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

2008

• Osikominu, Aderonke & Orlyanskaya, Olga & Fitzenberger, Bernd & Waller, Marie, 2008, "Déjà Vu? Short-Term Training in Germany 1980-1992 and 2000-2003," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-038.
• Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf, 2008, "Optimal testing of multiple hypotheses with common effect direction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 307, Jul.
• Oliver Ledoit & Michael Wolf, 2008, "Robust Performance Hypothesis Testing with the Sharpe Ratio," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 320, Jan.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2008, "Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 337, Dec.
• Joseph P. Romano & Michael Wolf, 2008, "Balanced Control of Generalized Error Rates," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 379, Jul.
• Michael Cohen & Philip Shaw & Tao Chen, 2008, "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 111, Nov.
• Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008, "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics (QME), Springer, volume 6, issue 4, pages 299-338, December, DOI: 10.1007/s11129-008-9044-x.
• Luis Gil-Alana & Rolando Peláez, 2008, "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 425-439, November, DOI: 10.1007/s11156-007-0077-0.
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2008, "Local Likelihood Estimation of Truncated Regression and Its Partial Derivatives: Theory and Application," Discussion Papers, Kyiv School of Economics, number 7, May.
• Leopold Simar & Valentin Zelenyuk, 2008, "Stochastic FDH/DEA estimators for Frontier Analysis," Discussion Papers, Kyiv School of Economics, number 8, Jun.
• Jorge Barrientos Marín, 2008, "Quality of Public Education and Academic Achievement in Medellín, 2004-2006. An Application of Interquartile Regression," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 68, pages 121-144, Enero-Jun.
• Schlicht, Ekkehart, 2008, "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 2127, Feb.
• Andrea Vaona, 2008, "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0803, Apr.
• Jose Galdo & Miguel Jaramillo & Veronica Montalva, 2008, "Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru," Working Papers PMMA, PEP-PMMA, number 2008-02.
• William C. Horrace & Christopher F. Parmeter, 2008, "Semiparametric Deconvolution with Unknown Error Variance," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 104, Apr.
• Miguel Lebre de Freitas & Ricardo Paes Mamede, 2008, "Structural Transformation and the role of Foreign Direct Investment in Portugal: a descriptive analysis for the period 1990-2005," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0009, Dec, revised Dec 2008.
• Melanie Lührmann & Jürgen Maurer, 2008, "Who wears the trousers? A semiparametric analysis of decision power in couples," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 08168, Sep.
• Jürgen Maurer & Roger Klein & Francis Vella, 2008, "Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individualspecific Effects," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 08169, Sep.
• Carlo Vittorio FIORIO, 2008, "Analysing tax-benefit reforms with nonparametric methods," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-027, Jul.
• Carlo Vittorio FIORIO, 2008, "Analysing tax-benefit reforms with nonparametric methods," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-27, Jul.
• J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008, "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series, The University of Melbourne, number 1053.
• Gábor Kátay & Zoltán Wolf, 2008, "Driving Factors of Growth in Hungary - a Decomposition Exercise," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/6.
• Kulan Ranasinghe & Mervyn J. Silvapulle, 2008, "Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/08, Jan.
• Kulan Ranasinghe & Mervyn J. Silvapulle, 2008, "Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/08, Jun.
• Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.
• Rob J. Hyndman & Han Lin Shang, 2008, "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/08, Nov.
• Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2008, "Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data," NBER Chapters, National Bureau of Economic Research, Inc, "International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy".
• Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008, "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 13949, Apr.
• Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2008, "Inverse Probability Tilting for Moment Condition Models with Missing Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 13981, May.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14161, Jul.
• Han Hong & Bruce Preston, 2008, "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 14284, Aug.
• Bryan S. Graham, 2008, "Efficiency bounds for missing data models with semiparametric restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14376, Oct.
• Jeremy T. Fox, 2008, "Estimating Matching Games with Transfers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14382, Oct.
• Debopam Bhattacharya & Pascaline Dupas, 2008, "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 14447, Oct.
• Bryan S. Graham & James Powell, 2008, "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14469, Nov.
• Maximilian Kasy & Michael Kummer, 2008, "Market Entry in E-Commerce," Working Papers, NET Institute, number 08-23, Sep, revised Sep 2008.
