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

• Laurens Cherchye & Bruno De Borger & Tom Van Puyenbroeck, 2004, "Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0416.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004, "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers, Yale School of Management, number ysm30, Mar.
• Donald J. Brown, 2004, "Tests of Independence in Separable Econometric Models," Yale School of Management Working Papers, Yale School of Management, number ysm329, Jul.
• Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers, Yale School of Management, number ysm347, Jul.
• Laakkonen, Helinä, 2004, "The impact of macroeconomic news on exchange rate volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2004.
• Wezel, Torsten, 2004, "Does co-financing by multilateral development banks increase "risky" direct investment in emerging markets?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,02.
• Schade, Christian & Köllinger, Philipp, 2004, "Adoption of e-business: patterns and consequences of network externalities," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,05.
• Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer, 2004, "Prognose mit nichtparametrischen Verfahren," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,07.
• Rombouts, Jeroen V. K. & Hafner, Christian M., 2004, "Semiparametric multivariate volatility models," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,14.
• Frölich, Markus & Michaelowa, Katharina, 2004, "Peer effects and textbooks in primary education: Evidence from francophone sub-Saharan Africa," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 311.
• Reinowski, Eva & Schultz, Birgit & Wiemers, Jürgen, 2004, "Evaluation of Further Training Programmes in Saxony from 1989 to 2001," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 188/2004, revised 2004.
• Augurzky, Boris & Kluve, Jochen, 2004, "Assessing the performance of matching algorithms when selection into treatment is strong," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 21.
• Scholz, Achim & Neumeyer, Natalie & Munk, Axel, 2004, "Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,28.
• Wilke, Ralf A., 2004, "New Estimates of the Duration and Risk of Unemployment for West-Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-26.
• Ebersberger, Bernd & Czarnitzki, Dirk & Fier, Andreas, 2004, "The Relationship between R&D Collaboration, Subsidies and Patenting Activity: Empirical Evidence from Finland and Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-37.
• Speckesser, Stefan & Fitzenberger, Bernd & Bergemann, Annette, 2004, "Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-41.
• Wilke, Ralf A., 2004, "Semiparametric Estimation of Consumption Based Equivalence Scales: The Case of Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-53.
• Aerts, Kris & Czarnitzki, Dirk, 2004, "Using Innovation Survey Data to Evaluate R&D Policy: The Case of Belgium," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-55.
• Czarnitzki, Dirk & Hussinger, Katrin, 2004, "The Link Between R&D Subsidies, R&D Spending and Technological Performance," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-56.
• Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2004, "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-61.
• Kyyrä, Tomi & Wilke, Ralf A., 2004, "Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-63.
• Czarnitzki, Dirk & Licht, Georg, 2004, "Die Rolle der Innovationsförderung im Aufholprozess Ostdeutschlands," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-68.
• Czarnitzki, Dirk & Hanel, Petr & Rosa, Julio Miguel, 2004, "Evaluating the Impact of R&D Tax Credits on Innovation: A Microeconometric Study on Canadian Firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-77.
• Engle, Carole R. & Kaliba, Aloyce R., 2004, "Cost Efficiency Of Catfish Farms In Chicot County, Arkansas: The Impact Of Extension Services," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma, Southern Agricultural Economics Association, number 34740, DOI: 10.22004/ag.econ.34740.
• Hugo Ñopo, 2004, "The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 9-37, January-D.
• João Luis Brasil Gondim & Flávio Ataliba Barreto, 2004, "O Uso Do Núcleo Estocástico Para Identificação De Clubes De Convergência Entre Estados E Municípios Brasileiros," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 053.
• Eduardo Augusto de Souza Rodrigues & Tony Takeda, 2004, "Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 095.
• André Proite & Maria da Conceição Sampaio de Sousa, 2004, "Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 100.
• Maria Tannuri-Pianto & Donald Pianto & Omar Arias, 2004, "Rural-Urban Migration In Bolivia: An Escape Boat?," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 120.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2004, "Nonparametric estimation of an additive quantile regression model," CeMMAP working papers, Institute for Fiscal Studies, number 07/04, Apr, DOI: 10.1920/wp.cem.2004.0704.
