina entre 1998 Y 2005: Un Análisis de Microdescomposiciones Utilizando Información de Paneles," Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, number 086, Jun.
- Jorge Barrientos & Juan Gallego & Juan Saldarriaga, 2011, "he Engel Curve for Health Services in Colombia: A Semiparametric Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 74, pages 203-229.
- Elkin Castaño, 2011, "A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 89-106.
- Thomas Masterson, 2011, "Quality of Match for Statistical Matches Used in the 1995 and 2005 LIMEW Estimates for Great Britain," Economics Working Paper Archive, Levy Economics Institute, number wp_663, Mar.
- Thomas Masterson, 2011, "Quality of Match for Statistical Matches Used in the 1989 and 2000 LIMEW Estimates for France," Economics Working Paper Archive, Levy Economics Institute, number wp_676, Jul.
- Thomas Masterson, 2011, "Quality of Match for Statistical Matches Used in the Development of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico," Economics Working Paper Archive, Levy Economics Institute, number wp_692, Oct.
- Stéphane GOUTTE & Benteng Zou, 2011, "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-16.
- Angela Cipollone & Marcella Corsi & Carlo D'ippoliti, 2011, "Knowledge and Job Opportunities in a Gender Perspective: Insights from Italy," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1103.
- Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis, 2011, "Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece," Discussion Paper Series, Department of Economics, University of Macedonia, number 2011_16, Nov, revised Nov 2011.
- Jan Hagemejer & Joanna Tyrowicz, 2011, "Not All That Glitters," Eastern European Economics, Taylor & Francis Journals, volume 49, issue 3, pages 89-111, May.
- Rachel Male, 2011, "Developing Country Business Cycles: Characterizing the Cycle," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0, pages 20-39, May.
- Evžen Kocenda & Martin Vojtek, 2011, "Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 6, pages 80-98, November.
- Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter, 2011, "Does Education Matter for Economic Growth?," Working Papers, University of Miami, Department of Economics, number 2011-13.
- Daniel J. Henderson & Christopher F. Parmeter, 2011, "Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator," Working Papers, University of Miami, Department of Economics, number 2011-15, Sep.
- Shahram Amini & Michele Battisti & Christopher F. Parmeter, 2011, "Decomposing The Conditional Variance of Cross-Country Output," Working Papers, University of Miami, Department of Economics, number 2011-18, Dec.
- Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011, "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 070, Aug.
- Christoph Engel & Michael Kurschilgen, 2011, "The Coevolution of Behavior and Normative Expectations. Customary Law in the Lab," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2011_32, Dec.
- Christophe Boucher & Bertrand Maillet, 2011, "Detrending Persistent Predictors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11019, Mar.
- Christophe Boucher & Bertrand Maillet, 2011, "The Riskiness of Risk Models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11020, Mar.
- Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011, "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11064, Oct.
- Rob J Hyndman & Heather Booth & Farah Yasmeen, 2011, "Coherent mortality forecasting: the product-ratio method with functional time series models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/11, Feb.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011, "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/11, Aug.
- Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011, "Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/11, Aug.
- Jia Chen & Jiti Gao & Degui Li, 2011, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/11, Sep.
- Jiti Gao & Degui Li & Dag Tjøstheim, 2011, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/11, Sep.
- Jia Chen & Jiti Gao & Degui Li, 2011, "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/11, Sep.
- Jia Chen & Jiti Gao & Degui Li, 2011, "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/11, Sep.
- Degui Li & Zudi Lu & Oliver Linton, 2011, "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/11, Sep.
- Pipat Wongsaart & Jiti Gao, 2011, "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/11, Sep.
- Chaohua Dong & Jiti Gao, 2011, "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/11, Sep.
- Jiti Gao & Maxwell King, 2011, "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/11, Sep.
- Jiti Gao & Dag Tjøstheim & Jiying Yin, 2011, "Estimation in threshold autoregressive models with a stationary and a unit root regime," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/11, Sep.
- Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
- Matteo Ceccobelli & Simone Gitto & Paolo Mancuso, 2011, "ICT and Growth: A DEA Analysis of 14 OECD Countries," L'industria, Società editrice il Mulino, issue 3, pages 435-454.
