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

• Hugo Nopo, 2009, "The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach," Research Department Publications, Inter-American Development Bank, Research Department, number 4618, Mar.
• Lourdes Gallardo & Hugo Nopo, 2009, "Ethnic and Gender Wage Gaps in Ecuador," Research Department Publications, Inter-American Development Bank, Research Department, number 4625, Apr.
• Luana Marquez Garcia & Hugo Nopo & Paola Salardi, 2009, "Gender and Racial Wage Gaps in Brazil 1996-2006: Evidence Using a Matching Comparisons Approach," Research Department Publications, Inter-American Development Bank, Research Department, number 4626, May.
• Ted Enamorado & Ana Carolina Izaguirre & Hugo Nopo, 2009, "Gender Wage Gaps in Central American Countries: Evidence from a Non-Parametric Approach," Research Department Publications, Inter-American Development Bank, Research Department, number 4639, Oct.
• Juan Pablo Atal & Hugo Nopo & Natalia Winder, 2009, "New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America," Research Department Publications, Inter-American Development Bank, Research Department, number 4640, Oct.
• Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009, "Nonparametric Beta Kernel Estimator for Long Memory Time Series," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 633, Sep.
• Fève, Frédérique & Florens, Jean-Pierre, 2009, "The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 615.
• Florens, Jean-Pierre & Sbaï, Erwann, 2009, "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 612, Jul.
• Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009, "Instrumental Regression in Partially Linear Models," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 613, Sep.
• Emilios Avgouleas & Stavros Degiannakis, 2009, "Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 1, issue 1, pages 96-123.
• Pedro Carneiro & Sokbae (Simon) Lee, 2009, "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/09, Jan.
• Xiaohong Chen & Wei Biao Wu Wu & Yanping Yi, 2009, "Efficient estimation of copula-based semiparametric Markov models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/09, Mar.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric estimation of a polarization measure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/09, Jun.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2009, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/09, Jul.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/09, Jul.
• Xiaohong Chen & Demian Pouzo, 2009, "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/09, Jul.
• Pedro Carneiro & James Heckman & Edward Vytlacil, 2009, "Evaluating marginal policy changes and the average effect of treatment for individuals at the margin," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/09, Jul.
• Erich Battistin & Andrew Chesher, 2009, "Treatment effect estimation with covariate measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/09, Sep.
• Adam Rosen, 2009, "Set identification via quantile restrictions in short panels," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/09, Sep.
• Chunrong Ai & Xiaohong Chen, 2009, "Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/09, Oct.
• Stefan Hoderlein, 2009, "How many consumers are rational?," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/09, Nov.
• Yonghong An & Yingyao Hu, 2009, "Well-posedness of measurement error models for self-reported data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP35/09, Dec.
• Sokbae (Simon) Lee & Yoon-Jae Whang, 2009, "Nonparametric tests of conditional treatment effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/09, Dec.
• Andrew Chesher & Konrad Smolinski, 2009, "IV models of ordered choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/09, Dec.
• Massimo Bordignon & Tommaso Nannicini & Guido Tabellini, 2009, "Moderating Political Extremism: Single Round vs Runoff Elections under Plurality Rule," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 348.
• Kunst, Robert M., 2009, "A Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies, number 233, Jan.
• Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK, 2009, "VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 7-32.
• Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU, 2009, "Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 277, pages 85-109.
• Mainak Mazumdar & Meenakshi Rajeev, 2009, "Comparing the Efficiency and Productivity of the Indian Pharmaceutical Firms: A Malmquist-Meta-Frontier Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 2, pages 159-181, August.
• Adan Diaz Hernandez & Jose C. Ramirez Sanchez, 2009, "Una Metodología basada en Cúpulas y Valores Extremos para Estimar el Capital Económico Requerido de un Portafolio de Creditos al Menudeo," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 24, issue 2, pages 95-132, Diciembre.
• Roberto Basile & Alessandro Girardi, 2009, "Specialization and risk sharing: evidence from European regions," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 122, Dec.
• Namýk Kemal ERDOGAN & Nevin UZGOREN, 2009, "Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 10, issue 1, pages 1-19, November.
• Matthijs R Wildenbeest, 2009, "An Empirical Model of Search with Vertically Differentiated Products," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2009-01, Apr.
• Juan Antonio Máñez Castillejo & Amparo Sanchis Llopis & Juan A. Sanchis Llopis & María Engracia Rochina Barrachina, 2009, "Do process innovations boost SMEs productivity growth?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-12, Oct.