• Sokbae (Simon) Lee, 2004, "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers, Institute for Fiscal Studies, number 08/04, Oct, DOI: 10.1920/wp.cem.2004.0804.
• Oberhofer, Walter & Reichsthaler, Thomas, 2004, "Modelling Fertility: A Semi-Parametric Approach," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 396.
• Walter Beckert & Richard Blundell, 2004, "Invertibility of Nonparametric Stochastic Demand Functions," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0406, Oct.
• A.C. Brooms, 2004, "On the Nash equilibria for the FCFS queueing system with load-increasing service rate," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0407, Nov.
• Patrick Lünnemann & Thomas Y. Mathä, 2004, "Inflation persistence in Luxembourg: a comparison with EU15 countries at the disaggregate level," BCL working papers, Central Bank of Luxembourg, number 12, Oct.
• Ivan faiella & Andrea Neri, 2004, "La ricchezza delle famiglie italiane e americane," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 501, Jun.
• Marco Moscadelli, 2004, "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 517, Jul.
• Drost, Feike C & Werker, Bas J M, 2004, "Semiparametric Duration Models," Journal of Business & Economic Statistics, American Statistical Association, volume 22, issue 1, pages 40-50, January.
• Nguyen Van P. & Laisney F. & Kaiser U., 2004, "The Performance of German Firms in the Business-Related Service Sector: A Dynamic Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 274-295, July.
• Markus Frölich, 2004, "Programme Evaluation with Multiple Treatments," Journal of Economic Surveys, Wiley Blackwell, volume 18, issue 2, pages 181-224, April, DOI: 10.1111/j.0950-0804.2004.00001.x.
• Steinar Holden & Fredrik Wulfsberg, 2004, "Downward Nominal Wage Rigidity in Europe," Working Paper, Norges Bank, number 2004/5, Mar.
• Maria Tannuri-Pianto & Donald M. Pianto & Omar Arias, 2004, "Informal Employment in Bolivia: A Lost Proposition?," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 317, Jul.
• Sophie Pardo & Robert Kast & André Lapied, 2004, "Construction d'un portefeuille sous-jacent virtuel," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 407-418.
• Julie Le Gallo, 2004, "La dynamique des disparités régionales dans l'Union Européenne, 1980-1995," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 4, pages 491-512.
• Bhattacharjee, A., 2004, "A Simple Test for the Absence of Covariate Dependence in Duration Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0401, Jan.
• James E. Prieger, 2004, "An Empirical Investigation of Biased Survey Data and an Attempted Cure," Working Papers, University of California, Davis, Department of Economics, number 145, Aug.
• Hilary W. Hoynes & Kenneth Y. Chay & Dean Hyslop, 2004, "True State Dependence In Monthly Welfare Participation:A Nonexperimental Analysis," Working Papers, University of California, Davis, Department of Economics, number 2, Mar.
• Juan Gabriel Rodríguez & Rafael Salas & Irene Perrote, 2004, "Partial Horizontal Inequity Orderings: A non-parametric Approach," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/01.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2004, "Relative Wage Variation and Industry Location," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0614, Feb.
• Oliver Linton, 2004, "Nonparametric Inference for Unbalanced Time Series Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 474, Apr.
• Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp235, Sep.
• Steinar Holden & Fredrik Wulfsberg, 2004, "Downward Nominal Wage Rigidity in Europe (new title: The costs of price stability - downward nominal wage rigidity in Europe)," CESifo Working Paper Series, CESifo, number 1177.
• Peter Fredriksson & Per Johansson, 2003, "Program Evaluation and Random Program Starts," CESifo Working Paper Series, CESifo, number 844.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT, 2010, "Efficient Derivative Pricing By The Extended Method of Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-07, Mar.
• Mototsugu Shintani, 2004, "A Dynamic Factor Approach to Nonlinear Stability Analysis," Levine's Bibliography, UCLA Department of Economics, number 122247000000000621, Oct.
