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

• Diks, C.G.H. & Panchenko, V., 2005, "Nonparametric Tests for Serial Independence Based on Quadratic Forms," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-13.
• João Carlos Ramos Magalhães & Rogério Boueri Miranda, 2005, "Dinâmica Da Renda, Longevidade E Educação Nos Municípios Brasileiros," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 132.
• CHERCHYE, Laurens & DE BORGER, Bruno & VAN PUYENBROECK, Tom, 2005, "Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2005002, Jan.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 637.05, Jan.
• Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb, 2005, "Do You Need a Job to Find a Job?," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 497, Sep.
• Fuchun Li, 2005, "Testing the Parametric Specification of the Diffusion Function in a Diffusion Process," Staff Working Papers, Bank of Canada, number 05-35, DOI: 10.34989/swp-2005-35.
• Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005, "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia, Banco de la Republica de Colombia, number 347, Aug, DOI: 10.32468/be.347.
• Horowitz, Joel L. & Lee, Sokbae, 2005, "Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 1238-1249, December.
• Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
• Joseph P. Romano & Michael Wolf, 2005, "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 94-108, March.
• Thierry Grunspan, 2005, "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers, Banque de France, number 134.
• Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou, 2005, "Explaining credit default swap spreads with equity volatility and jump risks of individual firms," BIS Working Papers, Bank for International Settlements, number 181, Sep.
• Feng Zhu, 2005, "A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000," BIS Working Papers, Bank for International Settlements, number 184, Oct.
• Leigh M. Drake & Richard Simper, 2005, "The Measurement Of Police Force Efficiency: An Assessment Of U.K. Home Office Policy," Contemporary Economic Policy, Western Economic Association International, volume 23, issue 4, pages 465-482, October, DOI: 10.1093/cep/byi035.
• Ralph Bradley & Steven Holden & Robert Mcclelland, 2005, "A Robust Estimation Of The Effects Of Taxation On Charitable Contributions," Contemporary Economic Policy, Western Economic Association International, volume 23, issue 4, pages 545-554, October, DOI: 10.1093/cep/byi040.
• Morten Ørregaard Nielsen, 2005, "Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 2, pages 279-304, March, DOI: 10.1111/j.1467-9892.2005.00401.x.
• Juan Gabriel Rodríguez & Rafael Salas & Irene Perrote, 2005, "Partial Horizontal Inequity Orderings: A Non‐parametric Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 3, pages 347-368, June, DOI: 10.1111/j.1468-0084.2005.00123.x.
• Niels Haldrup & Peter Lildholdt, 2005, "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 2, pages 159-179, May, DOI: 10.1111/j.1467-9574.2005.00285.x.
• Sancetta, A. & Nikanrova, A., 2005, "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0516, May.
• Sancetta, A., 2005, "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0517, May.
• António Afonso & Miguel St. Aubyn, 2005, "Non-parametric approaches to education and health efficiency in OECD countries," Journal of Applied Economics, Universidad del CEMA, volume 8, pages 227-246, November.
• Andrew Bernard & Stephen Redding & Peter Schott, 2005, "Factor Price Equality and the Economies of the United States," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 05-21, Oct.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott, 2005, "Factor Price Equality and the Economies of the United States," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0696, Jul.
• John Hobcraft & Wendy Sigle-Rushton, 2005, "An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning," CASE Papers, Centre for Analysis of Social Exclusion, LSE, number 095, Mar.
• Javier Hidalgo, 2005, "Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 481, Jan.
• Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005, "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 482, Jan.
• Yoshihiko Nishiyama & Peter M Robinson, 2005, "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 483, Jan.
• Bas Donkers & Marcia M Schafgans, 2005, "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 493, Jul.
• Jan Hanousek & Evzen Kocenda, 2005, "Learning by Bidding: Evidence from a Large-Scale Natural Experiment," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp247, Jan.
• Frantisek Brazdik, 2005, "Oriented stochastic data envelopment models: Ranking comparison to stochastic frontier approach," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp271, Aug.
• Frantisek Brazdik & Viliam Druska, 2005, "Too Large or Too Small? Returns to Scale in a Retail Network," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp273, Sep.
• Roberta Colavecchio & Declan Curran & Michael Funke, 2005, "Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany," CESifo Working Paper Series, CESifo, number 1533.
• Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
• Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
• Robert F. Engle & Jose Gonzalo Rangel, 2005, "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/13, Dec.
