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

2010

• Hautsch, Nikolaus & Podolskij, Mark, 2010, "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/17.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/19.
• Hampf, Benjamin & Krüger, Jens J., 2010, "Technical efficiency of automobiles: A nonparametric approach incorporating carbon dioxide emissions," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 198.
• Krüger, Jens, 2010, "A Monte Carlo study of old and new frontier methods for efficiency measurement," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 200.
• Alm, Bastian, 2010, "Erfolgskontrolle gewerblicher Subventionen im Rahmen der Gemeinschaftsaufgabe "Verbesserung der regionalen Wirtschaftsstruktur" (GRW) - Ein Überblick über mikroökonometrische Verfahren der Wirkungsanalyse," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 104741.
• Nieswand, Maria & Cullmann, Astrid & Neumann, Anne, 2010, "Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 9, issue 2, DOI: 10.2202/1446-9022.1209.
• Bernoth, Kerstin & Erdogan, Burcu, 2010, "Sovereign bond yield spreads: a time-varying coefficient approach," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 289.
• Omar Mahmoud, Toman & Thiele, Rainer, 2010, "Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 18.
• Hagen, Jens & Omar Mahmoud, Toman & Trofimenko, Natalia, 2010, "Orphanhood and Critical Periods in Children's Human Capital Formation: Long-Run Evidence from North-Western Tanzania," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 33.
• Kuhlenkasper, Torben & Kauermann, Göran, 2010, "Female wage profiles: An additive mixed model approach to employment breaks due to childcare," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-18.
• Bojnec, Štefan & Fertő, Imre & Jámbor, Attila & Tóth, József, 2010, "Institutions, policy reforms and efficiency in new member states from Centraland Eastern Europe," IAMO Forum 2010: Institutions in Transition – Challenges for New Modes of Governance, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO), number 52712.
• Thiele, Rainer & Omar Mahmoud, Toman, 2010, "Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 37508.
• Dettmann, Eva & Becker, Claudia & Schmeißer, Christian, 2010, "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2010.
• Schaffer, Axel & Simar, Léopold & Rauland, Jan, 2010, "Decomposing regional efficiency," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 10, DOI: 10.5445/IR/1000020621.
• Heufer, Jan, 2010, "Quasiconcave Preferences and Choices on a Probability Simplex – A Nonparametric Analysis," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 179.
• Schmidt, Christoph M. & Tauchmann, Harald, 2010, "Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 186.
• Reinkowski, Janina & Alecke, Björn & Mitze, Timo & Untiedt, Gerhard, 2010, "Effectiveness of Public R&D Subsidies in East Germany – Is it a Matter of Firm Size?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 204.
• Härdle, Wolfgang Karl & Silyakova, Elena, 2010, "Volatility investing with variance swaps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-001.
• Härdle, Wolfgang Karl & Ritov, Ya'acov & Song, Song, 2010, "Partial linear quantile regression and bootstrap confidence bands," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-002.
• Härdle, Wolfgang Karl & Okhrin, Yarema & Wang, Weining, 2010, "Uniform confidence bands for pricing kernels," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-003.
• Schaumburg, Julia, 2010, "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-009.
• Kappus, Johanna & Reiß, Markus, 2010, "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-015.
• Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2010, "Time varying hierarchical archimedean copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-018.
• Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie, 2010, "Nonparametric estimation of risk-neutral densities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-021.
• Okhrin, Ostap, 2010, "Fitting high-dimensional copulae to data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-022.
• Panov, Vladimir, 2010, "Non-gaussian component analysis: New ideas, new proofs, new applications," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-026.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda, 2010, "Learning machines supporting bankruptcy prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-032.
• Hautsch, Nikolaus & Podolskij, Mark, 2010, "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-038.
• Song, Song & Härdle, Wolfgang Karl & Ritov, Ya'acov, 2010, "High dimensional nonstationary time series modelling with generalized dynamic semiparametric factor model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-039.
• Härdle, Wolfgang Karl & Schulz, Rainer & Wang, Weining, 2010, "Prognose mit nichtparametrischen Verfahren," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-041.
• Panov, Vladimir, 2010, "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-050.
• Xu, Wei & Okhrin, Ostap & Odening, Martin & Cao, Ji, 2010, "Systemic weather risk and crop insurance: The case of China," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-053.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-055.
• Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2010, "Nonparametric regression with nonparametrically generated covariates," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-059.