- Vincenzo Lombardo, 2011, "Growth and Inequality Effects on Poverty Reduction in Italy," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 241-280.
- Silvia Dal Bianco, 2011, "Reassessing Cross-Regional Convergence in Italy through Distribution Dynamics," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 431-476.
- Vincenzo Verardi & Nicolas Debarsy, 2011, "Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata," Working Papers, University of Namur, Department of Economics, number 1110, Mar.
- Rachael E. Goodhue & Carlo Russo, 2011, "Modeling Processor Market Power and the Incidence of Agricultural Policy: A Nonparametric Approach," NBER Chapters, National Bureau of Economic Research, Inc, "The Intended and Unintended Effects of US Agricultural and Biotechnology Policies".
- Kyoo il Kim & Amil Petrin, 2011, "A New Control Function Approach for Non-Parametric Regressions with Endogenous Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 16679, Jan.
- Rachael E. Goodhue & Carlo Russo, 2011, "Modeling Processor Market Power and the Incidence of Agricultural Policy: A Non-parametric Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16706, Jan.
- Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2011, "Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)," NBER Working Papers, National Bureau of Economic Research, Inc, number 16928, Apr.
- Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski, 2011, "Quantile Regression with Censoring and Endogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 16997, Apr.
- Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price, 2011, "Empirical Implementation of Nonparametric First-Price Auction Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17095, May.
- John P. Papay & John B. Willett & Richard J. Murnane, 2011, "High-School Exit Examinations and the Schooling Decisions of Teenagers: A Multi-Dimensional Regression-Discontinuity Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 17112, Jun.
- Òscar Jordà & Alan M. Taylor, 2011, "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17150, Jun.
- Jeremy T. Fox & Kyoo il Kim, 2011, "A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17283, Aug.
- Alan I. Barreca & Jason M. Lindo & Glen R. Waddell, 2011, "Heaping-Induced Bias in Regression-Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 17408, Sep.
- Andrew Ang & Dennis Kristensen, 2011, "Testing Conditional Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17561, Nov.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011, "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 17621, Nov.
- Torben Kuhlenkasper & Max Friedrich Steinhardt, 2011, "Unemployment Duration in Germany – A comprehensive study with dynamic hazard models and P-Splines," Norface Discussion Paper Series, Norface Research Programme on Migration, Department of Economics, University College London, number 2011018, Oct.
- Milan Nedeljkovic & Branko Urosevic, 2011, "Determinants of the Dinar-Euro Nominal Exchange Rate," Working papers, National Bank of Serbia, number 18, May.
- Stijn Kelchtermans & Reinhilde Veugelers, 2011, "The great divide in scientific productivity: why the average scientist does not exist," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 20, issue 1, pages 295-336, February.
- Dolores Añón Higón & Miguel Manjón Antolín & Juan A. Mañez, 2011, "Multinationals, R&D, and productivity: evidence for UK manufacturing firms," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 20, issue 2, pages 641-659, April.
- Eva Deuchert, 2011, "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-reported Virgins?," Journal of African Economies, Centre for the Study of African Economies, volume 20, issue 1, pages 60-89, January.
- Marcel P. Visser, 2011, "GARCH Parameter Estimation Using High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 162-197, Winter.
- Loriano Mancini & Fabio Trojani, 2011, "Robust Value at Risk Prediction," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 281-313, Spring.
- Maria Elvira Mancino & Simona Sanfelici, 2011, "Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 367-408, Spring.
- J. E. Griffin, 2011, "Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 519-549, Summer.
- Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat, 2011, "El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis betwee," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 12, issue 1, pages 111-131, December.
- Òscar Jordà & Moritz Schularick & Alan M Taylor, 2011, "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 2, pages 340-378, June.
- Christian Gourieroux & Joann Jasiak, 2011, "Nonlinear Persistence and Copersistence," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_4.
- Maria Elvira Mancino & Simona Sanfelici, 2011, "Covariance Estimation and Dynamic Asset-Allocation under Microstructure Effects via Fourier Methodology," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_1.
