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

2005

• Gautam Tripathi, 2005, "Moment Based Inference with Stratified Data," Working papers, University of Connecticut, Department of Economics, number 2005-38, Sep, revised Jan 2007.
• Anupam Nanda, 2005, "Property Condition Disclosure Law: Does 'Seller Tell All' Matter in Property Values?," Working papers, University of Connecticut, Department of Economics, number 2005-47, Nov, revised Jul 2006.
• Thanasis Stengos & Yiguo Sun, 2005, "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 7-2005, Oct.
• Rómulo A.Chumacero & Ricardo D.Paredes, 2005, "Characterizing income distribution for poverty and inequality analysis," Estudios de Economia, University of Chile, Department of Economics, volume 32, issue 1 Year 20, pages 97-117, June.
• Juan Carlos Escanciano, 2005, "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/05, May.
• Juan Carlos Escanciano, 2005, "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/05, May.
• M. del Mar Rubio Varas & Mauricio Folchi, 2005, "On the accuracy of Latin American trade statistics: A nonparametric test for 1925," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 879, Jul.
• Anton Nivorozhkin & Eugene Nivorozhkin, 2005, "Do Government Sponsored Vocational Training Programs Help the Unemployed Find Jobs? Evidence from Russia," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 04-100, May.
• Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
• Patrick Gagliardini & C. Gourieroux & E. Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-05, Jan.
• Markus Froehlich & Katharina Michaelowa, 2005, "Peer effects and textbooks in primary education: Evidence from francophone sub-Saharan Africa," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-11, May.
• Cecilia Mancini & Roberto Renò, 2005, "Nonparametric estimation in models with Lévy type jumps and stochastic volatility," Department of Economics University of Siena, Department of Economics, University of Siena, number 451, May.
• Helen Couprie & Eugenio Peluso & Alain Trannoy, 2005, "From household to individual’s welfare: does the Lorenz criteria still hold? Theory and Evidence from French Data," Department of Economics University of Siena, Department of Economics, University of Siena, number 469, Nov.
• Mukesh Ralhan & Ajit Dayanandan, 2005, "Convergence of Income Among Provinces in Canada – An Application of GMM Estimation," Econometrics Working Papers, Department of Economics, University of Victoria, number 0502, Mar.
• David E. Giles, 2005, "Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions," Econometrics Working Papers, Department of Economics, University of Victoria, number 0505, May.
• David E. Giles & Chad N. Stroomer, 2005, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0509, Jul.
• Chen Qian & David E. Giles, 2005, "The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 0517, Dec.
• Cem Ertur & Wilfried Koch, 2005, "Growth, Technological Interdependence and Spatial Externalities - Theory and Evidence," ERSA conference papers, European Regional Science Association, number ersa05p651, Aug.
• Mogens Fosgerau, 2005, "Specification Of A Model To Measure - The Value Of Travel Time Savings From Binomial Data," ERSA conference papers, European Regional Science Association, number ersa05p77, Aug.
• Krishna Pendakur, 2005, "Semiparametric estimation of lifetime equivalence scales," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 4, pages 487-507, May, DOI: 10.1002/jae.768.
• M. Aykut Attar, 2005, "Uluslararasi Gelir Dagilimi ve Yakinsama Klupleri Uzerine Gorgul Bir Arastirma," Development and Comp Systems, University Library of Munich, Germany, number 0506005, Jun.
• Kusum Mundra, 2005, "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics, University Library of Munich, Germany, number 0502008, Feb.
• Hossein Abbasi-Nejad & Shapour Mohammadi, 2005, "Structural Changes in NICs: Some Evidences on Attractor Points," Econometrics, University Library of Munich, Germany, number 0502016, Feb, revised 02 Mar 2005.
• Hossein Abbasi-Nejad & Shapour Mohammadi, 2005, "Structural Changes in NICs: Some Evidences on Attractor Points," Econometrics, University Library of Munich, Germany, number 0503001, Mar.
• Arnab Bhattacharjee, 2005, "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics, University Library of Munich, Germany, number 0503021, Mar.
• Catalin Starica & Stefano Herzel & Tomas Nord, 2005, "Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?," Econometrics, University Library of Munich, Germany, number 0508003, Aug.