• Héctor Manuel Zarate, 2004, "Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• BEN OMRANE, Walid & VAN OPPEN, Hervé, 2004, "The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004035, Jun.
• Bernard, Andrew & Redding, Stephen & Simpson, Helen & Schott, Peter, 2004, "Relative Wage Variation and Industry Location," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4213, Jan.
• Lechner, Michael & Vazquez-Alvarez, Rosalia, 2004, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4223, Feb.
• Barba Navaretti, Giorgio & Castellani, Davide, 2004, "Investments Abroad and Performance at Home: Evidence from Italian Multinationals," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4284, Mar.
• Lechner, Michael & Fröhlich, Markus, 2004, "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4304, Mar.
• Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2004, "Efficient Derivative Pricing by Extended Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 2004-30.
• Bart, COCKX & Jean, RIES, 2004, "The Exhaustion of Unemployment Benefits in Belgium. Does it Enhance the Probability of Employment ?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004016, Jun.
• Feng, Yuanhua, 2004, "Simultaneously Modeling Conditional Heteroskedasticity And Scale Change," Econometric Theory, Cambridge University Press, volume 20, issue 3, pages 563-596, June.
• Oliver Linton & Yoon-Jae Whang, 2004, "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1454, Mar.
• Rustam Ibragimov & Peter C.B. Phillips, 2004, "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1473, Jul.
• 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," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2004-01.
• Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004, "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 416.
• Monserrat Bustelo, 2004, "Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0013, Sep.
• Beresteanu, Arie, 2004, "Nonparametric Estimation of Regression Functions under Restrictions on Partieal Derivatives," Working Papers, Duke University, Department of Economics, number 04-06.
• Lünnemann, Patrick & Mathä, Thomas Y., 2004, "How persistent is disaggregate inflation? An analysis across EU 15 countries and HICP sub-indices," Working Paper Series, European Central Bank, number 415, Nov.
• Matthias Hagmann & Olivier Scaillet, 2004, "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 25, Sep.
• Feinberg, Yossi & Dekel, Eddie, 2004, "A True Expert Knows which Question Should Be Asked," Research Papers, Stanford University, Graduate School of Business, number 1856, Jun.
• Rob L. Hyndman & Xibin Zhang & Maxwell L. King,, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Econometric Society 2004 Australasian Meetings, Econometric Society, number 120, Aug.
• Robert Breunig & Marn-Heong Wong, 2004, "Australia's Firm-level Productivity - a New Perspective," Econometric Society 2004 Australasian Meetings, Econometric Society, number 177, Aug.
• Sandrine Rospabe & Robert Breunig, 2004, "The male-female wage gap in France: an analysis using non-parametric methods," Econometric Society 2004 Australasian Meetings, Econometric Society, number 205, Aug.
• Marco Castillo & Philip Cross, 2004, "Inferring decision processes from economic experiments," Econometric Society 2004 Australasian Meetings, Econometric Society, number 206, Aug.
• Don Harding, 2004, "Using turning point information to study economic dynamics," Econometric Society 2004 Australasian Meetings, Econometric Society, number 214, Aug.
• Jenny Lye & Joe Hirschberg, 2004, "Confidence bounds for the extremum determined by a quadratic regression," Econometric Society 2004 Australasian Meetings, Econometric Society, number 217, Aug.
• Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004, "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings, Econometric Society, number 317, Aug.
• Stephen G. Donald & Garry F. Barrett, 2004, "Consistent Nonparametric Tests for Lorenz Dominance," Econometric Society 2004 Australasian Meetings, Econometric Society, number 321, Aug.
• Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004, "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings, Econometric Society, number 331, Aug.
• Rodney C Wolff & Adrian G Barnett, 2004, "Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series," Econometric Society 2004 Australasian Meetings, Econometric Society, number 350, Aug.
• Chiu-Kuei Chang & Mei-Yuan Chen, 2004, "Is Health Care a Necessity or a Luxury? Evidence from Local Quantile Regressions," Econometric Society 2004 Australasian Meetings, Econometric Society, number 78, Aug.
