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

• Charle Augusto Londoño, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 62-109, July, DOI: 10.32468/Espe.6403.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 150-160.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 96-108.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011, "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 295-306.
• Sheheryar Malik & Pitt, M. K., 2011, "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers, Banque de France, number 318.
• Carlos León & Alejandro Reveiz, 2011, "Portfolio optimization and long-term dependence," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Samson B. Adebayo & Ludwig Fahrmeir & Christian Seiler & Christian Heumann, 2011, "Geoadditive Latent Variable Modeling of Count Data on Multiple Sexual Partnering in Nigeria," Biometrics, The International Biometric Society, volume 67, issue 2, pages 620-628, June.
• Jan Hanousek & Evžen Kočenda, 2011, "Learning by investing," The Economics of Transition, The European Bank for Reconstruction and Development, volume 19, issue 1, pages 125-149, January.
• Tim Bollerslev & Viktor Todorov, 2011, "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, volume 66, issue 6, pages 2165-2211, December, DOI: j.1540-6261.2011.01695.x.
• Martyn Andrews & Ken Clark & William Whittaker, 2011, "The determinants of regional migration in Great Britain: a duration approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 174, issue 1, pages 127-153, January.
• Axel Schaffer & Léopold Simar & Jan Rauland, 2011, "Decomposing Regional Efficiency," Journal of Regional Science, Wiley Blackwell, volume 51, issue 5, pages 931-947, December, DOI: j.1467-9787.2011.00731.x.
• Robert M. Kunst & Philip Hans Franses, 2011, "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 4, pages 469-488, August.
• Kristian Jönsson, 2011, "Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 5, pages 669-690, October, DOI: j.1468-0084.2010.00620.x.
• Matthijs R. Wildenbeest, 2011, "An empirical model of search with vertically differentiated products," RAND Journal of Economics, RAND Corporation, volume 42, issue 4, pages 729-757, December, DOI: j.1756-2171.2011.00152.x.
• Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011, "Efficient Estimation of an Additive Quantile Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 38, issue 1, pages 46-62, March, DOI: j.1467-9469.2010.00706.x.
• Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011, "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 38, issue 2, pages 332-341, June, DOI: j.1467-9469.2010.00710.x.
• John H. J. Einmahl & Sander G. W. R. Smeets, 2011, "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 32-42, February, DOI: j.1467-9574.2010.00470.x.
• George Kapetanios & Tony Yates, 2011, "Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change," Bank of England working papers, Bank of England, number 434, Jul.
• Pierre Perron & Yohei Yamamoto, 2011, "Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-049, Jan.
• Zhongjun Qu & Jungmo Yoon, 2011, "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-059, Jan.
• Romano Joseph P. & Shaikh Azeem & Wolf Michael, 2011, "Consonance and the Closure Method in Multiple Testing," The International Journal of Biostatistics, De Gruyter, volume 7, issue 1, pages 1-25, February, DOI: 10.2202/1557-4679.1300.
• Christensen Timothy & Hurn Stan & Pagan Adrian, 2011, "Detecting Common Dynamics in Transitory Components," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-28, February, DOI: 10.2202/1941-1928.1088.
• Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011, "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 11/266, Aug.
• Juan Gabriel Brida & Nicolás Garrido & Silvia London, 2011, "Estudio del Desempeño Económico Regional: el caso Argentino," Documentos de Trabajo en Economia y Ciencia Regional, Universidad Catolica del Norte, Chile, Department of Economics, number 12, May, revised May 2011.
• Harry J. Paarsch & Alberto M. Segre & John P. Roberts & Jeffrey B. Halldorson, 2011, "Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 213.
• Shreekant Gupta & Surender Kumar & Gopal K. Sarangi, 2011, "Does Greater Autonomy Improve Performance? Evidence From Water Service Providers In Indian Cities," Working papers, Centre for Development Economics, Delhi School of Economics, number 205, Oct.
• Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh, 2011, "Adapting Kernel Estimation to Uncertain Smoothness," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 557, Apr.
• Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
• Ilkin Aliyev, 2011, "Understanding the Resource Impact Using Matching," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp451, Oct.
• Carlos Drago & Francesco Millo & Roberto Ricciuti & Paolo Santella, 2011, "Corporate Governance Reforms, Interlocking Directorship Networks and Company Value in Italy (1998-2007)," CESifo Working Paper Series, CESifo, number 3322.
• António Bento Ratão Caleiro & Maria Conceição Peixe Rego, 2011, "Higher Education ‘MarketÂ’ in Portugal: a diagnosis," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_13.
• José Manuel Madeira Belbute, 2011, "Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_14.
• José Manuel Madeira Belbute, 2011, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2011_20.
• Victoria Zinde-Walsh & John W. Galbraith, 2011, "A test of singularity for distribution functions," CIRANO Working Papers, CIRANO, number 2011s-06, Jan.
• Elise Coudin & Jean-Marie Dufour, 2011, "Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors," CIRANO Working Papers, CIRANO, number 2011s-24, Feb.
• Marine Carrasco & Rachidi Kotchoni, 2011, "Adaptive Realized Kernels," CIRANO Working Papers, CIRANO, number 2011s-29, Feb.
• Agostino Tarsitano & Rosetta Lombardo, 2011, "An Exhaustive Coefficient Of Rank Correlation," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201111, Oct.
• JG. Brida & C. Detotto & M. Pulina, 2011, "How efficient is the Italian hospitality sector? A window DEA and truncated-Tobit analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201102.
• N. Garrido & F. Mureddu, 2011, "Italian economic dualism and convergence clubs at regional level," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201116.
• M. Deidda & N. Garrido & M. Pulina, 2011, "Exploring the dynamics of the efficiency in the Italian hospitality sector. A regional case study," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201117.
• Carolina Caicedo Marulanda & Jhon James Mora Rodríguez, 2011, "Comercio intraindustrial Colombia-Estados Unidos. El caso de los bienes altamente tecnológicos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Mónica Marcela Jaime Torres & Alejandro M. Tudela Román, 2011, "Valuing a water recreation facility using semi parametric estimators in the travel cost method," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Mónica Marcela Jaime Torres & Alejandro M. Tudela Román, 2011, "Valuing a water recreation facility using semi parametric estimators in the travel cost method," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Juan Manuel Julio & Anderson Grajales, 2011, "�Qu� nos dicen los �ndices de confianza?," Borradores de Economia, Banco de la Republica, number 8752, Jun.
• Ana Mar�a Iregui B. & Ligia Alba Malo B. & Mar�a Teresa Ram�rez G., 2011, "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Borradores de Economia, Banco de la Republica, number 8753, Jun.
• Karen Juliet Leiton Rodr�guez, 2011, "Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodolog�a del Rango Reescalado: Aplicaci�n a Colombia," Borradores de Economia, Banco de la Republica, number 9016, Oct.
• Pamela A. Cardozo & Carlos A. Huertas C. & Juli�n A. Parra P. & Lina V. Pati�o Echeverri, 2011, "Mercado interbancario colombiano y manejo de liquidez del Banco de la Rep�blica," Borradores de Economia, Banco de la Republica, number 9017, Oct.
• Carlos Medina & Christian Posso & Jorge Andr�s Tamayo, 2011, "Costos de la violencia urbana y pol�ticas p�blicas: algunas lecciones de Medell�n," Borradores de Economia, Banco de la Republica, number 9076, Oct.
• Charle Augusto Llondono, 2011, "Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAVIAR para el mercado de valores colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 62-109, DOI: 10.32468/Espe.6403.
• Nestor Iván González-Quintero, 2011, "¿Otra vez? Una sencilla visión de la convergencia económica en los departamentos de Colombia: 1975-2005," Archivos de Economía, Departamento Nacional de Planeación, number 9230, Dec.