• Isabel Proenca & Joao Santos Silva, 2005, "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics, University Library of Munich, Germany, number 0508008, Aug.
• Jim Griffin & Mark Steel, 2005, "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics, University Library of Munich, Germany, number 0509004, Sep.
• Pedro H. Albuquerque, 2005, "Optimal Time Interval Selection in Long-Run Correlation Estimation," Econometrics, University Library of Munich, Germany, number 0511017, Nov, revised 27 Nov 2005.
• Daniel Stavarek, 2005, "Efficiency of Banks in Regions at Different Stage of European Integration Process," Finance, University Library of Munich, Germany, number 0502020, Feb.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
• João Fernandes, 2005, "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance, University Library of Munich, Germany, number 0505013, May.
• Martin Bemmann, 2005, "Improving the comparability of insolvency predictions," Finance, University Library of Munich, Germany, number 0506017, Jun.
• Martin Bemmann, 2005, "Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')," Finance, University Library of Munich, Germany, number 0507007, Jul.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," GE, Growth, Math methods, University Library of Munich, Germany, number 0509002, Sep.
• Michael Kvasnicka, 2005, "Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?," Labor and Demography, University Library of Munich, Germany, number 0510005, Oct.
• William Barnett, 2005, "Comment on 'Chaotic Monetary Dynamics with Confidence'," Macroeconomics, University Library of Munich, Germany, number 0505017, May.
• Yijun He & William Barnett, 2005, "Robustness of Inferences to Singularity Bifurcations," Macroeconomics, University Library of Munich, Germany, number 0510019, Oct, revised 24 Oct 2005.
• Timo Kuosmanen & Mika Kortelainen & Timo Sipiläinen & Laurens Cherchye, 2005, "Firm and Industry Level Profit Efficiency Analysis Under Incomplete Price Data: A Nonparametric Approach based on Absolute and Uniform Shadow Prices," Microeconomics, University Library of Munich, Germany, number 0509011, Sep.
• Mika Kortelainen & Timo Kuosmanen, 2005, "Eco-Efficiency Analysis of Consumer Durables Using Absolute Shadow Prices," Public Economics, University Library of Munich, Germany, number 0511022, Nov.
• Juessen Falko, 2005, "A distribution dynamics approach to regional GDP convergence in reunified Germany," Urban/Regional, University Library of Munich, Germany, number 0506008, Jun.
• Mogens Fosgerau, 2005, "Unit income elasticity of the value of travel time savings," Urban/Regional, University Library of Munich, Germany, number 0508007, Aug.
• Mogens Fosgerau, 2005, "Specification Of A Model To Measure The Value Of Travel Time Savings From Binomial Data," Urban/Regional, University Library of Munich, Germany, number 0508008, Aug.
• Andrew M Jones & John Wildman, 2005, "Disentangling the relationship between health and income," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 05/07, Oct.
• Vuorenmaa, Tommi A., 2005, "A wavelet analysis of scaling laws and long-memory in stock market volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 27/2005.
• Djurdjevic, Dragana & Radyakin, Sergiy, 2005, "Decomposition of the gender wage gap using matching: an application for Switzerland," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 155.
• Blaess, Virginie, 2005, "Siblings and Educational Attainment in West Germany," Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences, number 2005,001E.
• Stephan, Andreas & Happich, Michael & Geppert, Kurt, 2005, "Regional Disparities in the European Union: Convergence and Agglomeration," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,4.
• Svetlov, Nikolai & Hockmann, Heinrich, 2005, "Technical and economic efficiency of Russian corporate farms: the case of the Moscow region
  [Determinatnten der technischen und ökonomischen Effizienz von landwirtschaftlichen Betrieben in Russland," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 84.
• Čίžek, Pavel & Härdle, Wolfgang Karl, 2005, "Robust estimation of dimension reduction space," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-015.
• Fengler, Matthias R., 2005, "Arbitrage-free smoothing of the implied volatility surface," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-019.
• Fengler, Matthias R. & Härdle, Wolfgang Karl & Mammen, Enno, 2005, "A dynamic semiparametric factor model for implied volatility string dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-020.
