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

• 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.
• Jesús Fernández-Villaverde & Dirk Krueger, 2003, "Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data," Levine's Working Paper Archive, David K. Levine, number 506439000000000304, Feb.
• Marcela Mel√©ndez & Katja Seim & Pablo Medina, 2003, "Productivity Dynamics Of The Colombian Manufacturing Sector," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3390, Aug.
• Norberto Rodr�guez & Patricia Siado, 2003, "Un Pron�Stico No Param�Trico De La Inflaci�N Colombiana," Borradores de Economia, Banco de la Republica, number 3691, Jun.
• Francisco Javier Lasso, 2003, "Economías de escala en los hogares y la pobreza," Revista de Economía del Rosario, Universidad del Rosario.
• HAFNER, Christian & ROMBOUTS, Jeroen, 2003, "Semiparametric multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003003, Jan.
• BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia, 2003, "Ranking economics departments in Europe: a statistical approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003050, Jul.
• HAFNER, Christian & ROMBOUTS, Jeroen, 2003, "Estimation of temporally aggregated multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003073, Oct.
• BERTINELLI, Luisito & STROBL, Eric, 2003, "Urbanization, urban concentration and economic growth in developing countries," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003076, Oct.
• Thierry Magnac & Eric Maurin, 2003, "Identification et Information in Monotone Binary Models," Working Papers, Center for Research in Economics and Statistics, number 2003-07.
• Giorgio Barba Navaretti & Davide Castellani, 2003, "Investments Abroad and Performance at Home Evidence from Italian Multinationals," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 180, Dec.
• Xiaodong Jin & Janusz Kawczak, 2003, "Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 103-124, May.
• Insik Min & Sheng jang Sheu & Zijun Wang, 2003, "A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 125-136, May.
• Donald J. Brown & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395, Jan.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395R, Jan, revised Oct 2006.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395R2, Jan, revised Dec 2007.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1407, Mar.
• Krüger, Jens & Cantner, Uwe & Pyka, Andreas, 2003, "Twin-Peaks - What the Knowledge-Based Approach Can Say About the Dynamics of the World Income Distribution," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34395.
• Martin Biewen & Stephen P. Jenkins, 2003, "Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 345.
• Philipp Köllinger & Christian Schade, 2003, "Analyzing E-Learning Adoption via Recursive Partitioning," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 346.
• Bernd Görzig & Martin Gornig & Axel Werwatz, 2004, "East Germany's Wage Gap: A Non-Parametric Decomposition Based on Establishment Characteristics," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 451.
• Kurt Geppert & Martin Gornig & Axel Werwatz, 2005, "Economic Growth of Agglomerations and Geographic Concentration of Industries: Evidence for Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 513.
• Schuknecht, Ludger & Tanzi, Vito & Afonso, António, 2003, "Public sector efficiency: an international comparison," Working Paper Series, European Central Bank, number 242, Jul.
• Schmalenbach, Anke & Manisha Chakrabarty, 2003, "The Representative Agent Hypothesis: An Empirical Test," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 185, Jun.
• Tekin, Erdal, 2003, "Child Care Subsidies, Wages, And Employment of Single Mothers," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 200, Jun.
• Bernard, Andrew B & Stephen Redding & Peter K. Schott, 2003, "Factor Price Equalization in the UK?," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 21, Jun.
• Richard W. Blundell & Martin Browning & Ian A. Crawford, 2003, "Nonparametric Engel Curves and Revealed Preference," Econometrica, Econometric Society, volume 71, issue 1, pages 205-240, January.
• Federico M. Bandi & Peter C. B. Phillips, 2003, "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, Econometric Society, volume 71, issue 1, pages 241-283, January.
• Donald W. K. Andrews & Patrik Guggenberger, 2003, "A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter," Econometrica, Econometric Society, volume 71, issue 2, pages 675-712, March.
• Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003, "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, volume 71, issue 5, pages 1591-1608, September.
• Amin, Sajeda & Rai, Ashok S. & Topa, Giorgio, 2003, "Does microcredit reach the poor and vulnerable? Evidence from northern Bangladesh," Journal of Development Economics, Elsevier, volume 70, issue 1, pages 59-82, February.
• Engle-Warnick, Jim, 2003, "Inferring strategies from observed actions: a nonparametric, binary tree classification approach," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2151-2170, September.
• Sun, Yixiao & Phillips, Peter C. B., 2003, "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 355-389, August.
• Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003, "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 225-257.
• Ait-Sahalia, Yacine & Duarte, Jefferson, 2003, "Nonparametric option pricing under shape restrictions," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 9-47.
• Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003, "Semiparametric-efficient estimation of AR(1) panel data models," Journal of Econometrics, Elsevier, volume 117, issue 2, pages 279-309, December.
• Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003, "Corrigendum to "Semiparametric-efficient estimation of AR(1) panel data models": [J. Econom. 117 (2003) 279-309]," Journal of Econometrics, Elsevier, volume 117, issue 2, pages 311-311, December.
• Esther Hauk, 2003, "Multiple Prisoner's Dilemma Games with(out) an Outside Option: an Experimental Study," Theory and Decision, Springer, volume 54, issue 3, pages 207-229, May, DOI: 10.1023/A:1027385819400.
• Hyung-Sik Harris Kim, 2003, "Macro Forecasts by Use of a Nonparametric Monetary Aggregate," Korean Economic Review, Korean Economic Association, volume 19, pages 169-190.
• Thierry Magnac, 2003, "Panel Binary Variables and Sufficiency: Generalizing Conditional Logit," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA, number 0308, Jun.
• Thierry Magnac & Eric Maurin, 2003, "Identification & Information in Monotone Binary Models," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA, number 0309, Jun.
• Sourafel Girma & Abbi M. Kedir, 2003, "Quadratic Food Engel Curves with Measurement Error: Evidence from a Budget Survey," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 03/17, Dec.
• Duclos, Jean-Yves & Jalbert, Vincent & Araar, Abdelkrim, 2003, "Classical Horizontal Inequity and Reranking: an Integrating Approach," Cahiers de recherche, CIRPEE, number 0306.
• Hugo Nopo, 2003, "Matching as a Tool to Decompose Wage Gaps," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0406, Dec.
• Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003, "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/03, Jul.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-12.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2003.
• Dean R. Hyslop & David C. Maré, 2003, "Understanding New Zealand's Changing Income Distribution 1983-98: A Semiparametric Analysis," Motu Working Papers, Motu Economic and Public Policy Research, number 03_16, Oct.
• Guido W. Imbens, 2003, "Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0294, Oct.
• Stacey Chen, 2003, "Nonparametric Estimation of Average Volatility Differentials in Selection Models with an Application to Returns to Schooling," Discussion Papers, University at Albany, SUNY, Department of Economics, number 03-02.
• L. Gutierrez & M. M. Gutierrez, 2003, "International R&D spillovers and productivity growth in the agricultural sector. A panel cointegration approach," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 30, issue 3, pages 281-303, September.
• Shigeru Iwata & Mohsin S. Khan & Hiroshi Murao, 2003, "Sources of Economic Growth in East Asia: A Nonparametric Assessment," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 2, pages 1-1.
• Davide Fiaschi & Andrea Mario Lavezzi, 2003, "Nonlinear Economic Growth: Some Theory and Cross-Country Evidence," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2003/14, Jan.
• Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003, "Estimation in semiparametric spatial regression," MPRA Paper, University Library of Munich, Germany, number 11979, May, revised Jul 2005.
• Gao, Jiti & King, Maxwell, 2003, "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper, University Library of Munich, Germany, number 11989, Mar, revised Feb 2006.
• Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003, "Semiparametric spatial regression: theory and practice," MPRA Paper, University Library of Munich, Germany, number 11991, Apr, revised Oct 2006.
• Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge, 2003, "Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien
  [Nonlinear trend and co-trending in the Tunisian real effective exchange rate]," MPRA Paper, University Library of Munich, Germany, number 30249, Jun.
• Palombini, Edgardo, 2003, "Volatility and liquidity in the Italian money market," MPRA Paper, University Library of Munich, Germany, number 42699, Mar.
• Wittkowski, Knut M., 2003, "Novel Methods for Multivariate Ordinal Data applied to Genetic Diplotypes, Genomic Pathways, Risk Profiles, and Pattern Similarity," MPRA Paper, University Library of Munich, Germany, number 4570.
• Keane, Michael, 2003, "Comment on “Simulation and Estimation of Hedonic Models” by Heckman, Matzkin and Nesheim," MPRA Paper, University Library of Munich, Germany, number 55141, May.
• António Rua & Luís Catela Nunes, 2003, "Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach," Working Papers, Banco de Portugal, Economics and Research Department, number w200307.
• George Kapetanios, 2003, "A New Nonparametric Test of Cointegration Rank," Working Papers, Queen Mary University of London, School of Economics and Finance, number 482, Jan.
• George Kapetanios, 2003, "A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems," Working Papers, Queen Mary University of London, School of Economics and Finance, number 483, Jan.