• Alexander Cotte Poveda, 2011, "Economic development and growth in Colombia: An empirical analysis with super-efficiency DEA and panel data models," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 9080, Oct.
• Jorge Andrés Perdomo Calvo, 2011, "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Hugo Barrientos Marín & Juan Miguel Gallego & Saldarriaga Juan Pablo, 2011, "La curva de Engel de los servicios de salud en Colombia: Una aproximación semiparamétrica," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 74.
• Luis Guillermo Vélez Álvarez & Andrés Ramírez Hassan & Liz Jeanneth Londono Sierra & Yudy Helena Giraldo Pérez, 2011, "Regulación y bienestar económico: Evaluación de la regulación de servicios públicos domiciliarios de acueducto y electricidad en Colombia en los noven," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Ludovic Julien & Oliver Musy & Aurélien Saidi, 2011, "Do Followers Really Matter in Stackelberg Competition?," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Elkin Castano Vélez, 2011, "Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Juan Camilo Galvis Ciro & Juan Guillermo Bedoya Ospina & Rubén Albeiro Loaiza Maya, 2011, "Una regla de política fiscal óptima para la economía colombiana: aproximación desde un modelo de equilibrio general dinámico y estocástico," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Andrés Perdomo Calvo & Juan Andrés Ramírez Orozco, 2011, "Análisis económico sobre el tamano óptimo del mercado y ubicación de estaciones de transferencia para el manejo de residuos sólidos en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Liliana Alejandra Chicaíza Becerra & Mario García Molina & Giancarlo Romano Gómez, 2011, "La aversión al riesgo en la toma de decisiones médicas: una revisión," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien, 2011, "Nonparametric Beta kernel estimator for long memory time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011004, Jan.
• VAN BELLEGEM, Sébastien, 2011, "Locally stationary volatility modelling," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011041, Oct.
• BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011, "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011052, Nov.
• AGRELL, Per & HATAMI-MARBINI, Adel, 2011, "Frontier-based performance analysis models for supply chain management; state of the art and research directions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011069, Dec.
• Creel, Michael & Kristensen, Dennis, 2011, "Indirect Likelihood Inference," Dynare Working Papers, CEPREMAP, number 8, Jul.
• Schmidt-Ehmcke, Jens & Zloczysti, Petra, 2011, "Industries at the World Technology Frontier: Measuring R&D Efficiency in a Non-Parametric DEA Framework," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8579, Sep.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2011, "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8678, Dec.
• Malika Hamadi & Andreas Heinen, 2011, "Ownership Structure and Firm Performance : Evidence from a non-parametric panel," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 11-16.
• Xavier d'Haultfoeuille & Roland Rathelot, 2011, "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers, Center for Research in Economics and Statistics, number 2011-18, May.
• Xavier d'Haultfoeuille & Philippe Février, 2011, "Identification of Nonseparable Modes with Endogeneity and Discrete Instruments," Working Papers, Center for Research in Economics and Statistics, number 2011-28, May.
• Xavier d'Haultfoeuille & Philippe Février, 2011, "The Provision of Wage Incentives : A Structural Estimation Using Contracts Variation," Working Papers, Center for Research in Economics and Statistics, number 2011-29, May.
• Dolado, Juan José & Ortigueira, Salvador & Stucchi, Rodolfo, 2011, "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1137, Dec.
• Gonzalo, Jesús & Taamouti, Abderrahim, 2011, "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1145, Jul.
• Ana Maria DIAZ ESCOBAR, 2011, "Spatial Unemployment Differentials in Colombia," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011014, Apr.
• Carmine ORNAGHI & Ilke VAN BEVEREN, 2011, "Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011029, Aug.
• Matteo PICCHIO, 2011, "Lagged Duration Dependence in Mixed Proportional Hazard Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011037, Oct.
• Zhiguo Xiao, 2011, "Efficient Estimation of Moment Condition Models with Heterogenous Populations," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 89-107, May.
• Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan, 2011, "A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations," Annals of Actuarial Science, Cambridge University Press, volume 5, issue 2, pages 181-193, September.
• Otsu, Taisuke & Whang, Yoon-Jae, 2011, "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, volume 27, issue 1, pages 114-153, February.
• Tripathi, Gautam, 2011, "Moment-Based Inference With Stratified Data," Econometric Theory, Cambridge University Press, volume 27, issue 1, pages 47-73, February.
• Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2011, "Identification And Estimation By Penalization In Nonparametric Instrumental Regression," Econometric Theory, Cambridge University Press, volume 27, issue 3, pages 472-496, June.
• Chen, Xiaohong & Reiss, Markus, 2011, "On Rate Optimality For Ill-Posed Inverse Problems In Econometrics," Econometric Theory, Cambridge University Press, volume 27, issue 3, pages 497-521, June.
• Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2011, "Convergence Rates For Ill-Posed Inverse Problems With An Unknown Operator," Econometric Theory, Cambridge University Press, volume 27, issue 3, pages 522-545, June.
• Kim, Woocheol & Linton, Oliver, 2011, "Estimation Of A Semiparametric Igarch(1,1) Model," Econometric Theory, Cambridge University Press, volume 27, issue 3, pages 639-661, June.
• Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
• Qiying Wang & Peter C.B. Phillips, 2011, "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1779, Jan, revised Feb 2011.
• Taisuke Otsu, 2011, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1783, Feb.
• Taisuke Otsu, 2011, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1785, Feb.
• Steven T. Berry & Philip A. Haile, 2011, "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1787, Mar.
• Steven T. Berry & Philip A. Haile, 2011, "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1787R, Mar, revised Apr 2011.
• Steven T. Berry & Philip A. Haile, 2011, "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1787R2, Mar, revised Nov 2013.
• Ivan Canay & Taisuke Otsu, 2011, "Hodges-Lehmann Optimality for Testing Moment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1789, Mar.
• Yukitoshi Matsushita & Taisuke Otsu, 2011, "Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1791, Apr, revised Jan 2012.
• Taisuke Otsu, 2011, "Empirical Likelihood for Nonparametric Additive Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1792, Apr.
• Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011, "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1797, Apr.
• Taisuke Otsu & Ke-Li Xu, 2011, "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1799, May.
• Donald W.K. Andrews, 2011, "Examples of L^2-Complete and Boundedly-Complete Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1801, May.
• Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011, "Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1803, May.
• Xiaohong Chen, 2011, "Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1804, May.
• Lorenzo Camponovo & Taisuke Otsu, 2011, "On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1825, Oct.
• Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1832, Oct.
• Lena Cleanthous & Pany Karamanou, 2011, "The ECB Monetary Policy and the Current Financial Crisis," Working Papers, Central Bank of Cyprus, number 2011-1, Jan.
• Marina Theodosiou & Filip Zikes, 2011, "A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices," Working Papers, Central Bank of Cyprus, number 2011-2, Jul.
• Yulia Kotlyarova & Marcia Schafgans & Victoria Zinde-Walsh, 2011, "Adapting Kernel Estimation to Uncertain Smoothness," Working Papers, Dalhousie University, Department of Economics, number daleconwp2011-01, Apr.
• Robert Maderitsch, 2011, "Eine ökonometrische Analyse der Liquiditätsbeschränkung deutscher Haushalte im Lichte der US-Immobilienkrise," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 371.
• Franz-Josef Bade & Alexander Eickelpasch, 2011, "Fördermittel für strukturschwache Gebiete: die erfolgreiche 26-Milliarden-Euro-Subvention," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 78, issue 5, pages 2-9.
• Michael Zschille & Matthias Walter, 2011, "The Performance of German Water Utilities: A (Semi)-Parametric Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1118.
• Maria Nieswand & Stefan Seifert, 2011, "Some Determinants of Intermediate Local Governments' Spending Efficiency: The Case of French Départements," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1130.
• Juan Ignacio Zoloa, 2011, "Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0122, Sep.
