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

• Grané Chávez, Aurea & Veiga, Helena, 2007, "The effect of realised volatility on stock returns risk estimates," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws076316, Sep.
• Guillaume, HORNY, 2007, "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007046, Dec.
• Li, Fuchun, 2007, "Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 221-250, April.
• Hafner, Christian M. & Rombouts, Jeroen V.K., 2007, "Semiparametric Multivariate Volatility Models," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 251-280, April.
• Khan, Shakeeb & Lewbel, Arthur, 2007, "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 309-347, April.
• Linton, Oliver & Xiao, Zhijie, 2007, "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 371-413, June.
• Chen, Xiaohong & Fan, Yanqin, 2007, "A Model Selection Test For Bivariate Failure-Time Data," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 414-439, June.
• Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
• Xiaohong Chen & Markus Reiss, 2007, "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1626, Sep.
• Krüger, Jens & Chlaß, Nadine, 2007, "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34399.
• Volker Nitsch, 2007, "Die Another Day: Duration in German Import Trade," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c012_037, Jun.
• Hans J. Baumgartner & Marco Caliendo, 2007, "Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 671.
• Michal Myck, 2007, "Wages and Ageing: Is There Evidence for the "Inverse-U Profile"?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 724.
• Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007, "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 757.
• Georgina Pizzolitto, 2007, "Curvas de Engel de Alimentos, Preferencias Heterogéneas y Características Demográficas de los Hogares: Estimaciones para Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0045, Jan.
• Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007, "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 57-70.
• Pao-li Chang & Myoung-jae Lee, 2007, "The WTO Trade Effect," Trade Working Papers, East Asian Bureau of Economic Research, number 22063, Jan.
• Manganelli, Simone, 2007, "Asset allocation by penalized least squares," Working Paper Series, European Central Bank, number 723, Feb.
• Algieri, Bernardina & Bracke, Thierry, 2007, "Patterns of current account adjustment: insights from past experience," Working Paper Series, European Central Bank, number 762, Jun.
• Holden, Steinar & Wulfsberg, Fredrik, 2007, "Downward nominal wage rigidity in the OECD," Working Paper Series, European Central Bank, number 777, Jul.
• Amisano, Gianni & Geweke, John, 2007, "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series, European Central Bank, number 831, Nov.
• Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007, "Development and Validation of Credit-Scoring Models," Working Papers, Cornell University, Center for Analytic Economics, number 07-12, Jul.
• Sergio Firpo, 2007, "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometrica, Econometric Society, volume 75, issue 1, pages 259-276, January.
• Arthur Lewbel, 2007, "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, volume 75, issue 2, pages 537-551, March.
• Laurens Cherchye & Bram De Rock & Frederic Vermeulen, 2007, "The Collective Model of Household Consumption: A Nonparametric Characterization," Econometrica, Econometric Society, volume 75, issue 2, pages 553-574, March.
• Arthur Lewbel & Oliver Linton, 2007, "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Econometrica, Econometric Society, volume 75, issue 4, pages 1209-1227, July.
• Nauro F. Campos & Menelaos G. Karanasos, 2007, "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 07-12, Sep.
• Pham, Thai-Hung & Reilly, Barry, 2007, "The gender pay gap in Vietnam, 1993-2002: A quantile regression approach," Journal of Asian Economics, Elsevier, volume 18, issue 5, pages 775-808, October.
• Hyndman, Rob J. & Shahid Ullah, Md., 2007, "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 10, pages 4942-4956, June.
• Racine, Jeffrey S. & MacKinnon, James G., 2007, "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5949-5957, August.
• Fiaschi, Davide & Lavezzi, Andrea Mario, 2007, "Nonlinear economic growth: Some theory and cross-country evidence," Journal of Development Economics, Elsevier, volume 84, issue 1, pages 271-290, September.
• Baghli, Mustapha & Cahn, Christophe & Fraisse, Henri, 2007, "Is the inflation-output Nexus asymmetric in the Euro area?," Economics Letters, Elsevier, volume 94, issue 1, pages 1-6, January.
• Qian, Chen & Giles, David E., 2007, "The bias of elasticity estimators in linear regression: Some analytic results," Economics Letters, Elsevier, volume 94, issue 2, pages 185-191, February.
• Vaona, A. & Schiavo, S., 2007, "Nonparametric and semiparametric evidence on the long-run effects of inflation on growth," Economics Letters, Elsevier, volume 94, issue 3, pages 452-458, March.
• Kapetanios, George, 2007, "Estimating deterministically time-varying variances in regression models," Economics Letters, Elsevier, volume 97, issue 2, pages 97-104, November.
• Bandi, Federico M. & Phillips, Peter C.B., 2007, "A simple approach to the parametric estimation of potentially nonstationary diffusions," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 354-395, April.
• Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
• Smith, Richard J., 2007, "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, volume 138, issue 2, pages 430-460, June.
• Frolich, Markus, 2007, "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 35-75, July.
• Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007, "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 802-826, October.
• Davidson, Russell & Flachaire, Emmanuel, 2007, "Asymptotic and bootstrap inference for inequality and poverty measures," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 141-166, November.
• Hagmann, M. & Scaillet, O., 2007, "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 213-249, November.
• Lee, Sokbae, 2007, "Endogeneity in quantile regression models: A control function approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1131-1158, December.
• Gaure, Simen & Roed, Knut & Zhang, Tao, 2007, "Time and causality: A Monte Carlo assessment of the timing-of-events approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1159-1195, December.
• Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007, "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 574-596, December.
• Seo, Myung Hwan & Linton, Oliver, 2007, "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 704-735, December.
• Lewbel, Arthur, 2007, "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 777-806, December.

2006

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