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

• James J. Heckman & Rosa L. Matzkin & Lars Nesheim, 2010, "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," Econometrica, Econometric Society, volume 78, issue 5, pages 1569-1591, September.
• Jeremy T. Fox, 2010, "Identification in matching games," Quantitative Economics, Econometric Society, volume 1, issue 2, pages 203-254, November.
• Frédérique Fève & Jean-Pierre Florens, 2010, "The practice of non-parametric estimation by solving inverse problems: the example of transformation models," Econometrics Journal, Royal Economic Society, volume 13, issue 3, pages 1-27, October.
• Zhang, Junni L. & Härdle, Wolfgang K., 2010, "The Bayesian Additive Classification Tree applied to credit risk modelling," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 5, pages 1197-1205, May.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
• Barnett, William A. & He, Susan, 2010, "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, volume 27, issue 6, pages 1345-1354, November.
• Horny, Guillaume & Picchio, Matteo, 2010, "Identification of lagged duration dependence in multiple-spell competing risks models," Economics Letters, Elsevier, volume 106, issue 3, pages 241-243, March.
• White, Halbert & Chalak, Karim, 2010, "Testing a conditional form of exogeneity," Economics Letters, Elsevier, volume 109, issue 2, pages 88-90, November.
• Amengual, Dante & Sentana, Enrique, 2010, "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 16-34, January.
• Klein, Roger & Vella, Francis, 2010, "Estimating a class of triangular simultaneous equations models without exclusion restrictions," Journal of Econometrics, Elsevier, volume 154, issue 2, pages 154-164, February.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010, "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, volume 154, issue 2, pages 186-202, February.
• Rothe, Christoph, 2010, "Nonparametric estimation of distributional policy effects," Journal of Econometrics, Elsevier, volume 155, issue 1, pages 56-70, March.
• Aguirregabiria, Victor & Mira, Pedro, 2010, "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, volume 156, issue 1, pages 38-67, May.
• Kristensen, Dennis, 2010, "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 239-259, June.
• Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010, "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 392-407, June.
• Chen, Xiaohong & Fan, Yanqin & Pouzo, Demian & Ying, Zhiliang, 2010, "Estimation and model selection of semiparametric multivariate survival functions under general censorship," Journal of Econometrics, Elsevier, volume 157, issue 1, pages 129-142, July.
• Todorov, Viktor & Bollerslev, Tim, 2010, "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 220-235, August.
• Hoderlein, Stefan & Winter, Joachim, 2010, "Structural measurement errors in nonseparable models," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 432-440, August.
• Escanciano, Juan Carlos & Velasco, Carlos, 2010, "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 209-221, November.
• Hafner, Christian M. & Linton, Oliver, 2010, "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 55-73, November.
• Ichimura, Hidehiko & Lee, Sokbae, 2010, "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 252-266, December.

2009

• Nisar Ahmad & Michael Svarer, 2009, "The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2009-14, Dec.
• Torben B. Rasmussen, 2009, "Jump Testing and the Speed of Market Adjustment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-08, Feb.
• Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009, "Stochastic volatility of volatility in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-25, Jul.
• Tim Bollerslev & Viktor Todorov, 2009, "Tails, Fears and Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-26, Jun.
• Frank S. Nielsen, 2009, "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-38, Sep.
• Dennis Kristensen, 2009, "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-41, Sep.
• Dennis Kristensen, 2009, "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-44, Sep.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009, "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-46, Sep.
• Mark Podolskij & Mathias Vetter, 2009, "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-47, Oct.
• Isabel Casas & Irene Gijbels, 2009, "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-48, Oct.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
• Tue Gørgens & Allan Würtz, 2009, "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-54, Jan.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009, "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-60, Dec.
• Jiti Gao & Degui Li & Dag Tjostheim, 2009, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2009-26.
• Cecilie Dohlmann Weatherall, 2009, "Do Subsidized Adult Apprenticeships Increase the Vocational Attendance Rate?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 55, issue 1, pages 61-81.
• Mishra Tapas & Prskawetz Alexia & Parhi Mamata & Diebolt Claude, 2009, "A Note on Long-Memory in Population and Economic Growth," Working Papers, Association Française de Cliométrie (AFC), number 09-06.
• Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009, "On the Systemic Nature of Weather Risk," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49131, DOI: 10.22004/ag.econ.49131.
• Olson, Kent D. & Vu, Linh, 2009, "Productivity Growth, Technical Efficiency and Technical Change on Minnesota Farms," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49204, DOI: 10.22004/ag.econ.49204.