• Winkelmann, Lars, 2010, "The Norges Bank's key rate projections and the news element of monetary policy: A wavelet based jump detection approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-062.
• Zheng, Shuzhuan & Yang, Lijian & Härdle, Wolfgang Karl, 2010, "A confidence corridor for sparse longitudinal data curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-002.
• Lin, Lu & Li, Feng & Zhu, Lixing & Härdle, Wolfgang Karl, 2010, "Mean volatility regressions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-003.
• Duran, Esra Akdeniz & Guo, Mengmeng & Härdle, Wolfgang Karl, 2010, "A confidence corridor for expectile functions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-004.
• Härdle, Wolfgang Karl & Spokoiny, Vladimir & Wang, Weining, 2010, "Local quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-005.
• Schulz, Frowin C., 2010, "Robust estimation of integrated variance and quarticity under flat price and no trading bias," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 4/10.
• De Witte, Kristof & Geys, Benny, 2010, "Evaluating efficient public good provision: Theory and evidence from a generalised conditional efficiency model for public libraries," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism", WZB Berlin Social Science Center, number SP II 2010-14.
• Aldashev, Alisher & Thomsen, Stephan L. & Walter, Thomas, 2010, "Short-term training programs for immigrants: do effects differ from natives and why?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-021.
• Thomsen, Stephan L. & Walter, Thomas, 2010, "Temporary extra jobs for immigrants: Merging lane to employment or dead-end road in welfare?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-027.
• Cerquera Dussán, Daniel & Ullrich, Hannes, 2010, "Consumer welfare and unobserved heterogeneity in discrete choice models: The value of alpine road tunnels," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-095.
• Olivier Ledoit & Michael Wolf, 2010, "Robust performance hypothesis testing with the variance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 516, Oct.
• Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-16, Apr.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010, "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-23, May.
• Nikolaus Hautsch & Mark Podolskij, 2010, "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-29, Jul.
• Rasmus Tangsgaard Varneskov, 2010, "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-39, Aug.
• Dennis Kristensen, 2010, "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-43, Aug.
• Tim Bollerslev & Viktor Todorov, 2010, "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-64, Sep.
• Almut E. D. Veraart, 2010, "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-65, Sep.
• Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard, 2010, "Integer-valued Lévy processes and low latency financial econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-66, Sep.
• Shin Kanaya & Dennis Kristensen, 2010, "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-67, Jan.
• Nektarios Aslanidis & Isabel Casas, 2010, "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-71, 10.
• Degui Li & Jia Chen & Jiti Gao, 2010, "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-08, May.
• Jia Chen & Jiti Gao & Degui Li, 2010, "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-09, May.
• Jia Chen & Jiti Gao & Degui Li, 2010, "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-10, May.
• Marc-Andreas Muendler & Sascha O. Becker, 2010, "Margins of Multinational Labor Substitution," American Economic Review, American Economic Association, volume 100, issue 5, pages 1999-2030, December.
• Teodoro Galache Laza & Trinidad Gómez & Fátima Pérez García & Carlos Rivas & Cristobal José Ruiz & José Sánchez Maldonado & Ángel Torrico González & Rafael Caballero Fernandez, 2010, "Análisis de la eficiencia de los grupos de investigación por ramas de conocimiento," Investigaciones de Economía de la Educación volume 5, Asociación de Economía de la Educación, chapter 37, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim, "Investigaciones de Economía de la Educación 5".
• Adela García Aracil & Davinia Palomares Montero, 2010, "Fuzzy cluster analysis on Spanish public universities," Investigaciones de Economía de la Educación volume 5, Asociación de Economía de la Educación, chapter 49, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim, "Investigaciones de Economía de la Educación 5".
• Chemak, Fraj, 2010, "Nonparametric approach for measuring the productivity change and assessing the water use efficiency in the irrigated areas of Tunisia," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa, African Association of Agricultural Economists (AAAE), number 97046, Sep, DOI: 10.22004/ag.econ.97046.
• Kaditi, Eleni A. & Nitsi, Elisavet I., 2010, "Applying regression quantiles to farm efficiency estimation," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61081, DOI: 10.22004/ag.econ.61081.
• Cohen, Michael, 2010, "A Structured Covariance Probit Demand Model," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149970, Jan, DOI: 10.22004/ag.econ.149970.
• Richard A. AJAYI & Seyed MEHDIAN & Vitaly S. GUZHVA, 2010, "Operational Efficiency In The U.S. Airline Industry: An Empirical Investigation Of Post-Deregulation Era," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 51-64, December.