• Sergei Koulayev, 2008, "Estimating search with learning," Working Papers, NET Institute, number 08-29, Oct, revised Oct 2008.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk-realised semivariance," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W02, 01.
• Neil Shephard & Torben Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W04, May.
• Brendan K. Beare, 2008, "Unit Root Testing with Unstable Volatility," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W06, May.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W10, Jan.
• Jens J. Krüger, 2008, "Productivity dynamics and structural change in the US manufacturing sector," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 17, issue 4, pages 875-902, August.
• Per Frederiksen & Morten Orregaard Nielsen, 2008, "Bias-Reduced Estimation of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 496-512, Fall.
• Walter Beckert & Richard Blundell, 2008, "Heterogeneity and the Non-Parametric Analysis of Consumer Choice: Conditions for Invertibility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 4, pages 1069-1080.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2008, "Modelling and measuring volatility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008--FE-31, Nov.
• Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen, 2008, "Measuring downside risk - realised semivariance," Economics Series Working Papers, University of Oxford, Department of Economics, number 382, Jan.
• Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 389, Mar.
• Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers, University of Oxford, Department of Economics, number 397, Jul.
• Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008, "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers, University of Oxford, Department of Economics, number 403, Sep.
• Brett Day & Jose Luis Pinto Prades, 2008, "Sequencing Anomalies in Choice Experiments," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 08.10, Sep.
• S. Sanfelici & M. E. Mancino, 2008, "Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME01.
• S. Sanfelici & S. Ogawa, 2008, "An improved two-step regularization scheme for spot volatility estimation," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME02.
• Kyungchul Song, 2008, "Testing Distributional Inequalities and Asymptotic Bias," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-005, Feb.
• Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-006, Feb.
• Xun Tang, 2008, "Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-042, Sep.
• António Afonso & Mariana Santos, 2008, "A Dea Approach To The Relative Efficiency Of Portuguese Public Universities," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 1, pages 67-88.
• Fosgerau, Mogens & Hess, Stephane, 2008, "Competing methods for representing random taste heterogeneity in discrete choice models," MPRA Paper, University Library of Munich, Germany, number 10038.
• Halpin, Brendan & Hill, John, 2008, "Active Labour Market Programmes and Poverty Dynamics in Ireland," MPRA Paper, University Library of Munich, Germany, number 10335, Aug.
• González-Val, Rafael & Lanaspa, Luis & Sanz, Fernando, 2008, "New Evidence on Gibrat’s Law for Cities," MPRA Paper, University Library of Munich, Germany, number 10411, Sep.
• Mishra, SK, 2008, "A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores," MPRA Paper, University Library of Munich, Germany, number 12419, Dec.
• Barnett, William A. & de Peretti, Philippe, 2008, "Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability," MPRA Paper, University Library of Munich, Germany, number 12503, Nov.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008, "Comparing the accuracy of density forecasts from competing GARCH models," MPRA Paper, University Library of Munich, Germany, number 13662.
• Delis, Manthos D & Koutsomanoli-Filippaki, Anastasia & Staikouras, Christos & Gerogiannaki, Katerina, 2008, "Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies," MPRA Paper, University Library of Munich, Germany, number 14039, Jan.
• Lombardo, Vincenzo, 2008, "Growth and inequality effects on poverty reduction in Italy," MPRA Paper, University Library of Munich, Germany, number 14351.
• Manzan, sebastiano & Zerom, Dawit, 2008, "A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price," MPRA Paper, University Library of Munich, Germany, number 14386, Dec.
• Peroni, Chiara, 2008, "A non-parametric investigation of risk premia," MPRA Paper, University Library of Munich, Germany, number 15010, Feb, revised 15 Apr 2009.
• Aguirregabiria, Victor, 2008, "Comment: The Identification Power of Equilibrium in Simple Games," MPRA Paper, University Library of Munich, Germany, number 15987, Jul.
• Adam, Antonis & Delis, Manthos D & Kammas, Pantelis, 2008, "Public sector efficiency: Leveling the playing field between OECD countries," MPRA Paper, University Library of Munich, Germany, number 16493, Dec.
• Halkos, George & Tzeremes, Nickolaos, 2008, "Measuring regional public health provision," MPRA Paper, University Library of Munich, Germany, number 23762, Sep.
