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

• Dennis Kristensen, 2007, "Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-02, May.
• Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007, "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-11, Jun.
• Michael Jansson, 2007, "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-12, Jun.
• Viktor Todorov & Tim Bollerslev, 2007, "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-15, Aug.
• 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," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-25, Sep.
• Mark Podolskij & Daniel Ziggel, 2007, "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 2007-26, Sep.
• Mark Podolskij & Mathias Vetter, 2007, "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-27, Sep.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2007, "Power variation for Gaussian processes with stationary increments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-42, Dec.
• Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter, 2007, "Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-43, Dec.
• Vergez, Antonin, 2007, "Agricultural Price Seasonality and Market Failure: Examining the Net Seller Household and the Net Benefit Ratio Definition," 106th Seminar, October 25-27, 2007, Montpellier, France, European Association of Agricultural Economists, number 7911, DOI: 10.22004/ag.econ.7911.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2007, "Nonparametric Identification and Estimation of Multivariate Mixtures," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273629, Dec, DOI: 10.22004/ag.econ.273629.
• Tchumtchoua, Sylvie & Dey, Dipak, 2007, "Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149208, Oct, DOI: 10.22004/ag.econ.149208.
• Robert Breunig & Marn-Heong Wong, 2007, "A Richer Understanding of Australia’s Productivity Performance in the 1990s: Improved estimates based upon firm-level panel data," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 545, Mar.
• Nedko Mintchev, 2007, "Clusters – Characteristics and Structure," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 96-125.
• David Bolder & Tiago Rubin, 2007, "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers, Bank of Canada, number 07-13, DOI: 10.34989/swp-2007-13.
• Angela Romagnoli, 2007, "Balance-sheet ratios and stock returns: An analysis for Italian banks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 648, Nov.
• Denis Fougère, 2007, "Les m thodes micro- conom triques d valuation," Working papers, Banque de France, number 166.
• Partouche, H., 2007, "Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve," Working papers, Banque de France, number 177.
• David Afshartous & Michael Wolf, 2007, "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 170, issue 4, pages 1035-1059, October, DOI: 10.1111/j.1467-985X.2007.00494.x.
• Ao Yuan & Jan G. De Gooijer, 2007, "Semiparametric Regression with Kernel Error Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 34, issue 4, pages 841-869, December, DOI: 10.1111/j.1467-9469.2006.00531.x.
• Steinar Holden & Fredrik Wulfsberg, 2007, "Are real wages rigid downwards?," Working Paper, Norges Bank, number 2007/01, Apr.
• Stefan Hoderlein & Arthur Lewbel, 2007, "Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods," Boston College Working Papers in Economics, Boston College Department of Economics, number 668, Jun, revised 23 Feb 2011.
• Susanne M. Schennach & Yingyao Hu & Arthur Lewbel, 2007, "Nonparametric identification of the classical errors-in-variables model without side information," Boston College Working Papers in Economics, Boston College Department of Economics, number 674, Jul.
• Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007, "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments," Boston College Working Papers in Economics, Boston College Department of Economics, number 675, Jul.
• Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007, "Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information," Boston College Working Papers in Economics, Boston College Department of Economics, number 676, Aug.
• Yingyao Hu & Arthur Lewbel, 2007, "Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved," Boston College Working Papers in Economics, Boston College Department of Economics, number 678, Nov, revised 16 Jun 2009.
• Susanne Schennach & Halbert White & Karim Chalak, 2007, "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 680, Dec, revised 26 Dec 2009.
• Drobetz, Wolfgang & Erdmann, Thomas & Zimmermann, Heinz, 2007, "Predictability in the cross-section of European bank stock returns," Working papers, Faculty of Business and Economics - University of Basel, number 2007/21.
• Anna Sess & Michel Grun-Rehomme, 2007, "Note sur les méthodes univariées d’extraction du cycle économique," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 335-360.
• DeRossi, G. & Harvey, A., 2007, "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0660, Feb.
• DeRossi, G. & Harvey, A., 2007, "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0702, Feb.