• Floro Ernesto Caroleo & Francesco Pastore, 2010, "Introduction," AIEL Series in Labour Economics, AIEL - Associazione Italiana Economisti del Lavoro, chapter 1, in: Floro Ernesto Caroleo & Francesco Pastore, "The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?".
• Roberto Basile, 2010, "Labour Productivity Polarization Across Western European Regions: Threshold Effects Versus Neighbourhood Effects," AIEL Series in Labour Economics, AIEL - Associazione Italiana Economisti del Lavoro, chapter 4, in: Floro Ernesto Caroleo & Francesco Pastore, "The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?".
• Floro Ernesto Caroleo & Francesco Pastore (ed.), 2010, "The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?," AIEL Series in Labour Economics, AIEL - Associazione Italiana Economisti del Lavoro, number 04, ISBN: ARRAY(0x8397e090), May.
• Assist. Erika Kulcsár Ph. D Student & Ec. Zsuzsánna Bokor, 2010, "Study On Decision –Making In The Family (Quantitative Marketing Research Conducted In Sfantu Gheorghe And Surrounding Areas)," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 72-77, November.
• Simar, Leopold & Vanhems, Anne, 2010, "Probabilistic characterization of directional distances and their robust versions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010040, Jan.
• Simar, Leopold & Wilson, Paul, 2010, "Two-Stage DEA: Caveat Emptor," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010041, Jan.
• Schaffer, Axel & Simar, Leopold & Rauland, Jan, 2010, "Decomposing regional efficiency," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010042, Jan.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2010, "Local maximum likelihood techniques with categorical data," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010052, Jan.
• Badin, Luiza & Daraio, Cinzia & Simar, Leopold, 2010, "Optimal bandwidth selection for conditional efficiency measures: A data-driven approach," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010003, Jan.
• Simar, Leopold & Zelenyuk, Valentin, 2010, "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010008, Jan.
• Angelos Liontakis & Christos T. Papadas, 2010, "Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2010-6.
• Stokes, Jeffrey R., 2010, "Information theoretic generator estimation with an application to ratings process migration," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 4, issue 1, pages 29-45, December.
• Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
• K. Batu Tunay, 2010, "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 1, pages 9-46.
• Claudia Miani & Stefano Siviero, 2010, "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 758, Apr.
• Abarca Gustavo & Rangel José Gonzalo & Benavides Guillermo, 2010, "Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009," Working Papers, Banco de México, number 2010-17, Dec.
• Frölich, Markus & Lechner, Michael, 2010, "Exploiting Regional Treatment Intensity for the Evaluation of Labor Market Policies," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 491, pages 1014-1029.
• Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010, "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 491, pages 1070-1083.
• Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2010, "Localized Realized Volatility Modeling," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 492, pages 1376-1393.
• Ralph W Bailey & John T Addison, 2010, "A Smoothed- Distribution Form of Nadaraya- Watson Estimation," Discussion Papers, Department of Economics, University of Birmingham, number 10-30, Nov.
• Torben G. Andersen & Luca Benzoni, 2010, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," Journal of Finance, American Finance Association, volume 65, issue 2, pages 603-653, April, DOI: 10.1111/j.1540-6261.2009.01546.x.
• Stephan L. Thomsen & Thomas Walter, 2010, "Temporary Extra Jobs for Immigrants: Merging Lane to Employment or Dead‐End Road in Welfare?," LABOUR, CEIS, volume 24, issue s1, pages 114-140, December.
• Timothy J. Halliday, 2010, "Mismeasured Household Size and its Implications for the Identification of Economies of Scale," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 2, pages 246-262, April, DOI: 10.1111/j.1468-0084.2009.00570.x.
• Michał Myck, 2010, "Wages and Ageing: Is There Evidence for the ‘Inverse‐U’ Profile?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 72, issue 3, pages 282-306, June, DOI: 10.1111/j.1468-0084.2009.00582.x.
• Aurora Galego & João Pereira, 2010, "Evidence On Gender Wage Discrimination In Portugal: Parametric And Semi‐Parametric Approaches," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 56, issue 4, pages 651-666, December.
• Jan Beirlant & John H. J. Einmahl, 2010, "Asymptotics for the Hirsch Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 37, issue 3, pages 355-364, September, DOI: 10.1111/j.1467-9469.2010.00694.x.
• Halbert White & Karim Chalak, 2010, "Testing a Conditional Form of Exogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 733, Mar.
• Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel, 2010, "Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 756, May, revised 31 Jan 2012.
• Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma, 2010, "Nonparametric Euler Equation Identification and Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 757, Jun, revised 15 Mar 2020.
• Zongwu Cai & Zhijie Xiao, 2010, "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients," Boston College Working Papers in Economics, Boston College Department of Economics, number 761, Nov.
• Alev Atak & Oliver Linton & Zhijie Xiao, 2010, "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics, Boston College Department of Economics, number 762, Sep.
• Roberto Basile, 2010, "Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional density estimators," Statistica, Department of Statistics, University of Bologna, volume 70, issue 1, pages 3-22.
• Nieswand Maria & Cullmann Astrid & Neumann Anne, 2010, "Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission," Review of Network Economics, De Gruyter, volume 9, issue 2, pages 1-22, June, DOI: 10.2202/1446-9022.1209.
• Pedro Alberto Morettin & Clélia Maria de Castro Toloi & Chang Chiann & José Carlos Simon de Miranda, 2010, "Wavelet Smoothed Empirical Copula Estimators," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 3, pages 263-281.
• Paul Clarke & Frank Windmeijer, 2010, "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 10/239, Jun.
• Dominique Guégan, 2010, "Effect of Noise Filtering on Predictions :on the Routes of Chaos," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 255-272.
• Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2010, "L'approche dare pour une mesure de risque diversifiée," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 635-643.
• Mauro Napoletano & Jean-Luc Gaffard, 2010, "Performances et politiques de croissance. Un éclairage empirique à partir d'une étude de l'effet de la taille des pays et nouvelles réflexions théoriques," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 213-248.
• Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia, 2010, "Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter," Carleton Economic Papers, Carleton University, Department of Economics, number 10-02, Jan.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/18, Apr.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "A Trinomial Test for Paired Data When There are Many Ties," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/20, May.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/22, May.
• David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/26, May.
• Oscar Jorda & Hsieh Fushing & Shu-Chun Chen & Travis J. Berge, 2010, "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers, University of California, Davis, Department of Economics, number 216, Nov.
• Carlos Ordás Criado & Jean-Marie Grether, 2010, "Convergence in per capita CO2 emissions: a robust distributional approach," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 10-70, Feb.
• Degui Li & Oliver Linton & Zudi Lu, 2010, "Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 549, Aug.
• Oliver Linton & Sorawoot Srisuma, 2010, "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 550, Aug.
• Bonsoo Koo & Oliver Linton, 2010, "Semiparametric Estimation of Locally Stationary Diffusion Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 551, Aug.
• Jukka Pirttilä & Ilpo Suoniemi, 2010, "Public Provision, Commodity Demand and Hours of Work: An Empirical Analysis," CESifo Working Paper Series, CESifo, number 3000.
• Eva Deuchert & Conny Wunsch, 2010, "Evaluating Nationwide Health Interventions when Standard Before-After Doesn't Work: Malawi's ITN Distribution Program," CESifo Working Paper Series, CESifo, number 3036.
• Luís Alberto Godinho Coelho & Andreia Teixeira Marques Dionísio & Cesaltina Maria Pacheco Pires, 2010, "GME versus OLS - Which is the best to estimate utility functions?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_02.
• Therese Haller, 2010, "Agrarschutz und öffentliche Agrarausgaben in der Schweiz: Was will die Bevölkerung?," Journal of Socio-Economics in Agriculture (Until 2015: Yearbook of Socioeconomics in Agriculture), Swiss Society for Agricultural Economics and Rural Sociology, volume 3, issue 1, pages 329-359.
• Alena AUDZEYEVA & Barbara SUMMERS & Klaus Reiner SCHENK-HOPPE, 2010, "Do Public Real Estate Returns Really Lead Private Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-46, Nov.
• Leandro Elia, 2010, "The Pathway To Permanent Jobs: A Time Event Analysis Of Young Italian Workers," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201018, Oct.
• Joao A. Bastos & Joaquim J. S. Ramalho, 2010, "Nonparametric models of financial leverage decisions," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1005, Sep.
• Joao A. Bastos & Jorge Caiado, 2010, "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1006, Dec.
• F. Crudu, 2010, "Z-Estimators and Auxiliary Information under Weak Dependence," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201022.
• Jorge Andr√©s Perdomo Calvo & Hasbleidy CastaÔøΩeda & Juan Carlo Mendieta, 2010, "Evaluaci√≥n de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6884, Apr.