• Kvasnicka, Michael, 2005, "Does temporary agency work provide a stepping stone to regular employment?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-031.
• Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-047.
• Boztuğ, Yasemin & Hildebrandt, Lutz, 2005, "An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-057.
• Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2005, "Portfolio value at risk based on independent components analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-060.
• von Hirschhausen, Christian R. & Cullmann, Astrid, 2005, "Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 06/05.
• Bemmann, Martin, 2005, "Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 08/05.
• Leydesdorff, Loet & Fritsch, Michael, 2005, "Measuring the Knowledge Base of Regional Innovation Systems in Germany in terms of a Triple Helix Dynamics," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2005/10.
• Fier, Andreas & Heger, Diana & Hussinger, Katrin, 2005, "Die Wirkungsanalyse staatlicher Förderprogramme durch den Einsatz von Matching- und Selektionsmodellen am Beispiel der Fertigungstechnik," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-09.
• Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François, 2005, "Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-23.
• Lee, Sokbae & Wilke, Ralf A., 2005, "Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-29.
• Hujer, Reinhard & Radić, Dubravko, 2005, "Evaluating the Impacts of Subsidies on Innovation Activities in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-43.
• Azomahou, Théophile & Laisney, François & van Phu, Nguyen, 2005, "Economic Development and CO₂ Emissions: A Nonparametric Panel Approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-56.
• Fitzenberger, Bernd & Wilke, Ralf A., 2005, "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-65.
• Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-77.
• Wilke, Ralf A. & Wichert, Laura, 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 [rev.].
• Wilke, Ralf A., 2005, "Semiparametric Estimation of Consumption Based Equivalence Scales: The Case of Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-53 [rev.].
• Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2005, "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-61 [rev.].
• Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005, "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 259, Dec.
• David Afshartous & Michael Wolf, 2005, "Avoiding Data Snooping in Multilevel and Mixed Effects Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 260, Dec.
• Tóth, József, 2005, "Működési versenyképesség és hajtóerői a hazai húsiparban
  [Operative competitiveness and the forces driving it in the Hungarian meat industry]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 743-762.
• Richard Blundell & Martin Browning & Ian Crawford, 2005, "Best Nonparametric Bounds on Demand Responses," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2005-16, Sep.
• ERTUR, Cem & KOCH, Wilfried, 2005, "Growth, Technological Interdependence and Spatial Externalities: Theory and Evidence," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2005-03, Jul.
• ERTUR, Cem & THIAW, Kalidou, 2005, "Croissance, capital humain et interactions spatiales : une étude économétrique," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2005-04, Jul.
• Ruijun Bu & Kaddour Hadri, 2005, "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Working Papers, University of Liverpool, Department of Economics, number 200510.
• Klüh, Ulrich, 2005, "Safety Net Design and Systemic Risk: New Empirical Evidence," Discussion Papers in Economics, University of Munich, Department of Economics, number 662, Jun.
• Schlicht, Ekkehart, 2005, "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 712, revised .
• Alison Stegman, 2005, "Convergence in Carbon Emissions Per Capita," Research Papers, Macquarie University, Department of Economics, number 0505, May.
• Jan Ondrich, 2005, "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 68, Aug.
• Frank T. Denton, 2005, "Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 124, Jan.
• Paola Zerilli, 2005, "Option pricing and spikes in volatility: theoretical and empirical analysis," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 76, Sep.
• Cerqueti, Roy & Costantini, Mauro, 2005, "Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp05026, Jul.
• Cerqueti, Roy & Costantini, Mauro, 2005, "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp05027, Sep.
• Lean Hooi Hooi & Wong Wing Keung & Russell Smyth, 2005, "Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach," Monash Economics Working Papers, Monash University, Department of Economics, number 16/05, Sep.
• Dominique Guegan & Sophie A. Ladoucette, 2005, "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05101, Dec.
• Marc-Arthur Diaye & Michal Wong-Urdanivia, 2005, "A simple test of Richter-rationality," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06008, Oct.
• D. S. Poskitt, 2005, "Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/05, Jun.
• Rob J. Hyndman & Md. Shahid Ullah, 2005, "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/05, Feb.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-05.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 05-2005.
