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

2007

• Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2007, "The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3062, Sep.
• Campos, Nauro F. & Karanasos, Menelaos G., 2007, "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3087, Oct.
• Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007, "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3095, Oct.
• Peragine, Vito & Serlenga, Laura, 2007, "Higher Education and Equality of Opportunity in Italy," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3163, Nov.
• Maurer, Jürgen & Klein, Roger & Vella, Francis, 2007, "Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3257, Dec.
• Jochen Kluve & Boris Augurzky, 2007, "Assessing the performance of matching algorithms when selection into treatment is strong," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 3, pages 533-557, DOI: 10.1002/jae.919.
• Cem Ertur & Wilfried Koch, 2007, "Growth, technological interdependence and spatial externalities: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 6, pages 1033-1062, DOI: 10.1002/jae.963.
• Yingyao Hu & Arthur Lewbel, 2007, "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 540, Nov.
• Gurleen K. Popli, 2007, "Rising Wage Inequality in Mexico, 1984-2000: A Distributional Analysis," Journal of Income Distribution, Ad libros publications inc., volume 16, issue 2, pages 49-67, June.
• Nadine Chlass & Jens J. Krueger, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-032, Jul.
• Jens J. Krüger, 2007, "Inspecting the Poverty-Trap Mechanism - A Quantile Regression Approach," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-106, Dec.
• Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2007, "Industry and time specific deviations from fundamental values in a random coefficient model," Annals of Finance, Springer, volume 3, issue 2, pages 257-276, March, DOI: 10.1007/s10436-006-0047-x.
• Eskander Alvi & Debasri Mukherjee & Ashraf Eid, 2007, "Do Patent Protection and Technology Transfer Facilitate R&D in Developed and Emerging Countries? A Semiparametric Study," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 2, pages 217-231, June, DOI: 10.1007/s11293-006-9046-6.
• Isabel-María García-Sánchez, 2007, "Evaluating the effectiveness of the Spanish police force through data envelopment analysis," European Journal of Law and Economics, Springer, volume 23, issue 1, pages 43-57, February, DOI: 10.1007/s10657-007-9004-z.
• Brett Day & Ian Bateman & Iain Lake, 2007, "Beyond implicit prices: recovering theoretically consistent and transferable values for noise avoidance from a hedonic property price model," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 37, issue 1, pages 211-232, May, DOI: 10.1007/s10640-007-9121-8.
• Mette Asmild & Fai Tam, 2007, "Estimating global frontier shifts and global Malmquist indices," Journal of Productivity Analysis, Springer, volume 27, issue 2, pages 137-148, April, DOI: 10.1007/s11123-006-0028-0.
• Jim Griffin & Mark Steel, 2007, "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, volume 27, issue 3, pages 163-176, June, DOI: 10.1007/s11123-007-0033-y.
• Cevdet Denizer & Mustafa Dinc & Murat Tarimcilar, 2007, "Financial liberalization and banking efficiency: evidence from Turkey," Journal of Productivity Analysis, Springer, volume 27, issue 3, pages 177-195, June, DOI: 10.1007/s11123-007-0035-9.
• Cinzia Daraio & Léopold Simar, 2007, "Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 13-32, October, DOI: 10.1007/s11123-007-0049-3.
• Gary Simpson, 2007, "A cautionary note on methods of comparing programmatic efficiency between two or more groups of DMUs in data envelopment analysis," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 141-147, October, DOI: 10.1007/s11123-007-0041-y.
• Ozren Despić & Mladen Despić & Joseph Paradi, 2007, "DEA-R: ratio-based comparative efficiency model, its mathematical relation to DEA and its use in applications," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 33-44, October, DOI: 10.1007/s11123-007-0050-x.
• Mika Kortelainen & Timo Kuosmanen, 2007, "Eco-efficiency analysis of consumer durables using absolute shadow prices," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 57-69, October, DOI: 10.1007/s11123-007-0046-6.
• Léopold Simar, 2007, "How to improve the performances of DEA/FDH estimators in the presence of noise?," Journal of Productivity Analysis, Springer, volume 28, issue 3, pages 183-201, December, DOI: 10.1007/s11123-007-0057-3.
• In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007, "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 69-110, July, DOI: 10.1007/s11156-007-0022-2.