- Luis García Núñez, 2011, "Econometría de evaluación de impacto," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 34, issue 67, pages 81-125.
- Zijada Rahimic & Kenan Ustovic, 2011, "Strategic quality management on business to business market in Bosnia and Herzegovina," Business and Economic Horizons (BEH), Prague Development Center, volume 6, issue 3, pages 1-17, September.
- Yuanhua Feng, 2011, "Data-driven estimation of diurnal duration patterns," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 44, Dec.
- Antonio Merlo & Xun Tang, 2011, "Identification and Estimation of Stochastic Bargaining Models, Fourth Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-035, Mar, revised 19 Oct 2011.
- Hanming Fang & Xun Tang, 2011, "Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-016, May, revised 17 Apr 2012.
- Roberto Basile & Luigi Benfratello & Davide Castellani, 2011, "Spatial clustering and nonlinearities in the location of multinational firms," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 90/2011, May.
- Davide Fiaschi & Andrea Mario Lavezzi, 2011, "Growth Volatility and the Structure of the Economy," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2011/117, Jan.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011, "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, volume 6, issue 8, pages 1-9, August, DOI: 10.1371/journal.pone.0022794.
- Halkos, George & Tzeremes, Nickolaos, 2011, "Measuring economic journals’ citation efficiency: A data envelopment analysis approach," MPRA Paper, University Library of Munich, Germany, number 29893, Mar.
- Golden, Miriam & Picci, Lucio, 2011, "Redistribution and Reelection under Proportional Representation: The Postwar Italian Chamber of Deputies," MPRA Paper, University Library of Munich, Germany, number 29956, Mar.
- Halkos, George & Tzeremes, Nickolaos, 2011, "Adjusting for cultural effects on countries’ education policy efficiency:an application of conditional full frontiers measures," MPRA Paper, University Library of Munich, Germany, number 30098, Apr.
- Halkos, George & Tzeremes, Nickolaos, 2011, "Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency," MPRA Paper, University Library of Munich, Germany, number 30099, Apr.
- Halkos, George & Tzeremes, Nickolaos, 2011, "The effect of national culture on countries’ innovation efficiency," MPRA Paper, University Library of Munich, Germany, number 30100, Apr.
- Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011, "The Variance Profile," MPRA Paper, University Library of Munich, Germany, number 30378, Apr.
- Halkos, George & Tzeremes, Nickolaos, 2011, "A nonparametric analysis of the Greek renewable energy sector," MPRA Paper, University Library of Munich, Germany, number 30467, Apr.
- Brissimis, Sophocles & Zervopoulos, Panagiotis, 2011, "Developing a step-by-step effectiveness assessment model for customer-oriented service organizations," MPRA Paper, University Library of Munich, Germany, number 30765, Apr.
- Filippou, Miltiades & Zervopoulos, Panagiotis, 2011, "Developing a short-term comparative optimization forecasting model for operational units’ strategic planning," MPRA Paper, University Library of Munich, Germany, number 30766, Apr.
- Hellström, Jörgen & Lönnbark, Carl, 2011, "Identi�cation of jumps in �financial price series," MPRA Paper, University Library of Munich, Germany, number 30977.
- Mizobuchi, Hideyuki, 2011, "The returns to scale effect in labour productivity growth," MPRA Paper, University Library of Munich, Germany, number 31152, May.
- Halkos, George & Tzeremes, Nickolaos, 2011, "A non-parametric analysis of the efficiency of the top European football clubs," MPRA Paper, University Library of Munich, Germany, number 31173, May.
- Greselin, Francesca & Pasquazzi, Leo, 2011, "Estimation of Zenga's new index of economic inequality in heavy tailed populations," MPRA Paper, University Library of Munich, Germany, number 31230, Jun.
- Halkos, George & Tzeremes, Nickolaos, 2011, "Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs," MPRA Paper, University Library of Munich, Germany, number 31278, Jun.
- Halkos, George & Tzeremes, Nickolaos & Kourtzidis, Stavros, 2011, "The use of supply chain DEA models in operations management: A survey," MPRA Paper, University Library of Munich, Germany, number 31846, Jun.