• ZINDE-WALSH, Victoria, 2005, "Kernel Estimation when Density Does Not Exist," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2005.
• Azeem Shaikh & Edward Vytlacil, 2005, "Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0307, May.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005, "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0319, Oct.
• Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler, 2005, "Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants," NBER Working Papers, National Bureau of Economic Research, Inc, number 11656, Oct.
• N. Ferrari, 2005, "Firm'investment forecast: An indicator of changes in expectations in industrial investment survey," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-09.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2005, "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W16, Jul.
• Stefania P.S. Rossi & Markus Schwaiger & Gerhard Winkler, 2005, "Managerial Behavior and Cost/Profit Efficiency in the Banking Sectors of Central and Eastern European Countries," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 96, Mar.
• Ralph Bradley, 2005, "A Semi-Parametric Model for Asymmetric Information in Health Plan Markets," Economic Inquiry, Western Economic Association International, volume 43, issue 4, pages 812-822, October.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2005, "Consistent Testing for Stochastic Dominance under General Sampling Schemes," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 735-765.
• Neil Shephard & Ole E. Barndorff-Nielsen & Department of Mathematical Sciences & University of Aarhus & Denmark, 2005, "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Series Working Papers, University of Oxford, Department of Economics, number 240, Jun.
• Mário Rui Silva & Hermano Rodrigues, 2005, "Competitiveness and Public-Private Partnerships: Towards a More Decentralised Policy," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 171, Apr.
• Mário Rui Silva & Hermano Rodrigues, 2005, "Public-Private Partnerships and the Promotion of Collective Entrepreneurship," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 172, Apr.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 196, Dec.
• Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005, "A test for model specification of diffusion processes," MPRA Paper, University Library of Munich, Germany, number 11976, Nov, revised Feb 2007.
• Gao, Jiti & Gijbels, Irene, 2005, "Bandwidth selection for nonparametric kernel testing," MPRA Paper, University Library of Munich, Germany, number 11982, Dec, revised Jun 2007.
• Larrosa, Juan MC, 2005, "A Latent Budget Analysis Approach to Classification: Examples from Economics," MPRA Paper, University Library of Munich, Germany, number 12569, Sep.
• Chagas Lopes, Margarida, 2005, "Transições e Pontos Críticos das Trajectórias de Escolaridade: Estudo de Caso em seis Escolas Secundárias da Grande Lisboa
  [Transition and Turning Points in Scholar Trajectories: Case Study with Si," MPRA Paper, University Library of Munich, Germany, number 22102.
• Chagas Lopes, Margarida & Medeiros, João & PINTO, AQUILES, 2005, "Does School Improve Equity? Some Key Findings from Portuguese Data," MPRA Paper, University Library of Munich, Germany, number 26762.
• Espinosa Méndez, Christian, 2005, "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
  [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper, University Library of Munich, Germany, number 2794, Oct, revised 30 Jun 2006.
• Nganou, Jean-Pascal, 2005, "Estimates of Armington parameters for a landlocked economy," MPRA Paper, University Library of Munich, Germany, number 31459, Aug, revised 10 Aug 2008.
• Cabrera-Castellanos, Luis F. & Lozano-Cortés, René, 2005, "Regionalización de Mexico mediante un Indice de Capital Humano
  [Mexico´s Regionalization by means of a Human Capital Index]," MPRA Paper, University Library of Munich, Germany, number 4057.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper, University Library of Munich, Germany, number 54281.
• Geweke, John & Keane, Michael, 2005, "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper, University Library of Munich, Germany, number 54286.
• Wittkowski, Knut M., 2005, "Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences," MPRA Paper, University Library of Munich, Germany, number 5902, May.
• Nguyen, Khac Minh & Giang, Thanh Long, 2005, "Efficiency of Construction Firms in Vietnam," MPRA Paper, University Library of Munich, Germany, number 968, Jan, revised Nov 2006.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper, Economics Department, Queen's University, number 1189, Jul.
• George Kapetanios, 2005, "Tests for Deterministic Parametric Structural Change in Regression Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 539, May.
• George Kapetanios, 2005, "Estimating Deterministically Time-Varying Variances in Regression Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 540, May.