• Aguirre Tobón Katherine, 2005, "Convergencia en indicadores sociales en Colombia. Una aproximación desde los enfoques tradicional y no paramétrico," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Villar Gómez Leonardo & David M. Salamanca Rojas & Andr�s Murcia Pab�n, 2005, "Crédito, represión financiera y flujos de capitales en Colombia: 1974-2003," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• López A. Diana M. & Roc�o Ribero, 2005, "Educación y cuidado de los hijos. Experiencia para madres y ninos colombianos, 2003," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Juan Manuel Julio & Norberto Rodr�guez & H�ctor Manuel Z�rate, 2005, "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia, Banco de la Republica, number 2605, Jul.
• Jorge Barrientos Marín, 2005, "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario.
• Diego Mauricio Vásquez & Luis Fernando Melo, 2005, "Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas," Revista de Economía del Rosario, Universidad del Rosario.
• Bernard, Andrew & Redding, Stephen & Schott, Peter, 2005, "Factor Price Equality and the Economies of the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5111, Jun.
• Wyplosz, Charles & Ivanova, Nadezhda & Asici, Ahmet Atil, 2005, "How to Exit from Fixed Exchange Rate Regimes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5141, Jul.
• Kugler, Adriana D. & Eslava, Marcela & Haltiwanger Jr, John C & Kugler, Maurice, 2005, "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5267, Oct.
• Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 2005-40.
• Yiguo Sun, 2005, "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 105-127, May.
• Liangjun Su & Sainan Jin, 2005, "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 251-261, November.
• Linton, Oliver, 2005, "Nonparametric Inference For Unbalanced Time Series Data," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 143-157, February.
• Juhl, Ted & Xiao, Zhijie, 2005, "Partially Linear Models With Unit Roots," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 877-906, October.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Federico M. Bandi & Peter C.B. Phillips, 2005, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1522, Jun.
• Taisuke Otsu & Yoon-Jae Whang, 2005, "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1533, Sep.
• Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
• Jan Ondrich, 2005, "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 520.
• Kurt Geppert & Michael Happich & Andreas Stephan, 2005, "Regional Disparities in the European Union: Convergence and Agglomeration," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 525.
• Bovi, M., 2005, "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 101-122.
• Temel, T. & Tansel, A. & Gungor, N.D., 2005, "Convergence of Sectoral Productivity in Turkish Provinces: A Markov Chains Model," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 65-84.
• Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers, East Asian Bureau of Economic Research, number 22469, Jan.
• Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers, East Asian Bureau of Economic Research, number 22470, Jan.
• Afonso, António & St. Aubyn, Miguel, 2005, "Cross-country efficiency of secondary education provision: a semi-parametric analysis with non-discretionary inputs," Working Paper Series, European Central Bank, number 494, Jun.
• Cappiello, Lorenzo & Manganelli, Simone & Gérard, Bruno, 2005, "Measuring comovements by regression quantiles," Working Paper Series, European Central Bank, number 501, Jul.
• Andrew Clark & Fabrice Etilé & Fabien Postel-Vinay & Claudia Senik & Karine Van der Straeten, 2005, "Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries," Economic Journal, Royal Economic Society, volume 115, issue 502, pages 118-132, March.
• Molinari, Francesca, 2005, "Partial Identification of Probability Distributions with Misclassified Data," Working Papers, Cornell University, Center for Analytic Economics, number 05-10, Apr.
• Park, Joon Y., 2005, "The Spatial Analysis of Time Series," Working Papers, Rice University, Department of Economics, number 2005-07, Aug.
• Yoshihiko Nishiyama & Peter M. Robinson, 2005, "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, volume 73, issue 3, pages 903-948, May.
• Joseph P. Romano & Michael Wolf, 2005, "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, volume 73, issue 4, pages 1237-1282, July.
• Eklund, Bruno, 2005, "Estimating confidence regions over bounded domains," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 349-360, April.
• Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005, "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 53-77, May.
• Fernandes, Marcelo & Grammig, Joachim, 2005, "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, volume 127, issue 1, pages 35-68, July.
• Gonzalo, Jesus & Wolf, Michael, 2005, "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 201-224, August.
• Wagner, Niklas & Marsh, Terry A., 2005, "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, volume 12, issue 1, pages 165-185, January.
• Rua, Antonio & Nunes, Luis C., 2005, "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 503-523.
• Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2005, "Returns to schooling in Russia and Ukraine: A semiparametric approach to cross-country comparative analysis," Journal of Comparative Economics, Elsevier, volume 33, issue 2, pages 324-350, June.