- Temel, Tugrul, 2011, "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper, University Library of Munich, Germany, number 31880, Jun.
- Temel, Tugrul, 2011, "New facts for old debates: Farm size and productivity in US agriculture," MPRA Paper, University Library of Munich, Germany, number 31920, Jun.
- Tommaso, Proietti & Helmut, Luetkepohl, 2011, "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper, University Library of Munich, Germany, number 32294, Jul.
- Zhang, Rui & Sun, Kai & Delgado, Michael & Kumbhakar, Subal, 2011, "Productivity in China's high technology industry: Regional heterogeneity and R&D," MPRA Paper, University Library of Munich, Germany, number 32507, Jun.
- Halkos, George & Tzeremes, Nickolaos, 2011, "Investigating the cultural patterns of corruption: A nonparametric analysis," MPRA Paper, University Library of Munich, Germany, number 32546.
- Halkos, George & Tzeremes, Nickolaos, 2011, "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper, University Library of Munich, Germany, number 32839.
- Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011, "When, where and how to perform efficiency estimation," MPRA Paper, University Library of Munich, Germany, number 33467, Sep.
- Crudu, Federico & Sándor, Zsolt, 2011, "On the finite-sample properties of conditional empirical likelihood estimators," MPRA Paper, University Library of Munich, Germany, number 34116, Sep.
- Halkos, George & Tzeremes, Nickolaos, 2011, "Kuznets curve and environmental performance: evidence from China," MPRA Paper, University Library of Munich, Germany, number 34312, Oct.
- Tierney, Heather L.R., 2011, "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper, University Library of Munich, Germany, number 34439, Nov.
- Kozhurin, Fedir, 2011, "Supramacroeconomics: the newest management technology," MPRA Paper, University Library of Munich, Germany, number 34842, Nov.
- Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011, "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
[The asymmetry of business cycles: International evidence using triples test]," MPRA Paper, University Library of Munich, Germany, number 35208, Oct. - Halkos, George & Tzeremes, Nickolaos, 2011, "A conditional full frontier approach for investigating the Averch-Johnson effect," MPRA Paper, University Library of Munich, Germany, number 35491, Dec.
- Bazdresch, Santiago, 2011, "Empirical policy functions as benchmarks for evaluation of dynamic capital structure models," MPRA Paper, University Library of Munich, Germany, number 35509, Apr, revised 01 Nov 2011.
- Lavergne, Pascal & Patilea, Valentin, 2011, "One for all and all for one: regression checks with many regressors," MPRA Paper, University Library of Munich, Germany, number 35779.
- Zhou, X. & Li, Kui-Wai, 2011, "Inequality and development: Evidence from semiparametric estimation with panel data," MPRA Paper, University Library of Munich, Germany, number 36418, Dec.
- Ciuiu, Daniel, 2011, "Homogeneity tests for Levy processes and applications," MPRA Paper, University Library of Munich, Germany, number 36457, Sep, revised Nov 2011.
- Arduini, Tiziano & De Arcangelis, Giuseppe & Del Bello, Carlo Leone, 2011, "Currency Crises During the Great Recession: Is This Time Different?," MPRA Paper, University Library of Munich, Germany, number 36528.
- Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando, 2011, "Taxation and political stability," MPRA Paper, University Library of Munich, Germany, number 36855, Jul, revised Feb 2012.
- Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
- Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2011, "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," MPRA Paper, University Library of Munich, Germany, number 37180, Mar.
- Sun, David & Tsai, Shih-Chuan & Wang, Wei, 2011, "Behavioral investment strategy matters: a statistical arbitrage approach," MPRA Paper, University Library of Munich, Germany, number 37281, Aug, revised 16 Jan 2012.
- Monaco, Luisa, 2011, "Measuring Italian university efficiency: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 37949, Dec, revised 29 Feb 2012.
- Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús, 2011, "Detección de Dependencia Espacial mediante Análisis Simbólico
[Detection of Spatial Dependence using Symbolic Analysis]," MPRA Paper, University Library of Munich, Germany, number 38603. - Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
- Liao, Yuan & Jiang, Wenxin, 2011, "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper, University Library of Munich, Germany, number 38700.