• F. Alfonso Arellano Espinar, 2009, "The effect of outplacement services on earning prospects of unemployed," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-15, Dec.
• de Luna, Xavier & Johansson, Per, 2009, "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers, IZA Network @ LISER, number 3966, Jan.
• Imbens, Guido W. & Kalyanaraman, Karthik, 2009, "Optimal Bandwidth Choice for the Regression Discontinuity Estimator," IZA Discussion Papers, IZA Network @ LISER, number 3995, Feb.
• Busso, Matias & DiNardo, John & McCrary, Justin, 2009, "New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators," IZA Discussion Papers, IZA Network @ LISER, number 3998, Feb.
• Abadie, Alberto & Imbens, Guido W., 2009, "A Martingale Representation for Matching Estimators," IZA Discussion Papers, IZA Network @ LISER, number 4073, Mar.
• Millimet, Daniel L. & Wang, Le, 2009, "Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?," IZA Discussion Papers, IZA Network @ LISER, number 4078, Mar.
• Henderson, Daniel J. & Parmeter, Christopher F., 2009, "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers, IZA Network @ LISER, number 4103, Mar.
• Wunder, Christoph & Wiencierz, Andrea & Schwarze, Johannes & Küchenhoff, Helmut & Kleyer, Sara & Bleninger, Philipp, 2009, "Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data," IZA Discussion Papers, IZA Network @ LISER, number 4155, Apr.
• Juessen, Falko, 2009, "A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany," IZA Discussion Papers, IZA Network @ LISER, number 4177, May.
• Flores, Carlos A. & Flores-Lagunes, Alfonso, 2009, "Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness," IZA Discussion Papers, IZA Network @ LISER, number 4237, Jun.
• Markussen, Simen & Røed, Knut & Røgeberg, Ole J. & Gaure, Simen, 2009, "The Anatomy of Absenteeism," IZA Discussion Papers, IZA Network @ LISER, number 4240, Jun.
• Bargain, Olivier B. & Magejo, Prudence, 2009, "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," IZA Discussion Papers, IZA Network @ LISER, number 4286, Jul.
• Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward, 2009, "Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin," IZA Discussion Papers, IZA Network @ LISER, number 4324, Jul.
• Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2009, "Nonparametric Identification and Estimation of Nonadditive Hedonic Models," IZA Discussion Papers, IZA Network @ LISER, number 4329, Jul.
• Flores, Carlos A. & Mitnik, Oscar A., 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," IZA Discussion Papers, IZA Network @ LISER, number 4451, Sep.
• Wunder, Christoph & Schwarze, Johannes, 2009, "Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men," IZA Discussion Papers, IZA Network @ LISER, number 4485, Oct.
• Bijwaard, Govert & Ridder, Geert, 2009, "A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model," IZA Discussion Papers, IZA Network @ LISER, number 4543, Nov.
• Mogstad, Magne & Wiswall, Matthew, 2009, "How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education," IZA Discussion Papers, IZA Network @ LISER, number 4562, Nov.
• Siddique, Zahra, 2009, "Partially Identified Treatment Effects under Imperfect Compliance: The Case of Domestic Violence," IZA Discussion Papers, IZA Network @ LISER, number 4565, Nov.
• D'Haultfoeuille, Xavier & Maurel, Arnaud, 2009, "Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France," IZA Discussion Papers, IZA Network @ LISER, number 4606, Dec.
• Chamon, Marcos & de Mello, João M. P. & Firpo, Sergio, 2009, "Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities," IZA Discussion Papers, IZA Network @ LISER, number 4658, Dec.
• Roger Klein & Francis Vella, 2009, "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 735-762, DOI: 10.1002/jae.1064.
• Annette Bergemann & Bernd Fitzenberger & Stefan Speckesser, 2009, "Evaluating the dynamic employment effects of training programs in East Germany using conditional difference-in-differences," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 5, pages 797-823, DOI: 10.1002/jae.1054.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, DOI: 10.1002/jae.1091.
• R. Todd Jewell & Jeffrey J. Rous, 2009, "Measuring the benefit of prenatal care in a less-developed country: semi-parametric estimates from Uruguay," Journal of Developing Areas, Tennessee State University, College of Business, volume 42, issue 2, pages 57-75, January-M.
• Yingyao Hu & Geert Ridder, 2009, "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 554, Jun.
