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

• 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, FGV EAESP, volume 25, issue 4, pages 439-453, March.
• 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, FGV EAESP, volume 25, issue 4, pages 439-453, March.
• 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.
• David B. Audretsch & Erik E. Lehmann, 2005, "The Effects of Experience, Ownership, and Knowledge on IPO Survival: Empirical Evidence from Germany," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 4, issue 4, pages 13-33, April, DOI: 10.1108/eb043435.
• 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, IZA Network @ LISER, 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, IZA Network @ LISER, 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, IZA Network @ LISER, number 1616, May.
• Ganguli, Ina & Terrell, Katherine, 2005, "Institutions, Markets and Men's and Women's Wage Inequality: Evidence from Ukraine," IZA Discussion Papers, IZA Network @ LISER, number 1724, Aug.
• Maasoumi, Esfandiar & Heshmati, Almas, 2005, "Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes," IZA Discussion Papers, IZA Network @ LISER, 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, IZA Network @ LISER, number 1751, Sep.
• Ganguli, Ina & Terrell, Katherine, 2005, "Wage Ceilings and Floors: The Gender Gap in Ukraine's Transition," IZA Discussion Papers, IZA Network @ LISER, 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, IZA Network @ LISER, number 1848, Nov.
• Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany," IZA Discussion Papers, IZA Network @ LISER, number 1868, Nov.
• Zhao, Zhong, 2005, "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers, IZA Network @ LISER, 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, IZA Network @ LISER, 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.

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.
• Kristensen, Dennis, 2004, "A semiparametric single-factor model of the term structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24741, Jun.
• Kim, Woocheol & Linton, Oliver, 2004, "A local instrumental variable estimation method for generalized additive volatility models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24758, May.
• Linton, Oliver & Mammen, Enno, 2004, "Estimating semiparametric ARCH (∞) models by kernel smoothing methods," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24762, Sep.
• Linton, Oliver & Mammen, Enno & Nielsen, J. & Taanggard, C., 2004, "Yield curve estimation by kernel smoothing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24772, Apr.
• Bernard, Andrew B. & Redding, Stephen & Schott, Peter K. & Simpson, Helen, 2004, "Relative wage variation and industry location," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3701, Feb.
• William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004, "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Functional Structure and Approximation in Econometrics", DOI: 10.1108/S0573-8555(2004)0000261033.
• Hafner, C.M. & Rombouts, J.V.K., 2004, "Semiparametric multivariate volatility models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-21, May.
• Hafner, C.M. & Rombouts, J.V.K., 2004, "Estimation of temporally aggregated multivariate GARCH models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-30, Aug.
• Lucifora C. & Meurs D., 2004, "The Public Sector Pay Gap in France, Great Britain and Italy," Working Papers ERMES, ERMES, University Paris 2, number 0403.
• Van Kerm, Philippe & P. Jenkins, Stephen, 2004, "Accounting for income distribution trends: a density function decomposition approach," ISER Working Paper Series, Institute for Social and Economic Research, number 2004-05, May.
• David B. Audretsch & Erik E. Lehmann, 2004, "The Effects of Experience, Ownership, and Knowledge on IPO Survival: Empirical Evidence from Germany," Papers on Entrepreneurship, Growth and Public Policy, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group, number 2004-20, May.
• Fabrice Gilles, 2004, "An Attempt to Evaluate the Impact of Reorganization on the Way Working Time Reduction Has Been Implemented by French Firms since 1996," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 04-19.
• Jean-David FERMANIAN & Olivier SCAILLET, 2004, "Some Statistical Pitfalls In Copula Modeling For Financial Applications," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp108, Mar.
• Olivier SCAILLET, 2004, "Nonparametric Estimation of Conditional Expected Shortfall," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp112, May.
• Alessandra Iacobucci & Alain Noullez, 2004, "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-05.