• Nguyen Viet, Cuong, 2008, "Impact Evaluation of Multiple Overlapping Programs using Difference-in-differences with Matching," MPRA Paper, University Library of Munich, Germany, number 24899, Mar.
• Verbic, Miroslav & Kuzmin, Franc, 2008, "Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia," MPRA Paper, University Library of Munich, Germany, number 25522, Jun.
• Bandi, Federico & Moloche, Guillermo, 2008, "On the functional estimation of multivariate diffusion processes," MPRA Paper, University Library of Munich, Germany, number 43681, Jul.
• Valle e Azevedo, João, 2008, "A Multivariate Band-Pass Filter," MPRA Paper, University Library of Munich, Germany, number 6555, Jan.
• Deb, Rahul, 2008, "Interdependent Preferences, Potential Games and Household Consumption," MPRA Paper, University Library of Munich, Germany, number 6818, Jan.
• Dekker, Ronald, 2008, "Unemployment durations after temporary work: Evidence for Great Britain and Germany," MPRA Paper, University Library of Munich, Germany, number 7646, Mar.
• Mueller, Ulrich, 2008, "An Alternative Sense of Asymptotic Efficiency," MPRA Paper, University Library of Munich, Germany, number 7741, Mar.
• Goncharuk, Anatoliy G., 2008, "Межотраслевой Анализ Эффективности Промышленности Украины
  [Inter-branch analysis of efficiency of the industry of Ukraine]," MPRA Paper, University Library of Munich, Germany, number 7967, Mar.
• Goncharuk, Anatoliy G., 2008, "Межотраслевой Анализ Эффективности Промышленности Украины
  [Inter-branch analysis of efficiency of the industry of Ukraine]," MPRA Paper, University Library of Munich, Germany, number 8010, Mar.
• Barnett, William A. & Serletis, Apostolos, 2008, "Consumer preferences and demand systems," MPRA Paper, University Library of Munich, Germany, number 8413, Apr.
• Newman, John L. & Azevedo, João Pedro & Saavedra, Jaime & Molina, Ezequiel, 2008, "The Real Bottom Line: Benchmarking Performance in Poverty Reduction in Latin America and the Caribbean," MPRA Paper, University Library of Munich, Germany, number 85585, Nov, revised Apr 2010.
• Vuorenmaa, Tommi A., 2008, "Decimalization, Realized Volatility, and Market Microstructure Noise," MPRA Paper, University Library of Munich, Germany, number 8692, Apr.
• Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F., 2008, "Are any growth theories linear? Why we should care about what the evidence tells us," MPRA Paper, University Library of Munich, Germany, number 8767, May.
• Henderson, Daniel J., 2008, "A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions," MPRA Paper, University Library of Munich, Germany, number 8768, Apr.
• Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008, "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper, University Library of Munich, Germany, number 8769, Apr.
• Ciccarelli, Carlo & Fenoaltea, Stefano & Proietti, Tommaso, 2008, "The comovements of construction in Italy's regions, 1861-1913," MPRA Paper, University Library of Munich, Germany, number 8870, May.
• Luati, Alessandra & Proietti, Tommaso, 2008, "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper, University Library of Munich, Germany, number 8910, May.
• Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián, 2008, "Short-term evolution of forward curves and volatility in illiquid power market," MPRA Paper, University Library of Munich, Germany, number 8932, Feb, revised May 2008.
• Visser, Marcel P., 2008, "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper, University Library of Munich, Germany, number 9076, Jun.
• Kortelainen, Mika, 2008, "Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies," MPRA Paper, University Library of Munich, Germany, number 9257, Jun.
• Mishra, SK, 2008, "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9445, Jul.
• González-Val, Rafael & Sanso-Navarro, Marcos, 2008, "Gibrat’s law for countries," MPRA Paper, University Library of Munich, Germany, number 9733, Jun.
• Mishra, SK, 2008, "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9737, Jul.
• Jan Vlachý, 2008, "Flexibility Value of Czech Power-Generation," Ekonomika a Management, Prague University of Economics and Business, volume 2008, issue 2.
• Vincenzo Lombardo, 2008, "Growth and inequality effects on poverty reduction in Italy," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 9_2008, Jul.