• Yonghong An & Yingyao Hu, 2009, "Well-Posedness of Measurement Error Models for Self-Reported Data," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 556, Oct.
• Hausman & Newey & Woutersen & Chao & Swanson, 2009, "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 566, Sep.
• Camelia Minoiu & Sanjay G. Reddy, 2009, "The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 2, pages 160-178, June.
• Hassler Uwe & Wolters Jürgen, 2009, "Hysteresis in Unemployment Rates? A Comparison between Germany and the US," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 2-3, pages 119-129, April, DOI: 10.1515/jbnst-2009-2-303.
• Uwe Cantner & Sarah Kösters, 2009, "R&D Subsidies to Start-ups - Effective Drivers of Patent Activity and Employment Growth?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-027, Apr.
• William Barnett & Philippe de Peretti, 2009, "Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200904, Jan, revised Jan 2009.
• Martin Falk & Franz Sinabell, 2009, "A spatial econometric analysis of the regional growth and volatility in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 2, pages 193-207, May, DOI: 10.1007/s10663-008-9078-z.
• Jie Zhu, 2009, "Pricing volatility of stock returns with volatile and persistent components," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 243-269, September, DOI: 10.1007/s11408-009-0107-0.
• Riccardo Massari & Maria Pittau & Roberto Zelli, 2009, "A dwindling middle class? Italian evidence in the 2000s," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 7, issue 4, pages 333-350, December, DOI: 10.1007/s10888-008-9078-z.
• Mohamed Ariff & Luc Can, 2009, "IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 2, pages 167-187, April, DOI: 10.1007/s10693-008-0047-2.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2009, "Opening the black box of intra-household decision-making : Theory and non-parametric empirical tests of general collective consumption models," Other publications TiSEM, Tilburg University, School of Economics and Management, number bc6d0cf7-c686-40a4-84f4-9.
• Klein, T.J., 2009, "College Education and Wages in the U.K. : Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," Other publications TiSEM, Tilburg University, School of Economics and Management, number d076afa3-b1e0-4d57-be4b-b.
• Einmahl, J.H.J. & Smeets, S.G.W.R., 2009, "Ultimate 100m World Records Through Extreme-Value Theory," Other publications TiSEM, Tilburg University, School of Economics and Management, number d16c8bbc-772e-42e1-8d8e-3.
• Einmahl, J.H.J. & Segers, J.J.J., 2009, "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM, Tilburg University, School of Economics and Management, number ffef2e15-c4a8-471f-b730-1.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009, "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-662, Sep.
• David E. Allen & Michael McAleer & Marcel Scharth, 2009, "Realized Volatility Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-693, Dec.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009, "Non Parametric Estimation of a Polarization Measure," Working Papers, University of Toronto, Department of Economics, number tecipa-363, Jul.
• Chuan Goh, 2009, "Efficient Semiparametric Detection of Changes in Trend," Working Papers, University of Toronto, Department of Economics, number tecipa-373, Sep.
• Chuan Goh, 2009, "Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations," Working Papers, University of Toronto, Department of Economics, number tecipa-374, Sep.
• Chuan Goh, 2009, "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers, University of Toronto, Department of Economics, number tecipa-375, Oct.
• Sandy DALL’ERBA & Rachel GUILLAIN & Julie LE GALLO, 2009, "Impact Of Structural Funds On Regional Growth: How To Reconsider A 9 Year-Old Black Box," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 30, pages 77-100.
• Bruno Crépon & Marc Ferracci & Grégory Jolivet & Gerard J. van den Berg, 2009, "Active Labor Market Policy Effects in a Dynamic Setting," Journal of the European Economic Association, MIT Press, volume 7, issue 2-3, pages 595-605, 04-05.
• Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2009, "Convergence Rates for III-Posed Inverse Problems with an Unknown Operator," TSE Working Papers, Toulouse School of Economics (TSE), number 09-030, Apr.
• Rothe, Christoph, 2009, "Unconditional Partial Effects of Binary Covariates," TSE Working Papers, Toulouse School of Economics (TSE), number 09-79, Sep.
• Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009, "Identification and Estimation by Penalization in Nonparametric Instrumental Regression," TSE Working Papers, Toulouse School of Economics (TSE), number 09-076, Aug.
• Florens, Jean-Pierre & Sbaï, Erwann, 2009, "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers, Toulouse School of Economics (TSE), number 10-166, Jul.
• Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009, "Instrumental Regression in Partially Linear Models," TSE Working Papers, Toulouse School of Economics (TSE), number 10-167, Sep.
