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

2004

• 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, Institute of Labor Economics (IZA), number 1041, Mar.
• Fredriksson, Peter & Johansson, Per, 2004, "Dynamic Treatment Assignment – The Consequences for Evaluations Using Observational Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1062, Mar.
• Weber, Andrea & Hofer, Helmut, 2004, "Are Job Search Programs a Promising Tool? A Microeconometric Evaluation for Austria," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1075, Mar.
• Weber, Andrea & Hofer, Helmut, 2004, "Employment Effects of Early Interventions on Job Search Programs," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1076, Mar.
• Gerfin, Michael, 2004, "Work-Related Training and Wages: An Empirical Analysis for Male Workers in Switzerland," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1078, Mar.
• Frölich, Markus & Lechner, Michael, 2004, "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1095, Mar.
• González, Libertad, 2004, "Nonparametric Bounds on the Returns to Language Skills," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1098, Mar.
• Jenkins, Stephen P. & Van Kerm, Philippe, 2004, "Accounting for Income Distribution Trends: A Density Function Decomposition Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), 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, Institute of Labor Economics (IZA), number 1177, Jun.
• Cobb-Clark, Deborah A. & Frijters, Paul & Kalb, Guyonne, 2004, "Do You Need a Job to Find a Job?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1211, Jul.
• Augurzky, Boris & Kluve, Jochen, 2004, "Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1301, Sep.
• van den Berg, Gerard J. & Lindeboom, Maarten & Dolton, Peter, 2004, "Survey Non-Response and Unemployment Duration," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1303, Sep.
• Gorodnichenko, Yuriy & Peter, Klara Sabirianova, 2004, "Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1325, Sep.
• Clark, Andrew E. & Etilé, Fabrice & Postel-Vinay, Fabien & Senik, Claudia & Van der Straeten, Karine, 2004, "Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1339, Oct.
• Nopo, Hugo R., 2004, "Matching as a Tool to Decompose Wage Gaps," IZA Discussion Papers, Institute of Labor Economics (IZA), number 981, Jan.
• Calderón-Madrid, Angel & Voicu, Alexandru, 2004, "Total Factor Productivity Growth and Job Turnover in Mexican Manufacturing Plants in the 1990s," IZA Discussion Papers, Institute of Labor Economics (IZA), number 993, Jan.
• Giorgio Canarella & Stephen Pollard, 2004, "Parameter Heterogeneity In The Neoclassical Growth Model: A Quantile Regression Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 1, pages 1-31, June.
• Jens J. Krüger, 2004, "Capacity Utilization and Technology Shocks in the U.S. Manufacturing Sector," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 10/2004, Jun.
• Jens J. Krüger, 2004, "Productivity Dynamics and Structural Change in the U.S. Manufacturing Sector," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 30/2004, Dec.
• William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1, 2004, "The Nonlinear Skeletons in the Closet," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200403, May, revised May 2004.
• Yijun He & William Barnett, 2004, "Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200412, Oct, revised Oct 2004.
• Jinook Jeong, 2004, "An Endogeneity-Corrected Bootstrap Test On Instrument Relevance In Instrumental Variables Estimation," Korean Economic Review, Korean Economic Association, volume 20, pages 3-33.
• Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine, 2004, "On the Distributional Effects of Income in an Aggregate Consumption Relation," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/09, Nov.
• Hugo Ñopo, 2004, "The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 9-37, January-D.
• Denis Larocque & Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, CIRPEE, number 0434.
• Anil Kumar, 2004, "Taxes, Deadweight Loss and Intertemporal Female Labor Supply: Evidence from Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 61, Jun.
• Lindsay M. Tedds, 2004, "Nonparametric expenditure-based estimation of income under-reporting and the underground economy," Department of Economics Working Papers, McMaster University, number 2004-17.
• Frank T. Denton, 2004, "Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 390, Dec.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004, "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers, University of Miami, Department of Economics, number 0716, Jul, revised 12 Jun 2007.