• Gerti Dudkin & Timo Valila, 2005, "Transaction Costs In Public-Private Partnerships: A First Look At The Evidence," Economic and Financial Reports, European Investment Bank, Economics Department, number 2005/3, Mar.
• Arie Beresteanu, 2005, "Nonparametric Analysis of Cost Complementarities in the Telecommunications Industry," RAND Journal of Economics, The RAND Corporation, volume 36, issue 4, pages 870-889, Winter.
• Sergio Perelman & Daniel Santin, 2005, "On the generation of a regular multi-input multi-output technology using parametric output distance functions," CREPP Working Papers, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège, number 0507.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2005, "Variation, jumps, market frictions and high frequency data in financial econometrics," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe08.
• Rita L. D'Ecclesia & Robert G. Tompkins, 2005, "Estimating default probabilities using a non parametric approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 116, Nov.
• Fabio Trojani & Francesco Audrino, 2005, "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005, Society for Computational Economics, number 14, Nov.
• Marcos Alvarez-Diaz And Alberto à Lvarez, 2005, "Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions," Computing in Economics and Finance 2005, Society for Computational Economics, number 217, Nov.
• Marco Gallegati, 2005, "Stock returns and economic activity; evidence from wavelet analysis," Computing in Economics and Finance 2005, Society for Computational Economics, number 273, Nov.
• Cees Diks & Valentyn Panchenko, 2005, "Test for serial independence based on quadratic forms," Computing in Economics and Finance 2005, Society for Computational Economics, number 279, Nov.
• Marno Verbeek & Jeroen VK Rombouts, 2005, "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 40, Nov.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," Computing in Economics and Finance 2005, Society for Computational Economics, number 445, Nov.
• Stephen Ryan & Patrick Bajari & Han Hong, 2005, "Identification and Estimation of Discrete Games of Complete Information," Computing in Economics and Finance 2005, Society for Computational Economics, number 53, Nov.
• Guido W. Imbens & Whitney Newey & Geert Ridder, 2005, "Mean-square-error Calculations for Average Treatment Effects," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.34, Sep.
• Yingyao Hu & Geert Ridder, 2005, "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.39, Oct.
• Eva Reinowski & Birgit Schultz & Jürgen Wiemers, 2005, "Evaluation of Further Training Programmes with an Optimal Matching Algorithm," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 141, issue IV, pages 585-616, December.
• Petr Hanel & Dirk Czarnitzki & Julio Miguel Rosa, 2005, "Evaluating the Impact of R&D Tax Credits on Innovation: A Microeconometric Study on Canadian Firms," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 05-01.
• Millimet, Daniel & Wang, Le, 2005, "Is the Quantity-Quality Trade-off Really a Trade-off for All?," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0502, Oct.
• Maasoumi, Esfandiar & Millimet, Daniel & Sarkar, Dipanwita, 2005, "The Distribution of Returns to Marriage," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0503, Oct.
• Eren, Ozkan & Millimet, Daniel, 2005, "Time to Learn? The Organizational Structure of Schools and Student Achievement," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0506, Oct.
• Henderson, Daniel & Millimet, Daniel, 2005, "Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0507, Oct.
• Narinder Kumar & Gobind Mehta & Virender Kumar*, 2005, "A Class of Two-Stage Selection Procedures Using L-Statistics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 3, pages 241-261, August, DOI: 10.1007/s10182-005-0203-z.
• Pascal Lavergne & Alban Thomas, 2005, "Semiparametric estimation and testing in a model of environmental regulation with adverse selection," Empirical Economics, Springer, volume 30, issue 1, pages 171-192, January, DOI: 10.1007/s00181-004-0225-5.
• Carlos Martins-Filho & Okmyung Bin, 2005, "Estimation of hedonic price functions via additive nonparametric regression," Empirical Economics, Springer, volume 30, issue 1, pages 93-114, January, DOI: 10.1007/s00181-004-0224-6.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2005, "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, volume 30, issue 3, pages 643-663, October, DOI: 10.1007/s00181-005-0249-5.