• João Valle e Azevedo & Ana Pereira, 2008, "Approximating and Forecasting Macroeconomic Signals in Real-Time," Working Papers, Banco de Portugal, Economics and Research Department, number w200819.
• Russ A. Moro, 2008, "Analysis of the Predictors of Default for Portuguese Firms," Working Papers, Banco de Portugal, Economics and Research Department, number w200822.
• Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008, "Empirical Likelihood Block Bootstrapping," Working Paper, Economics Department, Queen's University, number 1156, Mar.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2008, "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper, Economics Department, Queen's University, number 1192, Dec.
• T M Christensen & A S Hurn & K A Lindsay, 2008, "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series, National Centre for Econometric Research, number 25, Jun.
• Adam Clements & A S Hurn & K A Lindsay, 2008, "Estimating the Payoffs of Temperature-based Weather Derivatives," NCER Working Paper Series, National Centre for Econometric Research, number 33, Aug.
• Adam Clements & A S Hurn & K A Lindsay, 2008, "Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives," NCER Working Paper Series, National Centre for Econometric Research, number 34, Sep.
• Jérôme Bourdieu & Marta Menéndez & Gilles Postel-Vinay & Akiko Suwa-Eisenmann, 2008, "Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 87, issue 2, pages 5-25.
• Michele Di Maio & Federico Tamagni, 2008, "The Italian anomaly in the evolution of international trade," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 3, July.
• Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers, Society for Economic Dynamics, number 1090.
• Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2008, "The Contribution of Pollution to Productivity Growth," Working Paper series, Rimini Centre for Economic Analysis, number 06_08, Jan.
• Marcos Chamon & João Manoel Pinho de Mello & Sergio Firpo, 2008, "Electoral rules, political competition and fiscal spending : regression discontinuity evidence from Brazilian municipalities," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 559, Oct.
• Michele Di Maio & Federico Tamagni, 2008, "The Evolution of World Export Sophistication and the Italian Trade Anomaly," Rivista di Politica Economica, SIPI Spa, volume 98, issue 1, pages 135-174, January-F.
• Brian A'Hearn & Franco Peracchi & Giovanni Vecchi, 2008, "Height and the normal distribution: Evidence from Italian military data," CEIS Research Paper, Tor Vergata University, CEIS, number 124, Jul, revised 14 Jul 2008.
• Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti, 2008, "Easterlin-types and Frustrated Achievers: the Heterogeneous E¤ects of Income Changes on Life Satisfaction," CEIS Research Paper, Tor Vergata University, CEIS, number 127, Sep, revised 09 Sep 2008.
• Tommaso Proietti & Alessandra Luati, 2013, "The Generalised Autocovariance Function," CEIS Research Paper, Tor Vergata University, CEIS, number 276, Apr, revised 30 Apr 2013.
• Ingo Weller & Thomas Mellewigt & Carolin Decker, 2008, "De-Diversification in Germany: Some Critical Remarks on Nicolai and Thomas (2006)," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 60, issue 2, pages 205-210, April.
• Alexander T. Nicolai & Thomas W. Thomas, 2008, "Reply to Weller, Mellewigt, and Decker," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 60, issue 2, pages 211-212, April.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk - realised semivariance," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe01.
• Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe29.
• Robert Engle & Neil Shephard & Kevin Shepphard, 2008, "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe30.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2008, "Modelling and measuring volatility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe31.
• Dragana Djurdjevic & Christine Eugster & Ronny Haase, 2008, "Estimation of Hedonic Models Using a Multilevel Approach: An Application for the Swiss Rental Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue IV, pages 679-701, December.
• Pascal Lavergne & Valentin Patilea, 2008, "Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory," Discussion Papers, Department of Economics, Simon Fraser University, number dp08-08, Nov.
• Gurleen Popli, 2008, "Gender wage discrimination in Mexico: A distributional approach," Working Papers, The University of Sheffield, Department of Economics, number 2008006, Apr, revised Apr 2008.
• Philippe K. Widmer & Peter Zweifel, 2008, "Public Good Provision in a Federalist Country: Tiebout Competition, Fiscal Equalization, and Incentives for Efficiency in Switzerland," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0804, Apr, revised Dec 2010.