• Sancetta, A., 2007, "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0718, Apr.
• Mauro S. Ferreira, 2007, "Capturing asymmetry in real exchange rate with quantile autoregression," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td306, Apr.
• Peter M Robinson, 2007, "Efficient Estimation of the SemiparametricSpatial Autoregressive Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 515, Feb.
• Javier Hidalgo, 2007, "Specification Testing Forregression Models Withdependent Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 518, May.
• Gregory Connor & Matthias Hagmann & Oliver Linton, 2007, "Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 524, Oct.
• Bernardina Algieri & Thierry Bracke, 2007, "Patterns of Current Account Adjustment – Insights from Past Experience," CESifo Working Paper Series, CESifo, number 2029.
• Volker Nitsch, 2007, "Die Another Day: Duration in German Import Trade," CESifo Working Paper Series, CESifo, number 2085.
• Mohamed Ariff & Luc Can, 2008, "Imf Bank-Restructuring Efficiency Outcomes:Evidence From East Asia," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-128, Aug.
• Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010, "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-220, May.
• Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-01, Feb.
• Patrick Gagliardini & Olivier Scaillet, 2007, "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-13, Apr.
• Gregory Connor & Matthias Hagmann & Oliver Linton, 2007, "Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-26, Sep.
• Lucía Isabel García Cebrián & Carmen Marcuello Servós, 2007, "Eficiencia y captación de fondos en las Organizaciones No Gubernamentales para el Desarrollo," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 58, pages 221-249, August.
• Charles Bérubé & Pierre Mohnen, 2007, "Are Firms That Received R&D Subsidies More Innovative?," CIRANO Working Papers, CIRANO, number 2007s-13, May.
• Víctor Aguirregabiria & Pedro Mira, 2007, "Dynamic Discrete Choice Structural Models: A Survey," Working Papers, CEMFI, number wp2007_0711.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers, CEMFI, number wp2007_0713.
• Pedro Portugal, 2007, "U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/17, Dec.
• Catherine Rodr√≠guez & Fabio J. SÔøΩnchez T. & Armando Armenta, 2007, "Hacia una mejor educaci√≥n rural: impacto de un programa de intervenci√≥n a las escuelas en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3926, Aug.
• Perdomo Jorge Andrés & Juan Carlos Mendieta, 2007, "Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Norman Maldonado & Ana Tamayo, 2007, "Estudio Integral de Eficiencia de los Hospitales Públicos," Archivos de Economía, Departamento Nacional de Planeación, number 4305, Dec.
• Arcadio Cerda & José Rojas & Leidy García, 2007, "Disposición a pagar por un mejoramiento en la calidad ambiental en el Gran Santiago, Chile," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jorge Barrientos & Paul Rios, 2007, "Evaluación de la gestión privada del servicio público educativo en Medellín," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007, "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007054, Aug.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007, "Nonparametric density estimation for multivariate bounded data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007065, Aug.
• JOHANNES, Jan & VAN BELLEGHEM, Sébastien & VANHEMS, Anne, 2007, "A unified approach to solve ill-posed inverse problems in econometrics," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007083, Oct.
• FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2007, "Identification and estimation by penalization in nonparametric instrumental regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007085, Oct.
• Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2007, "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6060, Jan.
• De Janvry, Alain & Dubois, Pierre & Sadoulet, Elisabeth, 2007, "Effects on School Enrollment and Performance of a Conditional Cash Transfers Program in Mexico," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6069, Jan.
• Abbring, Jaap & Van den Berg, Gerard, 2007, "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6219, Mar.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6434, Aug.
• Gautier, Pieter & Moraga-González, José-Luis & Wolthoff, Ronald, 2007, "Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6440, Sep.
• Karanasos, Menelaos & Campos, Nauro, 2007, "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6524, Oct.
• Pascal Lavergne & Valentin Patilea, 2007, "One for All and All for One : Regression Checks with Many Regressors"," Working Papers, Center for Research in Economics and Statistics, number 2007-12.