• Nguyen Khac Minh & Giang Thanh Long & Bach Ngoc Thang, 2007, "Technical Efficiency of Small And Medium Manufacturing Firms in Vietnam: Parametric and Non-Parametric Approaches," Korean Economic Review, Korean Economic Association, volume 23, pages 187-221.
• Kamil Yılmaz & Şule Özler, 2007, "Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0704, Jan.
• Taro Kanatani, 2007, "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 634, Jun.
• GUILLAIN, Rachel & DALL'ERBA, Sandy & LE GALLO, Julie, 2007, "Politiques de développement et croissance régionale en Europe : le rôle des rendements croissants et des dépendances spatiales," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2007-02.
• Xiaoshan Chen, 2007, "Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_27, Nov, revised Nov 2007.
• Jorge Barrientos & Paul Rios Gallego, 2007, "Evaluación de la gestión privada del servicio público educativo en Medellín," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 66, pages 147-172, Enero-Jun.
• Arcadio Cerda Urrutia & José Rojas Méndez & Leidy García Pérez, 2007, "Disposición a pagar por un mejoramiento en la calidad ambiental en el Gran Santiago, Chile," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 143-170, Julio-Dic.
• BOURDIEU Jérôme & MENENDEZ Martha & POSTEL-VINAY Gilles & SUWA-EISENMANN Akiko, 2007, "Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA, number 0710, Jul.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, CIRPEE, number 0731.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche, CIRPEE, number 0732.
• Alain Guay & Florian Pelgrin, 2007, "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche, CIRPEE, number 0747.
• Dennis Philip & Chihwa Kao & Giovanni Urga, 2007, "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 96, Jul.
• Victoria Zinde-Walsh & Marcia M.A. Schafgans, 2007, "Robust Average Derivative Estimation," Departmental Working Papers, McGill University, Department of Economics, number 2007-12, Oct.
• Carlos A. Flores & Alfonso Flores-Lagunes, 2007, "Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment," Working Papers, University of Miami, Department of Economics, number 0706, Sep.
• Carlos A. Flores, 2007, "Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment," Working Papers, University of Miami, Department of Economics, number 0707, Nov.
• Shirley H. Liu & Frank Heiland, 2007, "New Estimates on the Effect of Parental Separation on Child Health," Working Papers, University of Miami, Department of Economics, number 0719, Oct.
• Tindara Addabbo & Donata Favaro & Stefano Magrini, 2007, "The Distribution of the Gender Wage Gap in Italy: Does Education Matter?," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 004, Sep.
• Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/07, Feb.
• Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007, "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/07, Aug.
• Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/07, Jun.
• SCHAFGANS, Marcia M.A. & ZINDE-WALSH, Victoria, 2007, "Robust Average Derivative Estimation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 12-2007.
• ZINDE-WALSH, Victoria, 2007, "Errors-in-Variables Models : A Generalized Functions Approach," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2007.
• Guido Imbens & Thomas Lemieux, 2007, "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0337, Apr.
• Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2007, "Unconditional Quantile Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0339, Jul.
• Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 12962, Mar.
• Guido Imbens & Thomas Lemieux, 2007, "Regression Discontinuity Designs: A Guide to Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 13039, Apr.
• M. Kabir Hassan & Jung Suk-Yu, 2007, "Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-WP-31, Dec.
• Adalmir Marquetti, 2007, "A cross-country non parametric estimation of the returns to factors of production and the elasticity of scale," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 17, issue 1, pages 95-126, January-A.
• Douglas Sutherland & Robert Price & Isabelle Joumard & Chantal Nicq, 2007, "Performance Indicators for Public Spending Efficiency in Primary and Secondary Education," OECD Economics Department Working Papers, OECD Publishing, number 546, Feb, DOI: 10.1787/285006168603.
• Espen Erlandsen, 2007, "Improving the Efficiency of Health Care Spending: Selected Evidence on Hospital Performance," OECD Economics Department Working Papers, OECD Publishing, number 555, Jun, DOI: 10.1787/177838636311.
• W Robert J Alexander & Alfred A. Haug & Mohammad Jaforullah, 2007, "A two-stage double-bootstrap data envelopment analysis of efficiency differences of New Zealand secondary schools," Working Papers, University of Otago, Department of Economics, number 0714, Nov, revised Nov 2007.
• Jaap H. Abbring & Gerard J. Van Den Berg, 2007, "The unobserved heterogeneity distribution in duration analysis," Biometrika, Biometrika Trust, volume 94, issue 1, pages 87-99.