• Giuseppe PORRO & Stefano Maria IACUS, 2004, "Average treatment effect estimation via random recursive partitioning," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-028, Jan.
• Giuseppe PORRO & Stefano Maria IACUS, 2004, "Average treatment effect estimation via random recursive partitioning," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-28, Jan.
• Alfonso Mendoza, 2004, "Modelling long memory and risk premia in Latin American sovereign bond markets," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 65, Sep, revised 13 Oct 2004.
• Emmanuel Duguet & Stéphanie Monjon, 2004, "Is innovation persistent at the firm Level. An econometric examination comparing the propensity score and regression methods," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04075, Jul.
• Jonathan Dark, 2004, "Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/04, Mar.
• Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/04, Apr.
• McCAUSLAND, William, 2004, "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2004-05.
• McCAUSLAND, William J., 2004, "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2004.
• Roberto Basile & Sergio De Nardis, 2004, "Non linearità e dinamica della dimensione d'impresa in Italia," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 423-454.
• Joshua D. Angrist & Guido M. Kuersteiner, 2004, "Semiparametric Causality Tests Using the Policy Propensity Score," NBER Working Papers, National Bureau of Economic Research, Inc, number 10975, Dec.
• Clive G. Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W21, Sep.
• Yannis M. Ioannides & Henry G. Overman, 2004, "Spatial evolution of the US urban system," Journal of Economic Geography, Oxford University Press, volume 4, issue 2, pages 131-156, April.
• Jesus Gonzalo, 2004, "Which Extreme Values Are Really Extreme?," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 3, pages 349-369.
• Richard W. Blundell & James L. Powell, 2004, "Endogeneity in Semiparametric Binary Response Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 71, issue 3, pages 655-679.
• Burton Hollifield & Robert A. Miller & Patrik Sandås, 2004, "Empirical Analysis of Limit Order Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 71, issue 4, pages 1027-1063.
• Clive Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-19, Sep.
• Natércia Fortuna, 2004, "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 137, Feb.
• Arapis, Manuel & Gao, Jiti, 2004, "Empirical comparisons in short-term interest rate models using nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 11974, Sep, revised 23 Dec 2005.
• Huesca, Luis, 2004, "¿Desaparece la clase media en México?: Una aplicación de la polarización por subgrupos entre 1984 y 2000
  [Is the middle class vanishing in Mexico?: An application of polarization by subgroups betwe," MPRA Paper, University Library of Munich, Germany, number 14390, Feb.
• Nguyen, Khac Minh & Giang, Thanh Long, 2004, "Efficiency Performance of Hospitals and Medical Centers in Vietnam," MPRA Paper, University Library of Munich, Germany, number 1533, Nov, revised Apr 2006.
• Bianchi, Sergio, 2004, "A new distribution-based test of self-similarity," MPRA Paper, University Library of Munich, Germany, number 16640.
• Müller, Ulrich A & Bürgi, Roland & Dacorogna, Michel M, 2004, "Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios," MPRA Paper, University Library of Munich, Germany, number 17755, Oct.
• Simar, Leopold & Zelenyuk, Valentin, 2004, "On testing equality of distributions of technical efficiency scores," MPRA Paper, University Library of Munich, Germany, number 28003, Dec.
• Bhattacharjee, Arnab, 2004, "A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models," MPRA Paper, University Library of Munich, Germany, number 3937.
• Harry J. Paarsch & Bjarne Brendstrup, 2004, "Identification and Estimation in Sequential Dutch Auctions," 2004 Meeting Papers, Society for Economic Dynamics, number 340.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood," 2004 Meeting Papers, Society for Economic Dynamics, number 59.
• Jeffrey R. Campbell & Jonas D.M. Fisher, 2004, "qGMM Estimation of Sunk Costs," 2004 Meeting Papers, Society for Economic Dynamics, number 66.
• Sydney Ludvigson & Xiaohong Chen, 2004, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers, Society for Economic Dynamics, number 692.
