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

• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 6069, Jan.
• Abbring, Jaap & Van den Berg, Gerard, 2007, "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 6219, Mar.
• Ivaldi, Marc & Motis, Jrissy, 2007, "Mergers as Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.