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

2006

• Greta Falavigna, 2006, "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200610, Dec.
• Giorgio Barba Navaretti & Davide Castellani & Anne-Celia Disdier, 2006, "How Does Investing in Cheap Labour Countries Affect Performance at Home? France and Italy," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 215, Jun.
• Robert D. Coleman, 2006, "Asset Pricing Simultaneities: Phases and Patterns," Annals of Economics and Finance, Society for AEF, volume 7, issue 1, pages 49-76, May.
• Severini, Thomas A. & Tripathi, Gautam, 2006, "Some Identification Issues In Nonparametric Linear Models With Endogenous Regressors," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 258-278, April.
• Escanciano, J. Carlos, 2006, "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, volume 22, issue 6, pages 1030-1051, December.
• Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
• Yuichi Kitamura, 2006, "Empirical Likelihood Methods in Econometrics: Theory and Practice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1569, Jun.
• Ke-Li Xu & Peter C.B. Phillips, 2006, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1585, Oct.
• Ke-Li Xu & Peter C.B. Phillips, 2006, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1585R, Oct, revised Nov 2006.
• Xiaohong Chen & Yingyao Hu, 2006, "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1590, Nov.
• Qiying Wang & Peter C.B. Phillips, 2006, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1594, Dec.
• Robert B. Archibald & David H. Feldman, 2006, "Graduation Rates and Accountability: Regressions versus Production Frontiers," Working Papers, Economics Department, William & Mary, number 24, Jan.
• Davide Fiaschi & Andrea Mario Lavezzi, 2006, "Nonlinear Growth and the Productivity Slowdown," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c011_012, Jun.
• Cem Ertur & Wilfried Koch, 2006, "The Role of Human Capital and Technological Interdependence in Growth and Convergence Processes: International Evidence," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c011_029, Jun.
• Luca De Benedictis, 2006, "Openness, Specialization and Growth," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c011_054, Jun.
• Astrid Cullmann & Jürgen Apfelbeck & Christian von Hirschhausen, 2006, "Efficiency Analysis of East European Electricity Distribution in Transition: Legacy of the Past?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 553.
• Héctor Zacaria & Juan Ignacio Zoloa, 2006, "Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0039, Jul.
• Beresteanu, Arie & Molinari, Francesca, 2006, "Asymptotic Properties for a Class of Partially Identified Models," Working Papers, Duke University, Department of Economics, number 06-04.
• Kyoo il Kim, 2006, "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22451, Jan.
• Kyoo il Kim, 2006, "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22452, Jan.
• Kyoo il Kim, 2006, "Set Inference for Semiparametric Discrete Games," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22454, Jan.
• Schuknecht, Ludger & Tanzi, Vito & Afonso, António, 2006, "Public sector efficiency: evidence for new EU member states and emerging markets," Working Paper Series, European Central Bank, number 581, Jan.
• Lünnemann, Patrick & Mathä, Thomas Y., 2006, "New survey evidence on the pricing behaviour of Luxembourg firms," Working Paper Series, European Central Bank, number 617, May.
• Jones, Barry E. & Stracca, Livio, 2006, "Are money and consumption additively separable in the euro area? A non-parametric approach," Working Paper Series, European Central Bank, number 704, Dec.
• Beresteanu, Arie & Molinari, Francesca, 2006, "Asymptotic Properties for a Class of Partially Identified Models," Working Papers, Cornell University, Center for Analytic Economics, number 06-07, Jun.
• Choi, Hwan-sik & Kiefer, Nicholas M., 2006, "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers, Cornell University, Center for Analytic Economics, number 06-09, Sep.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "Specification and Informational Issues in Credit Scoring," Working Papers, Cornell University, Center for Analytic Economics, number 06-11, Oct.
• Benkard, C. Lanier & Berry, Steven, 2006, "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comments on B. Brown (1983) and Roehrig (1988)," Research Papers, Stanford University, Graduate School of Business, number 1868r, Apr.
• C. Lanier Benkard & Steven Berry, 2006, "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: Comment on Brown (1983) and Roehrig (1988)," Econometrica, Econometric Society, volume 74, issue 5, pages 1429-1440, September.