• Alejandro Hoyos & Hugo ÔøΩopo & Ximena PeÔøΩa, 2010, "The Persistent Gender Earnings Gap in Colombia, 1994-2006," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7094, May.
• Jorge Andr√©s Perdomo C., 2010, "Una propuesta metodol√≥gica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogot√° aplicando propensity score matching y," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7608, Sep.
• Jorge H. Maldonado & RocÔøΩo del Pilar Moreno-SÔøΩnchez & romoreno@uniandes.edu.co, 2010, "Estrategias de suavizaci√≥n del consumo y del ingreso de las madres beneficiarias del programa Familias en Acci√≥n: un an√°lisis cualitativo," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7609, Sep.
• Christian Manuel Posso, 2010, "Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Jorge Barrientos & David Tob�n & John Fredy Bedoya, 2010, "Three-Part Tariffs and Short-Run Rationality in the Local Fixed Telephone Consumption: Empirical Evidence from Medellín 2," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Christian Espinosa Méndez, 2010, "Caos en el mercado de commodities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• María Jesús Alonso Nuez & Jorge Rosell Martínez, 2010, "Desregulación sectorial y política de competencia en Espana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jhonatan P�rez Villalobos & Juan Carlos Mendoza de Guti�rrez de Pi�eres, 2010, "Efecto d�a en el mercado accionario Colombiano: Una aproximaci�n no param�trica," Borradores de Economia, Banco de la Republica, number 6700, Feb.
• Carlos Eduardo Le�n Rinc�n & Alejandro Reveiz, 2010, "Portfolio Optimization and Long-Term Dependence," Borradores de Economia, Banco de la Republica, number 7487, Sep.
• Juan Jos� Echavarr�a S. & Enrique L�pez E. & Martha Misas A., 2010, "La persistencia estad�stica de la inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 7573, Oct.
• Nancy Aireth Daza Báez & Catalina Franco Buitrago, 2010, "Ingresos en el Sistema de Identificación de Potenciales Beneficiarios de Programas Sociales (Sisbén): Tres Metodologías de Imputación," Archivos de Economía, Departamento Nacional de Planeación, number 6451, Jan.
• Enrique Cusba & Iv�n Ram�rez & Wilson Mayorga, 2010, "Determinantes de las decisiones colectivas al interior de los hogares colombianos," Archivos de Economía, Departamento Nacional de Planeación, number 7309, Aug.
• Liliana María Rodríguez Casas, 2010, "Gasto social y ayuda internacional en posconflicto1974-2007," Archivos de Economía, Departamento Nacional de Planeación, number 7310, Aug.
• Catalina Franco & Johanna Ramos, 2010, "Desigualdades Salariales en Colombia: Un análisis para trabajadores rurales y jóvenes, 2002-2009," Archivos de Economía, Departamento Nacional de Planeación, number 7311, Aug.
• Fredy Vásquez Bedoya & Sergio Restrepo, 2010, "Efectos de las técnicas de filtrado en la evaluación de un modelo de ciclos económicos reales," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• DHAENE, Geert & JOCHMANS, Koen, 2010, "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010003, Jan.
• DECANCQ, Koen, 2010, "Copula-based orderings of multivariate dependence," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010012, Mar.
• SCHWARZ, Maik & VAN BELLEGEM, Sébastien & FLORENS, Jean - Pierre, 2010, "Nonparametric frontier estimation from noisy data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010050, Aug.
• JOHANNES, Jan & VAN BELLEGEM, Sébastien & VANHEMS, Anne, 2010, "Iterative regularization in nonparametric instrumental regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010055, Sep.
• Clark, Andrew E. & Etilé, Fabrice, 2010, "Happy House: Spousal Weight and Individual Well-Being," CEPREMAP Working Papers (Docweb), CEPREMAP, number 1001, Feb.
• Schmidt-Ehmcke, Jens & Cullmann, Astrid & Zloczysti, Petra, 2010, "R&D Efficiency and Barriers to Entry: A Two Stage Semi-Parametric DEA Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8047, Oct.
• Pestieau, Pierre & Perelman, Sergio & Lefebvre, Mathieu & Coelli, Tim, 2010, "On the Welfare State Performance in the European Union," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8096, Nov.
• Xavier d'Haultfoeuille & Arnaud Maurel, 2010, "Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France," Working Papers, Center for Research in Economics and Statistics, number 2010-11.
• Xavier d'Haultfoeuille & Philippe Fevrier, 2010, "Identification of Mixture Models Using Support Variations," Working Papers, Center for Research in Economics and Statistics, number 2010-12.
