Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2005

• 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.
• 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.
• 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 Six Lisbon Upper Secondary Schools]," 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.
• Clemente Hernandez-Rodriguez, 2005, "Is the market concentration and interest-rates relationship in the Mexican commercial banking industry a sign of efficiency?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 1, issue 2, pages 7-38, Enero-Jun.
• 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.
• 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.
• 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.