• Cizek, P. & Hardle, W., 2006, "Robust estimation of dimension reduction space," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 2, pages 545-555, November.
• Afonso, Antonio & St. Aubyn, Miguel, 2006, "Cross-country efficiency of secondary education provision: A semi-parametric analysis with non-discretionary inputs," Economic Modelling, Elsevier, volume 23, issue 3, pages 476-491, May.
• du Plessis, S.A., 2006, "Reconsidering the business cycle and stabilisation policies in South Africa," Economic Modelling, Elsevier, volume 23, issue 5, pages 761-774, September.
• Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
• Ramalho, Joaquim J.S., 2006, "Bootstrap bias-adjusted GMM estimators," Economics Letters, Elsevier, volume 92, issue 1, pages 149-155, July.
• Kotlyarova, Yulia & Zinde-Walsh, Victoria, 2006, "Non- and semi-parametric estimation in models with unknown smoothness," Economics Letters, Elsevier, volume 93, issue 3, pages 379-386, December.
• Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, volume 130, issue 1, pages 123-142, January.
• Hassler, U. & Marmol, F. & Velasco, C., 2006, "Residual log-periodogram inference for long-run relationships," Journal of Econometrics, Elsevier, volume 130, issue 1, pages 165-207, January.
• Chen, Xiaohong & Fan, Yanqin, 2006, "Estimation of copula-based semiparametric time series models," Journal of Econometrics, Elsevier, volume 130, issue 2, pages 307-335, February.
• Harding, Don & Pagan, Adrian, 2006, "Synchronization of cycles," Journal of Econometrics, Elsevier, volume 132, issue 1, pages 59-79, May.
• Christensen, Bent Jesper & Nielsen, Morten Orregaard, 2006, "Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 343-371, July.
• Chen, Xiaohong & Fan, Yanqin, 2006, "Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 125-154.
• Barry Sopher & Arnav Sheth, 2006, "A Deeper Look at Hyperbolic Discounting," Theory and Decision, Springer, volume 60, issue 2, pages 219-255, May, DOI: 10.1007/s11238-005-4596-7.
• Eungwon Nho, 2006, "Statistical Test of the Regional Income Inequality in Korea," Korean Economic Review, Korean Economic Association, volume 22, pages 341-365.
• ERTUR, Cem & KOCH, Wilfried, 2006, "Convergence, Human Capital and International Spillovers," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2006-03, Mar.
• Adrian R. Gourlay & Geetha Ravishankar & Tom Weyman-Jones, 2006, "Non-Parametric Analysis of Efficiency Gains from Bank Mergers in India," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_18, Oct, revised Oct 2006.
• Richard Simper & Tom Weyman-Jones, 2006, "Evaluating Gains from Mergers in a Non-Parametric Public Good Model of Police Services," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_9, Mar, revised Mar 2006.
• Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006, "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1660306.
• Francisco Alvarez-Cuadrado, 2006, "Improving The Efficiency And Robustness Of The Smoothed Maximum Score Estimator," Departmental Working Papers, McGill University, Department of Economics, number 2004-01, Sep.
• Yulia Kotlyarova & Victoria Zinde-Walsh, 2006, "Robust Kernel Estimator For Densities Of Unknown," Departmental Working Papers, McGill University, Department of Economics, number 2005-05, Sep.
• Russell Davidson & Emmanuel Flachaire, 2006, "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers, McGill University, Department of Economics, number 2005-06, Sep.
• Yulia Kotlyarova & Victoria Zinde-Walsh, 2006, "Non And Semi-Parametric Estimation In Models With Unknown Smoothness," Departmental Working Papers, McGill University, Department of Economics, number 2006-15, Sep.
• Luca De Benedictis & Marco Gallegati & Massimo Tamberi, 2006, "Overall Specialization and Income: Countries Diversity," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 37-2006, Oct, revised Oct 2008.
• Michele Di Maio & Federico Tamagni, 2006, "The evolution of world trade and the Italian ‘anomaly': a new look," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 39-2006, Oct, revised Oct 2008.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers, University of Miami, Department of Economics, number 0608, Sep.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers, University of Miami, Department of Economics, number 0609, Apr.
• Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006, "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/06, May.
• Rob J Hyndman & Heather Booth, 2006, "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/06, May.
• S. D. Grose & D. S. Poskitt, 2006, "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/06, Jun.
• Param Silvapulle & Xibin Zhang, 2006, "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/06, May.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0324, Jun.
• Alberto Abadie & Guido W. Imbens, 2006, "On the Failure of the Bootstrap for Matching Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0325, Jun.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0330, Oct.
• Gadi Barlevy & H.N. Nagaraja, 2006, "Identification of Search Models with Initial Condition Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 12166, Apr.
• Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa, 2006, "Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 12422, Aug.
• Patrick Bajari & Han Hong & Ahmed Khwaja, 2006, "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 12445, Aug.
• G. Biau & O. Biau & L. Rouviere, 2006, "Nonparametric Forecasting of the Manufacturing Output Growth with Firm-level Survey Data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2006-06.
• C. Lelarge, 2006, "Are French (Industrial) Firms at the Technology Frontier?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2006-11.
• Eddie Dekel & Yossi Feinberg, 2006, "A True Expert Knows which Question Should be Asked," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1385, Jun.
• Manuel Arapis & Jiti Gao, 2006, "Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 2, pages 310-345.
• Lorna E. Amrinto & Hector O. Zapata, 2006, "A semiparametric assessment of export-led growth in the Philippines," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 43, issue 2, pages 1-22, December.
• Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006, "Semiparametric penalty function method in partially linear model selection," MPRA Paper, University Library of Munich, Germany, number 11975, Feb, revised Aug 2006.
• Bokosi, Fanwell Kenala, 2006, "Household Poverty Dynamics in Malawi," MPRA Paper, University Library of Munich, Germany, number 1222, Dec.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006, "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper, University Library of Munich, Germany, number 1593.
• Feng, Yuanhua & Yu, Keming, 2006, "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper, University Library of Munich, Germany, number 1597.
• Chagas Lopes, Margarida, 2006, "Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement," MPRA Paper, University Library of Munich, Germany, number 26744.
• Wang, Hung-Jen, 2006, "Stochastic frontier models," MPRA Paper, University Library of Munich, Germany, number 31079, Mar.
• Scalas, Enrico & Kim, Kyungsik, 2006, "The art of fitting financial time series with Levy stable distributions," MPRA Paper, University Library of Munich, Germany, number 336, Aug.
• Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus, 2006, "Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?," MPRA Paper, University Library of Munich, Germany, number 3370, Oct.
• Park, Byeong & Simar, Leopold & Zelenyuk, Valentin, 2006, "Local likelihood estimation of truncated regression and its partial derivatives: theory and application," MPRA Paper, University Library of Munich, Germany, number 34686, Mar.
• Popli, Gurleen, 2006, "The rising wage inequality in Mexico, 1984-2000: A distributional analysis," MPRA Paper, University Library of Munich, Germany, number 399, revised 2006.
• Gelhausen, Marc Christopher, 2006, "Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach," MPRA Paper, University Library of Munich, Germany, number 4236, Aug, revised Sep 2006.
• Mattarocci, Gianluca, 2006, "Market characteristics and chaos dynamics in stock markets: an international comparison," MPRA Paper, University Library of Munich, Germany, number 4296, Jun, revised Jun 2006.
• Gelhausen, Marc Christopher & Wilken, Dieter, 2006, "Airport and Access Mode Choice : A Generalized Nested Logit Model Approach," MPRA Paper, University Library of Munich, Germany, number 4311, revised 2006.
• Taymaz, Erol & Yilmaz, Kamil, 2006, "Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union," MPRA Paper, University Library of Munich, Germany, number 58843, revised 2007.
• Marmer, Vadim & Shneyerov, Artyom, 2006, "Quantile-Based Nonparametric Inference for First-Price Auctions," MPRA Paper, University Library of Munich, Germany, number 5899, Oct, revised 02 Mar 2006.
• Fernandez, Jose, 2006, "Evaluating the Effect of a Policy Change to Hospital Productivity: 80 Hours Work Restriction on Medical Residents," MPRA Paper, University Library of Munich, Germany, number 8620.