• Judith Rousseau & Nicolas Chopin & Brunero Liseo, 2010, "Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process," Working Papers, Center for Research in Economics and Statistics, number 2010-38.
• Xavier d'Haultfoeuille & Philippe Février, 2011, "Identification of a Class of Adverse Selection Models with Contracts Variation," Working Papers, Center for Research in Economics and Statistics, number 2011-27, Dec.
• Emanuele Forlani, 2010, "Liquidity Constraints and Firm’s Export Activity," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 291, Apr, revised 30 Apr 2010.
• Delgado, Miguel A. & Escanciano, Juan Carlos, 2010, "Testing conditional monotonicity in the absence of smoothness," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1017, Mar.
• Monteiro, André A., 2010, "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws103418, Sep.
• Zhengyu Zhang & Pingfang Zhu, 2010, "A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 155-184, May.
• Kristensen, Dennis, 2010, "Nonparametric Filtering Of The Realized Spot Volatility: A Kernel-Based Approach," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 60-93, February.
• Veraart, Almut E.D., 2010, "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, volume 26, issue 2, pages 331-368, April.
• Florens, Jean-Pierre & Sbaï, Erwann, 2010, "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, volume 26, issue 6, pages 1638-1662, December.
• Fosgerau, Mogens & Nielsen, Søren Feodor, 2010, "Deconvoluting Preferences And Errors: A Model For Binomial Panel Data," Econometric Theory, Cambridge University Press, volume 26, issue 6, pages 1846-1854, December.
• Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
• Marc Henry & Yuichi Kitamura & Bernard Salanie, 2010, "Identifying Finite Mixtures in Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1767, Sep, revised Jan 2013.
• Donald J. Brown & Chandra Erdman & Kirsten Ling & Laurie Santos, 2010, "Revealed Preferences for Risk and Ambiguity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1774, Nov.
• Marina Theodosiou, 2010, "Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps," Working Papers, Central Bank of Cyprus, number 2010-7, Sep.
• Dolores Añon Higon & Miguel Manjon Antolin & Juan A. Mañez, 2010, "Multinationals, R&D and productivity: Evidence for UK Manufacturing firms," Discussion Papers in Economic Behaviour, University of Valencia, ERI-CES, number 1110, Jul.
• Johannes Schwarze & Christoph Wunder, 2010, "Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 335.
• Andrew E. Clark & Fabrice Etilé, 2010, "Happy House: Spousal Weight and Individual Well-Being," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 349.
• Kerstin Bernoth & Burcu Erdogan, 2010, "Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 51/52, pages 12-18.
• Kerstin Bernoth & Burcu Erdogan, 2010, "Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1078.
• Marco Caliendo & Steffen Künn, 2010, "Start-up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 985.
• Rihab Bedoui & Haykel Hamdi, 2010, "Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-16.
• Tim Bollerslev & Viktor Todorov, 2010, "Tails, Fears and Risk Premia," Working Papers, Duke University, Department of Economics, number 10-33.
• Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," Working Papers, Duke University, Department of Economics, number 10-37.
• ANDRADE, Carlos & PINHO, Carlos & PINHO, Maria de Fátima, 2010, "Exploring Regional Convergence: Evidence From 19 European Countries, 1991-2008," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 2.
• CORDERO FERRERA, José Manuel & CRESPO CEBADA, Eva & SANTÍN GONZÁLEZ, Daniel, 2010, "Factors Affecting Educational Attainment: Evidence From Spanish Pisa 2006 Results," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 10, issue 3.
• Sabyasachi Kar & Debajit Jha & Alpana Kateja, 2010, "Club-Convergence and Polarisation of States : A Nonparametric Analysis of Post-Reform India," Development Economics Working Papers, East Asian Bureau of Economic Research, number 23036, Jan.
• Moraga-Gonzalez, Jose L. & Sandor, Zsolt & Wildenbeest, Matthijs R., 2010, "On the identification of the costs of simultaneous search," IESE Research Papers, IESE Business School, number D/867, Jul.
• Pedro Carneiro & James J. Heckman & Edward Vytlacil, 2010, "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," Econometrica, Econometric Society, volume 78, issue 1, pages 377-394, January.
• Patrick Bajari & Han Hong & Stephen P. Ryan, 2010, "Identification and Estimation of a Discrete Game of Complete Information," Econometrica, Econometric Society, volume 78, issue 5, pages 1529-1568, September.