• Lee & Myoung-jae, 2004, "Monotonicity Conditions and Inequality Imputation for Sample Selection and Non-Response Problems," Econometric Society 2004 Australasian Meetings, Econometric Society, number 93, Aug.
• Jae H. Kim, 2004, "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings, Econometric Society, number 98, Aug.
• Donald W. K. Andrews & Yixiao Sun, 2004, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, volume 72, issue 2, pages 569-614, March.
• Donald W. K. Andrews, 2004, "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, volume 72, issue 3, pages 673-700, May.
• Thierry Magnac, 2004, "Panel Binary Variables and Sufficiency: Generalizing Conditional Logit," Econometrica, Econometric Society, volume 72, issue 6, pages 1859-1876, November.
• Mototsugu Shintani, 2004, "A Dynamic Factor Approach to Nonlinear Stability Analysis," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 538, Aug.
• Yanqin Fan & Xiaohong Chen, 2004, "Estimation of Copula-Based Semiparametric Time Series Models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 559, Aug.
• Takayuki Morimoto, 2004, "Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 592, Aug.
• Koichi Maekawa & Sangyeol & Lee, 2004, "The Cusum Test for Parameter Change in Regression with ARCH Errors," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 606, Aug.
• Jin Lee, 2004, "Wavelet transform for log periodogram regression in long memory stochastic volatility model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 682, Aug.
• Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh, 2004, "Smooth Test For Testing Equality Of Two Densities," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 714, Aug.
• Sokbae Lee & Joel L. Horowitz, 2004, "Nonparametric Estimation of an Additive Quantile Regression Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 721, Aug.
• Woocheol Kim, 2004, "Identification And Estimation Of Nonparametric Structural," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 733, Aug.
• Carlos Martins-FIlho & Feng Yao, 2004, "A Nonparametric Model of Frontiers," Econometric Society 2004 Latin American Meetings, Econometric Society, number 102, Aug.
• Carlos Velasco & Ignacio N. Lobato, 2004, "A simple and general test for white noise," Econometric Society 2004 Latin American Meetings, Econometric Society, number 112, Aug.
• Juliana Guimarães & (Universidade NOVA de Lisboa, 2004, "Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration," Econometric Society 2004 Latin American Meetings, Econometric Society, number 128, Aug.
• Juliana Ferraz Guimarães, 2004, "Labor Market Discrimination in the US: A Quantile Regression Approach," Econometric Society 2004 Latin American Meetings, Econometric Society, number 144, Aug.
• Maria Tannuri-Pianto & Donald Pianto, 2004, "Informal employment in Bolivia: A lost proposition?," Econometric Society 2004 Latin American Meetings, Econometric Society, number 149, Aug.
• Cristian Huse, 2004, "Comparing Nonparametric Regression Quantiles," Econometric Society 2004 Latin American Meetings, Econometric Society, number 165, Aug.
• Harry J. Paarsch & Bjarne Brendstrup, 2004, "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Econometric Society 2004 Latin American Meetings, Econometric Society, number 2, Aug.
• Darcy Ribeiro & Maria da Conceição Sampaio de Sousa, 2004, "Jackstrapping Dea Scores For Robust Efficiency Measurement," Econometric Society 2004 Latin American Meetings, Econometric Society, number 217, Aug.
• Juan Carlos Chavez-Martin del Campo, 2004, "Partial Identification of Poverty Measures with Contaminated Data," Econometric Society 2004 Latin American Meetings, Econometric Society, number 221, Aug.
• Walter Belluzzo, 2004, "Valuing water reources in developing countries: A semiparametric approach to valuation models," Econometric Society 2004 Latin American Meetings, Econometric Society, number 286, Aug.
• Sonia Bhalotra & Claudia Sanhueza, 2004, "Parametric and Semi-parametric Estimations of the Return to Schooling in South Africa," Econometric Society 2004 Latin American Meetings, Econometric Society, number 294, Aug.