• Ingo Mierswa & Katharina Morik, 2008, "About the non-convex optimization problem induced by non-positive semidefinite kernel learning," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 2, issue 3, pages 241-258, December, DOI: 10.1007/s11634-008-0033-4.
• Julie Gallo & Coro Chasco, 2008, "Spatial analysis of urban growth in Spain, 1900–2001," Empirical Economics, Springer, volume 34, issue 1, pages 59-80, February, DOI: 10.1007/s00181-007-0150-5.
• Subal Kumbhakar & Efthymios Tsionas, 2008, "Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks," Empirical Economics, Springer, volume 34, issue 3, pages 585-602, June, DOI: 10.1007/s00181-007-0137-2.
• Yiguo Sun & Thanasis Stengos, 2008, "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, volume 35, issue 2, pages 395-412, September, DOI: 10.1007/s00181-007-0164-z.
• C. Guilmi & F. Clementi & T. Matteo & M. Gallegati, 2008, "Social networks and labour productivity in Europe: an empirical investigation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 43-57, June, DOI: 10.1007/s11403-008-0034-6.
• Christian Hafner & Helmut Herwartz, 2008, "Analytical quasi maximum likelihood inference in multivariate volatility models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 67, issue 2, pages 219-239, March, DOI: 10.1007/s00184-007-0130-y.
• Ozkan Eren & Daniel L. Millimet, 2008, "Time to learn? The organizational structure of schools and student achievement," Studies in Empirical Economics, Springer, in: Christian Dustmann & Bernd Fitzenberger & Stephen Machin, "The Economics of Education and Training", DOI: 10.1007/978-3-7908-2022-5_4.
• Joseph Romano & Azeem Shaikh & Michael Wolf, 2008, "Control of the false discovery rate under dependence using the bootstrap and subsampling," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 17, issue 3, pages 417-442, November, DOI: 10.1007/s11749-008-0126-6.
• Luiza Badin & Cinzia Daraio & Léopold Simar, 2008, "Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/22, Oct.
• Terje Skjerpen, 2008, "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers, Statistics Norway, Research Department, number 532, Mar.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2008-23, Oct.
• Cobus Burger, 2008, "Sample selection bias and the South African wage function," Working Papers, Stellenbosch University, Department of Economics, number 18/2008.
• Matthieu Chemin, 2008, "The Benefits and Costs of Microfinance: Evidence from Bangladesh," Journal of Development Studies, Taylor & Francis Journals, volume 44, issue 4, pages 463-484, April, DOI: 10.1080/00220380701846735.
• Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest, 2008, "Nonparametric Estimation of the Costs of Non-Sequential Search," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-102/1, Jan.
• Charles S. Bos, 2008, "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-011/4, Jan.
• Jan G. De Gooijer & Ao Yuan, 2008, "MDL Mean Function Selection in Semiparametric Kernel Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-046/4, May.
• Monique de Haan, 2008, "The Effect of Parents' Schooling on Child's Schooling: A Nonparametric Bounds Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-061/3, Jun.
• Jaap Abbring & Pierre-André Chiappori & Tibor Zavadil, 2008, "Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-075/3, Aug.
• Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk, 2008, "A K-sample Homogeneity Test based on the Quantification of the p-p Plot," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-100/1, Oct.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-105/4, Nov.
• Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008, "The Shorth Plot," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-24.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2008, "An Afriat Theorem for the Collective Model of Household Consumption," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-72.
• Abbring, J.H. & Chiappori, P.A. & Zavadil, T., 2008, "Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-77.
• Segers, J.J.J. & van den Akker, R. & Werker, B.J.M., 2008, "Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-40.
• Cizek, P., 2008, "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-34.
• Cherchye, L.J.H. & de Rock, B. & Sabbe, J. & Vermeulen, F.M.P., 2008, "Nonparametric Tests of Collectively Rational Consumption Behavior : An Integer Programming Procedure," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-2.
• Einmahl, J.H.J. & Segers, J.J.J., 2008, "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-42.
• Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008, "The Shorth Plot," Other publications TiSEM, Tilburg University, School of Economics and Management, number 10b5cfb5-c502-46dc-8e51-5.