• Cherchye, L. & Abeele, P. Vanden, 2005, "On research efficiency: A micro-analysis of Dutch university research in Economics and Business Management," Research Policy, Elsevier, volume 34, issue 4, pages 495-516, May.
• Alison Stegman, 2005, "Convergence In Carbon Emissions Per Capita," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-08, May.
• Nishiyama, Yoshihiko & Robinson, Peter M., 2005, "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2297, Jan.
• Altissimo, Filippo & Mele, Antonio, 2005, "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24658, May.
• Bernard, Andrew B. & Redding, Stephen & Schott, Peter K., 2005, "Factor price equality and the economies of the United States," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3693, Jul.
• Linton, Oliver & Seo, Myunghwan, 2005, "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4434, Oct.
• Hobcraft, John & Sigle-Rushton, Wendy, 2005, "An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6269, Mar.
• Donkers, Bas & Schafgans, Marcia M. A., 2005, "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6815, Jul.
• Delgado, Miguel A. & Hidalgo, Javier & Velasco, Carlos, 2005, "Distribution free goodness-of-fit tests for linear processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6840, Jan.
• Hidalgo, Javier, 2005, "Semiparametric estimation for stationary processes whose spectra have an unknown pole," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6842, Jan.
• Helder Queiroz Pinto Jr. & Mariana Lootty, 2005, "Microeconomic impacts of the mergers and acquisitions of energy industries in the World," Brazilian Journal of Political Economy, Center of Political Economy, volume 25, issue 4, pages 439-453.
• Phu Nguyen Van, 2005, "Distribution Dynamics of CO2 Emissions," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2005-10.
• Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005, "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-26, Jul.
• Georgios Fotopoulos, 2005, "Twin - Peaks in E.U. Regional Productivity Dynamics: a nonparametric analysis," Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group, number 2005-28, Oct.
• Fabrice Gilles, 2005, "Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-23.
• Joaquim J.S. Ramalho, 2005, "Bootstrap bias-adjusted GMM estimators," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 10_2005.
• Fabien Couderc, 2005, "Understanding Default Risk Through Nonparametric Intensity Estimation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp141, Mar.
• Fabien Couderc & Olivier Renault, 2005, "Times-To-Default:Life Cycle, Global and Industry Cycle Impact," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp142, Mar.
• Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet, 2005, "A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp143, May.
• Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005, "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp144, May.
• Carlos MACHADO-SANTOS & Ana Cristina FERNANDES, 2005, "Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 9-10, pages 460-470, September.
• Benjamin Y. Zhang & Hao Zhou & Haibin Zhu, 2005, "Explaining credit default swap spreads with the equity volatility and jump risks of individual firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-63.
• Riccardo Massari, 2005, "A Measure of Welfare Based on Permanent Income Hypothesis: An Application on Italian Households Budgets," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 64, issue 1, pages 55-92, September.
• Ahmet Asici; Nadezhda Ivanova; Charles Wyplosz, 2005, "How to Exit From Fixed Exchange Rate Regimes?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2005, Jun.
• Phu Nguyen Van, 2005, "Distribution Dynamics of CO2 Emissions," Post-Print, HAL, number hal-00279177, DOI: 10.1007/s10640-005-7687-6.
• Alessandra Iacobucci & A. Noullez, 2005, "A Frequency Selective Filter for Short-Length Time Series," Post-Print, HAL, number hal-02477702, Feb, DOI: 10.1007/s10614-005-6276-7.
• Dominique Guegan & Sophie A. Ladoucette, 2005, "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices," Post-Print, HAL, number halshs-00189214, Dec.
• Andrew E. Clark & Fabrice Etilé & Fabien Postel-Vinay & Claudia Senik & Karine van Der Straeten, 2005, "Heterogeneity in reported wel-being: Evidence from twelve European countries," Post-Print, HAL, number halshs-00754095, Mar, DOI: 10.1111/j.0013-0133.2005.00983.x.
• Roberta Colavecchio & Declan Curran & Michael Funke, 2005, "Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20509, Aug.
• Hübler, Olaf, 2005, "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-319, Aug.
• de Luna, Xavier & Waernbaum, Ingeborg, 2005, "Covariate selection for non-parametric estimation of treatment effects," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2005:4, Jan.
• Abbring, Jaap H & van den Berg, Gerard J, 2005, "Social experiments and intrumental variables with duration outcomes," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2005:11, May.
• Holden, Steinar & Wulfsberg, Fredrik, 2005, "Downward Nominal Wage Rigidity in the OECD," Memorandum, Oslo University, Department of Economics, number 10/2005, Mar.
