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

• 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.
• Martin Wittenberg, 2008, "Nonparametric estimation when income is reported in bands and at points," ERSA Working Paper Series, Economic Research Southern Africa, number 094, Sep.
• 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.
• 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.
• Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2008, "Empirical Likelihood Block Bootstrapping," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273632, Mar, DOI: 10.22004/ag.econ.273632.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008, "Sequential Estimation of Structural Models with a Fixed Point Constraint," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273669, Dec, DOI: 10.22004/ag.econ.273669.
• Whitacre, Brian E. & Fannin, James Matthew & Barnes, James N., 2008, "Factors Affecting Outsourcing for Information Technology Services in Rural Hospitals: Theory and Evidence," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6393, DOI: 10.22004/ag.econ.6393.
• Cohen, Michael & Shaw, Philip & Chen, Tao, 2008, "Nonparametric Instrumental Variable Estimation in Practice," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149936, Nov, DOI: 10.22004/ag.econ.149936.
• Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
• João Carlos Félix Souza & Maria da Conceição Sampaio de Sousa & Maria Eduarda Tannuri-Pianto, 2008, "Modelos Não Paramétricos Robustos de Gestão Eficiente de Agências Bancárias: O Caso do Banco de Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 9, issue 3, pages 601-623.
• Michael Creel, 2008, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 725.08, Feb, revised 02 Jun 2008.
• Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008, "Empirical Likelihood Block Bootstrapping," Staff Working Papers, Bank of Canada, number 08-18, DOI: 10.34989/swp-2008-18.
• Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
• Stefano Nobili & Gerardo Palazzo, 2008, "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 689, Sep.
• Rodríguez Arnulfo & Zúñiga Gerardo & Rodríguez Pedro N., 2008, "Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application," Working Papers, Banco de México, number 2008-02, Feb.
• Chen, Ying & Härdle, Wolfgang & Jeong, Seok-Oh, 2008, "Nonparametric Risk Management With Generalized Hyperbolic Distributions," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 483, pages 910-923.
• Einmahl, John H. J. & Magnus, Jan R., 2008, "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 484, pages 1382-1391.
• Renaud Lacroix, 2008, "Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests," Working papers, Banque de France, number 209.
• Renaud Lacroix, 2008, "Analyse conjoncturelle de données brutes et estimation de cycles Partie 2 : mise en oeuvre empirique," Working papers, Banque de France, number 210.
• Richard SIMPER & Thomas WEYMAN‐JONES, 2008, "Evaluating Gains From Mergers In A Non‐Parametric Public Good Model Of Police Services," Annals of Public and Cooperative Economics, Wiley Blackwell, volume 79, issue 1, pages 3-33, March, DOI: 10.1111/j.1467-8292.2007.00350.x.
• Robert Breunig & Marn‐Heong Wong, 2008, "A Richer Understanding of Australia's Productivity Performance in the 1990s: Improved Estimates Based Upon Firm‐Level Panel Data," The Economic Record, The Economic Society of Australia, volume 84, issue 265, pages 157-176, June, DOI: 10.1111/j.1475-4932.2008.00460.x.
• Marc Hallin & Catherine Vermandele & Bas J. M. Werker, 2008, "Semiparametrically efficient inference based on signs and ranks for median‐restricted models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 70, issue 2, pages 389-412, April, DOI: 10.1111/j.1467-9868.2007.00641.x.
• Lídia Farré & Francis Vella, 2008, "Macroeconomic Conditions and the Distribution of Income in Spain," LABOUR, CEIS, volume 22, issue 3, pages 383-410, September, DOI: 10.1111/j.1467-9914.2008.00413.x.
• Barry E. Jones & Livio Stracca, 2008, "Does Money Matter In The Is Curve? The Case Of The Uk," Manchester School, University of Manchester, volume 76, issue s1, pages 58-84, September, DOI: 10.1111/j.1467-9957.2008.01081.x.
• Hans J. Baumgartner & Marco Caliendo, 2008, "Turning Unemployment into Self‐Employment: Effectiveness of Two Start‐Up Programmes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 3, pages 347-373, June, DOI: 10.1111/j.1468-0084.2008.00505.x.
• Kurt Geppert & Andreas Stephan, 2008, "Regional disparities in the European Union: Convergence and agglomeration," Papers in Regional Science, Wiley Blackwell, volume 87, issue 2, pages 193-217, June, DOI: 10.1111/j.1435-5957.2007.00161.x.
• Sandy Dall'erba & Julie Le Gallo, 2008, "Regional convergence and the impact of European structural funds over 1989–1999: A spatial econometric analysis," Papers in Regional Science, Wiley Blackwell, volume 87, issue 2, pages 219-244, June, DOI: 10.1111/j.1435-5957.2008.00184.x.
• Ioannis Asimakopoulos & Dionysis Lalountas & Costas Siriopoulos, 2008, "The determinants for the survival of firms in the Athens Exchange," Economic Bulletin, Bank of Greece, issue 31, pages 07-30, November.
• Sophocles N. Brissimis & Manthos D. Delis & Nikolaos I. Papanikolaou, 2008, "Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries," Working Papers, Bank of Greece, number 73, Jun.
• Holden Steinar & Wulfsberg Fredrik, 2008, "Downward Nominal Wage Rigidity in the OECD," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-50, April, DOI: 10.2202/1935-1690.1651.
• Sandy Dall’erba & Rachel Guillain & Julie Le Gallo, 2008, "Fonds structurels, effets de débordement géographique et croissance régionale en Europe," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 241-269.
