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

2009

• Ignacio Velez-Pareja, 2009, "Conceptos basicos de estadistica," Proyecciones Financieras y Valoración, Master Consultores, number 5670, Jun.
• Emilio José Chaves, 2009, "Curvas funcionales de Lorenz: análisis datual e inferencias," Revista Tendencias, Universidad de Narino, volume 10, issue 2, pages 77-118.
• Pholo Bala, Alain, 2009, "Urban concentration and economic growth: checking for specific regional effects," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009038, May.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
• Jonathan B. Hill & Artyom Shneyerov, 2009, "Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test," Working Papers, Concordia University, Department of Economics, number 09003, Jun.
• Marc FERRACCI & Grégory JOLIVET & Gerard J van den Berg, 2009, "Treatment Evaluation in the Case of Interaction Within Markets," Working Papers, Center for Research in Economics and Statistics, number 2009-22.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093419, Jun.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009, "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094625, May.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009, "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094827, Jul.
• Ghosh, Anisha & Linton, Oliver, 2009, "Consistent estimation of the risk-return tradeoff in the presence of measurement error," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094928, Jul.
• Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009, "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we095130, Jun.
• Guillaume HORNY & Matteo PICCHIO, 2009, "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009001, Feb.
• Ana Maria DIAZ E, 2009, "Informal Referrals, Employment and Wages: Seeking Causal Directions," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009023, Aug.
• S. PESSOA e COSTA & S. ROBIN, 2009, "An Illustration of the Returns to Training Programmes: The Evaluation of the “Qualifying Contract" in France," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009038, Aug.
• Maynard, Alex & Shimotsu, Katsumi, 2009, "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 63-116, February.
• Hafner, Christian M. & Preminger, Arie, 2009, "Asymptotic Theory For A Factor Garch Model," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 336-363, April.
• Wang, Qiying & Phillips, Peter C.B., 2009, "Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 710-738, June.
• Kristensen, Dennis, 2009, "Uniform Convergence Rates Of Kernel Estimators With Heterogeneous Dependent Data," Econometric Theory, Cambridge University Press, volume 25, issue 5, pages 1433-1445, October.
• Barnett, William A. & de Peretti, Philippe, 2009, "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue S2, pages 317-334, September.
• Qiying Wang & Peter C. B. Phillips, 2009, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1687, Jan.
• Xiaohong Chen & Wei Biao Wu & Yanping Yi, 2009, "Efficient Estimation of Copula-based Semiparametric Markov Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1691, Feb, revised Mar 2009.
• Peter C.B. Phillips & Liangjun Su, 2009, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1702, Jun.
• Peter C.B. Phillips & Liangjun Su, 2009, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1704, Jun.
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009, "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1713, Jul.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1714, Jul.
• Eric Gautier & Yuichi Kitamura, 2009, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1721, Aug.
• Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2009, "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1722, Aug.
• Vadim Marmer & Taisuke Otsu, 2009, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1724, Aug, revised Jul 2011.
• Chunrong Ai & Xiaohong Chen, 2009, "Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1731, Oct.
• Sokbae Lee & Yoon-Jae Whang, 2009, "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1740, Nov.
• Nitsch, Volker, 2009, "Die Another Day: Duration in German Import Trade," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34444, Apr.
• Guillochon, Bernard (ed.), 2009, "Impact de l’ouverture sur la performance des entreprises : l’exemple tunisien," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/5563.
• Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff & Sara Kleyer & Philipp Bleninger, 2009, "Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 179.
• Torben Kuhlenkasper & Göran Kauermann, 2009, "Duration of Maternity Leave in Germany: A Case Study of Nonparametric Hazard Models and Penalized Splines," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 213.
• Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti, 2009, "Wie effizient werden die Forschungsausgaben im internationalen Vergleich eingesetzt?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 44, pages 764-767.
• Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti, 2009, "Innovation, R&D Efficiency and the Impact of the Regulatory Environment: A Two-Stage Semi-Parametric DEA Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 883.