• Adolfo Maza Fernández & José Villaverde Castro, 2004, "Deteminants of interregional migration in Spain: new analysis techniques," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 4, pages 133-142.
• Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2004, "Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model," CEIS Research Paper, Tor Vergata University, CEIS, number 52, Apr.
• Julie Le Gallo, 2004, "Space-Time Analysis of GDP Disparities among European Regions: A Markov Chains Approach," International Regional Science Review, , volume 27, issue 2, pages 138-163, April, DOI: 10.1177/0160017603262402.
• Clive G. Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe19.
• Alain Noullez & Alessandra Iacobucci, 2004, "A Frequency-selective Filter for Short-Length Time Series," Computing in Economics and Finance 2004, Society for Computational Economics, number 128, Aug.
• Andrea Mario Lavezzi & Davide Fiaschi, 2004, "Nonlinear Growth and the Productivity Slowdown," Computing in Economics and Finance 2004, Society for Computational Economics, number 162, Aug.
• Stefania D'Amico, 2004, "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004, Society for Computational Economics, number 273, Aug.
• Marco Gallegati Mauro Gallegati James Ramsey Willi Semmler, 2004, "The U.S. Phillips-curve by time scale using waveletsMarco," Computing in Economics and Finance 2004, Society for Computational Economics, number 308, Aug.
• Harry J. Paarsch & Bjarne Brentstrup, 2004, "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Computing in Economics and Finance 2004, Society for Computational Economics, number 36, Aug.
• Francisco J. Delgado, 2004, "Efficiency in Public Sector: A Neural Network Approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 81, Aug.
• Boris A. Zürcher, 2004, "Income Inequality and Mobility: A Nonparametric Decomposition Analysis by Age for Switzerland in the 80s and 90s," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue II, pages 265-292, June.
• Marianne Simonsen & Lars Skipper, 2004, "Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators," Discussion Papers, Stanford Institute for Economic Policy Research, number 03-023, Apr.
• Stefan Boes, 2004, "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0404, Mar.
• William Greene, 2004, "Convenient estimators for the panel probit model: Further results," Empirical Economics, Springer, volume 29, issue 1, pages 21-47, January, DOI: 10.1007/s00181-003-0187-z.
• Jaap H. Abbring & Gerard J. van den Berg, 2004, "Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models," Empirical Economics, Springer, volume 29, issue 1, pages 5-20, January, DOI: 10.1007/s00181-003-0188-y.
• Philipp Sibbertsen, 2004, "Long memory in volatilities of German stock returns," Empirical Economics, Springer, volume 29, issue 3, pages 477-488, September, DOI: 10.1007/s00181-003-0179-z.
• Sebastiano Manzan, 2004, "Model selection for nonlinear time series," Empirical Economics, Springer, volume 29, issue 4, pages 901-920, December, DOI: 10.1007/s00181-004-0207-7.
• Thierry Ané & Chiraz Labidi, 2004, "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 3, pages 285-299, September, DOI: 10.1007/BF02751733.
• Stefan Profit & Stefan Sperlich, 2004, "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, volume 36, issue 7, pages 695-714, DOI: 10.1080/0003684042000222070.
• Yebin Cheng & Jan G. de Gooijer, 2004, "On the u-th Geometric Conditional Quantile," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-072/4, Jun.
• Hallin, M. & Vermandele, C. & Werker, B.J.M., 2004, "Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-11.
• Einmahl, J.H.J. & de Haan, L.F.M. & Li, D., 2004, "Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-71.
• Mushkudiani, N.A. & Einmahl, J.H.J., 2004, "Generalized Probability-Probability Plots," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-84.
• Beirlant, J. & Schoutens, W. & Segers, J.J.J., 2004, "Mandelbrot's Extremism," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-125.
• Segers, J.J.J., 2004, "Non-Parametric Inference for Bivariate Extreme-Value Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-91.
• Einmahl, J.H.J. & van Keilegom, I., 2004, "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-12.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2004, "The Collective Model of Household Consumption : A Nonparametric Characterization," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-76.
