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

• 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 4, 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.
• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 7004, Oct.
• Dolado, Juan J & Stucchi, Rodolfo, 2008, "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• 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.