• Jens Schmidt-Ehmcke & Petra Zloczysti, 2009, "Research Efficiency in Manufacturing: An Application of DEA at the Industry Level," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 884.
• Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff & Sara Kleyer & Philipp Bleninger, 2009, "Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 889.
• Bernd Görzig & Martin Gornig & Ramona Voshage & Axel Werwatz, 2009, "Product Policy and the East-West Productivity Gap: Evidence from German Manufacturing Firms," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 945.
• Alexander Schiersch, 2009, "Inefficiency in the German Mechanical Engineering Sector," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 949.
• Maria Nieswand & Astrid Cullmann & Anne Neumann, 2009, "Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 962.
• Rihab Bedoui & Makram Ben Dbadis, 2009, "Copulas and bivariate risk measures : an application to hedge funds," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-19.
• Riccardo Massari, 2009, "Is income becoming more polarized Italy? A closer look with a distributional approach," Working Papers, Doctoral School of Economics, Sapienza University of Rome, number 1, Feb.
• Shivi Agarwal & Shiv Prasad Yadav & S. P. Singh, 2009, "Total Factor Productivity Growth in the State Road Transport Undertakings of India: An Assessment through MPI Approach," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 2, pages 203-223.
• James W. Roberts & Benjamin R. Handel & Kanishka Misra, 2009, "Robust Firm Pricing with Panel Data," Working Papers, Duke University, Department of Economics, number 10-81.
• Daniel Preve & Anders Eriksson & Jun Yu, 2009, "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers, East Asian Bureau of Economic Research, number 23049, Jan.
• Matteo Barigozzi & Biagio Speciale, 2009, "Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_019.
• Laurens Cherchye & Thomas Demuynck & Bram De Rock, 2009, "Degrees of Cooperation in Household Consumption Models: A revealed Preference Analysis," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009-024, Nov.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009, "Adaptive Experimental Design Using the Propensity Score," Working Papers, Yale University, Department of Economics, number 59, Jan.
• Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009, "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, volume 77, issue 2, pages 585-602, March.
• Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2009, "Unconditional Quantile Regressions," Econometrica, Econometric Society, volume 77, issue 3, pages 953-973, May.
• Jorg Stoye, 2009, "More on Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, volume 77, issue 4, pages 1299-1315, July.
• Guido W. Imbens & Whitney K. Newey, 2009, "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," Econometrica, Econometric Society, volume 77, issue 5, pages 1481-1512, September.
• Qiying Wang & Peter C. B. Phillips, 2009, "Structural Nonparametric Cointegrating Regression," Econometrica, Econometric Society, volume 77, issue 6, pages 1901-1948, November.
• Laurent Davezies & Xavier D'Haultfoeuille & Denis Fougère, 2009, "Identification of peer effects using group size variation," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 397-413, November.
• Bhattacharjee, Arnab, 2009, "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-22.
• Bouezmarni, T. & Rombouts, J.V.K., 2009, "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2040-2054, April.
• Herwartz, H. & Xu, F., 2009, "A new approach to bootstrap inference in functional coefficient models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2155-2167, April.
• Liam J. A. Lenten, 2009, "Towards a New Dynamic Measure of Competitive Balance: A Study Applied to Australia’s Two Major Professional ‘Football’ Leagues," Economic Analysis and Policy, Elsevier, volume 39, issue 3, pages 407-428, December.
• Parhi, Mamata & Mishra, Tapas, 2009, "Spatial growth volatility and age-structured human capital dynamics in Europe," Economics Letters, Elsevier, volume 102, issue 3, pages 181-184, March.
• Bonhomme, Stphane & Robin, Jean-Marc, 2009, "Consistent noisy independent component analysis," Journal of Econometrics, Elsevier, volume 149, issue 1, pages 12-25, April.
• Carneiro, Pedro & Lee, Sokbae, 2009, "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," Journal of Econometrics, Elsevier, volume 149, issue 2, pages 191-208, April.
• Härdle, Wolfgang & Hlávka, Zdenek, 2009, "Dynamics of state price densities," Journal of Econometrics, Elsevier, volume 150, issue 1, pages 1-15, May.
• Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009, "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 119-138, June.