• González Rodríguez, María Rosario & Martín Martín, Domingo & González Abril, Luis & Velasco Morente, Francisco, 2007, "Un análisis transversal y longitudinal en el estado de pobreza en Alemania = A cross-sectional and longitudinal analysis of poverty in Germany," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 4, issue 1, pages 7-34, December.
• Juan Carlos Escanciano & Kyungchul Song, 2007, "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-005, Jan.
• Kyungchul Song, 2007, "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-026, Sep.
• Roberto Basile, 2007, "Productivity polarization across regions in Europe," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 31/2007, Apr.
• Stefano HERZEL & Catalin STARICA & Thomas NORD, 2007, "The IGARCH e®ect: Consequences on volatility forecasting and option trading," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 34/2007, Jul.
• Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold, 2007, "Efficiency and University Size: Discipline-wise Evidence from European Universities," MPRA Paper, University Library of Munich, Germany, number 10265.
• Gao, Jiti & Hong, Yongmiao, 2007, "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper, University Library of Munich, Germany, number 11977, Aug, revised Dec 2007.
• Rodriguez, Analía, 2007, "Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas," MPRA Paper, University Library of Munich, Germany, number 12637, Oct.
• Cifter, Atilla & Ozun, Alper, 2007, "Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2485, Mar.
• Deb, Rahul, 2007, "Computational Inefficiency Of Nonparametric Tests For Consistency Of Data With Household Consumption," MPRA Paper, University Library of Munich, Germany, number 2700.
• Ozun, Alper & Cifter, Atilla, 2007, "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper, University Library of Munich, Germany, number 2711, Apr.
• Halkos, George & Tzeremes, Nickolaos, 2007, "Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries," MPRA Paper, University Library of Munich, Germany, number 2874, Jan.
• Isgut, Alberto & Fernandes, Ana, 2007, "Learning-by-Exporting Effects: Are They for Real?," MPRA Paper, University Library of Munich, Germany, number 3121, Mar.
• Westerlund, Joakim & Basher, Syed A., 2007, "Mixed Signals Among Tests for Panel Cointegration," MPRA Paper, University Library of Munich, Germany, number 3261, May.
• Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo & Juan Carlos, Mendieta Lopez, 2007, "Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos
  [Factors that affect the technical and allocative efficienc," MPRA Paper, University Library of Munich, Germany, number 37181, Jun.
• Fosgerau, Mogens & Hjort, Katrine & Vincent Lyk-Jensen, Stéphanie, 2007, "An approach to the estimation of the distribution of marginal valuations from discrete choice data," MPRA Paper, University Library of Munich, Germany, number 3907, Jul.
• Martins-Filho, Carlos & yang, ke, 2007, "Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion," MPRA Paper, University Library of Munich, Germany, number 39295.
• Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007, "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," MPRA Paper, University Library of Munich, Germany, number 3938.
• Fosgerau, Mogens & Nielsen, Søren Feodor, 2007, "Deconvoluting preferences and errors: a model for binomial panel data," MPRA Paper, University Library of Munich, Germany, number 3950, Jul.
• Gao, Jiti, 2007, "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 39563, Sep, revised 01 Sep 2007.
• Tedds, Lindsay, 2007, "Estimating the Income Reporting Function for the Self-Employed," MPRA Paper, University Library of Munich, Germany, number 4212, Jul.
• Fosgerau, Mogens & Bierlaire, Michel, 2007, "A practical test for the choice of mixing distribution in discrete choice models," MPRA Paper, University Library of Munich, Germany, number 42276.
• Gelhausen, Marc Christopher, 2007, "A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany," MPRA Paper, University Library of Munich, Germany, number 4313, revised 2007.
• Nguyen Viet, Cuong, 2007, "The average treatment effect and average partial effect in nonlinear models," MPRA Paper, University Library of Munich, Germany, number 44483, Mar.
• Hassani, Hossein, 2007, "Singular Spectrum Analysis: Methodology and Comparison," MPRA Paper, University Library of Munich, Germany, number 4991, Apr.
• Ordás Criado, Carlos, 2007, "Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces," MPRA Paper, University Library of Munich, Germany, number 5043, Aug.
• Peroni, Chiara, 2007, "A non-parametric investigation of risk premia," MPRA Paper, University Library of Munich, Germany, number 5126, Jun, revised 01 Dec 2007.