- De Nicola, Arianna & Gitto, Simone & Mancuso, Paolo, 2011, "A two-stage DEA model to evaluate the efficiency of the Italian health system," MPRA Paper, University Library of Munich, Germany, number 39126, Jun.
- Movahedi, Mohammad & Gaussens, Olivier, 2011, "Innovation, productivity, and export: Evidence from SMEs in Lower Normandy, France," MPRA Paper, University Library of Munich, Germany, number 40443, Sep, revised 07 Jun 2012.
- Asefa, Shumet, 2011, "Analysis of technical efficiency of crop producing smallholder farmers in Tigray,Ethiopia," MPRA Paper, University Library of Munich, Germany, number 40461, Jun, revised 19 Sep 2012.
- Demirgil, Hakan & Karaoz, Murat & Baptista, Rui & Sungur, Onur, 2011, "Networking Activities and Growth of Newly Founded Firms under Incubation," MPRA Paper, University Library of Munich, Germany, number 46575, Oct.
- Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles, 2011, "Analysing Productivity Changes Using the Bootstrapped Malmquist Approach: The Case of the Iranian Banking Industry," MPRA Paper, University Library of Munich, Germany, number 50397.
- Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris, 2011, "Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece," MPRA Paper, University Library of Munich, Germany, number 51120, Nov, revised 12 Nov 2011.
- Dergiades, Theologos, 2011, "Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy," MPRA Paper, University Library of Munich, Germany, number 51128, Nov, revised 15 Nov 2011.
- Jiří Witzany, 2011, "Exposure at Default Modeling with Default Intensities," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2011, issue 4, pages 20-48, DOI: 10.18267/j.efaj.18.
- Miroslav Plašil, 2011, "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru
[Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 4, pages 490-507, DOI: 10.18267/j.polek.801. - Paweł Strawiński, 2011, "Dynamic Caliper Matching," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 2, pages 97-110, June.
- João Amador, 2011, "Is the World Spinning Faster? Assessing the Dynamics of Export Specialization," Working Papers, Banco de Portugal, Economics and Research Department, number w201102.
- Saradindu Bhaduri & Thomas Brenner, 2011, "Determinants of drug launch delay in pre-TRIPS India: A survival analysis approach," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2011-05, Dec.
- Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas, 2011, "Is foreign-bank efficiency in financial centers driven by home-country characteristics?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022011.
- Alexey Balaev, 2011, "Modeling multivariate parametric densities of financial returns (in Russian)," Quantile, Quantile, issue 9, pages 39-60, July.
- Miguel Ángel Díaz Carreño & Pamela Gómez Mendoza, 2011, "Comportamiento de la volatilidad del tipo de México, 1970-2010," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 27, pages 13-27, Enero-Jun.
- Vladimir Zdorovenin & Jacques Pézier, 2011, "Does Information Content of Option Prices Add Value for Asset Allocation?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-03, Jan.
- Sunoong Hwang & Yongsung Chang, 2011, "Asymmetric Phase Shifts in U.S. Industrial Production Cycles," 2011 Meeting Papers, Society for Economic Dynamics, number 31.
- Neophyta Empora & Theofanis Mamuneas, 2011, "The Effect of Emissions on U.S. State Total Factor Productivity Growth," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 3, issue 2, pages 149-172, October.
- José Manuel Cordero Ferrera & Eva Crespo Cebada & Francisco Pedraja Chaparro & Daniel Santín González, 2011, "Exploring Educational Efficiency Divergences Across Spanish Regions In Pisa 2006," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 19, issue 3, pages 117-145, Winter.
- Sasa Zikovic, 2011, "Measuring risk of crude oil at extreme quantiles," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 29, issue 1, pages 9-31.
- Elettra Agliardi & Mehmet Pinar & Thanasis Stengos, 2011, "A New Index of Environmental Quality," Working Paper series, Rimini Centre for Economic Analysis, number 31_11, Jul.