• Devereux, Paul J. & Tripathi, Gautam, 2009, "Optimally combining censored and uncensored datasets," Journal of Econometrics, Elsevier, volume 151, issue 1, pages 17-32, July.
• Chen, Xiaohong & Pouzo, Demian, 2009, "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," Journal of Econometrics, Elsevier, volume 152, issue 1, pages 46-60, September.
• Horowitz, Joel L. & Lee, Sokbae, 2009, "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, volume 152, issue 2, pages 141-152, October.
• De Rossi, Giuliano & Harvey, Andrew, 2009, "Quantiles, expectiles and splines," Journal of Econometrics, Elsevier, volume 152, issue 2, pages 179-185, October.
• Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009, "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, volume 153, issue 1, pages 21-32, November.
• Rothe, Christoph, 2009, "Semiparametric estimation of binary response models with endogenous regressors," Journal of Econometrics, Elsevier, volume 153, issue 1, pages 51-64, November.
• Denise Diwisch & Peter Voithofer & Christoph Weiss, 2009, "Succession and firm growth: results from a non-parametric matching approach," Small Business Economics, Springer, volume 32, issue 1, pages 45-56, January, DOI: 10.1007/s11187-007-9072-z.
• Fredy Vásquez Bedoya & Sergio Restrepo Ochoa, 2009, "Effects of Filter Techniques on the Evaluation of a Model of Real Economic Cycles," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 43-76.
• M. Ishaq Javed & Sultan Ali Adil & Sarfaraz Hassan & Asghar Ali, 2009, "An Efficiency Analysis of Punjab’s Cotton-Wheat System," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 14, issue 2, pages 97-124, Jul-Dec.
• Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009, "Comparing Population Distributions from bin-Aggregated Sample Data: an Application to Historical Height Data from France," Cahiers de recherche, CIRPEE, number 0910.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche, CIRPEE, number 0927.
• Sékou Falil Doumbouya & Aboubacar Kaba & Mama Kéita & Ousmane Bah & Mohamed Lamine Doumbouya M.L. & Koulako Camara, 2009, "Services sociaux d'éducation et de santé en Guinée: Effets redistributifs de la politique gouvernementale," Working Papers PMMA, PEP-PMMA, number 2009-02.
• Eduardo Fé-Rodríguez & Richard Hofler, 2009, "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series, Economics, The University of Manchester, number 0916.
• Victoria Zinde-Walsh, 2009, "Errors-In-Variables Models: A Generalized Functions Approach," Departmental Working Papers, McGill University, Department of Economics, number 2009-09, Sep.
• Roy Cerqueti & Paolo Falbo & Cristian Pelizzari, 2009, "Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 53-2009, Apr, revised Apr 2009.
• James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou, 2009, "Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 293-321, September.
• Carlos A. Flores & Oscar A. Mitnik, 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers, University of Miami, Department of Economics, number 2010-10, Sep.
• Carlos A. Flores & Oscar A. Mitnik, 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers, University of Miami, Department of Economics, number 2010-9, Sep.
• Monica Billio & Ludovic Cal s & Dominique Guegan, 2009, "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09003, Feb, revised Nov 2009, DOI: 10.1016/j.ejor.2011.05.012.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09015, Mar.
• Marc-Arthur Diaye & François Gardes & Christophe Starzec, 2009, "GARP violation, economic environment distortions and shadow prices: Evidence from household expenditure panel data," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09020, Apr, DOI: 10.2307/27739817.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09025, Apr, DOI: 10.1016/j.eneco.2011.01.012.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
• D. S. Poskitt & Arivalzahan Sengarapillai, 2009, "Description Length and Dimensionality Reduction in Functional Data Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/09, Nov.
• Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009, "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/09, Aug.
• Han Lin Shang & Rob J Hyndman, 2009, "Nonparametric time series forecasting with dynamic updating," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/09, Aug.
• Karl-Hans Hartwig & Raimund Scheffler, 2009, "Größenvorteile im deutschen ÖSPV – Eine empirische Analyse," Working Papers, Institute of Transport Economics, University of Muenster, number 13, Dec.