• Diagne, Youssoupha S & Diop, Mouhamadou M, 2007, "Quelles solutions à la hausse continue de la facture publique pétrolière : maintien des appuis à la consommation ou libre fixation des prix par le marché ?
  [Impact of energy subsidies withdrawal on," MPRA Paper, University Library of Munich, Germany, number 54807, Dec.
• Amador, João & Cabral, Sónia & Ramos Maria, José, 2007, "International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries?," MPRA Paper, University Library of Munich, Germany, number 5996, Sep.
• Subbotin, Viktor, 2007, "Asymptotic and bootstrap properties of rank regressions," MPRA Paper, University Library of Munich, Germany, number 9030, Nov, revised 20 Mar 2008.
• Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi, 2007, "Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis
  [Technical Efficiency of Banks in CEMAC Zone : Data Envelopment Analysis Approach]," MPRA Paper, University Library of Munich, Germany, number 9462, Jun.
• González-Val, Rafael, 2007, "The evolution of the US urban structure from a long-run perspective (1900-2000)," MPRA Paper, University Library of Munich, Germany, number 9732, Nov.
• Evžen Kočenda & Jan Hanousek, 2007, "Existence procesu učení na umělém akciovém trhu
  [Existence of the learning process at a proxy stock market]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.601.
• João Amador & José R. Maria & Sónia Cabral, 2007, "Relative Export Structures and Vertical Specialization: A Simple Cross-Country Index," Working Papers, Banco de Portugal, Economics and Research Department, number w200701.
• João Amador & José R. Maria & Sónia Cabral, 2007, "International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries?," Working Papers, Banco de Portugal, Economics and Research Department, number w200714.
• João Valle e Azevedo, 2007, "A Multivariate Band-Pass Filter," Working Papers, Banco de Portugal, Economics and Research Department, number w200717.
• Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007, "Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity," Working Paper, Economics Department, Queen's University, number 1138, Oct.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2007, "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper, Economics Department, Queen's University, number 1153, Dec.
• Iolanda Lo Cascio, 2007, "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers, Queen Mary University of London, School of Economics and Finance, number 600, May.
• George Kapetanios & Andrew P. Blake, 2007, "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers, Queen Mary University of London, School of Economics and Finance, number 601, Jun.
• Yiguo Sun & Thanasis Stengos, 2007, "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Paper series, Rimini Centre for Economic Analysis, number 23_07, Jul.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series, Rimini Centre for Economic Analysis, number 38_07, Jul.
• Rien Wagenvoort, 2007, "Comparing Distributions: The Harmonic Mass Index: Extension to m Samples," Economic and Financial Reports, European Investment Bank, Economics Department, number 2006/3, Jul.
• Alejandro Garcia & Ramazan Gencay, 2007, "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, volume 20, pages 88-93.
• Giuseppe De Luca & Franco Peracchi, 2007, "A sample selection model for unit and item nonresponse in cross-sectional surveys," CEIS Research Paper, Tor Vergata University, CEIS, number 95, Feb.
• Lisa Crosato & Sergio Destefanis & Piero Ganugi, 2007, "Technology and Firm Size Distribution:Evidence from Italian Manufacturing," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 102, Mar.
• Timotej Jagric & Boris Podobnik & Sebastian Strasek & Vita Jagric, 2007, "Risk-Adjusted Performance of Mutual Funds: Some Tests," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 2, pages 233-244.
• Dragana Djurdjevic & Sergiy Radyakin, 2007, "Decomposition of the Gender Wage Gap Using Matching: An Application for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue IV, pages 365-396, December.
• Darren Grant & Michael Toma, 2007, "Elemental Tests of the Traditional Rational Voting Model," Working Papers, Sam Houston State University, Department of Economics and International Business, number 0709, Oct.
• Pao-Li Chang & Myoung-Jae Lee, 2007, "The WTO Trade Effect," Working Papers, Singapore Management University, School of Economics, number 06-2007, Sep.
• Stefan Boes, 2007, "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0704, Mar.
• Stefan Boes, 2007, "Nonparametric Analysis of Treatment Effects in Ordered Response Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0709, Jul.
• Ozkan Eren & Daniel Millimet, 2007, "Time to learn? The organizational structure of schools and student achievement," Empirical Economics, Springer, volume 32, issue 2, pages 301-332, May, DOI: 10.1007/s00181-006-0093-2.
