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

• 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.
• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 4223, Feb.
• Barba Navaretti, Giorgio & Castellani, Davide, 2004, "Investments Abroad and Performance at Home: Evidence from Italian Multinationals," CEPR Discussion Papers, Centre for Economic Policy Research, number 4284, Mar.
• Lechner, Michael & Fröhlich, Markus, 2004, "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," CEPR Discussion Papers, Centre for Economic Policy Research, 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.