• Laurent Lamy, 2007, "The Econometrics of Auctions with Asymmetric Anonymous Bidders," Working Papers, Center for Research in Economics and Statistics, number 2007-24.
• Laurent Davezies & Xavier d'Haultfoeuille & Denis Fougère, 2007, "Identification of Peer Using Group Size Variation," Working Papers, Center for Research in Economics and Statistics, number 2007-34.
• Michele Di Maio & Federico Tamagni, 2007, "The Evolution of the World Trade and the Italian ‘Anomaly’: A New Look," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 227, Feb.
• Grané Chávez, Aurea & Veiga, Helena, 2007, "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws076316, Sep.
• Guillaume, HORNY, 2007, "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007046, Dec.
• Li, Fuchun, 2007, "Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 221-250, April.
• Hafner, Christian M. & Rombouts, Jeroen V.K., 2007, "Semiparametric Multivariate Volatility Models," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 251-280, April.
• Khan, Shakeeb & Lewbel, Arthur, 2007, "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 309-347, April.
• Linton, Oliver & Xiao, Zhijie, 2007, "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 371-413, June.
• Chen, Xiaohong & Fan, Yanqin, 2007, "A Model Selection Test For Bivariate Failure-Time Data," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 414-439, June.
• Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
• Xiaohong Chen & Markus Reiss, 2007, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1626, Sep.
• Krüger, Jens & Chlaß, Nadine, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34399.
• Volker Nitsch, 2007, "Die Another Day: Duration in German Import Trade," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c012_037, Jun.
• Hans J. Baumgartner & Marco Caliendo, 2007, "Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 671.
• Michal Myck, 2007, "Wages and Ageing: Is There Evidence for the "Inverse-U Profile"?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 724.
• Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007, "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 757.
• Georgina Pizzolitto, 2007, "Curvas de Engel de Alimentos, Preferencias Heterogéneas y Características Demográficas de los Hogares: Estimaciones para Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0045, Jan.
• Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007, "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 57-70.
• Pao-li Chang & Myoung-jae Lee, 2007, "The WTO Trade Effect," Trade Working Papers, East Asian Bureau of Economic Research, number 22063, Jan.
• Manganelli, Simone, 2007, "Asset allocation by penalized least squares," Working Paper Series, European Central Bank, number 723, Feb.
• Algieri, Bernardina & Bracke, Thierry, 2007, "Patterns of current account adjustment: insights from past experience," Working Paper Series, European Central Bank, number 762, Jun.
• Holden, Steinar & Wulfsberg, Fredrik, 2007, "Downward nominal wage rigidity in the OECD," Working Paper Series, European Central Bank, number 777, Jul.
• Amisano, Gianni & Geweke, John, 2007, "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series, European Central Bank, number 831, Nov.
• Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007, "Development and Validation of Credit-Scoring Models," Working Papers, Cornell University, Center for Analytic Economics, number 07-12, Jul.
• Sergio Firpo, 2007, "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometrica, Econometric Society, volume 75, issue 1, pages 259-276, January.
• Arthur Lewbel, 2007, "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, volume 75, issue 2, pages 537-551, March.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2007, "The Collective Model of Household Consumption: A Nonparametric Characterization," Econometrica, Econometric Society, volume 75, issue 2, pages 553-574, March.
• Arthur Lewbel & Oliver Linton, 2007, "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Econometrica, Econometric Society, volume 75, issue 4, pages 1209-1227, July.
• Nauro F. Campos & Menelaos G. Karanasos, 2007, "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 07-12, Sep.
• Pham, Thai-Hung & Reilly, Barry, 2007, "The gender pay gap in Vietnam, 1993-2002: A quantile regression approach," Journal of Asian Economics, Elsevier, volume 18, issue 5, pages 775-808, October.
• Hyndman, Rob J. & Shahid Ullah, Md., 2007, "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 10, pages 4942-4956, June.
• Racine, Jeffrey S. & MacKinnon, James G., 2007, "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5949-5957, August.