- C. Ordás Criado & S. Valente & T. Stengos, 2011, "Growth and Pollution Convergence: Theory and Evidence," Working Paper series, Rimini Centre for Economic Analysis, number 33_11, Jul.
- Vladimir Malugin & Mikhail Vasilkov, 2011, "Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 78-92.
- Alexey Balaev, 2011, "Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 23, issue 3, pages 79-97.
- Fernando A. López-Hernández & Andrés Artal-Tur & M. Luz Maté-Sánchez-Val, 2011, "Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 19-36.
- Raileanu Szeles, Monica, 2011, "Exploring the Economic Convergence in the Eu’s New Member States by Using Nonparametric Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 20-40, March.
- Yongsung Chang & Sunoong Hwang, 2011, "Asymmetric Phase Shifts in the U.S. Industrial Production Cycles," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 564, Jul.
- Tim Coelli & Mathieu Lefebvre & Sergio Perelman & Pierre Pestieau, 2011, "On the welfare state performance in the European Union," CREPP Working Papers, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège, number 1101.
- Flaminia Musella, 2011, "Learning a bayesian network from ordinal data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0139, Oct.
- M. Picchio, 2011, "Lagged Duration Dependence in Mixed Proportional Hazard Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/747, Oct.
- Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 201108, May.
- Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 201109, May.
- Min Seong Kim & Yixiao Sun, 2011, "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers, Toronto Metropolitan University, Department of Economics, number 029, Aug.
- Swati Dutta, 2011, "Efficiency in Human Development Achievement," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 5, issue 4, pages 421-450, November, DOI: 10.1177/097380101100500402.
- Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia, 2011, "Risky jobs and wage differentialsAn indirect test for segregation," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 144, Jul.
- Seongman Moon & Carlos Velasco, 2011, "Tests for m-dependence Based on Sample Splitting Methods," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1108, Aug.
- Seongman Moon & Carlos Velasco, 2011, "Do Foreign Excess Return Regressions Convey Valid Information?," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1109, Sep.
- Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & Erik Wallerstein, 2011, "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 11-041, Sep.
- Alessandra Luati & Tommaso Proietti, 2011, "On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 63, issue 4, pages 851-871, August, DOI: 10.1007/s10463-009-0267-8.
- Almut Veraart, 2011, "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 95, issue 3, pages 253-291, September, DOI: 10.1007/s10182-011-0158-1.
- Davide Piacentino & Erasmo Vassallo, 2011, "Exploring the sources of labour productivity growth and convergence in the Italian regions: some evidence from a production frontier approach," The Annals of Regional Science, Springer;Western Regional Science Association, volume 46, issue 2, pages 469-486, April, DOI: 10.1007/s00168-009-0345-0.
- Pedro Simões & Rui Marques, 2011, "Performance and congestion analysis of the portuguese hospital services," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 19, issue 1, pages 39-63, March, DOI: 10.1007/s10100-009-0122-2.
- Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2011, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Herbert Dawid & Willi Semmler, "Computational Methods in Economic Dynamics", DOI: 10.1007/978-3-642-16943-4_6.
- Dandan Liu & Rui Li & Zijun Wang, 2011, "Testing for structural breaks in panel varying coefficient models: with an application to OECD health expenditure," Empirical Economics, Springer, volume 40, issue 1, pages 95-118, February, DOI: 10.1007/s00181-010-0375-6.
- Steven Clark & T. Coggin, 2011, "Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks," Empirical Economics, Springer, volume 40, issue 2, pages 373-391, April, DOI: 10.1007/s00181-010-0338-y.
- Angelo Zago & Paola Dongili, 2011, "Credit quality and technical efficiency in banking," Empirical Economics, Springer, volume 40, issue 2, pages 537-558, April, DOI: 10.1007/s00181-010-0343-1.
- Stacy Eller & Peter Hartley & Kenneth Medlock, 2011, "Empirical evidence on the operational efficiency of National Oil Companies," Empirical Economics, Springer, volume 40, issue 3, pages 623-643, May, DOI: 10.1007/s00181-010-0349-8.
