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

• 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 efficiency in the colombian coffee sector: An application w," 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 senegalese households]," 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.
• 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.