Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General
2008
- 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 EconomÃa 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 EconomÃa, 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 EconomÃa, 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 EstadÃstica, 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 EstadÃstica, 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.
- Xiaohong Chen & Demian Pouzo, 2008, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1640R, Feb, revised Jul 2009.
- Xiaohong Chen & Demian Pouzo, 2008, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1650, Apr, revised Oct 2008.
- Xiaohong Chen & Demian Pouzo, 2008, "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1650R, Apr, revised Jul 2009.
- Xiaohong Chen & Demian Pouzo, 2008, "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1650RR, Apr, revised Jan 2011.
- Qiying Wang & Peter C.B. Phillips, 2008, "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1657, May.
- Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008, "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1660, May.
- Yixiao Sun & Peter C.B. Phillips, 2008, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1661, May.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1668, Jul.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1668R, Jul, revised May 2011.
- Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1683, Nov.
- Pao-Li Chang¤ & Myoung-Jae Lee, 2008, "The WTO Trade Effect," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c013_027, Nov.
- Christian von Hirschhausen & Astrid Cullmann, 2008, "Next Stop: Restructuring?: A Nonparametric Efficiency Analysis of German Public Transport Companies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 831.
- Matthias Walter & Astrid Cullmann, 2008, "Potential Gains from Mergers in Local Public Transport: An Efficiency Analysis Applied to Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 832.
- Umakant Dash & S. D. Vaishnavi & V. R. Muraleedharan, 2008, "Technical efficiency in the Use of Health Care Resources: A Case Study of Tamil Nadu," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 43, issue 1, pages 69-82, July.
- Shrabani Mukherjee, 2008, "An Alternative Measure of Efficiency in the Use of Electricity in India: A State Wise Assessment," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 43, issue 2, pages 229-251, July.
- Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frederic Vermeulen, 2008, "Nonparametric tests of collectively rational consumption behavior: an integer programming procedure," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008-001, Jan.
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2008, "An Afriat theorem for the collective model of household consumption," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008-027, Sep.
- Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2008, "The Revealed preference approach to collective consumption behavior: testing, recovery and Welfare analysis," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008-029, Jul.
- Afonso, António & Schuknecht, Ludger & Tanzi, Vito, 2008, "Income distribution determinants and public spending efficiency," Working Paper Series, European Central Bank, number 861, Jan.
- Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008, "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series, European Central Bank, number 874, Feb.
- Jones, Barry E. & Stracca, Livio, 2008, "Does money matter in the IS curve? The case of the UK," Working Paper Series, European Central Bank, number 904, Jun.
- Chen, Xiaohong & Pouzo, Demian, 2008, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers, Yale University, Department of Economics, number 38, Feb.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008, "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," Econometrica, Econometric Society, volume 76, issue 4, pages 679-725, July.
- Arie Beresteanu & Francesca Molinari, 2008, "Asymptotic Properties for a Class of Partially Identified Models," Econometrica, Econometric Society, volume 76, issue 4, pages 763-814, July.
- Michael Jansson, 2008, "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, volume 76, issue 5, pages 1103-1142, September.
- Richard Blundell & Martin Browning & Ian Crawford, 2008, "Best Nonparametric Bounds on Demand Responses," Econometrica, Econometric Society, volume 76, issue 6, pages 1227-1262, November.
- Alberto Abadie & Guido W. Imbens, 2008, "On the Failure of the Bootstrap for Matching Estimators," Econometrica, Econometric Society, volume 76, issue 6, pages 1537-1557, November.
- Cizek, P. & Tamine, J. & Härdle, W., 2008, "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 12, pages 5154-5162, August.
- Shintani, Mototsugu, 2008, "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 9, pages 2788-2808, September.
- Westerlund, Joakim & Basher, Syed A., 2008, "Mixed signals among tests for panel cointegration," Economic Modelling, Elsevier, volume 25, issue 1, pages 128-136, January.
- Campos, Nauro F. & Karanasos, Menelaos G., 2008, "Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896-2000," Economics Letters, Elsevier, volume 100, issue 1, pages 135-137, July.
- Ñopo, Hugo, 2008, "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, volume 100, issue 2, pages 292-296, August.
- Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur, 2008, "Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments," Economics Letters, Elsevier, volume 100, issue 3, pages 381-384, September.
- Zhao, Zhong, 2008, "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, volume 98, issue 3, pages 309-319, March.
- Fortuna, Natercia, 2008, "Local rank tests in a multivariate nonparametric relationship," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 162-182, January.
- Linton, Oliver B. & Mammen, Enno, 2008, "Nonparametric transformation to white noise," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 241-264, January.
- Xu, Ke-Li & Phillips, Peter C.B., 2008, "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 265-280, January.
- Imbens, Guido W. & Lemieux, Thomas, 2008, "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, volume 142, issue 2, pages 615-635, February.
- Molinari, Francesca, 2008, "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 81-117, May.