• Harry J. Paarsch & Bjarne Brendstrup, 2004, "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions With Asymmetric Bidders," Working Papers, Fondazione Eni Enrico Mattei, number 2004.11, Jan.
• Philip A. Haile & Han Hong & Matthew Shum, 2004, "Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions," Working Papers, Fondazione Eni Enrico Mattei, number 2004.149, Dec.
• Kyyrä, Tomi & Wilke, Ralf A., 2004, "Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland," Discussion Papers, VATT Institute for Economic Research, number 346.
• Hämäläinen, Kari & Ollikainen, Virve, 2004, "Differential Effects of Active Labour Market Programmes in the Early Stages of Young People's Unemployment," Research Reports, VATT Institute for Economic Research, number 115.
• Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004, "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 2, pages 101-115, December.
• Antonio Mele & Filippo Altissimo, 2004, "Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns," FMG Discussion Papers, Financial Markets Group, number dp476, Jan.
• Dennis Kristensen, 2004, "A Semiparametric Single-Factor Model of the Term Structure," FMG Discussion Papers, Financial Markets Group, number dp501, Jun.
• Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp508, Sep.
• Woocheol Kim & Oliver Linton, 2004, "A Local Instrumental Variable Estimation Method For Generalized Additive Volatility Models," FMG Discussion Papers, Financial Markets Group, number dp509, Sep.
• Enno Mammen & Oliver Linton, 2004, "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers, Financial Markets Group, number dp511, Sep.
• Benoit Perron & Oliver Linton, 2004, "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers, Financial Markets Group, number dp514, Sep.
• C Taanggard & J Nielsen & Enno Mammen & Oliver Linton, 2004, "Yield Curve Estimation by Kernel Smoothing," FMG Discussion Papers, Financial Markets Group, number dp515, Sep.
• Julie LE GALLO (IERSO, IFReDE-GRES) & Sandy DALL’ERBA (REAL, University of Illinois at Urbana-Champaign), 2004, "Evaluating the Temporal and the Spatial Heterogeneity of the European Convergence Process, 1980-1999," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2004-23.
• Alain Desdoigts, 2004, "Neoclassical Convergence Versus Technological Catch-Up : A Contribution for Reaching a Consensus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00007815, Dec.
• Phu Nguyen Van & Francois Laisney & Ulrich Kaiser, 2004, "The Performance of German Firms in the Business-Related Service Sector : A Dynamic Analysis," Post-Print, HAL, number hal-00279017, DOI: 10.1198/073500104000000145.
• Thierry Magnac, 2004, "Panel binary variables and sufficiency : generalizing conditional logit," Post-Print, HAL, number hal-02678116.
• Alain Desdoigts, 2004, "Neoclassical Convergence Versus Technological Catch-Up : A Contribution for Reaching a Consensus," Post-Print, HAL, number halshs-00007815, Dec.
• Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2004, "Kernel-based nonlinear canonical analysis and time reversibility," Post-Print, HAL, number halshs-00678062, Jun, DOI: 10.1016/S0304-4076(03)00199-4.
• Andrew E. Clark & Fabrice Etilé & Fabien Postel-Vinay & Claudia Senik & Karine van Der Straeten, 2004, "Heterogeneity in reported well-being:Evidence from twelve European countries," Working Papers, HAL, number hal-00242916.
• Larsson, Laura & Nordström Skans, Oskar, 2004, "Early indication of program performance: The case of a Swedish temporary employment program," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2004:7, May.
• Cantoni, Eva & de Luna, Xavier, 2004, "Non-parametric adjustment for covariates when estimating a treatment effect," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2004:9, Jun.
• Forslund, Anders & Johansson, Per & Lindqvist, Linus, 2004, "Employment subsidies - A fast lane from unemployment to work?," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2004:18, Dec.
• Jones, Barry & Elger, Thomas & Edgerton, David & Dutkowsky, Donald, 2004, "Toward a Unified Approach to Testing for Weak Separability," Working Papers, Lund University, Department of Economics, number 2004:1, Jan.