• Fève, Frédérique & Florens, Jean-Pierre, 2009, "The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models," TSE Working Papers, Toulouse School of Economics (TSE), number 10-169, Jan.
• Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009, "Nonparametric Beta Kernel Estimator for Long Memory Time Series," TSE Working Papers, Toulouse School of Economics (TSE), number 09-082, Sep.
• Rothe, Christoph, 2009, "Identification of Unconditional Partial Effects in Non Separable Models," TSE Working Papers, Toulouse School of Economics (TSE), number 09-054, Jun.
• Diewert, Erwin & Mizobuchi, Hideyuki, 2009, "An Economic Approach to the Measurement of Productivity Growth Using Differences Instead of Ratios," Economics working papers, Vancouver School of Economics, number erwin_diewert-2009-2, Jan, revised 09 Jan 2009.
• Flavio Cunha & James J. Heckman, 2009, "The Economics & Psychology of Inequality and Human Development," Working Papers, Geary Institute, University College Dublin, number 200905, Mar.
• Olivier Bargain & Prudence Kwenda, 2009, "The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data," Working Papers, Geary Institute, University College Dublin, number 200916, Jun.
• Olivier Bargain & Prudence Kwenda, 2009, "The informal sector wage gap : new evidence using quantile estimations on panel data," Working Papers, School of Economics, University College Dublin, number 200905, May.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2009, "Opening the Black Box of Intrahousehold Decision Making: Theory and Nonparametric Empirical Tests of General Collective Consumption Models," Journal of Political Economy, University of Chicago Press, volume 117, issue 6, pages 1074-1104, December, DOI: 10.1086/649563.
• Ye Chen & Liangjun Su & Aman Ullah, 2009, "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers, University of California at Riverside, Department of Economics, number 200909, Jun, revised Jun 2009.
• Anupam Nanda & Katherine A. Pancak, 2009, "Broker Duty to Clients: Why States Mandate Minimum Service Requirements," Alumni working papers, University of Connecticut, Department of Economics, number 2009-01, Apr.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2009, "Opening the black box of intrahousehold decision making: theory and nonparametric empirical tests of general collective consumption models," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/98561.
• Gebreeyesus, Mulu, 2009, "Inactions and Spikes of Investment in Ethiopian Manufacturing Firms: Empirical Evidence on Irreversibility and Non-convexities," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2009-061.
• Azomahou, Theophile & Goedhuys, Micheline & Nguyen-Van, Phu, 2009, "A structural nonparametric reappraisal of the CO2 emissions-income relationship," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2009-064.
• Manjón Antolín, Miguel C. & Añón Higón, Dolores, 2009, "Does Internationalization Alter the R&D-Productivity Relationship?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/42867.
• Martin Huber, 2009, "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-07, Apr.
• Francesco Audrino & Dominik Colangelo, 2009, "Option trading strategies based on semi-parametric implied volatility surface prediction," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-24, Aug.
• Jos� BELBUTE & Ant�nio CALEIRO, 2009, "Measuring Persistence On Consumption In Portugal," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 2(8)_ Sum.
• Torstein Bye & Annegrete Bruvoll & Jan Larsson, 2009, "Capacity Utilization in a Generalized Malmquist Index Including Environmental Factors: A Decomposition Analysis," Land Economics, University of Wisconsin Press, volume 85, issue 3, pages 529-538.
• Christopher J. Bennett, 2009, "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0905, Apr.
• Christopher J. Bennett, 2009, "Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0908, Jul.
• Monica Billio & Ludovic Cal�s & Dominique Gu�gan, 2009, "Portfolio Symmetry and Momentum," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2009_05.
• Stefano Magrini & Margherita Gerolimetto, 2009, "Nonparametric regression with spatially dependent data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2009_20.
• Miroslav Verbič & Franc Kuzmin, 2009, "Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 2, pages 227-240.
• Jan Hagemejer & Joanna Tyrowicz, 2009, "Is the Impact Really That High? The Effect of FDI in Transition," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-02.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, November, DOI: 10.1002/jae.1091.
• Stewart, Mark B., 2009, "The estimation of pensioner equivalence scales using subjective data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 893.
• Kan K & Lee M, 2009, "Lose Weight for Money Only if Over-Weight: Marginal Integration for Semi-Linear Panel Models," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/19, Jul.
• Funke, Michael & Yu, Hao, 2009, "Economic growth across Chinese provinces: insearch of innovation-driven gains," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 10/2009.
• Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten, 2009, "Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,07.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/18.
• Hautsch, Nikolaus & Kyj, Lada M. & Hautsch, Nikolaus, 2009, "A blocking and regularization approach to high dimensional realized covariance estimation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/20.
• Alm, Bastian & Bade, Franz-Josef, 2009, "The impact of firm subsidies: Evaluating German regional policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 103402.
• Werner, Karl & Moormann, Jürgen, 2009, "Efficiency and profitability of European banks: how important is operational efficiency?," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 111.
• Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin, 2009, "From Riches to Rags, and Back? Explaining the Growth Trajectory of Argentina since the 1890s," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009, Verein für Socialpolitik, Research Committee Development Economics, number 37.
• Omar Mahmoud, Toman & Thiele, Rainer, 2009, "Does AIDS-related mortality reduce per-capita household income? Evidence from rural Zambia," Kiel Working Papers, Kiel Institute for the World Economy, number 1530.
• Dettmann, Eva & Günther, Jutta, 2009, "Subsidized Vocational Training: Stepping Stone or Trap? An Evaluation Study for East Germany," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2009.
• Eckl, Verena & Rothgang, Michael & Welter, Friederike, 2009, "Public Policy and Success of Business Start-ups in Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 143.
• Filler, Guenther & Odening, Martin & Okhrin, Ostap & Xu, Wei, 2009, "On the systemic nature of weather risk," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-002.
• Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2009, "Localized realized volatility modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-003.
• Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "CDO pricing with copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-013.
• Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius, 2009, "A joint analysis of the KOSPI 200 option and ODAX option markets dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-019.
• Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009, "Optimal smoothing for a computationally and statistically efficient single index estimator," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-028.
• Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-031.
• Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009, "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-041.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-044.
• Härdle, Wolfgang Karl & Kirchner, Christian F. W., 2009, "Quantifizierbarkeit von Risiken auf Finanzmärkten," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-045.
• Hautsch, Nikolaus & Kyj, Lada M. & Oomen, Roel C.A., 2009, "A blocking and regularization approach to high dimensional realized covariance estimation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-049.
• Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009, "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-050.
• Görzig, Bernd & Gornig, Martin & Voshage, Ramona & Werwatz, Axel, 2009, "Product policy and the East-West productivity gap," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-056.
• Söhl, Jakob, 2009, "Polar sets of anisotropic Gaussian random fields," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-058.
• Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald, 2009, "A non-stationary approach for financial returns with nonparametric heteroscedasticity," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF31V2.
• Gürtler, Marc & Rauh, Ronald, 2009, "Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF32V2.
• Michael Wolf & Dan Wunderli, 2009, "Fund-of-funds construction by statistical multiple testing methods," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 445, Sep.
• Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009, "Consonance and the closure method in multiple testing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 446, Sep.
• Michael Cohen, 2009, "A Structured Covariance Probit Demand Model," 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 123, Oct.

2008

• 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.
• Marmer, Vadim & Shneyerov, Artyom, 2008, "Quantile-Based Nonparametric Inference for First-Price Auctions," Microeconomics.ca working papers, Vancouver School of Economics, number marmer-08-01-17-12-16-12, Jan, revised 16 May 2013.
• Marmer, Vadim & Otsu, Taisuke, 2008, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-13, Oct, revised 25 Jul 2011.
• Paul J. Devereux & Gautam Tripathi, 2008, "Optimally combining censored and uncensored datasets," Working Papers, School of Economics, University College Dublin, number 200820, Sep.
• Anupam Nanda & Stephen L. Ross, 2008, "The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study using Propensity Scores," Working papers, University of Connecticut, Department of Economics, number 2008-39, Sep.
• Dong Jin Lee, 2008, "Parametric and Semiparametric Efficient Tests for Parameter Instability," Working papers, University of Connecticut, Department of Economics, number 2008-40, Oct, revised Aug 2009.
• Tomás Rau Binder & Jorge Rivera Cayupi & Rodrigo Krell, 2008, "An optimization-based matching procedure," Working Papers, University of Chile, Department of Economics, number wp279, Jan.
• Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frederic Vermeulen, 2008, "Nonparametric tests of collectively rational consumption behavior: an integer programming procedure," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/131712.
• Bram De Rock & Laurens Cherchye & Frederic Vermeulen, 2008, "Analyzing cost efficient production behavior under economies of scope: a nonparametric methodology," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/7536.