• Einmahl, J.H.J. & van Keilegom, I., 2008, "Tests for independence in nonparametric regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4356c520-d1d5-4156-b5b7-0.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008, "A method of moments estimator of tail dependence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 448fd556-b3e0-4fb0-bcb7-8.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2008, "An Afriat Theorem for the Collective Model of Household Consumption," Other publications TiSEM, Tilburg University, School of Economics and Management, number 48f0016b-395e-416a-b8a6-6.
• Abbring, J.H. & Chiappori, P.A. & Zavadil, T., 2008, "Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8c8b013c-a0d4-4bf8-b109-a.
• Cizek, P., 2008, "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number a6228ada-1ab5-47ee-9d23-4.
• Cherchye, L.J.H. & de Rock, B. & Sabbe, J. & Vermeulen, F.M.P., 2008, "Nonparametric Tests of Collectively Rational Consumption Behavior : An Integer Programming Procedure," Other publications TiSEM, Tilburg University, School of Economics and Management, number daeb7fca-c632-4fa5-93ab-a.
• Einmahl, J.H.J. & Segers, J.J.J., 2008, "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Other publications TiSEM, Tilburg University, School of Economics and Management, number e9340b9a-fe69-4e77-8594-8.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-574, Jul.
• Laurens Cherchye & Frederic Vermeulen, 2008, "Nonparametric Analysis of Household Labor Supply: Goodness of Fit and Power of the Unitary and the Collective Model," The Review of Economics and Statistics, MIT Press, volume 90, issue 2, pages 267-274, May.
• Hugo Ñopo, 2008, "Matching as a Tool to Decompose Wage Gaps," The Review of Economics and Statistics, MIT Press, volume 90, issue 2, pages 290-299, May.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008, "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, volume 90, issue 3, pages 389-405, August.
• Jie Zhu, 2008, "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-14, Mar.
• Almut Veraart, 2008, "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-17, Mar.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij & Jeannette H.C. Woerner, 2008, "Bipower variation for Gaussian processes with stationary increments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-21, May.
• Mark Podolskij & Daniel Ziggel, 2008, "A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-22, May.
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008, "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-24, May.
• Mark Podolskij & Mathias Vetter, 2008, "Bipower-type estimation in a noisy diffusion setting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-25, May.
• Mark Podolskij & Daniel Ziggel, 2008, "New tests for jumps: a threshold-based approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-34, Jun.
• Per Frederiksen & Morten Ørregaard Nielsen, 2008, "Bias-reduced estimation of long memory stochastic volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-35, Jun.
• Dennis Kristensen, 2008, "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-37, Jul.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk — realised semivariance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-42, Sep.
• Christian M. Dahl & Yu Qin, 2008, "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-45, Sep.
• Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008, "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-46, Sep.
• Almut E. D. Veraart, 2008, "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-57, Nov.
• Dennis Kristensen & Yongseok Shin, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-58, Nov.
• Per Frederiksen & Frank S. Nielsen, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-59, Nov.
• Jean Jacod & Mark Podolskij & Mathias Vetter, 2008, "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-61, Dec.
• Guillaume Horny & Dragana Djurdjevic & Bernhard Boockmann & François Laisney, 2008, "Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries," Annals of Economics and Statistics, GENES, issue 89, pages 193-214.
• Jose C. Galdo & Jeffrey Smith & Dan Black, 2008, "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," Annals of Economics and Statistics, GENES, issue 91-92, pages 189-216.
• Bernd Fitzenberger & Aderonke Osikominu & Robert Völter, 2008, "Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany," Annals of Economics and Statistics, GENES, issue 91-92, pages 321-355.
• Tapas Mishra & Mamata Parhi & Claude Diebolt, 2008, "Human Capital Accumulation and Spatial TFP Interdependence," Working Papers, Association Française de Cliométrie (AFC), number 08-12.
• Monchuk, Daniel C. & Zhuo, Chen, 2008, "Explaining Production Inefficiency in China’s Agriculture using Data Envelope Analysis and Semi-Parametric Bootstrapping," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6456, DOI: 10.22004/ag.econ.6456.
• Bourdieu, Jérôme & Menéndez, Marta & Postel-Vinay, Gilles & Suwa-Eisenmann, Akiko, 2008, "Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), volume 87, issue 2, DOI: 10.22004/ag.econ.188538.