• Fiaschi, Davide & Lavezzi, Andrea Mario, 2007, "Nonlinear economic growth: Some theory and cross-country evidence," Journal of Development Economics, Elsevier, volume 84, issue 1, pages 271-290, September.
• Baghli, Mustapha & Cahn, Christophe & Fraisse, Henri, 2007, "Is the inflation-output Nexus asymmetric in the Euro area?," Economics Letters, Elsevier, volume 94, issue 1, pages 1-6, January.
• Qian, Chen & Giles, David E., 2007, "The bias of elasticity estimators in linear regression: Some analytic results," Economics Letters, Elsevier, volume 94, issue 2, pages 185-191, February.
• Vaona, A. & Schiavo, S., 2007, "Nonparametric and semiparametric evidence on the long-run effects of inflation on growth," Economics Letters, Elsevier, volume 94, issue 3, pages 452-458, March.
• Kapetanios, George, 2007, "Estimating deterministically time-varying variances in regression models," Economics Letters, Elsevier, volume 97, issue 2, pages 97-104, November.
• Bandi, Federico M. & Phillips, Peter C.B., 2007, "A simple approach to the parametric estimation of potentially nonstationary diffusions," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 354-395, April.
• Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
• Smith, Richard J., 2007, "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, volume 138, issue 2, pages 430-460, June.
• Frolich, Markus, 2007, "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 35-75, July.
• Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007, "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 802-826, October.
• Davidson, Russell & Flachaire, Emmanuel, 2007, "Asymptotic and bootstrap inference for inequality and poverty measures," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 141-166, November.
• Hagmann, M. & Scaillet, O., 2007, "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 213-249, November.
• Lee, Sokbae, 2007, "Endogeneity in quantile regression models: A control function approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1131-1158, December.
• Gaure, Simen & Roed, Knut & Zhang, Tao, 2007, "Time and causality: A Monte Carlo assessment of the timing-of-events approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1159-1195, December.
• Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007, "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 574-596, December.
• Seo, Myung Hwan & Linton, Oliver, 2007, "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 704-735, December.
• Lewbel, Arthur, 2007, "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 777-806, December.

2006

• Toke Reichstein & Michael S. Dahl & Bernd Ebersberger, & Morten Jensen, 2006, "The Devil Dwells in the Tails A Quantile Regression Approach to Firm Growth," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 06-34.
• Jason G. Cummins & Kevin A. Hassett & Stephen D. Oliner, 2006, "Investment Behavior, Observable Expectations, and Internal Funds," American Economic Review, American Economic Association, volume 96, issue 3, pages 796-810, June.
• Christian Bellak & Michael Pfaffermayr & Michael Wild, 2006, "Firm Performance after Ownership Change: A Matching Estimator Approach," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 1, pages 29-54.
• Reinhard Hujer, 2006, "Evaluation der aktiven Arbeitsmarktpolitik in Deutschland: Stand der empirischen Forschung," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 126, issue 3, pages 343-357.
• Campo, Juan Carlos Chavez-Martin del, 2006, "Partial Identification of Poverty Measures with Contaminated and Corrupted Data," Working Papers, Cornell University, Department of Applied Economics and Management, number 127039, DOI: 10.22004/ag.econ.127039.
• Campo, Juan Carlos Chavez-Martin del, 2006, "Does Conditionality Generate Heterogeneity and Regressivity in Program Impacts? The Progresa Experience," Working Papers, Cornell University, Department of Applied Economics and Management, number 127042, DOI: 10.22004/ag.econ.127042.
• Racine, Jeff & MacKinnon, James, 2006, "Inference via Kernel Smoothing of Bootstrap P Values," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273530, Mar, DOI: 10.22004/ag.econ.273530.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273539, Feb, DOI: 10.22004/ag.econ.273539.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273568, Oct, DOI: 10.22004/ag.econ.273568.
• Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers, Yale University, Economic Growth Center, number 28395, DOI: 10.22004/ag.econ.28395.
• Diks, C.G.H. & Wagener, F.O.O., 2006, "A weak bifurcation theory for discrete time stochastic dynamical systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-04.