• Lai, Pei-Chun & Bessler, David A., 2009, "Mergers Simulation and Demand Analysis for the U.S. Carbonated Soft Drink Industry," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49352, DOI: 10.22004/ag.econ.49352.
• Naschold, Felix, 2009, "“Poor stays poor” - Household asset poverty traps in rural semi-arid India," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49396, Apr, DOI: 10.22004/ag.econ.49396.
• Fousekis, Panos, 2009, "Are Food Price Differences in EU Member States a Result of the Penn Effect?," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 10, issue 2, pages 1-12, DOI: 10.22004/ag.econ.58057.
• Nguyen, Khac Minh & Giang, Thanh Long, 2009, "Efficiency Estimates for the Agricultural Production in Vietnam: A Comparison of Parametric and Non-parametric Approaches," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 10, issue 2, pages 1-17, DOI: 10.22004/ag.econ.58060.
• Fousekis, Panos, 2009, "International Consumption Patterns for Proteins and Fats: Intra-distributional Mobility and the Role of Income Elasticity," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 10, issue 01, pages 1-16, DOI: 10.22004/ag.econ.58279.
• Livanis, Grigorios T. & Salois, Matthew J. & Moss, Charles B., , "A Nonparametric Kernel Representation of the Agricultural Production Function: Implications for Economic Measures of Technology," 83rd Annual Conference, March 30 - April 1, 2009, Dublin, Ireland, Agricultural Economics Society, number 51063, DOI: 10.22004/ag.econ.51063.
• Kaditi, Eleni A. & Nitsi, Elisavet I., , "A two-stage productivity analysis using bootstrapped Malmquist index and quantile regression," 111th Seminar, June 26-27, 2009, Canterbury, UK, European Association of Agricultural Economists, number 52845, DOI: 10.22004/ag.econ.52845.
• Galdo, Jose & Jaramillo, Miguel & Montalva, Veronica, 2009, "Pobreza e impactos heterogeneos de las politicas activas del empleo juvenil: el caso de PROJOVEN en el Peru," Working Papers, Group for the Analysis of Development (GRADE), number 55934, Dec, DOI: 10.22004/ag.econ.55934.
• Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap, 2009, "On the Systemic Nature of Weather Risk," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51426, DOI: 10.22004/ag.econ.51426.
• Veeman, Michele M. & Volinskiy, Dmitriy & Adamowicz, Wiktor L., 2009, "Nonparametric Analysis Of Attitudes Toward Risky Crops: A Plant Molecular Farming Case Study," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51652, DOI: 10.22004/ag.econ.51652.
• Andam, Kwaw S. & Ferraro, Paul J. & Holland, Margaret B., 2009, "What are the social impacts of land use restrictions on local communities? Empirical evidence from Costa Rica," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51783, DOI: 10.22004/ag.econ.51783.
• Hartarska, Valentina M. & Parmeter, Christopher F., 2009, "Scope Economies of Lending and Collecting Deposits in Microfinance Institutions," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51799, Aug, DOI: 10.22004/ag.econ.51799.
• Poudel, Biswo N. & Paudel, Krishna P. & Bhattarai, Keshav, 2009, "Searching for an Environmental Kuznets Curve in Carbon Dioxide Pollutant in Latin American Countries," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 01, pages 1-15, April, DOI: 10.22004/ag.econ.48759.
• Carvajal, Andres & Quah, John K.-H., , "A Nonparametric Analysis of the Cournot Model," Economic Research Papers, University of Warwick - Department of Economics, number 271186, DOI: 10.22004/ag.econ.271186.
• Stewart, Mark B., 2009, "The estimation of pensioner equivalence scales using subjective data," Economic Research Papers, University of Warwick - Department of Economics, number 271306, Mar, DOI: 10.22004/ag.econ.271306.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009, "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers, Yale University, Economic Growth Center, number 47107, Jan, DOI: 10.22004/ag.econ.47107.
• De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-13.
• David Wozabal & Ronald Hochreiter, 2009, "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers, arXiv.org, number 0911.3802, Nov, revised Jan 2014.
• Andreas Drichoutis & Rodolfo M. Nayga, Jr. & Panagiotis Lazaridis, 2009, "Can nutritional label use influence body weight outcomes?," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2009-05.
• Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009, "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 771.09, Apr.
• Michael Creel & Dennis Kristensen, 2009, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 792.09, Nov.