• Hallin, M. & Vermandele, C. & Werker, B.J.M., 2004, "Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 05757b2b-ad74-4583-b012-b.
• Einmahl, J.H.J. & van Keilegom, I., 2004, "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 44e08f75-b35d-424e-b33e-0.
• Drost, F.C. & Werker, B.J.M., 2004, "Semiparametric duration models," Other publications TiSEM, Tilburg University, School of Economics and Management, number a1895e3e-f720-454b-9613-f.
• Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P., 2004, "The Collective Model of Household Consumption : A Nonparametric Characterization," Other publications TiSEM, Tilburg University, School of Economics and Management, number f3cee825-1647-463c-9a68-7.
• Guido W. Imbens, 2004, "Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review," The Review of Economics and Statistics, MIT Press, volume 86, issue 1, pages 4-29, February.
• Anna Hardman & Yannis Ioannides, 2004, "Neighbors’ Income Distribution: Economic Segregation and Mixing in US Urban Neighborhoods," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0421.
• Teresa Corzo Santamaría & Javier Gómez Biscarri, 2004, "Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/04, Mar.
• Joao Amaro de Matos & Marcelo Fernandes, 2004, "Testing the Markov property with ultra-high frequency financial data," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp462.
• Daal, Elton, 2004, "Quadratic term structure models with jumps in incomplete currency markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-04, Sep.
• Markus Frölich & Michael Lechner, 2004, "Regional treatment intensity as an instrument for the evaluation of labour market policies," University of St. Gallen Department of Economics working paper series 2004, Department of Economics, University of St. Gallen, number 2004-08, Aug.
• Roberto Reno', 2004, "Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling," Department of Economics University of Siena, Department of Economics, University of Siena, number 440, Nov.
• Roberto Reno' & Antonio Roma & Stephen Schaefer, 2004, "A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient," Department of Economics University of Siena, Department of Economics, University of Siena, number 445, Dec.
• Don J Webber & Paul White, 2004, "Concordant Convergence Empirics," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0409, Dec.
• Mototsugu Shintani, 2004, "A Dynamic Factor Approach to Nonlinear Stability Analysis," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0418, Aug.
• Xiaohong Chen & Yanqin Fan, 2004, "Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0419, Feb, revised Sep 2004.
• Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2004, "Efficient Estimation of Semiparametric Multivariate Copula Models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0420, Sep.
• Xiaohong Chen & Yanqin Fan, 2004, "A Model Selection Test for Bivariate Failure-Time Data," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0421, Aug, revised Oct 2004.
• David E. A. Giles, 2004, "No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)," Econometrics Working Papers, Department of Economics, University of Victoria, number 0403, Apr.
• Martin Raiser & Alan Rousso & Franklin Steves, 2004, "Trust In Transition: Cross Country And Firm Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-640, Jan.
• Yuriy Gorodnichenko & Klara Sabirianova Peter, 2004, "Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 719, Aug.
• Gertrudes Saúde Guerreiro & António Caleiro, 2004, "How distant are the Portuguese regions? A multidimensional scaling application," ERSA conference papers, European Regional Science Association, number ersa04p156, Aug.
• Kurt Geppert & Michael Happich & Andreas Stephan, 2004, "Regional disparities in the European Union: Convergence and Agglomeration," ERSA conference papers, European Regional Science Association, number ersa04p219, Aug.
• Mário Rui Silva & Hermano Rodrigues, 2004, "Competitiveness and Public-Private Partnerships: Towards a More Decentralised Policy," ERSA conference papers, European Regional Science Association, number ersa04p299, Aug.
• Roberto Basile & Luca De Benedictis, 2004, "Regional Unemployment and Productivity in Europe and the US," ERSA conference papers, European Regional Science Association, number ersa04p38, Aug.
• Adolfo Maza & José Villaverde, 2004, "Migratory flows in Spain: a nonparametric and semiparametric approach," ERSA conference papers, European Regional Science Association, number ersa04p50, Aug.