• Augusto Cerqua & Guido Pellegrini, 2011, "Are the subsidies to private capital useful? A Multiple Regression Discontinuity Design Approach," Working Papers, Doctoral School of Economics, Sapienza University of Rome, number 12, revised 2011.
• Arnaud Maurel & Xavier D'Haultfoeuille, 2011, "Inference on an Extended Roy Model, with an Application to Schooling Decisions in France," Working Papers, Duke University, Department of Economics, number 11-10.
• Shakeeb Khan & Denis Nekipelov, 2011, "Information Structure and Statistical Information in Discrete Response Models," Working Papers, Duke University, Department of Economics, number 11-19.
• Angela Cipollone & Marcella Corsi & Carlo D'Ippoliti, 2011, "Knowledge and Job Opportunities in a Gender Perspective: Insights from Italy," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 11-02, Feb.
• Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques, 2011, "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 253, Jun.
• Arnab Bhattacharjee & Chris Jensen-Butler, 2011, "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 254, Jun.
• Monica DAS & Debasri MUKHERJEE, 2011, "The J-Curve for the relationship between Pollution Abatement Expenditure and Income per capita: A New Empirical Investigation from US Regional Data," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 11, issue 2.
• Mukherjee, D, 2011, "Monopsony’ in the Market for Nurses? A Semiparametric Note," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 11, issue 2.
• Bryan S. Graham, 2011, "Efficiency Bounds for Missing Data Models With Semiparametric Restrictions," Econometrica, Econometric Society, volume 79, issue 2, pages 437-452, March.
• P. Gagliardini & C. Gourieroux & E. Renault, 2011, "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, volume 79, issue 4, pages 1181-1232, July.
• S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011, "Nonparametric Instrumental Regression," Econometrica, Econometric Society, volume 79, issue 5, pages 1541-1565, September, DOI: ECTA6539.
• Tim Bollerslev & Viktor Todorov, 2011, "Estimation of Jump Tails," Econometrica, Econometric Society, volume 79, issue 6, pages 1727-1783, November, DOI: ECTA9240.
• Taisuke Otsu, 2011, "Large deviations of generalized method of moments and empirical likelihood estimators," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 321-329, July.
• Degui Li & Jia Chen & Jiti Gao, 2011, "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 14, issue 3, pages 387-408, October, DOI: j.1368-423X.2011.00350.x.
• Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011, "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-45.
• Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011, "Estimation of the Spatial Weights Matrix under Structural Constraints," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-48.
• Juan A. Mañez & María E. Rochina-Barrachina & Amparo Sanchis & Juan A. Sanchis, 2011, "On The Role Of Process Innovations On Smes Productivity Growth?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1125, Dec.
• Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 27-35, January.
• Lenten, Liam J.A., 2011, "The extent to which unbalanced schedules cause distortions in sports league tables," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 451-458, January.
• Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011, "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 526-539, January.
• Charles, Amélie & Darné, Olivier & Fouilloux, Jessica, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Economic Modelling, Elsevier, volume 28, issue 1, pages 27-35, DOI: 10.1016/j.econmod.2010.10.003.
• Lenten, Liam J.A., 2011, "The extent to which unbalanced schedules cause distortions in sports league tables," Economic Modelling, Elsevier, volume 28, issue 1, pages 451-458, DOI: 10.1016/j.econmod.2010.08.003.
• Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011, "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, volume 28, issue 1, pages 526-539, DOI: 10.1016/j.econmod.2010.07.001.
• Yang, Hu & Wu, Xingcui, 2011, "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, volume 28, issue 3, pages 761-766, DOI: 10.1016/j.econmod.2010.10.015.
• Tierney, Heather L.R., 2011, "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, volume 28, issue 4, pages 1763-1773, July.
• Henderson, Daniel J. & Polachek, Solomon W. & Wang, Le, 2011, "Heterogeneity in schooling rates of return," Economics of Education Review, Elsevier, volume 30, issue 6, pages 1202-1214, DOI: 10.1016/j.econedurev.2011.05.002.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011, "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, volume 110, issue 2, pages 151-154, February.