- Kristensen, Dennis, 2008, "Estimation of partial differential equations with applications in finance," Journal of Econometrics, Elsevier, volume 144, issue 2, pages 392-408, June.
- Djebbari, Habiba & Smith, Jeffrey, 2008, "Heterogeneous impacts in PROGRESA," Journal of Econometrics, Elsevier, volume 145, issue 1-2, pages 64-80, July.
- Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2008, "Local likelihood estimation of truncated regression and its partial derivatives: Theory and application," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 185-198, September.
- Barnett, William A. & Serletis, Apostolos, 2008, "Consumer preferences and demand systems," Journal of Econometrics, Elsevier, volume 147, issue 2, pages 210-224, December.
- Cherchye, Laurens & De Rock, Bram & Sabbe, Jeroen & Vermeulen, Frederic, 2008, "Nonparametric tests of collectively rational consumption behavior: An integer programming procedure," Journal of Econometrics, Elsevier, volume 147, issue 2, pages 258-265, December.
- Moraga-González, José Luis & Wildenbeest, Matthijs R., 2008, "Maximum likelihood estimation of search costs," European Economic Review, Elsevier, volume 52, issue 5, pages 820-848, July.
- Tortosa-Ausina, Emili & Grifell-Tatje, Emili & Armero, Carmen & Conesa, David, 2008, "Sensitivity analysis of efficiency and Malmquist productivity indices: An application to Spanish savings banks," European Journal of Operational Research, Elsevier, volume 184, issue 3, pages 1062-1084, February.
- Ledoit, Oliver & Wolf, Michael, 2008, "Robust performance hypothesis testing with the Sharpe ratio," Journal of Empirical Finance, Elsevier, volume 15, issue 5, pages 850-859, December.
- Fioramanti, Marco, 2008, "Predicting sovereign debt crises using artificial neural networks: A comparative approach," Journal of Financial Stability, Elsevier, volume 4, issue 2, pages 149-164, June.
- Hyndman, Rob J. & Booth, Heather, 2008, "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 323-342.
- Brissimis, Sophocles N. & Delis, Manthos D. & Papanikolaou, Nikolaos I., 2008, "Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2674-2683, December.
- Sancetta, Alessio, 2008, "Sample covariance shrinkage for high dimensional dependent data," Journal of Multivariate Analysis, Elsevier, volume 99, issue 5, pages 949-967, May.
- Barnett, William A. & Duzhak, Evgeniya Aleksandrovna, 2008, "Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 15, pages 3817-3825, DOI: 10.1016/j.physa.2008.01.045.
- Aerts, Kris & Schmidt, Tobias, 2008, "Two for the price of one?: Additionality effects of R&D subsidies: A comparison between Flanders and Germany," Research Policy, Elsevier, volume 37, issue 5, pages 806-822, June.
- Breunig, Robert, 2008, "Nonparametric density estimation for stratified samples," Statistics & Probability Letters, Elsevier, volume 78, issue 14, pages 2194-2200, October.
- Charpentier, Arthur & Segers, Johan, 2008, "Convergence of Archimedean copulas," Statistics & Probability Letters, Elsevier, volume 78, issue 4, pages 412-419, March.
- Julda Kielyte, 2008, "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 51, issue 2, pages 1-19.
- Weshah Razzak & Rabie Nasser, 2008, "A Nonparametric Approach to Evaluating Inflation-Targeting Regimes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_18, Nov.
- Adán Díaz Hernández & José C. Ramírez Sánchez, 2008, "Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 1, pages 20-43.
- Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008, "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25092, Feb.
- Julliard, Christian & Ghosh, Anisha, 2008, "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4808, Mar.
- Phu Nguyen Van, 2008, "Energy consumption and economic development:a semiparametric panel analysis," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-03.
- Vito Peragine & Laura Serlenga, 2008, "Higher education and equality of opportunity in Italy," Research on Economic Inequality, Emerald Group Publishing Limited, "Inequality and Opportunity: Papers from the Second ECINEQ Society Meeting", DOI: 10.1016/S1049-2585(08)16004-5.
- Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008, "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-53, Jan.
- Guillermo Benavides Perales & Israel Felipe Mora Cuevas, 2008, "Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 33-52, May.
- Ahmet Atil Asici, 2008, "Parametric and Non-Parametric Approaches to Exits from Fixed Exchange Rate Regimes," Working Papers, Economic Research Forum, number 401, Jan, revised 03 Jan 2008.
- Gabriel Bobeica & Elena Bojesteanu, 2008, "Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 7-18.
- Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frederic Vemeulen, 2008, "Nonparametric tests of collectively rational consumption behavior: an integer programming procedure," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0801, Mar.
- Kristof De Witte & Rui C. Marques, 2008, "Capturing the environment, a metafrontier approach to the drinking water sector," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0804, Mar.