• Guido Imbens & Karthik Kalyanaraman, 2009, "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," NBER Working Papers, National Bureau of Economic Research, Inc, number 14726, Feb.
• Alberto Abadie & Guido Imbens, 2009, "A Martingale Representation for Matching Estimators," NBER Working Papers, National Bureau of Economic Research, Inc, number 14756, Feb.
• Marc-Andreas Muendler & Sascha O. Becker, 2009, "Margins of Multinational Labor Substitution," NBER Working Papers, National Bureau of Economic Research, Inc, number 14776, Mar.
• Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2009, "Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 14860, Apr.
• Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan, 2009, "The Random Coefficients Logit Model Is Identified," NBER Working Papers, National Bureau of Economic Research, Inc, number 14934, Apr.
• Jeremy T. Fox, 2009, "Identification in Matching Games," NBER Working Papers, National Bureau of Economic Research, Inc, number 15092, Jun.
• Jeremy T. Fox & Amit Gandhi, 2009, "Identifying Heterogeneity in Economic Choice Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 15147, Jul.
• Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009, "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers, National Bureau of Economic Research, Inc, number 15210, Aug.
• Pedro Carneiro & James J. Heckman & Edward J. Vytlacil, 2009, "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," NBER Working Papers, National Bureau of Economic Research, Inc, number 15211, Aug.
• James J. Heckman & Rosa L. Matzkin & Lars Nesheim, 2009, "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 15226, Aug.
• Alberto Abadie & Guido W. Imbens, 2009, "Matching on the Estimated Propensity Score," NBER Working Papers, National Bureau of Economic Research, Inc, number 15301, Aug.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
• M. Kabir Hassan & Benito Sanchez, 2009, "Efficiency Analysis of Microfinance Institutions in Developing Countries," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2009-WP-12, Oct.
• Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2009-W12, Oct.
• Andrés Carvajal & John Quah, 2009, "A Nonparametric Analysis of the Cournot Model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2009-W15, Nov.
• Barbu Teodora Cristina & Boitan Iustina Alina, 2009, "The Financial Crisis Impact On Ethical Financial Institutions," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 467-473, May.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009, "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, volume 96, issue 1, pages 187-199.
• Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2009, "Optimal testing of multiple hypotheses with common effect direction," Biometrika, Biometrika Trust, volume 96, issue 2, pages 399-410.
• Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu, 2009, "Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 5099-5131, December.
• Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 458, Oct.
• John Quah & Andres Carvajal, 2009, "A Nonparametric Analysis of the Cournot Model," Economics Series Working Papers, University of Oxford, Department of Economics, number 465, Nov.
• Neil Shephard & Thomas Flury, 2009, "Learning and filtering via simulation: smoothly jittered particle filters," Economics Series Working Papers, University of Oxford, Department of Economics, number 469, Dec.
• Gianluca Mattarocci, 2009, "Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 6, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci, "New Drivers of Performance in a Changing Financial World", DOI: 10.1057/9780230594814_6.
• Silvia Dal Bianco, 2009, "A Reassessment of Italian Regional Convergence through a Non-Parametric Approach," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 099, Jun.
• Xun Tang, 2009, "Binary Regressions with Bounded Median Dependence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-003, Jan.
• Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-011, Mar.
• Kyungchul Song, 2009, "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-012, Feb.
• Xun Tang, 2009, "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-022, Jun.
• Xun Tang, 2009, "Estimating Simultaneous Games with Incomplete Information under Median Restrictions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-023, Apr.
• Kyungchul Song, 2009, "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-035, Oct.
• Kyungchul Song, 2009, "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-036, Sep.
• Antonio Merlo & Xun Tang, 2009, "Identification of Stochastic Sequential Bargaining Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-037, Oct.
• Antonio Merlo & Xun Tang, 2009, "Identification of Stochastic Sequential Bargaining Models, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-008, Oct, revised 01 Mar 2010.
• Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-018, Mar, revised 24 May 2010.
• Kyungchul Song, 2009, "Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-026, Oct, revised 02 Aug 2010.
