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

• 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.
• 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," Other publications TiSEM, Tilburg University, School of Economics and Management, number c844e5c2-c1c8-49c6-83cb-a.
• Hidehiko Ichimura & Sokbae Lee, 2006, "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-426, May.
• Kuosmanen, Timo & Cherchye, Laurens & Sipilainen, Timo, 2006, "The law of one price in data envelopment analysis: Restricting weight flexibility across firms," European Journal of Operational Research, Elsevier, volume 170, issue 3, pages 735-757, May.
• Padilla, Emilio & Serrano, Alfredo, 2006, "Inequality in CO2 emissions across countries and its relationship with income inequality: A distributive approach," Energy Policy, Elsevier, volume 34, issue 14, pages 1762-1772, September.
• Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2006, "Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1899-1926, July.
• Ganguli, Ina & Terrell, Katherine, 2006, "Institutions, markets and men's and women's wage inequality: Evidence from Ukraine," Journal of Comparative Economics, Elsevier, volume 34, issue 2, pages 200-227, June.
• Kocenda, Evzen & Valachy, Juraj, 2006, "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, volume 34, issue 4, pages 727-753, December.
• Barnett, William A., 2006, "Comments on "Chaotic monetary dynamics with confidence"," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 253-255, March.
• He, Yijun & Barnett, William A., 2006, "Singularity bifurcations," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 5-22, March.
• Azomahou, Theophile & Laisney, Francois & Nguyen Van, Phu, 2006, "Economic development and CO2 emissions: A nonparametric panel approach," Journal of Public Economics, Elsevier, volume 90, issue 6-7, pages 1347-1363, August.
• Leydesdorff, Loet & Fritsch, Michael, 2006, "Measuring the knowledge base of regional innovation systems in Germany in terms of a Triple Helix dynamics," Research Policy, Elsevier, volume 35, issue 10, pages 1538-1553, December.
• Fosgerau, Mogens, 2006, "Investigating the distribution of the value of travel time savings," Transportation Research Part B: Methodological, Elsevier, volume 40, issue 8, pages 688-707, September.
• Ertugrul Deliktas, 2006, "Izmir Küçük, Orta ve Büyük Ölçekli Imalat sanayinde Üretim Etkinligi ve Toplam Faktör Verimliligi Analizi," Working Papers, Ege University, Department of Economics, number 0603, Mar.
• Cho, Young-Hyun & Linton, Oliver & Whang, Yoon-Jae, 2006, "Are there Monday effects in stock returns: a stochastic dominance approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24520, Sep.
• Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2006, "Identification and nonparametric estimation of a transformed additively separable model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4416, Sep.
• Lewbel, Arthur & Linton, Oliver & McFadden, D. L., 2006, "Estimating features of a distribution from binomial data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4418, Sep.
• Connor, Gregory & Linton, Oliver, 2006, "Semiparametric estimation of a characteristic-based factor model of common stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4424, Sep.
• Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae, 2006, "Testing for stochastic monotonicity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4425, Aug.
• Linton, Oliver & Mammen, Enno, 2006, "Nonparametric transformation to white noise," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4426, Aug.
• Dalla, Violetta & Giraitis, Liudas & Hidalgo, Javier, 2006, "Consistent estimation of the memory parameter for nonlinear time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6813, Jan.
• Esteban González, María Victoria & Orbe Mandaluniz, Susan, 2006, "Nonparametric estimation betas in the Market Model," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.
• Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2006, "Equality of Opportunity: Definitions and testable conditions, with an application to income in France," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-13.
• Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.
• Martens, M.P.E. & van Dijk, D.J.C., 2006, "Measuring volatility with the realized range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-10, Feb.
• Jorge H. del Castillo-Spíndola, 2006, "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 21, issue 2, pages 275-297.
• A. Van Poeck & J. Vanneste & M. Veiner, 2006, "Exchange Market Pressure in the Formerly Planned Central and Eastern European Countries. The Role of Institutions," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 3, pages 309-346.
• Karl H. Schlag, 2006, "Designing Non-Parametric Estimates and Tests for Means," Economics Working Papers, European University Institute, number ECO2006/26.
• Marc-Arthur Diaye & Michal Wong-Urdanivia, 2006, "A Simple Test of Richter-Rationality," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 06-01.
• Aurora Galego & João Pereira, 2006, "Evidence on Gender Wage Discrimination in Portugal: parametric and semi-parametric approaches," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 13_2006.