• Bernd Fitzenberger & Stefan Speckesser, 2007, "Employment effects of the provision of specific professional skills and techniques in Germany," Empirical Economics, Springer, volume 32, issue 2, pages 529-573, May, DOI: 10.1007/s00181-006-0088-z.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An objective function for simulation based inference on exchange rate data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 2, issue 2, pages 125-145, December, DOI: 10.1007/s11403-007-0020-4.
• Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni, 2007, "Assessing the Impact of Credit Ratings and Economic Performance on Firm Default," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/15, Jul.
• A. Nivorozhkin & E. Nivorozhkin, 2007, "Do government sponsored vocational training programmes help the unemployed find jobs? Evidence from Russia," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 1, pages 5-10, DOI: 10.1080/13504850500425295.
• David Giles, 2007, "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 3, pages 157-161, DOI: 10.1080/13504850500425667.
• Pieter A. Gautier & Jose Luis Moraga-Gonzalez & Ronald P. Wolthoff, 2007, "Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-071/3, Sep.
• Kristof De Witte & Elbert Dijkgraaf, 2007, "Mean and Bold?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-092/3, Nov.
• Beirlant, J. & Einmahl, J.H.J., 2007, "Asymptotics for the Hirsch Index," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-86.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007, "A Method of Moments Estimator of Tail Dependence," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-80.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-35.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2007, "The collective model of household consumption : A nonparametric characterization," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0a104373-4fb6-4ef2-9d2b-2.
• Beirlant, J. & Einmahl, J.H.J., 2007, "Asymptotics for the Hirsch Index," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2670b5ef-bb04-4ce8-82b2-7.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007, "A Method of Moments Estimator of Tail Dependence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6ee60ab8-3c01-4bd9-aa5e-7.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number a797e4a8-12cf-4ac5-9fae-b.
• Chuan Goh, 2007, "Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap," Working Papers, University of Toronto, Department of Economics, number tecipa-274, Jan.
• Chuan Goh, 2007, "Nonparametric Inferences on Conditional Quantile Processes," Working Papers, University of Toronto, Department of Economics, number tecipa-277, Jan.
• Victor Aguirregabiria & Pedro mira, 2007, "Dynamic Discrete Choice Structural Models: A Survey," Working Papers, University of Toronto, Department of Economics, number tecipa-297, Jul.
• Tomi Kyyrä & Ralf A. Wilke, 2007, "Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland," Journal of the European Economic Association, MIT Press, volume 5, issue 1, pages 154-182, March.
• Daniel J. Henderson & Daniel L. Millimet, 2007, "Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment," The Review of Economics and Statistics, MIT Press, volume 89, issue 1, pages 178-183, February.
• Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007, "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 761-783, November.
• Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007, "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers, Vancouver School of Economics, number marmer-07-11-22-02-26-44, Nov, revised 18 Feb 2011.
• John Geweke & Gianni Amisano, 2007, "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers, University of Brescia, Department of Economics, number 0705.
• Thomas A. Severini & Gautam Tripathi, 2007, "Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors," Working papers, University of Connecticut, Department of Economics, number 2007-18, May.
• Alejandro Cid & Daniel Ferrés & Máximo Rossi, 2007, "Testing Happiness Hypothesis among the Elderly," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1207, Oct.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2007, "The Collective Model of Household Consumption: A nonparametric characterization," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/98559, Mar.
• Sofia Pessoa e Costa & Stéphane Robin, 2007, "The Impact Of Training Programmes On Wages In France: An Evaluation Of The “Qualifying Contract” Using Propensity Scores," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2007-18.
• J. Isaac Miller, 2007, "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers, Department of Economics, University of Missouri, number 0722, Nov, revised 15 Apr 2009.
• Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
• Markus Froelich & Jean Bourdon & Katharina Michaelowa, 2007, "Teacher Shortages, Teacher Contracts and their Impact on Education in Africa," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-20, May.
• Markus Frölich, 2007, "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-32, Aug.
• Michael Lechner, 2007, "A Note on the Relation of Weighting and Matching Estimators," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-34, Sep.
• Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-36, Sep.
• Francesco Audrino & Dominik Colagelo, 2007, "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-42, Nov.
