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

2011

• 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, Centre for Economic Policy Research, number 8579, Sep.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2011, "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Bastos, João A. & Caiado, Jorge, 2011, "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 7, pages 1315-1325, DOI: 10.1016/j.physa.2010.12.008.
• Caliendo, Marco & Künn, Steffen, 2011, "Start-up subsidies for the unemployed: Long-term evidence and effect heterogeneity," Journal of Public Economics, Elsevier, volume 95, issue 3-4, pages 311-331, April.
• Caliendo, Marco & Künn, Steffen, 2011, "Start-up subsidies for the unemployed: Long-term evidence and effect heterogeneity," Journal of Public Economics, Elsevier, volume 95, issue 3, pages 311-331, DOI: 10.1016/j.jpubeco.2010.11.003.
• Ordás Criado, C. & Grether, J.-M., 2011, "Convergence in per capita CO2 emissions: A robust distributional approach," Resource and Energy Economics, Elsevier, volume 33, issue 3, pages 637-665, September.
• Czarnitzki, Dirk & Hanel, Petr & Rosa, Julio Miguel, 2011, "Evaluating the impact of R&D tax credits on innovation: A microeconometric study on Canadian firms," Research Policy, Elsevier, volume 40, issue 2, pages 217-229, March.
• Alexander Cotte, Poveda, 2011, "Economic development and growth in Colombia: An empirical analysis with super-efficiency DEA and panel data models," Socio-Economic Planning Sciences, Elsevier, volume 45, issue 4, pages 154-164, December.
• Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs, 2011, "Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_11, Aug.
• George Emm. Halkos & Nickolaos G. Tzeremes, 2011, "Measuring Economic Journals' Citation Efficiency: A Data Envelopment Analysis Approach," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_13, Aug.
• Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2011, "Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes," Working Papers, Economics for Energy, number 06-2011, Oct.
• Kotlyarova, Yulia & Schafgans, Marcia M. A. & Zinde‐Walsh, Victoria, 2011, "Adapting kernel estimation to uncertain smoothness," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 42015, Apr.
• Reza Habibi, 2011, "A Simple Estimate of VAR under Garch Modelling," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 14, issue 2, pages 127-136, Winter.
• Sabyasachi Kar & Debajit Jha & Alpana Kateja, 2011, "Club‐convergence and polarization of states," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 4, issue 1, pages 53-72, April, DOI: 10.1108/17538251111125007.
• Christian Schoder & Christian R. Proaño & Willi Semmler, 2011, "Are Current Account Imbalances Between EMU Countries Sustainable? Evidence from Parametric and Non-Parametric Tests," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2011-6, Jun.
• Alexander Cotte Poveda & Clara Inés Pardo Martínez, 2011, "Las tendencias de la pobreza y la desigualdad: una evidencia para los departamentos de Colombia," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, volume 30, issue 2, pages 29-50, November, DOI: 10.29105/ensayos30.2-2.
• Andreas Chai & Alessio Moneta, 2011, "Back to Engel? Some evidence for the hierarchy of needs," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2011-13, Sep.
• Stelios Bekiros, 2011, "Nonlinear causality testing with stepwise multivariate filtering," Economics Working Papers, European University Institute, number ECO2011/22.
• Stelios Bekiros & Massimiliano Marcellino, 2011, "The Multiscale Causal Dynamics of Foreign Exchange Markets," Economics Working Papers, European University Institute, number ECO2011/23.
• Alfredo Marvão Pereira & José Manuel Belbute, 2011, "Final energy demand in Portugal: How persistent it is and why it matters for environmental policy," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2011.
• Giovanni Dosi & Marco Grazzi & Chiara Tomasi & Alessandro Zeli, 2011, "L?industria manifatturiera negli ultimi due decenni prima della crisi: le micro-dinamiche sottostanti ai trend aggregati," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, volume 2011, issue 1, pages 63-95.
• Daniel Henderson & John List & Daniel Millimet & Christopher Parmeter & Michael Price, 2011, "Empirical Implementation of Nonparametric First-Price Auction Models," Artefactual Field Experiments, The Field Experiments Website, number 00469.
• Chunrong Ai & Meixia Meng, 2011, "A Locally Linear Estimation of Regression Discontinuity," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 6, issue 4, pages 495-506, December.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011, "When credit bites back: leverage, business cycles, and crises," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-27.
• Travis J. Berge & Òscar Jordà, 2011, "A chronology of turning points in economic activity: Spain 1850-2011," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-28.