• Martin Vojtek & Evžen Koèenda, 2006, "Credit-Scoring Methods (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 3-4, pages 152-167, March.
• Barry E. Jones & Travis D. Nesmith, 2006, "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-03.
• Gadi Barlevy & H. N. Nagaraja, 2006, "Identification of search models with initial condition problems," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-03.
• Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
• Yoon-Jae Whang & Young-Hyun Cho & Oliver Linton, 2006, "Are there Monday effects in Stock Returns: A Stochastic Dominance Approach," FMG Discussion Papers, Financial Markets Group, number dp568, Sep.
• Thanasis Stengos & Yiguo Sun, 2006, "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Papers, University of Guelph, Department of Economics and Finance, number 0606.
• Timothy Halliday, 2006, "Bounding Expected Per Capita Household Consumption in the Presence of Demographic Change," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200610.
• Marc-Arthur Diaye & Michal Wong-Urdanivia, 2005, "A simple test of Richter-rationality," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00084390, Oct.
• Théophile Azomahou & François Laisney & Phu Nguyen Van, 2006, "Economic development and CO2 emissions : A nonparametric panel approach," Post-Print, HAL, number hal-00279218, Aug, DOI: 10.1016/j.jpubeco.2005.09.005.
• Julie Le Gallo & Sandy Dall'Erba, 2006, "Evaluating the temporal and spatial heterogeneity of the European convergence process: 1980-1999," Post-Print, HAL, number hal-00401245, DOI: 10.1111/j.0022-4146.2006.00441.x.
• Julie Le Gallo & Sandy Dall'Erba, 2006, "Evaluating the temporal and spatial heterogeneity of the European convergence process : 1980-1999," Post-Print, HAL, number hal-00485016, Jan.
• Cem Ertur & W. Koch, 2006, "Convergence, Human Capital and International Spillovers," Post-Print, HAL, number halshs-00250303.
• Andrea Vaona & Stefano Schiavo, 2006, "Nonparametric and semiparametric evidence on the long-run effects of inflation on growth," Sciences Po Economics Publications (main), HAL, number hal-01065641, Jul.
• Andrea Vaona & Stefano Schiavo, 2006, "Nonparametric and semiparametric evidence on the long-run effects of inflation on growth," Working Papers, HAL, number hal-01065641, Jul.
• Johansson, Per, 2006, "Using internal replication to establish a treatment effect," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2006:3, Apr.
• Enflo, Kerstin & Hjertstrand, Per, 2006, "Relative sources of European regional productivity convergence: A bootstrap frontier approach," Working Papers, Lund University, Department of Economics, number 2006:17, Aug.
• Jönsson, Kristian, 2006, "Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated," Working Papers, Lund University, Department of Economics, number 2006:20, Oct, revised 09 Nov 2009.
• Jönsson, Kristian, 2006, "Finite-Sample Stability of the KPSS Test," Working Papers, Lund University, Department of Economics, number 2006:23, Dec.
• Chollete, Lorán & Heinen, Andreas, 2006, "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/10, Oct.
• Tångdahl, Sara, 2006, "On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations," Working Papers, Örebro University, School of Business, number 2006:5, Sep.
• Oh, Inha & Lee, Jeong-Dong & Hwang, Seogwon & Heshmati, Almas, 2006, "Analysis of Product Efficiency in the Korean Automobile Market from a Consumer’s Perspective," Ratio Working Papers, The Ratio Institute, number 95, Apr.
• Eliasson, Kent, 2006, "How Robust is the Evidence on the Returns to College Choice? Results Using Swedish Administrative Data," Umeå Economic Studies, Umeå University, Department of Economics, number 692, Sep.
• Eliasson, Kent, 2006, "College Choice And Earnings Among University Graduates In Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 693, Sep.
• José Angel Sanz Lara & Luis César Herrero Prieto, 2006, "Valoración de bienes públicos relativos al patrimonio cultural. Aplicación comparada de métodos de estimación y análisis de segmentación de demanda," Hacienda Pública Española / Review of Public Economics, IEF, volume 178, issue 3, pages 113-133, September.
• Kyoji Fukao & Keikok Ito & Hyeg Ug Kwon & Miho Takizawa, 2006, "Cross-Border Acquisitons and Target Firms' Performance: Evidence from Japanese Firm-Level Data," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-174, Jul.