- Kristof De Witte & David S. Saal, 2008, "Is a little sunshine all we need? On the impact of sunshine regulation on profits, productivity and prices in the Dutch drinking water sector," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0828, Oct.
- Ulrike Mandl & Adriaan Dierx & Fabienne Ilzkovitz, 2008, "The effectiveness and efficiency of public spending," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 301, Feb.
- Christian De Peretti & Carole Siani, 2008, "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 08-02.
- Marianna Mantuano & Roberto Basile, 2008, "La concentrazione geografica dell?industria in Italia: 1971-2001," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2008, issue 3, pages 5-28.
- Vít Bubák, 2008, "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/18, Sep, revised Sep 2008.
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- Anisha Ghosh & Christian Julliard, 2008, "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers, Financial Markets Group, number dp610, Apr.
- H. D. Vinod & D. F. Hsu & Y. Tian, 2008, "Combining Multiple Criterion Systems for Improving Portfolio Performance," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-07.
- Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 0827.
- Mohamed CHAOUCH & Ali GANNOUN & Jérôme SARACCO, 2008, "Conditional Spatial Quantile: Characterization and Nonparametric Estimation," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2008-10.
- Pantelis Kalaitzidakis. & Theofanis P. Mamuneas. & Thanasis Stengos., 2008, "The Contribution of Greenhouse Pollution to Productivity Growth," Working Papers, University of Guelph, Department of Economics and Finance, number 0802.
- Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
- Guillaume Horny & Bernhard Boockmann & Dragana Djurdjevic & François Laisney, 2008, "Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries
[Estimation bayésienne de modèles de Cox à effets alé," Post-Print, HAL, number hal-00279414, Jan, DOI: 10.2307/27715167. - Sandy Dall'Erba & Rachel Guillain & Julie Le Gallo, 2008, "Fonds structurels, effets de débordement géographique et croissance régionale en Europe," Post-Print, HAL, number hal-00485026, Jan.
- Julie Le Gallo & Coro Chasco, 2008, "Spatial analysis of urban growth in Spain, 1900-2001," Post-Print, HAL, number hal-00485030, Jan.
- Sandy Dall'Erba & Julie Le Gallo, 2008, "Regional convergence and the impact of European structural funds over 1989-1999 : a spatial econometric analysis," Post-Print, HAL, number hal-00485031, Jan.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008, "Formal and informal risk sharing in LDCs: theory and empirical evidence," Post-Print, HAL, number hal-02658650, DOI: 10.1111/j.1468-0262.2008.00857.x.
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- Marcel Voia, 2008, "A Distributional Analysis Of Treatment Effects In Randomized Experiments," Post-Print, HAL, number hal-04926664, Jul.
- Sandy Dall'Erba & Rachel Guillain & Julie Le Gallo, 2008, "Fonds structurels, effets de débordement géographique et croissance régionale en Europe," Post-Print, HAL, number halshs-00278610.
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- Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers, HAL, number halshs-00333582, Oct.
- Laurent Lamy, 2008, "The econometrics of auctions with asymmetric anonymous bidders," Working Papers, HAL, number halshs-00586039, Nov.
- Bask, Mikael & Widerberg, Anna, 2008, "Market Structure and the Stability and Volatility of Electricity Prices," Working Papers in Economics, University of Gothenburg, Department of Economics, number 327, Nov.
- Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J., 2008, "The matching method for treatment evaluation with selective participation and ineligibles," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2008:6, Apr.
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- Hjertstrand, Per, 2008, "A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability," Working Papers, Lund University, Department of Economics, number 2008:10, Jan, revised 11 Sep 2008.
- Andersson, Fredrik N. G., 2008, "Bandspectrum Cointegration," Working Papers, Lund University, Department of Economics, number 2008:18, Dec.
- Högberg, Hans & Svensson, Elisabeth, 2008, "Comparison of methods in the analysis of dependent ordered catagorical data," Working Papers, Örebro University, School of Business, number 2008:6, Aug.
- Högberg, Hans & Svensson, Elisabeth, 2008, "An Overview of Methods in the Analysis of Dependent ordered catagorical Data: Assumptions and Implications," Working Papers, Örebro University, School of Business, number 2008:7, Aug.
- Gaure, Simen & Røed, Knut & Westlie, Lars, 2008, "The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality," Memorandum, Oslo University, Department of Economics, number 22/2008, Sep.
- Westlie, Lars, 2008, "Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability?," Memorandum, Oslo University, Department of Economics, number 24/2008, Sep.
- Westlie, Lars, 2008, "The Long-Term Impacts of Vocational Rehabilitation," Memorandum, Oslo University, Department of Economics, number 25/2008, Oct.
- Ibragimov, Rustam & Phillips, Peter C.B., 2008, "Regression asymptotics using martingale convergence methods," Scholarly Articles, Harvard University Department of Economics, number 2624459.
- Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008, "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles, Harvard University Department of Economics, number 3039049.
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