• Holden, Steinar & Wulfsberg, Fredrik, 2004, "Downward Nominal Wage Rigidity in Europe," Memorandum, Oslo University, Department of Economics, number 08/2004, Mar.
• Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2004, "Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 162, Apr.
• Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-13, Dec.
• Jeroen V.K. Rombouts & Marno Verbeek, 2004, "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-14, Dec.
• Leone Leonida & Daniel Montolio, 2004, "On the determinants of convergence and divergence processes in Spain," Investigaciones Economicas, Fundación SEPI, volume 28, issue 1, pages 89-121, January.
• Oliver Linton, 2004, "Nonparametric inference for unbalance time series data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/04, Apr.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2004, "Nonparametric estimation of an additive quantile regression model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/04, Apr.
• Sokbae (Simon) Lee, 2004, "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/04, Oct.
• JENKINS Stephen P. & VAN KERM Philippe, 2004, "Accounting for income distribution trends: A density function decomposition approach," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2004-07, Apr.
• Roberto Basile & Sergio de Nardis, 2004, "Non linearità e dinamica della dimensione d'impresa in Italia," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 40, Jan.
• Luca De Benedictis & Claudio Vicarelli, 2004, "Trade Potentials In Gravity Panel Data Models," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 44, May.
• António Afonso & Miguel St. Aubyn, 2004, "Non-parametric Approaches to Education and Health Expenditure Efficiency in OECD Countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2004/01.
• António Afonso & Mariana Santos, 2004, "Public Tertiary Education Expenditure in Portugal: a Non-Parametric Efficiency Analysis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2004/05.
• Ángel León & Gonzalo Rubio & Gregorio Serna, 2004, "Autoregressive Conditional Volatility, Skewness And Kurtosis," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-13, Mar.
• Lucifora, Claudio & Meurs, Dominique, 2004, "The Public Sector Pay Gap in France, Great Britain and Italy," IZA Discussion Papers, IZA Network @ LISER, number 1041, Mar.
• Fredriksson, Peter & Johansson, Per, 2004, "Dynamic Treatment Assignment – The Consequences for Evaluations Using Observational Data," IZA Discussion Papers, IZA Network @ LISER, number 1062, Mar.
• Weber, Andrea & Hofer, Helmut, 2004, "Are Job Search Programs a Promising Tool? A Microeconometric Evaluation for Austria," IZA Discussion Papers, IZA Network @ LISER, number 1075, Mar.
• Weber, Andrea & Hofer, Helmut, 2004, "Employment Effects of Early Interventions on Job Search Programs," IZA Discussion Papers, IZA Network @ LISER, number 1076, Mar.
• Gerfin, Michael, 2004, "Work-Related Training and Wages: An Empirical Analysis for Male Workers in Switzerland," IZA Discussion Papers, IZA Network @ LISER, number 1078, Mar.
• Frölich, Markus & Lechner, Michael, 2004, "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," IZA Discussion Papers, IZA Network @ LISER, number 1095, Mar.
• González, Libertad, 2004, "Nonparametric Bounds on the Returns to Language Skills," IZA Discussion Papers, IZA Network @ LISER, number 1098, Mar.
• Jenkins, Stephen P. & Van Kerm, Philippe, 2004, "Accounting for Income Distribution Trends: A Density Function Decomposition Approach," IZA Discussion Papers, IZA Network @ LISER, number 1141, May.
• Cockx, Bart & Ries, Jean, 2004, "The Exhaustion of Unemployment Benefits in Belgium: Does it Enhance the Probability of Employment?," IZA Discussion Papers, IZA Network @ LISER, number 1177, Jun.
• Cobb-Clark, Deborah A. & Frijters, Paul & Kalb, Guyonne, 2004, "Do You Need a Job to Find a Job?," IZA Discussion Papers, IZA Network @ LISER, number 1211, Jul.