• Markus Jochmann & Roberto León‐González, 2004, "Estimating the demand for health care with panel data: a semiparametric Bayesian approach," Health Economics, John Wiley & Sons, Ltd., volume 13, issue 10, pages 1003-1014, October, DOI: 10.1002/hec.936.
• Thomas Werner & Christian Upper, 2004, "Time variation in the tail behavior of Bund future returns," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 24, issue 4, pages 387-398, April.
• Niklas Wagner & Terry A. Marsh, 2004, "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics, University Library of Munich, Germany, number 0401008, Jan.
• Daniel Levy, 2004, "Cointegration in Frequency Domain," Econometrics, University Library of Munich, Germany, number 0402005, Feb.
• Ricardo Gonçalves Silva, 2004, "Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots," Econometrics, University Library of Munich, Germany, number 0405002, May.
• William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy, 2004, "The Nonlinear Skeletons in the Closet," Econometrics, University Library of Munich, Germany, number 0405003, May.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics, University Library of Munich, Germany, number 0409001, Sep.
• Catalin Starica, 2004, "Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?," Econometrics, University Library of Munich, Germany, number 0411015, Nov.
• Catalin Starica & Clive Granger, 2004, "Non-stationarities in stock returns," Econometrics, University Library of Munich, Germany, number 0411016, Nov.
• J. Polzehl & V. Spokoiny & C. Starica, 2004, "When did the 2001 recession really start?," Econometrics, University Library of Munich, Germany, number 0411017, Nov.
• Thomas Alderweireld & Jean Nuyts, 2004, "A Theory for the Term Structure of Interest Rates," Finance, University Library of Munich, Germany, number 0405029, May.
• Cornelis A. Los, 2004, "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance, University Library of Munich, Germany, number 0409033, Sep.
• Cornelis A. Los, 2004, "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance, University Library of Munich, Germany, number 0409040, Sep.
• Cornelis A. Los & Joanna M. Lipka, 2004, "Long-Term Dependence Characteristics of European Stock Indices," Finance, University Library of Munich, Germany, number 0409044, Sep.
• Sutthisit Jamdee & Cornelis A. Los, 2004, "Long Memory Options: Valuation," Finance, University Library of Munich, Germany, number 0409049, Sep.
• CREPON Bruno & DUGUET Emmanuel, 2004, "Bank loans, start-up subsidies and the survival of the new firms: an econometric analysis at the entrepreneur level," Labor and Demography, University Library of Munich, Germany, number 0411004, Nov.
• Vladislav Kargin & Alexei Onatski, 2004, "Dynamics of Interest Rate Curve by Functional Auto-Regression," Macroeconomics, University Library of Munich, Germany, number 0404008, Apr, revised 28 Oct 2004.
• Yijun He & William A. Barnett, 2004, "Singularity Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0409024, Sep, revised 13 Oct 2004.
• Dean R. Hyslop & David C. Maré, 2004, "Understanding New Zealand s Changing Income Distribution 1983 98:A Semiparametric Analysis," Microeconomics, University Library of Munich, Germany, number 0402014, Feb.
• DUGUET Emmanuel, 2004, "Are R&D subsidies a substitute or a complement to privately funded R&D? Evidence from France using propensity score methods for non- experimental data," Public Economics, University Library of Munich, Germany, number 0411007, Nov.
• Julie Le Gallo & Sandy Dall'erba, 2004, "Evaluating the temporal and the spatial heterogeneity of the European convergence process, 1980-1999," Urban/Regional, University Library of Munich, Germany, number 0401003, Jan.
• Mogens Fosgerau, 2004, "Investigating the distribution of the value of travel time savings," Urban/Regional, University Library of Munich, Germany, number 0410005, Oct, revised 25 Nov 2004.
• Mogens Fosgerau, 2004, "Investigating the distribution of the value of travel time savings," Urban/Regional, University Library of Munich, Germany, number 0411006, Nov.
• Claudio Lucifora & Dominique Meurs, 2004, "The Public Sector Pay Gap in France, Great Britain and Italy," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp04_04, Feb.