• Gaure, Simen & Røed, Knut & Zhang, Tao, 2005, "Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach," Memorandum, Oslo University, Department of Economics, number 19/2005, Aug.
• Røed, Knut & Fevang, Elisabeth, 2005, "Organisational Change, Absenteeism and Welfare Dependency," Memorandum, Oslo University, Department of Economics, number 20/2005, Aug.
• Nilsson, William, 2005, "Opportunities, Preferences and Incomes," Umeå Economic Studies, Umeå University, Department of Economics, number 649, Apr.
• Nilsson, William, 2005, "Equality of Opportunity, Heterogeneity and Poverty," Umeå Economic Studies, Umeå University, Department of Economics, number 652, Apr.
• Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Employment effects of the provision of specific professional skills and techniques in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200521.
• Dubois, Pierre & Jullien, Bruno & Magnac, Thierry, 2005, "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 351, May, revised Dec 2007.
• Eva Ferreira & Mónica Gago & Angel León & Gonzalo Rubio, 2005, "An empirical comparison of the performance of alternative option pricing models," Investigaciones Economicas, Fundación SEPI, volume 29, issue 3, pages 483-523, September.
• Sokbae (Simon) Lee & Ralf A. Wilke Wilke, 2005, "Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/05, Apr.
• Roger Klein & Francis Vella, 2005, "Estimating a class of triangular simultaneous equations models without exclusion restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/05, Jul.
• Walter Beckert & Richard Blundell, 2005, "Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/05, Jul.
• Jerry Hausman & Tiemen M. Woutersen, 2005, "Estimating a semi-parametric duration model without specifying heterogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/05, Aug.
• Richard Blundell & Martin Browning & Ian Crawford, 2005, "Best nonparametric bounds on demand responses," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/05, Oct.
• Richard Smith, 2005, "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/05, Oct.
• Richard Smith, 2005, "Local GEL methods for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/05, Nov.
• Giacomi De Giorgi, 2005, "Long-term effects of a mandatory multistage program: the New Deal for young people in the UK," IFS Working Papers, Institute for Fiscal Studies, number W05/08, Apr.
• Jaap Abbring & Gerard Van Den Berg, 2005, "Social experiments and instrumental variables with duration outcomes," IFS Working Papers, Institute for Fiscal Studies, number W05/19, Oct.
• Richard Blundell & Martin Browning & Ian Crawford, 2005, "Best nonparametric bounds on demand responses," IFS Working Papers, Institute for Fiscal Studies, number W05/20, Oct.
• Bülent SEZEN & Hüseyin İNCE & Selim AREN, 2005, "Türkiye''deki Hayat Dışı Sigorta Şirketlerinin Veri Zarflama Analizi Tekniği İle Göreli Etkinlik Değerlendirmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 20, issue 236, pages 87-95.
• Jaeun Shin, 2005, "Stock Returns and Volatility in Emerging Stock Markets," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 4, issue 1, pages 31-43, April.
• Raquel Andres & Samuel Calonge, 2005, "Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 09, Nov.
• António Afonso & Sónia Fernandes, 2005, "Assessing and Explaining the Relative Efficiency of Local Government: Evidence for Portuguese Municipalities," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/19.
• Antonio Afonso & Carla Scaglioni, 2005, "Public Services Efficiency Provision in Italian Regions: a Non-Parametric Analysis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/02.
• António Afonso & Miguel St. Aubyn, 2005, "Cross-country Efficiency of Secondary Education Provision: a Semi-parametric Analysis with Nondiscretionary Inputs," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/05.
• António Afonso & Mariana Santos, 2005, "Students and Teachers: A DEA Approach to the Relative Efficiency of Portuguese Public Universities," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/07.
• Juan Mora & Antonia Febrer, 2005, "Wage Distribution In Spain, 1994-1999: An Application Of A Flexible Estimator Of Conditional Distributions," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-04, Feb.
• Frölich, Markus & Michaelowa, Katharina, 2005, "Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1519, Mar.
• Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2005, "Opening the Black Box of Intra-Household Decision-Making: Theory and Non-Parametric Empirical Tests of General Collective Consumption Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1603, May.
• Gerfin, Michael & Schellhorn, Martin, 2005, "Nonparametric Bounds on the Effect of Deductibles in Health Care Insurance on Doctor Visits – Swiss Evidence," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1616, May.
• Ganguli, Ina & Terrell, Katherine, 2005, "Institutions, Markets and Men's and Women's Wage Inequality: Evidence from Ukraine," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1724, Aug.