• Lawrence Dacuycuy, 2009, "Testing for omitted variables in partially linear regression models," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 46, issue 2, pages 47-61, December.
• Mishra, SK, 2009, "The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization," MPRA Paper, University Library of Munich, Germany, number 12723, Jan.
• Mishra, SK, 2009, "A note on the ordinal canonical correlation analysis of two sets of ranking scores," MPRA Paper, University Library of Munich, Germany, number 12796, Jan.
• Barnett, William A. & He, Susan, 2009, "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right," MPRA Paper, University Library of Munich, Germany, number 12803, Jan.
• Tierney, Heather L.R., 2009, "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper, University Library of Munich, Germany, number 13089, Jan.
• Tierney, Heather L.R., 2009, "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper, University Library of Munich, Germany, number 13383, Jan, revised 03 Feb 2009.
• Delis, Manthos D & Molyneux, Philip & Pasiouras, Fotios, 2009, "Regulations and productivity growth in banking," MPRA Paper, University Library of Munich, Germany, number 13891, Feb.
• Delis, Manthos D & Papanikolaou, Nikolaos I, 2009, "Determinants of bank efficiency: Evidence from a semi-parametric methodology," MPRA Paper, University Library of Munich, Germany, number 13893, Jan.
• De Witte, Kristof & Mika, Kortelainen, 2009, "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper, University Library of Munich, Germany, number 14034, Mar.
• Delis, Manthos D & Tsionas, Efthymios, 2009, "The joint estimation of bank-level market power and efficiency," MPRA Paper, University Library of Munich, Germany, number 14040, Jan.
• Pouliakas, Konstantinos & Theodossiou, Ioannis, 2009, "Rewarding Carrots & Crippling Sticks: Eliciting Employee Preferences for the Optimal Incentive Mix in Europe," MPRA Paper, University Library of Munich, Germany, number 14167, Mar.
• Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit, 2009, "Efficient Estimation of an Additive Quantile Regression Model," MPRA Paper, University Library of Munich, Germany, number 14388, Mar.
• De Witte, Kristof & Marques, Rui, 2009, "Gaming in a benchmarking environment. A non-parametric analysis of benchmarking in the water sector," MPRA Paper, University Library of Munich, Germany, number 14679, Apr.
• Hagemejer, Jan & Tyrowicz, Joanna, 2009, "Is the Impact Really That High? The Effect of FDI in Transition," MPRA Paper, University Library of Munich, Germany, number 14934.
• Belbute, José & Caleiro, António, 2009, "Measuring the Persistence on Consumption in Portugal," MPRA Paper, University Library of Munich, Germany, number 15116, May.
• Angelo, Mele, 2009, "Poisson Indices of Segregation," MPRA Paper, University Library of Munich, Germany, number 15155, Feb.
• Proietti, Tommaso & Luati, Alessandra, 2009, "Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences," MPRA Paper, University Library of Munich, Germany, number 15510, Jun.
• Chen, Pian & Velamuri, Malathi, 2009, "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper, University Library of Munich, Germany, number 15722, May.
• Mishra, SK, 2009, "A note on positive semi-definiteness of some non-pearsonian correlation matrices," MPRA Paper, University Library of Munich, Germany, number 15725, Jun.
• Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu, 2009, "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries," MPRA Paper, University Library of Munich, Germany, number 15794.
• Aguirregabiria, Victor, 2009, "Some Notes on Sample Selection Models," MPRA Paper, University Library of Munich, Germany, number 15974, May.
• Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde, 2009, "Determinants of Heritage Authorities’ Performance: An exploratory study with DEA bootstrapping approach," MPRA Paper, University Library of Munich, Germany, number 15984, May.
• Hirano, Keisuke & Porter, Jack, 2009, "Impossibility Results for Nondifferentiable Functionals," MPRA Paper, University Library of Munich, Germany, number 15990, Jun.
• Peroni, Chiara, 2009, "Testing Linearity in Term Structures," MPRA Paper, University Library of Munich, Germany, number 16471, Jul.