• Márcio Laurini & Eduardo Andrade, 2004, "Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis," Econometric Society 2004 Latin American Meetings, Econometric Society, number 51, Aug.
• Jose Galdo, 2004, "Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program," Econometric Society 2004 Latin American Meetings, Econometric Society, number 92, Aug.
• Geert Ridder & Yingyao Hu, 2004, "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 21, Aug.
• Andrew Chesher & Erich Battistin, 2004, "The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 339, Aug.
• Anne Vanhems & Jean-Michel Loubes, 2004, "Saturation spaces for regularization methods in inverse problems," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 380, Aug.
• Harry J. Paarsch & Bjarne Brendstrup, 2004, "Nonparametric Estimation of Dutch and First-Price, Sealed-Bid Auction Models with Asymmetric Bidders," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 39, Aug.
• Paul W. Wilson & David C. Wheelock, 2004, "Robust Nonparametric Estimation of Efficiency and Technical Change in U.S. Commercial Banking," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 433, Aug.
• Steven Lehrer & Gregory Kordas, 2004, "Matching using Semiparametric Propensity Scores," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 441, Aug.
• Jin Lee, 2004, "Wavelet transform for regression estimation of non-stationary fractional time series," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 491, Aug.
• Sokbae Lee, 2004, "Endogeneity in Quantile Regression Models: A Control Function Approach," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 521, Aug.
• Katsumi Shimotsu & Alex Maynard, 2004, "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 536, Aug.
• Wayne-Roy Gayle, 2004, "A Dynamic Structural Model of Labor Supply and Educational Attainment," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 552, Aug.
• Whitney Newey & Guido Imbens, 2004, "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 594, Aug.
• Sergio Firpo, 2004, "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 605, Aug.
• Jose Olmo & Jesus Gonzalo, 2004, "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 144, Aug.
• Harry J. Paarsch & Bjarne Brendstrup, 2004, "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 149, Aug.
• I. Fernandez-Val & J. Angrist & V. Chernozhukov, 2004, "Quantile Regression under Misspecification," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 198, Aug.
• Arthur Lewbel, 2004, "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 210, Aug.
• Jiti Gao & Maxwell King, 2004, "Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 225, Aug.
• Sainan Jin & Peter Phillips & Yixiao Sun, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 299, Aug.
• Sydney C. Ludvigson & Xiaohong Chen, 2004, "An Empirical Investigation of Habit-Based Asset Pricing Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 332, Aug.
• Christian Hansen & Victor Chernozhukov, 2004, "Finite-Sample Inference Methods for Quantile Regression Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 393, Aug.
• Joon Y. Park, 2004, "The Spatial Analysis of Time Series," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 595, Aug.
• Gary Koop & Dale J Poirer, 2001, "Bayesian Variants of Some classical Semiparametric Regression Techniques," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 73, Apr.
• Bhattacharjee, Arnab, 2004, "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, volume 47, issue 3, pages 517-536, October.
• Horowitz, Joel L. & Lee, Sokbae, 2004, "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, volume 119, issue 1, pages 155-198, March.
• Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian, 2004, "Kernel-based nonlinear canonical analysis and time reversibility," Journal of Econometrics, Elsevier, volume 119, issue 2, pages 323-353, April.
• Shintani, Mototsugu & Linton, Oliver, 2004, "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," Journal of Econometrics, Elsevier, volume 120, issue 1, pages 1-33, May.
• Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004, "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, volume 122, issue 2, pages 317-347, October.
• Griffin, J. E. & Steel, M. F. J., 2004, "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, volume 123, issue 1, pages 121-152, November.
• Koop, Gary & Poirier, Dale J., 2004, "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 259-282, December.

2003

• Toke Reichstein & Morten Berg Jensen, 2003, "Analyzing the Distributions of the Stochastic Firm Growth Approach," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 03-12.
• Gutierrez, Michele Mario & Gutierrez, Luciano, 2003, "International R&D Spillovers And Productivity Growth In The Agricultural Sector. A Panel Cointegration Approach," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa, International Association of Agricultural Economists, number 25884, DOI: 10.22004/ag.econ.25884.