• Alessandra Iacobucci, 2005, "Spectral Analysis for Economic Time Series," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 12, in: Jacek Leskow & Lionello F. Punzo & Martín Puchet Anyul, "New Tools of Economic Dynamics", DOI: 10.1007/3-540-28444-3_12.
• Teresa Corzo Santamaría & Javier Gómez Biscarri, 2005, "Nonparametric estimation of convergence of interest rates: Effects on bond pricing," Spanish Economic Review, Springer;Spanish Economic Association, volume 7, issue 3, pages 167-190, September, DOI: 10.1007/s10108-004-0094-2.
• Cinzia Daraio & Leopold Simar, 2005, "Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2005/12, Jun.
• Rolf Aaberge, 2005, "Asymptotic Distribution Theory of Empirical Rank-dependent Measures of Inequality," Discussion Papers, Statistics Norway, Research Department, number 402, Jan.
• Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2005, "Modeling Concentration and Dispersion in Multiple Regression," Discussion Papers, Statistics Norway, Research Department, number 412, Mar.
• Ian Crawford, 2005, "A nonparametric test of stochastic dominance in multivariate distributions," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1205, Jun.
• Marcio Laurini & Eduardo Andrade & Pedro L. Valls Pereira, 2005, "Income convergence clubs for Brazilian Municipalities: a non-parametric analysis," Applied Economics, Taylor & Francis Journals, volume 37, issue 18, pages 2099-2118, DOI: 10.1080/00036840500218554.
• Evzen Kocenda & Lubos Briatka, 2005, "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 3, pages 265-296, DOI: 10.1080/07474930500243001.
• Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 4, pages 405-443, DOI: 10.1080/07474930500405790.
• António Afonso & Miguel St. Aubyn, 2005, "Non-Parametric Approaches to Education and Health Efficiency in OECD Countries," Journal of Applied Economics, Taylor & Francis Journals, volume 8, issue 2, pages 227-246, November, DOI: 10.1080/15140326.2005.12040626.
• Aslihan Atabek Demirhan, 2005, "Persistency of Output Fluctuations : The Case of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 1, pages 9-21.
• Cees Diks & Florian Wagener, 2005, "Equivalence and Bifurcations of Finite Order Stochastic Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-043/1, May.
• Jaap H. Abbring & Gerard J. van den Berg, 2005, "Social Experiments and Instrumental Variables with Duration Outcomes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-047/3, May.
• Yebin Cheng & Jan G. de Gooijer, 2005, "Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-067/4, Jun.
• Cees Diks & Valentyn Panchenko, 2005, "Nonparametric Tests for Serial Independence Based on Quadratic Forms," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-076/1, Aug.
• Jeroen Hinloopen & Charles van Marrewijk, 2005, "Comparing Distributions: The Harmonic Mass Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-122/1, Dec, revised 30 Dec 2005.
• Cizek, P. & Härdle, W.K., 2005, "Robust Estimation of Dimension Reduction Space," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-31.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2005, "Opening the Black Box of Intra-Household Decision-Making : Theory and Non-Parametric Empirical Tests of General Collective Consumption Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-51.
• Beirlant, J. & Joossens, E. & Segers, J., 2005, "Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-112.
• Haeusler, E. & Segers, J., 2005, "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-129.
• Fils-Villetard, A. & Guillou, A. & Segers, J., 2005, "Projection Estimates of Constrained Functional Parameters," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-111.
• Cizek, P. & Härdle, W.K., 2005, "Robust Estimation of Dimension Reduction Space," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7b2ac092-61fc-482e-a59c-2.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2005, "Opening the Black Box of Intra-Household Decision-Making : Theory and Non-Parametric Empirical Tests of General Collective Consumption Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 82e8e027-0d84-4e76-8e67-a.
• Roberto BASILE & Bernard GRESS, 2005, "Semi-Parametric Spatial Auto-Covariance Models Of Regional Growth In Europe," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 21, pages 93-118.
• Richard Blundell, 2005, "Presidential Address: How Revealing Is Revealed Preference?," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 211-235, 04/05.
• Cătălin Stărică & Clive Granger, 2005, "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, volume 87, issue 3, pages 503-522, August.