• Deb, Rahul & Fenske, James, 2009, "A Nonparametric Test of Strategic Behavior in the Cournot Model," MPRA Paper, University Library of Munich, Germany, number 16560, Aug.
• Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009, "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper, University Library of Munich, Germany, number 16893.
• Simões, Pedro & Cunha Marques, Rui, 2009, "Performance and Congestion Analysis of the Portuguese Hospital Services," MPRA Paper, University Library of Munich, Germany, number 16940, Aug.
• Evers, Hans-Dieter & Genschick, Sven & Schraven, Benjamin, 2009, "Constructing Epistemic Landscapes: Methods of GIS-Based Mapping," MPRA Paper, University Library of Munich, Germany, number 17135, Aug.
• Walker, Todd B & Haley, M. Ryan, 2009, "Alternative Tilts for Nonparametric Option Pricing," MPRA Paper, University Library of Munich, Germany, number 17140, Sep.
• Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009, "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 17492, Sep.
• Tierney, Heather L.R., 2009, "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper, University Library of Munich, Germany, number 17856, Aug.
• Willert, Juliane, 2009, "Mean Shift detection under long-range dependencies with ART," MPRA Paper, University Library of Munich, Germany, number 17874, Jul.
• Zagaglia, Paolo, 2009, "Monetary Asset Substitution in the Euro Area," MPRA Paper, University Library of Munich, Germany, number 17878, Oct.
• Biner, Burhan, 2009, "Equal Strength or Dominant Teams: Policy Analysis of NFL," MPRA Paper, University Library of Munich, Germany, number 17920, Mar.
• Beneki, Christina & Eeckels, Bruno & Leon, Costas, 2009, "Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 18354, Sep.
• Delis, Manthos D & Tran, Kien & Tsionas, Efthymios, 2009, "Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus," MPRA Paper, University Library of Munich, Germany, number 18526, Nov.
• Qian, Junhui & Wang, Le, 2009, "Estimating Semiparametric Panel Data Models by Marginal Integration," MPRA Paper, University Library of Munich, Germany, number 18850, Nov.
• Pacifico, Daniele, 2009, "Modelling Unobserved Heterogeneity in Discrete Choice Models of Labour Supply," MPRA Paper, University Library of Munich, Germany, number 19030, Nov.
• Biagetti, Marco & Scicchitano, Sergio, 2009, "Wage inequality and returns to schooling in Europe: a semi-parametric approach using EU-SILC data," MPRA Paper, University Library of Munich, Germany, number 19060, Nov.
• Biagetti, Marco & Scicchitano, Sergio, 2009, "Inter-industry Wage Premia in Portugal: Evidence from EU-SILC data," MPRA Paper, University Library of Munich, Germany, number 19076, Dec.
• Sasidharan, Anand, 2009, "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper, University Library of Munich, Germany, number 19433, Jun, revised Dec 2009.
• Sasidharan, Anand, 2009, "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper, University Library of Munich, Germany, number 19501, Jun, revised Dec 2009.
• Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle, 2009, "Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora," MPRA Paper, University Library of Munich, Germany, number 19560, Dec.
• Marques, Rui & Simões, Pedro, 2009, "How far are Portuguese prisons inefficient? A non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 19565, Dec.
• Pacifico, Daniele, 2009, "Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata," MPRA Paper, University Library of Munich, Germany, number 19578, Nov.
• Lin, William & Tsai, Shih-Chuan & Sun, David, 2009, "What Causes Herding:Information Cascade or Search Cost ?," MPRA Paper, University Library of Munich, Germany, number 20217, Feb, revised 23 Jan 2010.
• Tierney, Heather L.R., 2009, "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper, University Library of Munich, Germany, number 22409, Aug, revised Feb 2010.
• Sasidharan, Anand, 2009, "Stock Market's Reaction to Monetary Policy Announcements in India," MPRA Paper, University Library of Munich, Germany, number 24190, Jun, revised Jul 2010.
• Kuosmanen, Timo & Fosgerau, Mogens, 2009, "Neoclassical versus frontier production models? Testing for the skewness of regression residuals," MPRA Paper, University Library of Munich, Germany, number 24208.