• Becchetti, L. & Corrado, L. & Rossetti , F., 2008, "Easterlin-types and Frustrated Achievers: the Heterogeneous Effects of Income Changes on Life Satisfaction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0816, Apr.
• Harvey, A., 2008, "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0839, Sep.
• Eduardo Mendes & Les Oxley & Marco Reale, 2008, "Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/05, Jan.
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 527, Feb.
• Marcia M Schafgans & Victoria Zinde-Walshyz, 2008, "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 529, Aug.
• Bart Cockx & Jean Ries, 2004, "The Exhaustion of Unemployment Benefits in Belgium. Does it Enhance the Probability of Employment?," CESifo Working Paper Series, CESifo, number 1226.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Are Real Wages Rigid Downwards?," CESifo Working Paper Series, CESifo, number 1983.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Downward Nominal Wage Rigidity in the OECD," CESifo Working Paper Series, CESifo, number 2009.
• M. Hashem Pesaran & Elisa Tosetti, 2007, "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series, CESifo, number 2103.
• Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008, "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CESifo Working Paper Series, CESifo, number 2184.
• Antonis Adam & Manthos D. Delis & Pantelis Kammas, 2008, "Fiscal Decentralization and Public Sector Efficiency: Evidence from OECD Countries," CESifo Working Paper Series, CESifo, number 2364.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2008, "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series, CESifo, number 2507.
• Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler, 2008, "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," CID Working Papers, Center for International Development at Harvard University, number 184, Sep.
• Dante Amengual & Enrique Sentana, 2008, "A Comparison of Mean-Variance Efficiency Tests," Working Papers, CEMFI, number wp2008_0806, Apr.
• Alejandro Cid & Daniel Ferrés & Máximo Rossi, 2008, "Testing Happiness Hypothesis among the Elderly," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Enrique L�pez Enciso, 2008, "Algunos hechos estilizados sobre el comportamiento de los precios regulados en Colombia," Borradores de Economia, Banco de la Republica, number 4999, Aug.
• Sandra Rozo & Diego V�squez & Dairo Estrada, 2008, "An Industrial Organization Analysis for the Colombian Banking System," Borradores de Economia, Banco de la Republica, number 5001, Aug.
• Christian Manuel Posso Su�rez, 2008, "Desigualdad salarial en Colombia 1984-2005: cambios en la composici�n del mercado laboral y retornos a la educaci�n post-secundaria," Borradores de Economia, Banco de la Republica, number 5003, Sep.
• Mónica Roa Rodríguez, 2008, "¿Migran los colombianos para mejorar sus condiciones laborales? Evidencia de la hipótesis de selección para Colombia 2003," Archivos de Economía, Departamento Nacional de Planeación, number 5131, Nov.
• Jorge Barrientos Marín, 2008, "Calidad de la educación pública y logro académico en Medellín, 2004-2006. Una aproximación por regresión intercuartil," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• David Tobón & Germán Valencia & Paul Ríos & John Fredy Bedoya, 2008, "Organización jerárquica y logro escolar en Medellín. Un análisis a partir de la función de producción educativa," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• COELLI, Tim & LEFEBVRE, Mathieu & PESTIEAU, Pierre, 2008, "Social protection performance in the European Union: comparison and convergence," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008012, Mar.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim, 2008, "Asymptotic properties of the Bernstein density copula for dependent data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008045, Jul.
• Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2008, "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6661, Jan.
• Campos, Nauro & Karanasos, Menelaos & Tan, Bin, 2008, "Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7004, Oct.
• Dolado, Juan J & Stucchi, Rodolfo, 2008, "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7055, Nov.
• Nikolay Gospodinov & Masayuki Hirukawa, 2008, "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers, Concordia University, Department of Economics, number 08011, Oct, revised Dec 2008.
• Eric Gautier & Yuichi Kitamura, 2008, "Nonparametric Estimation in Random Coefficients Binary Choice Models," Working Papers, Center for Research in Economics and Statistics, number 2008-15.
• Bruno Crépon & Marc Ferracci & Grégory Jolivet & Gerard J. van den Berg, 2008, "Active Labor Market Policy Effects in a Dynamic Setting," Working Papers, Center for Research in Economics and Statistics, number 2008-25.
• Greta Falavigna, 2008, "La responsabilité sociale, est-elle une variable influençant les performances d’entreprise?," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200810, Dec.
• Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2008, "Nonparametric estimation of conditional beta pricing models," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb082403, May.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2008, "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083619, Jul.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we086027, Nov.
• Carnicero, José Antonio & Wiper, Michael Peter, 2008, "A semi-parametric model for circular data based on mixtures of beta distributions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws081305, Mar.
• Alonso Fernández, Andrés Modesto & Casado, David & López Pintado, Sara & Romo, Juan, 2008, "A functional data based method for time series classification," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws087427, Dec.
• Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008, "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, volume 24, issue 2, pages 404-447, April.
• Ibragimov, Rustam & Phillips, Peter C.B., 2008, "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 888-947, August.
• Cai, Zongwu & Li, Qi, 2008, "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, volume 24, issue 5, pages 1321-1342, October.
• Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2008, "Asymptotics And Consistent Bootstraps For Dea Estimators In Nonparametric Frontier Models," Econometric Theory, Cambridge University Press, volume 24, issue 6, pages 1663-1697, December.
• Gerolimetto, Margherita & Mauracher, Christine & Procidano, Isabella, 2008, "Analyzing Wine Demand with Artificial Neural Networks," Journal of Wine Economics, Cambridge University Press, volume 3, issue 1, pages 30-50, April.