• Michael Creel & Dennis Kristensen, 2009, "SNM Guide," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 793.09, Nov.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 19/09, Jul, DOI: 10.1920/wp.cem.2009.1909.
• Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London), 2009, "Transformation kernel density estimation of actuarial loss functions," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 219.
• Peña Tonatiuh & Martínez Serafín & Abudu Bolanle, 2009, "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Working Papers, Banco de México, number 2009-18, Dec.
• Jorge Barrientos Marín, 2009, "On the consumer behavior in urban Colombia: the case of Bogotá," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 59, pages 83-99, June, DOI: 10.32468/Espe.5903.
• Jorge Andrés Vélez Ospina, 2009, "Determinantes de la inversión en innovación en el sector de Bogotá: estimaciones econométricas a nivel de la firma," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 27, issue 60, pages 110-167, December, DOI: 10.32468/Espe.6004.
• Park, Byeong U. & Mammen, Enno & Härdle, Wolfgang & Borak, Szymon, 2009, "Time Series Modelling With Semiparametric Factor Dynamics," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 284-298.
• Gustafsson, J. & Hagmann, M. & Nielsen, J. P. & Scaillet, O., 2009, "Local Transformation Kernel Density Estimation of Loss Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 161-175.
• Lee, Sokbae & Wilke, Ralf A., 2009, "Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 193-205.
• Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir, 2009, "Inhomogeneous Dependence Modeling with Time-Varying Copulae," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 224-234.
• Guillaume Horny., 2009, "Inference in Mixed Proportional Hazard Models with K Random Effects," Working papers, Banque de France, number 248.
• Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009, "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers, Banque de France, number 249.
• Guillaume Horny & Picchio, M., 2009, "Identification of lagged duration dependence in multiple-spell competing risks models," Working papers, Banque de France, number 260.
• Josée Leblanc & David Sahn & Jean-Yves Duclos, 2015, "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," Working Papers, Barcelona School of Economics, number 381, Sep.
• Kuniyoshi Saito, 2009, "Evaluating Automobile Inspection Policy Using Auto Insurance Data," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 2, pages 200-215, April, DOI: 10.1111/j.1465-7287.2008.00108.x.
• Men‐Andri Benz & Leif Brandes & Egon Franck, 2009, "Do Soccer Associations Really Spend On A Good Thing? Empirical Evidence On Heterogeneity In The Consumer Response To Match Uncertainty Of Outcome," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 2, pages 216-235, April, DOI: 10.1111/j.1465-7287.2008.00127.x.
• Francesco Audrino & Peter Bühlmann, 2009, "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 3, pages 655-670, June, DOI: 10.1111/j.1467-9868.2009.00696.x.
• Andreas C. Drichoutis & Rodolfo M. Nayga, Jr. & Panagiotis Lazaridis, 2009, "Can Nutritional Label Use Influence Body Weight Outcomes?," Kyklos, Wiley Blackwell, volume 62, issue 4, pages 500-525, November, DOI: 10.1111/j.1467-6435.2009.00448.x.
• Daniel J. Henderson, 2009, "A Non‐parametric Examination of Capital–Skill Complementarity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 4, pages 519-538, August, DOI: 10.1111/j.1468-0084.2009.00550.x.
• Mark B. Stewart, 2009, "The Estimation Of Pensioner Equivalence Scales Using Subjective Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 55, issue 4, pages 907-929, December, DOI: 10.1111/j.1475-4991.2009.00352.x.
• Timo Kuosmanen & Mogens Fosgerau, 2009, "Neoclassical versus Frontier Production Models? Testing for the Skewness of Regression Residuals," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 2, pages 351-367, June, DOI: 10.1111/j.1467-9442.2009.01567.x.
• Steinar Holden & Fredrik Wulfsberg, 2009, "Wage rigidity, institutions, and inflation," Working Paper, Norges Bank, number 2009/02, Jan.
• Stefan Hoderlein & Jörg Stoye, 2009, "Revealed Preferences in a Heterogeneous Population," Boston College Working Papers in Economics, Boston College Department of Economics, number 745, Aug.
• Stefan Hoderlein, 2009, "How Many Consumers are Rational?," Boston College Working Papers in Economics, Boston College Department of Economics, number 748, Oct.
• Stefan Hoderlein & Joachim Winter, 2009, "Structural Measurement Errors in Nonseparable Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 750, Jan.