• Sopher, Barry & Sheth, Arnav, 2006, "A Deeper Look at Hyperbolic Discounting," MPRA Paper, University Library of Munich, Germany, number 9353, May.
• Lu, Jingfeng & Perrigne, Isabelle, 2006, "Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data," MPRA Paper, University Library of Munich, Germany, number 948, Nov.
• Ngwa Edielle, T. H. Jackson, 2006, "Soutenabilité des finances publiques au Cameroun : Approche de Bohn (1998)
  [Testing Fiscal sustainability in Cameroon : Approach of Bohn (1998)]," MPRA Paper, University Library of Munich, Germany, number 9738, Dec.
• Jeong, Jinook, 2006, "Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models," MPRA Paper, University Library of Munich, Germany, number 9789, Apr, revised Mar 2007.
• Emmanuel Skoufias & Vincenzo Di Maro & Teresa Gonzales-Cassio & Sonia Rodriguez, 2006, "The Effect of Income on Demand for Micronutrients in Poor Rural Mexico," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 20_2006, Nov.
• Barry Reilly & T. Hung Pham, 2006, "The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach," PRUS Working Papers, Poverty Research Unit at Sussex, University of Sussex, number 34, Jul.
• João Amador & José R. Maria & Sónia Cabral, 2006, "Relative Export Structures and Vertical Specialization: A Simple Cross-Country Index," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
• Pedro Portugal & José Ferreira Machado, 2006, "U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?," Working Papers, Banco de Portugal, Economics and Research Department, number w200613.
• Morten Ø. Nielsen & Katsumi Shimotsu, 2006, "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper, Economics Department, Queen's University, number 1029, Jan.
• James G. MacKinnon & Jeff Racine, 2006, "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper, Economics Department, Queen's University, number 1054, Mar.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper, Economics Department, Queen's University, number 1063, Feb.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices," Working Paper, Economics Department, Queen's University, number 1092, Oct.
• Katsumi Shimotsu, 2006, "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper, Economics Department, Queen's University, number 1101, Dec.
• Carol Alexander & Leonardo M. Nogueira, 2006, "Hedging Options with Scale-Invariant Models," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-03, Jun.
• Bontemps, C. & Simioni, M. & Surry, Y., 2006, "Semiparametric hedonic price models : assessing the effects of agricultural nonpoint source pollution," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200602.
• Dubois, P. & Jullien, B. & Magnac, T., 2006, "Formal and informal risk sharing in LDCs : theory and empirical evidence," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 200608.
• Victor Aguirregabiria, 2006, "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers, Society for Economic Dynamics, number 169.
• SErgio Firpo & Nicole M. Fortin & Thomas Lemieux, 2006, "Unconditional Quantile Regressions," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 533, Nov.
• Pier Luigi Conti & Maria Grazia Pittau & Roberto Zelli, 2006, "Metodi non parametrici nell'analisi della distribuzione del reddito: problemi empirici ed aspetti metodologici," Rivista di Politica Economica, SIPI Spa, volume 96, issue 3, pages 195-242, May-June.
• Matteo Bugamelli & Alfonso Rosolia, 2006, "Produttività e concorrenza estera," Rivista di Politica Economica, SIPI Spa, volume 96, issue 5, pages 55-88, September.
• Men-Andri Benz & Leif Brandes & Egon Franck, 2006, "I know what you did last weekend- or do I? Introducing mental anchoring to the demand for sport," Working Papers, University of Zurich, Center for Research in Sports Administration (CRSA), number 0008.
• Men-Andri Benz & Leif Brandes & Egon Franck, 2006, "Do Soccer Associations Really Spend on a Good Thing? Empirical Evidence on Heterogeneity in the Consumer Response to Match Uncertainty of Outcome," Working Papers, University of Zurich, Center for Research in Sports Administration (CRSA), number 0009, revised 2008.
• Bruce Mizrach, 2006, "Nonlinear Time Series Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200604, Feb.
• Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 200616, Sep.
• Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers, Rutgers University, Department of Economics, number 200620, Oct.