• Andrea Vaona & Stefano Schiavo, 2005, "Nonparametric and semiparametric evidence on the long-run effects of inflation on growth," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0520.
• Herbertsson, Tryggvi Thor & Martin Paldam, 2005, "Does development aid help poor countries catch up?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-16, Jul.
• Ralf A. Wilke, 2005, "New Extimates of the Duration and Risk of Unemployment for West-Germany," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 125, issue 2, pages 207-237.
• Naschold, Felix, 2005, "Identifying Asset Poverty Thresholds New methods with an application to Pakistan and Ethiopia," 2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 19115, DOI: 10.22004/ag.econ.19115.
• Bontemps, Christophe & Simioni, Michel & Surry, Yves R., 2005, "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 19547, DOI: 10.22004/ag.econ.19547.
• Johansson, Helena, 2005, "Technical, Allocative, and Economic Efficiency in Swedish Dairy Farms: The Data Envelopment Analysis Versus the Stochastic Frontier Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24478, DOI: 10.22004/ag.econ.24478.
• Lissitsa, Alexej & Coelli, Tim J. & Rao, D.S. Prasada, 2005, "Agricultural Economics Education in Ukrainian Agricultural Universities: An Efficiency Analysis Using Data Envelopment Analysis," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24482, DOI: 10.22004/ag.econ.24482.
• Bontemps, Christophe & Simioni, Michel & Surry, Yves R., 2005, "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24709, DOI: 10.22004/ag.econ.24709.
• Gerolimetto, M. & Mauracher, Christine & Procidano, I., 2005, "Analysing Wine Demand With Artificial Neural Networks," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24753, DOI: 10.22004/ag.econ.24753.
• Kostov, Philip & Patton, Myles & Moss, Joan E. & McErlean, Seamus, 2005, "Does Gibrat's Law Hold Amongst Dairy Farmers in Northern Ireland?," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24775, DOI: 10.22004/ag.econ.24775.
• Tonini, Axel & Jongeneel, Roel, 2005, "The Agricultural Polish Technology and Output Mix Adjustments Due to Transition: a Distance Function Approach Using a Restricted Generalised Maximum Entropy Estimator," 89th Seminar, February 2-5, 2005, Parma, Italy, European Association of Agricultural Economists, number 239280, Apr, DOI: 10.22004/ag.econ.239280.
• Gerolimetto, M. & Mauracher, Christine & Procidano, I., 2005, "Italian Consumption of Wild and Farmed Fish: Demand and Elasticity Estimation," 95th Seminar, December 9-10, 2005, Civitavecchia, Italy, European Association of Agricultural Economists, number 56076, Dec, DOI: 10.22004/ag.econ.56076.
• Frolich, Markus & Michaelowa, Katharina, 2005, "Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa," Discussion Paper Series, Hamburg Institute of International Economics, number 26262, DOI: 10.22004/ag.econ.26262.
• Svetlov, Nikolai M. & Hockmann, Heinrich, 2005, "Technical And Economic Efficiency Of Russian Corporate Farms: The Case Of The Moscow Region," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14922, DOI: 10.22004/ag.econ.14922.
• Hareau, Guy Gaston & Mills, Bradford F. & Norton, George W., 2005, "Arroz Transgénico en Uruguay: un modelo de simulación para estimar los beneficios económicos potenciales," Serie Tecnica, Instituto Nacional de Investigacion Agropecuaria (INIA), number 121683, Dec, DOI: 10.22004/ag.econ.121683.
• Afonso, Antonio & St. Aubyn, Miguel, 2005, "Non-Parametric Approaches to Education and Health Efficiency in OECD Countries," Journal of Applied Economics, Universidad del CEMA, volume 8, issue 2, pages 1-20, November, DOI: 10.22004/ag.econ.37107.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273666, Jul, DOI: 10.22004/ag.econ.273666.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273667, Jul, DOI: 10.22004/ag.econ.273667.
• Campbell, Randall C. & Hill, R. Carter, 2005, "A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 01, pages 1-30, June, DOI: 10.22004/ag.econ.143485.
• Diks C.G.H. & Wagener, F.O.O., 2005, "Equivalence and bifurcations of finite order stochastic processes," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-09.