- Emma Medin & Kjartan Anthun & Unto Häkkinen & Sverre Kittelsen & Miika Linna & Jon Magnussen & Kim Olsen & Clas Rehnberg, 2011, "Cost efficiency of university hospitals in the Nordic countries: a cross-country analysis," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 12, issue 6, pages 509-519, December, DOI: 10.1007/s10198-010-0263-1.
- Chunrong Ai & Meixia Meng, 2011, "A locally linear estimation of regression discontinuity," Frontiers of Economics in China, Springer;Higher Education Press, volume 6, issue 4, pages 495-506, December, DOI: 10.1007/s11459-011-0144-2.
- Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni, 2011, "Financial and economic determinants of firm default," Journal of Evolutionary Economics, Springer, volume 21, issue 3, pages 373-406, August, DOI: 10.1007/s00191-011-0224-6.
- George Emm Halkos & Nickolaos G. Tzeremes, 2011, "Measuring economic journals’ citation efficiency: a data envelopment analysis approach," Scientometrics, Springer;Akadémiai Kiadó, volume 88, issue 3, pages 979-1001, September, DOI: 10.1007/s11192-011-0421-y.
- Sultonov Mirzosaid, 2011, "Health Expenditure Efficiency in the Commonwealth of Independent States: A Data Envelopment Analysis Approach," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 18, issue 2, pages 384-404, December, DOI: 10.1007/s11300-011-0204-4.
- Lütkepohl, Helmut & Proietti, Tommaso, 2011, "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 08/2011, Oct.
- Matteo Barigozzi & Biagio Speciale, 2011, "Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 14, pages 1341-1347, DOI: 10.1080/13504851.2010.537618.
- Giulio Bottazzi & Federico Tamagni, 2011, "Big and fragile: when size does not shield from default," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 14, pages 1401-1404, DOI: 10.1080/13504851.2010.539529.
- Jorge Perdomo, 2011, "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 16, pages 1577-1581, DOI: 10.1080/13504851.2011.554360.
- Sean Murphy & Robert Rosenman & Jonathan Yoder & Daniel Friesner, 2011, "Patients' perceptions and treatment effectiveness," Applied Economics, Taylor & Francis Journals, volume 43, issue 24, pages 3275-3288, DOI: 10.1080/00036840903508395.
- Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 150-160, January, DOI: 10.1198/jbes.2010.07318.
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 96-108, January, DOI: 10.1198/jbes.2009.08161.
- Pascal Lavergne & Valentin Patilea, 2011, "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, January, DOI: 10.1198/jbes.2011.07152.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011, "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 275-287, October, DOI: 10.1080/07350015.2011.638831.
- Yusuf Soner Baskaya & Timur Hulagu, 2011, "Informal-Formal Worker Wage Gap in Turkey : Evidence From A Semi-Parametric Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1115.
- Hiranya Nath & Kiril Tochkov, 2011, "Relative Inflation in the EU Accession Countries of Central and Eastern Europe," Working Papers, Texas Christian University, Department of Economics, number 201105, Feb.
- Ismir Mulalic & Jan Rouwendal, 2011, "The Willingness to pay for Quality Aspects of Durables: Theory and Application to the Car Market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-005/3, Jan.
- Jan G. de Gooijer & Ao Yuan, 2011, "Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-011/4, Jan.
- Tim Salimans, 2011, "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-012/4, Jan.
- Jeroen Hinloopen, 2011, "On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-083/1, May.
- Stefanie Peer & Jasper Knockaert & Paul Koster & Yin-Yen Tseng & Erik Verhoef, 2011, "Door-to-Door Travel Times in RP Departure Time Choice Models: An Approximation Method based on GPS," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-180/3, Dec, revised 25 Aug 2014.
- Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011, "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-013.
- Majo, M.C. & van Soest, A.H.O., 2011, "The Fixed-Effects Zero-Inflated Poisson Model with an Application to Health Care Utilization," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-083.
- Cherchye, L.J.H. & Demuynck, T. & de Rock, B., 2011, "Noncooperative Household Consumption with Caring," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-019.
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