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

• 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 4, 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.
• 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, Centre for Economic Policy Research, number 5111, Jun.
• Wyplosz, Charles & Ivanova, Nadezhda & Asici, Ahmet Atil, 2005, "How to Exit from Fixed Exchange Rate Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 5267, Oct.
• Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 2005-40.
• Yiguo Sun, 2005, "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 105-127, May.
• Liangjun Su & Sainan Jin, 2005, "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 251-261, November.
• Linton, Oliver, 2005, "Nonparametric Inference For Unbalanced Time Series Data," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 143-157, February.
• Juhl, Ted & Xiao, Zhijie, 2005, "Partially Linear Models With Unit Roots," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 877-906, October.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Federico M. Bandi & Peter C.B. Phillips, 2005, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1522, Jun.
• Taisuke Otsu & Yoon-Jae Whang, 2005, "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1533, Sep.
• Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
• Jan Ondrich, 2005, "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 520.
• Kurt Geppert & Michael Happich & Andreas Stephan, 2005, "Regional Disparities in the European Union: Convergence and Agglomeration," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 525.
• Bovi, M., 2005, "Economic Clubs and European Commitment. Evidence from the International Business Cycles," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 101-122.
• Temel, T. & Tansel, A. & Gungor, N.D., 2005, "Convergence of Sectoral Productivity in Turkish Provinces: A Markov Chains Model," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 2, pages 65-84.
• Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers, East Asian Bureau of Economic Research, number 22469, Jan.
• Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers, East Asian Bureau of Economic Research, number 22470, Jan.
• Afonso, António & St. Aubyn, Miguel, 2005, "Cross-country efficiency of secondary education provision: a semi-parametric analysis with non-discretionary inputs," Working Paper Series, European Central Bank, number 494, Jun.
• Cappiello, Lorenzo & Manganelli, Simone & Gérard, Bruno, 2005, "Measuring comovements by regression quantiles," Working Paper Series, European Central Bank, number 501, Jul.
• Andrew Clark & Fabrice Etilé & Fabien Postel-Vinay & Claudia Senik & Karine Van der Straeten, 2005, "Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries," Economic Journal, Royal Economic Society, volume 115, issue 502, pages 118-132, March.
• Molinari, Francesca, 2005, "Partial Identification of Probability Distributions with Misclassified Data," Working Papers, Cornell University, Center for Analytic Economics, number 05-10, Apr.
• Park, Joon Y., 2005, "The Spatial Analysis of Time Series," Working Papers, Rice University, Department of Economics, number 2005-07, Aug.
• Yoshihiko Nishiyama & Peter M. Robinson, 2005, "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, volume 73, issue 3, pages 903-948, May.
• Joseph P. Romano & Michael Wolf, 2005, "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, volume 73, issue 4, pages 1237-1282, July.
• Eklund, Bruno, 2005, "Estimating confidence regions over bounded domains," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 349-360, April.
• Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005, "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 53-77, May.
• Fernandes, Marcelo & Grammig, Joachim, 2005, "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, volume 127, issue 1, pages 35-68, July.
• Gonzalo, Jesus & Wolf, Michael, 2005, "Subsampling inference in threshold autoregressive models," Journal of Econometrics, Elsevier, volume 127, issue 2, pages 201-224, August.
• Wagner, Niklas & Marsh, Terry A., 2005, "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, volume 12, issue 1, pages 165-185, January.
• Rua, Antonio & Nunes, Luis C., 2005, "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 503-523.
• Gorodnichenko, Yuriy & Sabirianova Peter, Klara, 2005, "Returns to schooling in Russia and Ukraine: A semiparametric approach to cross-country comparative analysis," Journal of Comparative Economics, Elsevier, volume 33, issue 2, pages 324-350, June.
• Cherchye, L. & Abeele, P. Vanden, 2005, "On research efficiency: A micro-analysis of Dutch university research in Economics and Business Management," Research Policy, Elsevier, volume 34, issue 4, pages 495-516, May.
• Alison Stegman, 2005, "Convergence in Carbon Emissions per Capita," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-08, May.
• Nishiyama, Yoshihiko & Robinson, Peter M., 2005, "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2297, Jan.
• Altissimo, Filippo & Mele, Antonio, 2005, "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24658, May.
• Bernard, Andrew B. & Redding, Stephen & Schott, Peter K., 2005, "Factor price equality and the economies of the United States," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3693, Jul.
• Linton, Oliver & Seo, Myunghwan, 2005, "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4434, Oct.
• Hobcraft, John & Sigle-Rushton, Wendy, 2005, "An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6269, Mar.
• Donkers, Bas & Schafgans, Marcia M. A., 2005, "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6815, Jul.
• Delgado, Miguel A. & Hidalgo, Javier & Velasco, Carlos, 2005, "Distribution free goodness-of-fit tests for linear processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6840, Jan.
• Hidalgo, Javier, 2005, "Semiparametric estimation for stationary processes whose spectra have an unknown pole," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6842, Jan.
• Helder Queiroz Pinto Jr. & Mariana Lootty, 2005, "Avaliando os impactos microeconômicos das fusões e aquisições nas indústrias de energia no mundo," 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.