• Diks, C.G.H. & Panchenko, V., 2006, "Rank-based entropy tests for serial independence," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-14.
• Andrea BONFIGLIO, 2006, "Efficiency and Productivity Changes of the Italian Agrifood Cooperatives: a Malmquist Index Analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 250, Feb.
• Massimiliano BRATTI & Chiara BROCCOLINI & Stefano STAFFOLANI, 2006, "Is '3+2' Equal to 4? University Reform and Student Academic Performance in Italy," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 251, Feb.
• Arief Anshory Yusuf & Budy P. Resosudarmo, 2006, "Assessing the Value of Clean Air in a Developing Country: A Hedonic Price Analysis of the Jakarta Housing Market, Indonesia," Economics and Environment Network Working Papers, Australian National University, Economics and Environment Network, number 0601, Feb.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006, "Bootstrapping pairs in Distance-Based Regression," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 154.
• Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla, 2006, "Term Structure of Interest Rates. European Financial Integration," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 163.
• Patrick Lünnemann & Thomas Mathä, 2006, "New survey evidence on the pricing behaviour of Luxembourg firms," BCL working papers, Central Bank of Luxembourg, number 19, May.
• Aitor Lacuesta, 2006, "Emigration and human capital: who leaves, who comes back and what difference does it make?," Working Papers, Banco de España, number 0620, Aug.
• Matteo Bugamelli & Alfonso Rosolia, 2006, "Productivity and foreign competition," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 578, Feb.
• Roberta Fiori & Simonetta Iannotti, 2006, "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 602, Sep.
• Carlos Felipe Prada, 2006, "¿Es rentable la decisión de estudiar en Colombia?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 51, pages 226-323, June, DOI: 10.32468/Espe.5105.
• Gerson Javier Pérez, 2006, "Población y Ley de Zipf en Colombia y la Costa Caribe, 1912 - 1993," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 71, Apr, DOI: 10.32468/dtseru.71.
• Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006, "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 1212-1227, September.
• Chen, Xiaohong & Fan, Yanqin & Tsyrennikov, Viktor, 2006, "Efficient Estimation of Semiparametric Multivariate Copula Models," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 1228-1240, September.
• Mustapha Baghli & Christophe Cahn & Henry Fraisse, 2006, "Is the Inflation-Output Nexus Asymmetric in the Euro Area?," Working papers, Banque de France, number 140.
• Julie Le Gallo & Sandy Dall’erba, 2006, "Evaluating the Temporal and Spatial Heterogeneity of the European Convergence Process, 1980–1999," Journal of Regional Science, Wiley Blackwell, volume 46, issue 2, pages 269-288, May, DOI: 10.1111/j.0022-4146.2006.00441.x.
• Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006, "Consistent estimation of the memory parameter for nonlinear time series," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 2, pages 211-251, March, DOI: 10.1111/j.1467-9892.2005.00464.x.
• Claudio Lucifora & Dominique Meurs, 2006, "The Public Sector Pay Gap In France, Great Britain And Italy," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 52, issue 1, pages 43-59, March, DOI: 10.1111/j.1475-4991.2006.00175.x.
• David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006, "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 652, Sep, revised 26 Nov 2008.
• Mikael Bask & Tung Liu & Anna Widerberg, 2006, "The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent," Working Papers, Ball State University, Department of Economics, number 200603, Apr, revised Apr 2006.
• Fabrice Gilles, 2006, "Quels effets des réorganisations sur la date de passage aux 35 heures ?. Une étude sur données individuelles d'entreprises," Revue économique, Presses de Sciences-Po, volume 57, issue 6, pages 1401-1425.
• Sancetta, A., 2006, "Sample Covariance Shrinkage for High Dimensional Dependent Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0637, May.
• DeRossi, G. & Harvey, A., 2006, "Time-Varying Quantiles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0649, Jul.