• Dong, Yingying, 2011, "Semiparametric binary random effects models: Estimating two types of drinking behavior," Economics Letters, Elsevier, volume 112, issue 1, pages 79-81, July.
• Zhang, Junhua & Feng, Sanying & Li, Gaorong & Lian, Heng, 2011, "Empirical likelihood inference for partially linear panel data models with fixed effects," Economics Letters, Elsevier, volume 113, issue 2, pages 165-167, DOI: 10.1016/j.econlet.2011.07.014.
• Kasy, Maximilian, 2011, "A nonparametric test for path dependence in discrete panel data," Economics Letters, Elsevier, volume 113, issue 2, pages 172-175, DOI: 10.1016/j.econlet.2011.07.005.
• Zhou, Xianbo & Li, Kui-Wai, 2011, "Inequality and development: Evidence from semiparametric estimation with panel data," Economics Letters, Elsevier, volume 113, issue 3, pages 203-207, DOI: 10.1016/j.econlet.2011.07.013.
• Fleissig, Adrian R. & Whitney, Gerald, 2011, "A revealed preference test of rationing," Economics Letters, Elsevier, volume 113, issue 3, pages 234-236, DOI: 10.1016/j.econlet.2011.07.020.
• Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine, 2011, "Edgeworth expansions for realized volatility and related estimators," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 190-203, January.
• Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011, "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 110-121, April.
• Pesaran, M. Hashem & Tosetti, Elisa, 2011, "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 182-202, April.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 149-169, June.
• Lewbel, Arthur & McFadden, Daniel & Linton, Oliver, 2011, "Estimating features of a distribution from binomial data," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 170-188, June.
• Hassler, Uwe, 2011, "Estimation of fractional integration under temporal aggregation," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 240-247, June.
• Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011, "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 92-115, September.
• Hoderlein, Stefan, 2011, "How many consumers are rational?," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 294-309, October.
• Kristensen, Dennis, 2011, "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 382-403, October.
• Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho, 2011, "A consistent nonparametric test for nonlinear causality—Specification in time series regression," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 112-127, DOI: 10.1016/j.jeconom.2011.05.010.
• Amano, Tomoyuki & Taniguchi, Masanobu, 2011, "Control variate method for stationary processes," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 20-29, DOI: 10.1016/j.jeconom.2011.05.003.
• Wang, Liqun & Hsiao, Cheng, 2011, "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 30-44, DOI: 10.1016/j.jeconom.2011.05.004.
• Robinson, P.M., 2011, "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 5-19, DOI: 10.1016/j.jeconom.2011.05.002.
• van Hasselt, Martijn, 2011, "Bayesian inference in a sample selection model," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 221-232, DOI: 10.1016/j.jeconom.2011.08.003.
• Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich, 2011, "Functional data analysis for volatility," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 233-245, DOI: 10.1016/j.jeconom.2011.08.002.
• Brissimis, Sophocles N. & Delis, Manthos D., 2011, "Bank-level estimates of market power," European Journal of Operational Research, Elsevier, volume 212, issue 3, pages 508-517, August.
• Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011, "Portfolio symmetry and momentum," European Journal of Operational Research, Elsevier, volume 214, issue 3, pages 759-767, November.
• Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2011, "How arbitrage-free is the Nelson-Siegel model?," Journal of Empirical Finance, Elsevier, volume 18, issue 3, pages 393-407, June.
• Rosa, Carlo, 2011, "Words that shake traders," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 915-934, DOI: 10.1016/j.jempfin.2011.07.005.
• Kirat, Djamel & Ahamada, Ibrahim, 2011, "The impact of the European Union emission trading scheme on the electricity-generation sector," Energy Economics, Elsevier, volume 33, issue 5, pages 995-1003, September.