• Periklis Kougoulis & John C. Nankervis & Jerry Coakley, 2006, "Generalized variance ratio tests in the presence of statistical dependence," Computing in Economics and Finance 2006, Society for Computational Economics, number 180, Jul.
• Carole Siani & Christian de Peretti, 2006, "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006, Society for Computational Economics, number 301, Jul.
• Christian de Peretti & Carole Siani, 2006, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006, Society for Computational Economics, number 304, Jul.
• Giordano Francesco & Parrella Maria Lucia, 2006, "Local Polynomials vs Neural Networks: some empirical evidences," Computing in Economics and Finance 2006, Society for Computational Economics, number 396, Jul.
• William A. Barnett & Evgeniya A. Duzhak, 2006, "Bifurcation analysis of New Keynesian models," Computing in Economics and Finance 2006, Society for Computational Economics, number 55, Jul.
• Cheng Hsiao & Qi Li & Jeff Racine, 2006, "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.47, Apr.
• Guido W. Imbens & Whitney Newey & Geert Ridder, 2006, "Mean-squared-error Calculations for Average Treatment Effects," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.57, Nov.
• G. Dudkin & T. Välilä, 2006, "Transaction Costs in Public-Private Partnerships: A First Look at the Evidence," Competition and Regulation in Network Industries, Intersentia, volume 7, issue 2, pages 307-331, June.
• Stéphane Mussard & Pi Alperin María Noel, 2006, "Measuring Significance of Inequalities with Heterogeneous Groups and Income Sources," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-13.
• Mario Fortin & André Leclerc, 2006, "An Output Orientated Non Parametric Measure of Economies of Scope," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-22.
• Kyoo il Kim, 2006, "Set Inference for Semiparametric Discrete Games," Working Papers, Singapore Management University, School of Economics, number 16-2006, Sep.
• Kyoo il Kim, 2006, "Semiparametric Estimation of Signaling Games," Working Papers, Singapore Management University, School of Economics, number 19-2006, Sep.
• Kyoo il Kim, 2006, "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Working Papers, Singapore Management University, School of Economics, number 20-2006, Sep.
• Millimet, Daniel & Henderson, Daniel, 2006, "Is Gravity Linear?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0517, Apr.
• Selma Aktaş Şen, 2006, "Bankacılık Sektörü ve Devlet Müdahaleleri: Politik Devresel Dalgalanmalar Çerçevesinde Türk Bankacılık Sektörü Etkinlik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-2.
• Bernd Fitzenberger & Ralf Wilke, 2006, "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 105-120, March, DOI: 10.1007/s10182-006-0224-2.
• Olaf Hübler, 2006, "Multilevel and nonlinear panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 121-136, March, DOI: 10.1007/s10182-006-0225-1.
• Göran Kauermann, 2006, "Nonparametric models and their estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 137-152, March, DOI: 10.1007/s10182-006-0226-0.
• Adolfo Maza & Ignacio Moral-Arce, 2006, "An analysis of wage flexibility: evidence from the Spanish regions," The Annals of Regional Science, Springer;Western Regional Science Association, volume 40, issue 3, pages 621-637, August, DOI: 10.1007/s00168-005-0033-7.
• Walid Omrane & Hervé Oppens, 2006, "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, volume 30, issue 4, pages 947-971, January, DOI: 10.1007/s00181-005-0007-8.
• Jens Krüger, 2006, "Productivity dynamics beyond-the-mean in U.S. manufacturing industries: An application of quantile regression," Empirical Economics, Springer, volume 31, issue 1, pages 95-111, March, DOI: 10.1007/s00181-005-0020-y.
• David Giles & Chad Stroomer, 2006, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Empirical Economics, Springer, volume 31, issue 4, pages 883-903, November, DOI: 10.1007/s00181-006-0060-y.
• Denis Belomestny & Markus Reiß, 2006, "Spectral calibration of exponential Lévy models," Finance and Stochastics, Springer, volume 10, issue 4, pages 449-474, December, DOI: 10.1007/s00780-006-0021-5.
• Giorgio Canarella & Stephen Pollard, 2006, "Distribution dynamics and convergence in Latin America: A non-parametric analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 53, issue 1, pages 68-95, March, DOI: 10.1007/BF03029850.