• Taro Kanatani & Roberto Reno', 2007, "Unbiased covariance estimation with interpolated data," Department of Economics University of Siena, Department of Economics, University of Siena, number 502, Apr.
• Elisabetta Trevisan, 2007, "Job Security and New Restrictive Permanent Contracts. Are Spanish Workers More Worried of Losing Their Job?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_02.
• Stefano Magrini, 2007, "Analysing Convergence through the Distribution Dynamics Approach: Why and how?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_13.
• Bosch, Mariano & Maloney, William, 2007, "Comparative analysis of labor market dynamics using markov processes : an application to informality," Policy Research Working Paper Series, The World Bank, number 4429, Dec.
• Nauro Campos & Menelaos Karanasos, 2007, "Growth, Volatility & Political Instability: Non Linear Time Series Evidence for Argentina 1896-2000," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp891, Sep.
• Vito Peragine & Laura Serlenga, 2007, "Higher education and equality of opportunity in Italy," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp01_08, Nov.
• Marcin Owczarczuk, 2007, "On modified discriminant analysis," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 6, May.
• Rodrigo Moreno-Serra, 2007, "Matching estimators of average treatment effects: a review applied to the evaluation of health care programmes," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/02, Feb.
• Paola Zerilli, 2007, "Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis," Discussion Papers, Department of Economics, University of York, number 07/08, May.
• Paluch, Michal & Kneip, Alois & Hildenbrand, Werner, 2007, "Individual versus Aggregate Income Elasticities for Heterogeneous Populations," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 13/2007.
• Knüppel, Malte & Tödter, Karl-Heinz, 2007, "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,25.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,18.
• Herwartz, Helmut & Xu, Fang, 2007, "A functional coefficient model view of the Feldstein-Horioka puzzle," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-14.
• Herwartz, Helmut & Xu, Fang, 2007, "A new approach to bootstrap inference in functional coefficient models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-15.
• Herwartz, Helmut & Golosnoy, Vasyl, 2007, "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-23.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2007, "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/14.
• Bourdon, Jean & Michaelowa, Katharina & Frölich, Markus, 2007, "Teacher shortages, teacher contracts and their impact on education in Africa," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 2-10.
• Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007, "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-13.
• Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007, "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2007-.
• Knedlik, Tobias & Scheufele, Rolf, 2007, "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2007.
• Schultz, Birgit & Wilde, Joachim, 2007, "Vergleich der Weiterbildungsaktivitäten von Arbeitslosen und Vollzeiterwerbstätigen," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2007.
• Heufer, Jan, 2007, "Revealed Preference and the Number of Commodities," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 36.
• Chen, Ying & Spokoiny, Vladimir, 2007, "Robust risk management: Accounting for nonstationarity and heavy tails," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-002.
• Franke, Jürgen & Stockis, Jean-Pierre & Tadjuidje, Joseph, 2007, "Quantile sieve estimates for time series," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-005.
• Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007, "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-022.
• Borak, Szymon & Härdle, Wolfgang Karl & Mammen, Enno & Park, Byeong U., 2007, "Time series modelling with semiparametric factor dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-023.
• Ritov, Ya'acov & Härdle, Wolfgang Karl, 2007, "From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-024.
• Giacomini, Enzo & Härdle, Wolfgang Karl, 2007, "Statistics of risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-025.
• Härdle, Wolfgang Karl & Mungo, Julius, 2007, "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-027.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-035.
• Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich, 2007, "Dependence of stock returns in bull and bear markets," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 9/07.
• Wichert, Laura & Wilke, Ralf A., 2005, "Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-67.
• Fitzenberger, Bernd & Wilke, Ralf A., 2007, "New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-007.
• Fitzenberger, Bernd & Völter, Robert, 2007, "Long-run effects of training programs for the unemployed in East Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-009.
• Biewen, Martin & Fitzenberger, Bernd & Osikominu, Aderonke & Waller, Marie, 2007, "Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-042.
• Wilke, Ralf A. & Lo, Simon M. S. & Arntz, Melanie, 2007, "Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Imigration in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-049.
• Völter, Robert & Osikominu, Aderonke & Fitzenberger, Bernd, 2007, "Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-039 [rev.].
• Sylvie Tchumtchoua & Dipak K. Dey, 2007, "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 102, Oct.
• Dennis Kristensen, 2007, "Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-01, May.