• Haugom, Erik & Westgaard, Sjur & Solibakke, Per Bjarte & Lien, Gudbrand, 2011, "Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data," Energy Economics, Elsevier, volume 33, issue 6, pages 1206-1215, DOI: 10.1016/j.eneco.2011.01.013.
• Fang, Ying & Ren, Yu & Yuan, Yufei, 2011, "Nonparametric estimation and testing of stochastic discount factor," Finance Research Letters, Elsevier, volume 8, issue 4, pages 196-205, DOI: 10.1016/j.frl.2011.04.001.
• Chang, Pao-Li & Lee, Myoung-Jae, 2011, "The WTO trade effect," Journal of International Economics, Elsevier, volume 85, issue 1, pages 53-71, September.
• Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas, 2011, "Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 325-334, DOI: 10.1016/j.insmatheco.2011.05.001.
• Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011, "Conditional beta pricing models: A nonparametric approach," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3362-3382, DOI: 10.1016/j.jbankfin.2011.05.016.
• Rosa, Carlo, 2011, "The high-frequency response of exchange rates to monetary policy actions and statements," Journal of Banking & Finance, Elsevier, volume 35, issue 2, pages 478-489, February.
• Ordás Criado, C. & Valente, S. & Stengos, T., 2011, "Growth and pollution convergence: Theory and evidence," Journal of Environmental Economics and Management, Elsevier, volume 62, issue 2, pages 199-214, September.
• Ciaian, Pavel & Kancs, d'Artis, 2011, "Food, energy and environment: Is bioenergy the missing link?," Food Policy, Elsevier, volume 36, issue 5, pages 571-580, October.
• Schmidt, Christoph M. & Tauchmann, Harald, 2011, "Heterogeneity in the intergenerational transmission of alcohol consumption: A quantile regression approach," Journal of Health Economics, Elsevier, volume 30, issue 1, pages 33-42, January.
• Markussen, Simen & Røed, Knut & Røgeberg, Ole J. & Gaure, Simen, 2011, "The anatomy of absenteeism," Journal of Health Economics, Elsevier, volume 30, issue 2, pages 277-292, March.
• Clark, Andrew E. & Etilé, Fabrice, 2011, "Happy house: Spousal weight and individual well-being," Journal of Health Economics, Elsevier, volume 30, issue 5, pages 1124-1136, DOI: 10.1016/j.jhealeco.2011.07.010.
• McLeod, Logan, 2011, "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, volume 30, issue 6, pages 1261-1279, DOI: 10.1016/j.jhealeco.2011.08.005.
• Binner, Jane & Chen, Shu-Heng & Lai, Ke-Hung & Mullineux, Andrew & Swofford, James L., 2011, "Do the ASEAN countries and Taiwan form a common currency area?," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1429-1435, DOI: 10.1016/j.jimonfin.2011.06.012.
• Otsu, Taisuke, 2011, "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, volume 102, issue 8, pages 1203-1216, September.
• Einmahl, John H.J. & van den Akker, Ramon, 2011, "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, volume 102, issue 9, pages 1315-1319, October.
• Maza, Adolfo & Villaverde, José, 2011, "EU regional convergence and policy: Does the concept of region matter?," Journal of Policy Modeling, Elsevier, volume 33, issue 6, pages 889-900, DOI: 10.1016/j.jpolmod.2011.03.007.
• Witte, Kristof De & Geys, Benny, 2011, "Evaluating efficient public good provision: Theory and evidence from a generalised conditional efficiency model for public libraries," Journal of Urban Economics, Elsevier, volume 69, issue 3, pages 319-327, May.
• Bian, Guorui & McAleer, Michael & Wong, Wing-Keung, 2011, "A trinomial test for paired data when there are many ties," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 6, pages 1153-1160, DOI: 10.1016/j.matcom.2010.11.002.
• Shang, Han Lin & Hyndman, Rob.J., 2011, "Nonparametric time series forecasting with dynamic updating," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1310-1324, DOI: 10.1016/j.matcom.2010.04.027.