• Mamata Parhi & Tapas Mishra, 2008, "Spatial Growth Volatility and Age-structured Human Capital Dynamics in Europe," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2008-04.
• Luis A. Gil-Alana & Rolando Pelaez, 2008, "The Persistence of Earnings per Share," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/08, Nov.
• Nguyen Khac Minh & Giang Thanh Long, 2008, "Factor productivity and efficiency of the Vietnamese economy in transition," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 15, issue 1, pages 93-117, June.
• Moffat, Boitnmelo & Valadkhani, Abbas & Harvie, Charles, 2008, "Identifying productivity change in Botswana’s financial institutions: an application of Malmquist productivity indices," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp08-13.
• Moffat, Boitnmelo & Valadkhani, Abbas, 2008, "Technical efficiency in Botswana’s financial institutions: a DEA approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp08-14.
• Karl Schlag, 2008, "Exact tests for correlation and for the slope in simple linear regressions without making assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1097, Jun.
• Karl Schlag, 2008, "Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1099, Jun.
• Nicholas Longford, 2008, "Small-area estimation with spatial similarity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1105, Jul, revised Sep 2009.
• Karl Schlag, 2008, "A new method for constructing exact tests without making any assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1109, Aug.
• Paolo Ghinetti & Claudio Lucifora, 2008, "Public Sector Pay Gaps and Skill Levels: a Cross-Country Comparison," Working Papers, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont, number 118, Apr.
• Sudhanshu Kumar MISHRA, 2008, "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 261-268.
• Rikke Ibsen & Elisabetta Trevisan & Niels Westergaard-Nielsen, 2008, "Job Mobility and Skill Transferability. Some Evidences from Denmark and a Large Italian Region," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_40.
• Cathy Ning & Tony S. Wirjanto, 2008, "Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach," Working Papers, University of Waterloo, Department of Economics, number 08009, Dec.
• M. Eslava, J. Haltwanger, A. Kugler, M. Kugler, 2008, "Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0059, revised 2008.
• Sean Murphy & Robert Rosenman & Jon Yoder & Dan Firesner, 2008, "Patients' Perceptions and Treatment Effectiveness," Working Papers, School of Economic Sciences, Washington State University, number 2008-19, Sep.
• Gaul, Jürgen & Theissen, Erik, 2008, "A partially linear approach to modelling the dynamics of spot and futures prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/12.
• Nitsch, Volker, 2008, "Die another day: duration in German import trade," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/17.
• Deuchert, Eva, 2008, "The Virgin HIV Puzzle: Can misreporting account for the high proportion of HIV cases in self-reported virgins?," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 10.
• Becker, Daniel Thomas, 2008, "Public-sector efficiency and interjurisdictional competition: An empirical investigation," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 101.
• Grösche, Peter, 2008, "Measuring Residential Energy Efficiency Improvements with DEA," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 60.
• Heufer, Jan, 2008, "A Geometric Measure for the Violation of Utility Maximization," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 69.
• Podolskij, Mark & Vetter, Mathias, 2008, "Bipower-type estimation in a noisy diffusion setting," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,24.
• Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008, "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-002.
• Zhang, Junni L. & Härdle, Wolfgang Karl, 2008, "The bayesian additive classification tree applied to credit risk modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-003.
• Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008, "Independent component analysis via copula techniques," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-004.
• Härdle, Wolfgang Karl & Lee, Yuh-Jye & Schäfer, Dorothea & Yeh, Yi-Ren, 2008, "The default risk of firms examined with smooth support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-005.
• Härdle, Wolfgang Karl & Mungo, Julius, 2008, "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-006.
• Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "A consistent nonparametric test for causality in quantile," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-007.
• Andriyashin, Anton & Härdle, Wolfgang Karl & Timofeev, Roman, 2008, "Recursive portfolio selection with decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-009.
• Härdle, Wolfgang Karl & Song, Song, 2008, "The stochastic fluctuation of the quantile regression curve," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-027.
• Andriyashin, Anton, 2008, "Stock picking via nonsymmetrically pruned binary decision trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-035.
• Giacomini, Enzo & Härdle, Wolfgang Karl & Krätschmer, Volker, 2008, "Dynamic semiparametric factor models in risk neutral density estimation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-038.
• Härdle, Wolfgang Karl & Okhrin, Ostap & Okhrin, Yarema, 2008, "Modeling dependencies in finance using copulae," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-043.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
• 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.