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

• 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.
• Teresa Serra & Barry Goodwin, 2009, "The efficiency of Spanish arable crop organic farms, a local maximum likelihood approach," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 113-124, April, DOI: 10.1007/s11123-008-0124-4.
• Peter Grösche, 2009, "Measuring residential energy efficiency improvements with DEA," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 87-94, April, DOI: 10.1007/s11123-008-0121-7.
• Laurent Cavaignac, 2009, "Bias of distance functions estimates and Primont and Primont’s homotheticity test," Journal of Productivity Analysis, Springer, volume 31, issue 2, pages 95-100, April, DOI: 10.1007/s11123-008-0120-8.
• Manuel Illueca & José Pastor & Emili Tortosa-Ausina, 2009, "The effects of geographic expansion on the productivity of Spanish savings banks," Journal of Productivity Analysis, Springer, volume 32, issue 2, pages 119-143, October, DOI: 10.1007/s11123-009-0138-6.
• 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

• 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.
• 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.
• Robert Breunig & Yvon Rocaboy, 2008, "Per-capita public expenditures and population size: a non-parametric analysis using French data," Public Choice, Springer, volume 136, issue 3, pages 429-445, September, DOI: 10.1007/s11127-008-9304-z.
• Darren Grant & Michael Toma, 2008, "Elemental tests of the traditional rational voting model," Public Choice, Springer, volume 137, issue 1, pages 173-195, October, DOI: 10.1007/s11127-008-9319-5.
• 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.