• Necmiddin Bagdadioglu & Catherine Waddams Price & Thomas Weyman-Jones, 2006, "Measuring Potential Gains from Mergers among Electricity Distribution Companies in Turkey using a Non-Parametric Model," Working Papers, Centre for Competition Policy, University of East Anglia, number 06-13, Sep.
• Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006, "Consistent estimation of the memory parameterfor nonlinear time series," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /06/497, Jan.
• Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006, "Consistent estimation of the memory parameterfor nonlinear time series," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 497, Jan.
• Oliver Linton & Enno Mammen, 2006, "Nonparametric Transformation to White Noise," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 503, Aug.
• Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006, "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 504, Aug.
• Gregory Connor & Oliver Linton, 2006, "Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 506, Sep.
• Lubos Briatka, 2006, "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp308, Sep.
• Marc-Andreas Muendler & Sascha Becker & Sascha O. Becker, 2006, "Margins of Multinational Labor Substitution," CESifo Working Paper Series, CESifo, number 1713.
• P. Gagliardini & O. Scaillet, 2006, "Tikhonov Regularization for Functional Minimum Distance Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-30, May, revised Nov 2006.
• J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet, 2006, "Local Transformation Kernel Density Estimation of Loss Distributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-32, Nov, revised Jun 2007.
• Bruno Rémillard & Olivier Scaillet, 2007, "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-24, Jun.
• Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet, 2008, "Nonparametric Instrumental Variable Estimators of Structural Quantile Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-03, Dec, revised Aug 2009.
• Tibor Besedes & Thomas Prusa, 2006, "Ins, outs, and the duration of trade," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 1, pages 266-295, February, DOI: 10.1111/j.0008-4085.2006.00347.x.
• Mar√≠a Fernanda Prada Patino, 2006, "Los Hogares Colombianos Ante Los Choques: Efectividad De Los Mecanismos De Proteccion Social," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3170, Jun.
• Peralta Alexandra & James A. Garc�a & Nancy Johnson, 2006, "Dinámica y definición de pobreza en los Andes colombianos: enfoques participativos versus enfoques objetivos," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Echavarría Juan José & Mar�a Ang�lica Arbel�ez & Mar�a Fernanda Rosales, 2006, "La productividad y sus determinantes:el caso de la industria colombiana," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Juan Jos� Echavarr�a & Mar�a Ang�lica Arbel�ez & Mar�a Fernanda Rosales, 2006, "La Productividad y sus Determinantes: El Caso de la Industria Colombiana," Borradores de Economia, Banco de la Republica, number 3063, Feb.
• Gerson Javier Pérez V, 2006, "Población y Ley de Zipf en Colombia y la Costa Caribe, 1912 - 1993," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 3325, Apr, DOI: 10.32468/dtseru.71.
• Carlos Felipe Prada, 2006, "¿Es rentable la decisión de estudiar en Colombia?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 51, pages 226-323, DOI: 10.32468/Espe.5105.
• FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2006, "Instrumental regression in partially linear models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006025, Mar.
• COSMA, Antonio & GALLI, Fausto, 2006, "A nonparametric ACD model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006067, Aug.
• HAFNER, Christian & PREMINGER, Arie, 2006, "Asymptotic theory for a factor GARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006071, Sep.
• CORONEO, Laura & VEREDAS, David, 2006, "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006077, Sep.
• Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006, "Selecting Copulas for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5652, Apr.
• Lechner, Michael & Fröhlich, Markus, 2006, "Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5728, Jun.
• Barba Navaretti, Giorgio & Disdier, Anne-Célia & Castellani, Davide, 2006, "How Does Investing in Cheap Labour Countries Affect Performance at Home? France and Italy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5765, Jul.
• Fougère, Denis & D'Haultfoeuille, Xavier & Davezies, Laurent, 2006, "Identification of Peer Effects Using Group Size Variation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5865, Oct.
• Van den Berg, Gerard & Richardson, Katarina, 2006, "Swedish Labour Market Training and the Duration of Unemployment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5895, Oct.
• Antonio Cosma & Fausto Galli, 2006, "A Nonparametric ACD Model," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-10.