• Hyslop, Dean & Mare, David, 2003, "Understanding New Zealand’s Changing Income Distribution 1983–98: A Semiparametric Analysis," Motu Working Papers, Motu Economic and Public Policy Research, number 293004, Oct, DOI: 10.22004/ag.econ.293004.
• Dubois, Pierre & de Janvry, Alain & Sadoulet, Elisabeth, 2003, "Effects on School Enrollment and Performance of a Conditional Transfers Program in Mexico," CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics, number 25064, DOI: 10.22004/ag.econ.25064.
• Maria Helena Lopes Moreira da Veiga, 2003, "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 585.03, Sep.
• Arthur Lewbel & Oliver Linton, 2003, "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers, Institute for Fiscal Studies, number 14/03, Oct, DOI: 10.1920/wp.cem.2003.1403.
• Norberto Rodríguez N. & Patricia Siado C., 2003, "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 248, Jun, DOI: 10.32468/be.248.
• Joseph P. Romano & Michael Wolf, 2015, "Stepwise Multiple Testing as Formalized Data Snooping," Working Papers, Barcelona School of Economics, number 17, Sep.
• Peter Carr & Liuren Wu, 2003, "The Finite Moment Log Stable Process and Option Pricing," Journal of Finance, American Finance Association, volume 58, issue 2, pages 753-777, April, DOI: 10.1111/1540-6261.00544.
• Dingding Li & Thanasis Stengos, 2003, "Testing Serial Correlation in Semiparametric Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 3, pages 311-335, May, DOI: 10.1111/1467-9892.00309.
• Justin L. Tobias, 2003, "Are Returns to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability–earnings Relationships," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 1, pages 1-29, February, DOI: 10.1111/1468-0084.00038.
• Arthur Lewbel, 2003, "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 556, Apr, revised 04 Sep 2006.
• Arthur Lewbel & Susanne M. Schennach, 2003, "A Simple Ordered Data Estimator For Inverse Density Weighted Functions," Boston College Working Papers in Economics, Boston College Department of Economics, number 557, Apr, revised 01 May 2005.
• Arthur Lewbel & Oliver Linton, 2003, "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics, Boston College Department of Economics, number 585, Oct, revised 04 Sep 2006.
• Arthur Lewbel, 2003, "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 587, Dec, revised 15 Dec 2010.
• Sancetta, A., 2003, "Nonparametric Estimation of Multivariate Distributions with Given Marginals," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0320, Feb.
• Bhattacharjee, A., 2003, "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0337, Feb.
• Dubois, Pierre & de Janvry, Alain & Sadoulet, Elisabeth, 2003, "Effects on School Enrollment and Performance of a Conditional Transfers Program in Mexico," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt3z1714nj, Apr.
• Wagner, Niklas & Marsh, Terry A., 2003, "Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt7pb301tr, Jun.
• Su, Liangjun & White, Halbert, 2003, "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt35v8g0fm, Oct.
• Diego J. Pedregal, 2003, "Filter-Design and Model-Based Analysis of Economic Cycles," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/13.
• Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003, "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 450, May.
• Hidehiko Ichimura & Oliver Linton, 2003, "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 451, May.
• Oliver Linton & Enno Mammen, 2003, "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 453, May.
• Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003, "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 454, May.
• Oliver Linton & Mototsugu Shintani, 2003, "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 455, May.
• Woocheol Kim & Oliver Linton, 2003, "A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 456, May.
• Arthur Lewbel & Oliver Linton, 2003, "Nonparametric Estimation of Homothetic and Homothetically Separable Functions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 461, Oct.
• Oliver Linton & Yoon-Jae Whang, 2003, "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 463, Nov.
• Jean-Marie Dufour, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers, CIRANO, number 2003s-49, Jul.
• Jean-Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Mototsugu Shintani, 2003, "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Levine's Working Paper Archive, David K. Levine, number 506439000000000172, Jan.