• Sophocles N. Brissimis & Manthos D. Delis, 2009, "Bank Heterogeneity and Monetary Policy Transmission," Working Papers, Bank of Greece, number 101, Aug.
• Sophocles N. Brissimis & Manthos D. Delis, 2009, "Bank-Level Estimates of Market Power," Working Papers, Bank of Greece, number 93, Jan.
• Paul Clarke & Frank Windmeijer, 2009, "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 09/209, Jan.
• Paul Clarke & Frank Windmeijer, 2009, "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/217, Jun.
• Oana Calavrezo & Richard Duhautois & Emmanuelle Walkowiak, 2009, "L'effet de l'artt sur le chômage partiel. Une analyse empirique entre 1995 et 2005," Revue économique, Presses de Sciences-Po, volume 60, issue 6, pages 1393-1419.
• Luke Ignaczak & Marcel Voia, 2009, "A Nonparametric Analysis Of Canadian Employment Patterns," Carleton Economic Papers, Carleton University, Department of Economics, number 09-01, Feb.
• Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia, 2009, "Do You Think Your Risk Is Fair Paid? Evidence From Italian Labor Market," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 89.
• Oscar Jorda & Travis Berge, 2009, "The Classification of Economic Activity into Expansions and Recessions," Working Papers, University of California, Davis, Department of Economics, number 308, Nov.
• Geovana Lorena Bertussi & Lízia de Figueiredo, 2009, "Investigando a hipótese de convergência na América Latina e no leste asiático: uma abordagem de regressão quantílica," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td355, Jun.
• Carlos Ordás Criado & Simone Valente & Thanasis Stengos, 2009, "Growth and the pollution convergence hypothesis: a nonparametric approach," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 09-66, Sep.
• Andrew Bernard & Stephen Redding & Peter Schott, 2009, "Testing for Factor Price Equality in the Presence of Unobserved Factor Quality Diferences," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 09-22, Aug.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 534, Jun.
• Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton, 2009, "An Alternative Way of ComputingEfficient Instrumental VariableEstimators," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 536, Jun.
• Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009, "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 537, Jul.
• Woocheol Kim & Oliver Linton, 2009, "Estimation Of A Semiparametricigarch(1,1) Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 539, Oct.
• Christian M. Hafner & Oliver Linton, 2009, "Efficient Estimation of a Multivariate Multiplicative Volatility Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 541, Oct.
• Steinar Holden & Fredrik Wulfsberg, 2009, "Wage Rigidity, Institutions, and Inflation," CESifo Working Paper Series, CESifo, number 2554.
• Sasa Zikovic & Randall Filer, 2009, "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 2820.
• Evžen Kocenda & Martin Vojtek & Evžen Kočenda, 2009, "Default Predictors and Credit Scoring Models for Retail Banking," CESifo Working Paper Series, CESifo, number 2862.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-197, Dec, revised Jan 2010.
• Amelie Charles & Olivier Darne, 2009, "Testing for Random Walk Behavior in Euro Exchange Rates," Economie Internationale, CEPII research center, issue 119, pages 25-45.
• Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
• Gabriele Fiorentini & Enrique Sentana, 2009, "Dynamic Specification Tests for Static Factor Models," Working Papers, CEMFI, number wp2009_0912, Dec.
• F. Crudu, 2009, "GMM, Generalized Empirical Likelihood, and Time Series," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200912.
• Miguel Andr√©s Espinosa Farf√°n, 2009, "Una aproximaci√≥n al problema de optimalidad y eficiencia en el sector el√©ctrico colombiano," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 5402, Feb.
• Jorge Barrientos Marín, 2009, "On the Consumer Behavior in Urban Colombia: The Case of Bogotá," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 59, pages 83-99, DOI: 10.32468/Espe.5903.
• Jorge Andrés Vélez Ospina, 2009, "Determinantes de la inversión en innovación en el sector de Bogotá:estimaciones econométricas a nivel de la firma," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 27, issue 60, pages 110-167, DOI: 10.32468/Espe.6004.
• Jorge Barrientos Marín, 2009, "School cover policy and academic achievement: the case of Medellin´s concession program," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Jorge Barrientos Marín, 2009, "School cover policy and academic achievement: the case of Medellin´s concession program," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Jorge Barrientos Marín & Juan Miguel Gallego & Juan Pablo Saldarriaga, 2009, "La Curva de Engel de los Servicios de Salud En Colombia. Una Aproxima-ción Semiparamétrica," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 8097, Jun.
• 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.