• Maasoumi, Esfandiar & Heshmati, Almas, 2005, "Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1727, Aug.
• Eslava, Marcela & Haltiwanger, John C. & Kugler, Adriana & Kugler, Maurice, 2005, "Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1751, Sep.
• Ganguli, Ina & Terrell, Katherine, 2005, "Wage Ceilings and Floors: The Gender Gap in Ukraine's Transition," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1776, Sep.
• Bergemann, Annette & Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1848, Nov.
• Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1868, Nov.
• Zhao, Zhong, 2005, "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1873, Dec.
• Henderson, Daniel J. & Olbrecht, Alexandre & Polachek, Solomon, 2005, "Do Former College Athletes Earn More at Work? A Nonparametric Assessment," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1882, Dec.
• Krishna Pendakur, 2005, "Semiparametric estimation of lifetime equivalence scales," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 4, pages 487-507, DOI: 10.1002/jae.768.
• Libertad González, 2005, "Nonparametric bounds on the returns to language skills," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 6, pages 771-795, DOI: 10.1002/jae.795.
• Tiemen Woutersen & Jerry Hausman, 2005, "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 525, Aug.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200517, Sep, revised Sep 2005.
• William Barnett & Yijun He, 2005, "Robustness of Inferences to Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200518, Oct, revised Oct 2005.
• Alessandra Iacobucci & Alain Noullez, 2005, "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Springer;Society for Computational Economics, volume 25, issue 1, pages 75-102, February, DOI: 10.1007/s10614-005-6276-7.
• Krishna Paudel & Hector Zapata & Dwi Susanto, 2005, "An Empirical Test of Environmental Kuznets Curve for Water Pollution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 31, issue 3, pages 325-348, July, DOI: 10.1007/s10640-005-1544-5.
• Phu Nguyen Van, 2005, "Distribution Dynamics of CO 2 Emissions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 32, issue 4, pages 495-508, December, DOI: 10.1007/s10640-005-7687-6.
• C. Barros & F. Alves, 2005, "Efficiency in Crime Prevention: A Case Study of the Lisbon Precincts," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 315-328, August, DOI: 10.1007/s11294-005-6660-z.
• Stephen Jenkins & Philippe Kerm, 2005, "Accounting for income distribution trends: A density function decomposition approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 3, issue 1, pages 43-61, April, DOI: 10.1007/s10888-004-8309-1.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005, "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer;Western Finance Association, volume 28, issue 1, pages 43-75, October, DOI: 10.1007/s10693-005-4356-4.
• Dirk Czarnitzki, 2005, "The Extent and Evolution of Productivity Deficiency in Eastern Germany," Journal of Productivity Analysis, Springer, volume 24, issue 2, pages 211-231, October, DOI: 10.1007/s11123-005-4706-0.
• António Afonso & Ludger Schuknecht & Vito Tanzi, 2005, "Public sector efficiency: An international comparison," Public Choice, Springer, volume 123, issue 3, pages 321-347, June, DOI: 10.1007/s11127-005-7165-2.

2004

• Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004, "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 169-183.
• Renault, Olivier & Scaillet, Olivier, 2004, "On the way to recovery: A nonparametric bias free estimation of recovery rate densities," Journal of Banking & Finance, Elsevier, volume 28, issue 12, pages 2915-2931, December.
• Hardman, Anna & Ioannides, Yannis M., 2004, "Neighbors' income distribution: economic segregation and mixing in US urban neighborhoods," Journal of Housing Economics, Elsevier, volume 13, issue 4, pages 368-382, December.
• Ioannides, Yannis M., 2004, "Neighborhood income distributions," Journal of Urban Economics, Elsevier, volume 56, issue 3, pages 435-457, November.
• Ørregaard Nielsen, Morten, 2004, "Local empirical spectral measure of multivariate processes with long range dependence," Stochastic Processes and their Applications, Elsevier, volume 109, issue 1, pages 145-166, January.
• Don Harding & Adrian Pagan, 2004, "Synchronization of cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2004-03, Jun.
• Linton, Oliver, 2004, "Nonparametric inference for unbalanced time series data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2116, Apr.
• Altissimo, Filippo & Mele, Antonio, 2004, "Simulated nonparametric estimation of continuous time models of asset prices and returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24674, Jan.
• Chen, Xiaohong & Fan, Yanqin & Patton, Andrew J., 2004, "Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24681, Feb.
• Kristensen, Dennis, 2004, "Estimation of partial differential equations with applications in finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24738, Jun.