• Bernd Fitzenberger & Ralf A. Wilke, 2006, "Using Quantile Regression for Duration Analysis," Springer Books, Springer, chapter 8, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_8.
• Olaf Hübler, 2006, "Multilevel and Nonlinear Panel Data Models," Springer Books, Springer, chapter 9, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_9.
• Giulio Bottazzi & Angelo Secchi & Federico Tamagni, 2006, "Financial Fragility and Growth Dynamics of Italian Business Firms," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2006/07, Mar.
• Christian von Hirschhausen & Astrid Cullmann & Andreas Kappeler, 2006, "Efficiency analysis of German electricity distribution utilities - non-parametric and parametric tests," Applied Economics, Taylor & Francis Journals, volume 38, issue 21, pages 2553-2566, DOI: 10.1080/00036840500427650.
• Leopold Simar & Valentin Zelenyuk, 2006, "On Testing Equality of Distributions of Technical Efficiency Scores," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 4, pages 497-522, DOI: 10.1080/07474930600972582.
• Mehmet Horasanli, 2006, "Predictability of Turkish Foreign Exchange and its Implications to Option Pricing and Arbitrage Opportunities," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 2, pages 1-10.
• Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006, "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-024/2, Mar, revised 27 Mar 2006.
• Cees Diks & Florian Wagener, 2006, "A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-043/1, May.
• Franc J.G.M. Klaasen & Jan R. Magnus, 2006, "Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-048/2, May.
• Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2006, "The Use of Spatial Filtering Techniques: The Spatial and Space-time Structure of German Unemployment Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-049/3, May.
• Jaap H. Abbring, 2006, "The Event-History Approach to Program Evaluation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-057/3, Jul, revised 29 Oct 2007.
• Ao Yuan & Jan G. De Gooijer, 2006, "Semiparametric Regression with Kernel Error Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-058/4, Jul.
• Jaap H. Abbring & Gerard J. van den Berg, 2006, "The Unobserved Heterogeneity Distribution in Duration Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-059/3, Jul.
• Siem Jan Koopman & Soon Yip Wong, 2006, "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-105/4, Nov.
• Segers, J.J.J., 2006, "Rare Events, Temporal Dependence and the Extremal Index," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-7.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Tests for Independence in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-80.
• Stinstra, E. & Rennen, G. & Teeuwen, G.J.A., 2006, "Meta-Modeling by Symbolic Regression and Pareto Simulated Annealing," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-15.
• Charpentier, A. & Segers, J.J.J., 2006, "Convergence of Archimedean Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-28.
• Einmahl, J.H.J. & Li, J. & Liu, R.Y., 2006, "Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-104.
• Cizek, P. & Tamine, J. & Härdle, W.K., 2006, "Smoothed L-estimation of Regression Function," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-20.
• Einmahl, J.H.J. & Magnus, J.R., 2006, "Records in Athletics through Extreme-Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-83.
• Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A., 2006, "Statistics of Extremes under Random Censoring," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-62.
• Klaassen, F.J.G.M. & Magnus, J.R., 2006, "Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-52.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2006, "Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-81.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-79.
• Charpentier, A. & Segers, J.J.J., 2006, "Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-29.
• Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006, "The Non- and Semiparametric Analysis of MS Models : Some Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-95.
• Cherchye, L.J.H. & Vermeulen, F.M.P., 2006, "Nonparametric Analysis of Household Labor Supply : Goodness-of-Fit and Power of the Unitary and the Collective Model," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-13.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Tests for Independence in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0c6f2c43-aa7d-45c1-9d43-7.
• Cizek, P. & Tamine, J. & Härdle, W.K., 2006, "Smoothed L-estimation of Regression Function," Other publications TiSEM, Tilburg University, School of Economics and Management, number 51a09fbd-293b-4386-bfe9-b.
• Einmahl, J.H.J. & Magnus, J.R., 2006, "Records in Athletics through Extreme-Value Theory," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5cedc3d8-e623-46d5-a550-5.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2006, "Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7c1c3728-77f6-4ba2-9753-5.
• Einmahl, J.H.J. & van Keilegom, I., 2006, "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number a2f56bed-a5de-445c-bf6b-9.