• Travis J. Berge & Òscar Jordà, 2011, "A chronology of turning points in economic activity: Spain, 1850-2011," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 11-14.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2011, "Inequality of educational opportunity in Italy:how fair is the “3+2" reform?," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 70, issue 1, pages 65-95, January.
• Jean-Christophe MARTIN & Stéphane BECUWE, 2011, "Structural decomposition analysis of greenhouse gas emissions: Application to the Aquitaine region (In French)," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2011-18.
• Carlos Ordás Criado & Simone Valente & Thanasis Stengos, 2011, "Growth and Pollution Convergence: Theory and Evidence," Working Papers, University of Guelph, Department of Economics and Finance, number 1106.
• Ross McKitrick & Timothy Vogelsang, 2011, "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers, University of Guelph, Department of Economics and Finance, number 1109.
• Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni, 2011, "Financial and Economic Determinants of Firm Default," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00642699.
• Christophe Boucher & Bertrand Maillet, 2011, "Detrending Persistent Predictors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587775, Mar.
• Christophe Boucher & Bertrand Maillet, 2011, "The Riskiness of Risk Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587779, Mar.
• Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011, "Stability periods between financial crises : The role of macroeconomic fundamentals and crises management policies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639869, Oct.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2011, "Portfolio Symmetry and Momentum," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00645814.
• Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni, 2011, "Financial and Economic Determinants of Firm Default," Post-Print, HAL, number hal-00642699.
• Michael Zschille & Matthias Walter, 2011, "The Performance of German Water Utilities: A (Semi)-Parametric Analysis," Post-Print, HAL, number hal-00712372, Jun, DOI: 10.1080/00036846.2011.581215.
• Amélie Charles & Olivier Darné & Jae Kim, 2011, "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Post-Print, HAL, number hal-00771829, DOI: 10.1016/j.econlet.2010.11.018.
• M. Hashem Pesaran & Elisa Tosetti, 2011, "Large panels with common factors and spatial correlation," Post-Print, HAL, number hal-00796743, Mar, DOI: 10.1016/j.jeconom.2010.12.003.
• Abdelaati Daouia & Irène Gijbels, 2011, "Robustness and inference in nonparametric partial-frontier modeling," Post-Print, HAL, number hal-00796744, Mar, DOI: 10.1016/j.jeconom.2010.12.002.
• Uwe Hassler, 2011, "Estimation of fractional integration under temporal aggregation," Post-Print, HAL, number hal-00815563, Apr, DOI: 10.1016/j.jeconom.2011.01.003.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print, HAL, number hal-00815564, Apr, DOI: 10.1016/j.jeconom.2010.07.009.
• Alev Atak & Oliver Linton & Zhijie Xiao, 2011, "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print, HAL, number hal-00844810, Jul, DOI: 10.1016/j.jeconom.2011.02.008.
• Matteo Barigozzi & Biagio Speciale, 2011, "Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure," Post-Print, HAL, number hal-04514056, Sep, DOI: 10.1080/13504851.2010.537618.
• Amélie Charles & Olivier Darné & Jessica Fouilloux, 2011, "Testing the martingale difference hypothesis in CO2 emission allowances," Post-Print, HAL, number halshs-00600724, DOI: 10.1016/j.econmod.2010.10.003.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2011, "Portfolio Symmetry and Momentum," Post-Print, HAL, number halshs-00645814.
• Andrew E. Clark & Fabrice Etilé, 2011, "Happy House: Spousal Weight and Individual Well-Being," Post-Print, HAL, number halshs-00654627, DOI: 10.1016/j.jhealeco.2011.07.010.
• Serge Darolles & Jean-Pierre Florens & Yanqin Fan & Eric Renault, 2011, "Nonparametric Instrumental Regression," Post-Print, HAL, number halshs-00677716, Sep, DOI: 10.3982/ECTA6539.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2011, "Portfolio Symmetry and Momentum," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00645814.
• Andrew E. Clark & Fabrice Etilé, 2011, "Happy House: Spousal Weight and Individual Well-Being," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00654627, DOI: 10.1016/j.jhealeco.2011.07.010.
• Koen Jochmans, 2011, "The variance of a rank estimator of transformation models," Sciences Po Economics Publications (main), HAL, number hal-00973007, Jul.
• Koen Jochmans, 2011, "Identification in Bivariate binary-choice Models with elliptical innovations," Sciences Po Economics Publications (main), HAL, number hal-01069483, Apr.
• Eric Gautier & Yuichi Kitamura, 2011, "Nonparametric estimation in random coefficients binary choice models," Working Papers, HAL, number hal-00403939, Sep.