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

2003

• 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.
• Carol Alexander & Dimitri Lvov, 2003, "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-03, Jan.
• M. Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso, 2003, "Technical efficiency and convergence in the regional productive sectors," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 3, pages 115-126.
• Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
• A. Colin Cameron & Anthony D. Hall, 2003, "A Survival Analysis of Australian Equity Mutual Funds," Australian Journal of Management, Australian School of Business, volume 28, issue 2, pages 209-226, September, DOI: 10.1177/031289620302800201.
• Markus Jochmann & Roberto Leon-Gonzalez, 2003, "Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach," Working Papers, The University of Sheffield, Department of Economics, number 2003005, Oct, revised Oct 2003.
• Maasoumi, Esfandiar & Almas Heshmati, 2003, "Evaluating Dominance Ranking of PSID Incomes by various Household Attributes," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0509, May.
• Luis Fernando Lanaspa & Fernando Sanz, 2003, "The evolution of the U.S. industrial landscape, 1969–1995," The Annals of Regional Science, Springer;Western Regional Science Association, volume 37, issue 2, pages 239-258, May, DOI: 10.1007/s001680300125.
• Christian Hafner, 2003, "Simple approximations for option pricing under mean reversion and stochastic volatility," Computational Statistics, Springer, volume 18, issue 3, pages 339-353, September, DOI: 10.1007/BF03354602.
• Armando Levy, 2003, "A generalized additive Tobit model," Empirical Economics, Springer, volume 28, issue 1, pages 3-22, January, DOI: 10.1007/s001810100112.
• Giulio Bottazzi & Elena Cefis & Giovanni Dosi & Angelo Secchi, 2003, "Invariances and Diversities in the Evolution of Manufacturing Industries," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2003/21, Dec.
• Phu Nguyen Van, 2003, "A semiparametric analysis of determinants of a protected area," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 10, pages 661-665, DOI: 10.1080/1350485032000129098.
• Shinn-Juh Lin & Jian Yang, 2003, "Examining intraday returns with buy/sell information," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 6, pages 447-461, DOI: 10.1080/09603100210159012.
• Maria Luisa Mancusi, 2003, "Geographical concentration and the dynamics of countries' specialization in technologies," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 12, issue 3, pages 269-291, DOI: 10.1080/1043859022000000817.
• Melvyn Weeks & James Yudong Yao, 2003, "Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 1, pages 59-77, February, DOI: 10.1081/ETC-120017974.
• Cuntz, A. & Haeusler, E. & Segers, J.J.J., 2003, "Edgeworth Expansions for the Distribution Function of the Hill Estimator," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-8.
• Segers, J.J.J., 2003, "Approximate Distributions of Clusters of Extremes," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-91.
• Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H. & Schuld, M.H. & Mathijssen, A.C.A., 2003, "An Experimental Comparison of Four Methods for Assessing Judgemental Distributions," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-31.
• Jaap H. Abbring & James J. Heckman & Pierre-André Chiappori & Jean Pinquet, 2003, "Adverse Selection and Moral Hazard In Insurance: Can Dynamic Data Help to Distinguish?," Journal of the European Economic Association, MIT Press, volume 1, issue 2-3, pages 512-521, 04/05.
• Michel Lubrano & Luc Bauwens & Alan Kirman & Camelia Protopopescu, 2003, "Ranking Economics Departments in Europe: A Statistical Approach," Journal of the European Economic Association, MIT Press, volume 1, issue 6, pages 1367-1401, December.
• Ioannides, Yannis M. & Overman, Henry G., 2003, "Zipf's law for cities: an empirical examination," Regional Science and Urban Economics, Elsevier, volume 33, issue 2, pages 127-137, March.
• Sibbertsen, Philipp, 2003, "Log-periodogram estimation of the memory parameter of a long-memory process under trend," Statistics & Probability Letters, Elsevier, volume 61, issue 3, pages 261-268, February.
• Hall, Peter G. & Hyndman, Rob J., 2003, "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, volume 64, issue 2, pages 181-189, August.
• Kyongwook Choi & Eric Zivot, 2003, "Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_02, Feb.
• Lewbel, Arthur & Linton, Oliver, 2003, "Nonparametric estimation of homothetic and homothetically separable functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2066, Oct.
• Shintani, Mototsugu & Linton, Oliver, 2003, "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2097, May.
• Ichimura, Hidehiko & Linton, Oliver, 2003, "Asymptotic expansions for some semiparametric program evaluation estimators," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2098, May.
• Linton, Oliver & Whang, Yoon-Jae, 2003, "A quantilogram approach to evaluating directional predictability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2112, Nov.
• Chen, Xiaohong & Linton, Oliver & Van Keilegom, Ingrid, 2003, "Estimation of semiparametric models when the criterion function is not smooth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2167, May.
• Linton, Oliver & Mammen, Enno, 2003, "Estimating semiparametric ARCH (8) models by kernel smoothing methods," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2187, May.
• Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003, "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2206, May.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003, "Consistent testing for stochastic dominance under general sampling schemes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2208, Dec.
• Blanes i Vidal, Jordi, 2003, "Credibility and cheap talk of securities analysts: theory and evidence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24897, Nov.
• Ioannides, Yannis Menelaos & Overman, Henry G., 2003, "Zipf’s law for cities: an empirical examination," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 583, Mar.
• Andreas Pyka & Jens J. Kruger & Uwe Cantner, 2003, "Twin Peaks: What the Knowledge-based Approach Can Say about the Dynamics of the World Income Distribution," Chapters, Edward Elgar Publishing, chapter 9, in: Pier Paolo Saviotti, "Applied Evolutionary Economics".
• Hafner, C.M. & Franses, Ph.H.B.F., 2003, "A generalized dynamic conditional correlation model for many asset returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-18, Jul.
• Hafner, C.M., 2003, "Simple approximations for option pricing under mean reversion and stochastic volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-20, Jul.
• Hafner, C.M. & Herwartz, H., 2003, "Analytical quasi maximum likelihood inference in multivariate volatility models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-21, Aug.
• Joaquim Ramalho, 2003, "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 9_2003.
• Jean-David FERMANIAN & Olivier SCAILLET, 2003, "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp57, Feb.
• Olivier RENAULT & Olivier SCAILLET, 2003, "On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp83, May.
• Jean-David FERMANIAN & Olivier SCAILLET, 2003, "Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp89, Jul.
• Matthias HAGMANN & Olivier SCAILLET, 2003, "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp91, Sep.
• Alessandra Iacobucci, 2003, "Spectral Analysis for Economic Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2003-07.
• Ollikainen, Virve, 2003, "The Determinants of Unemployment Duration by Gender in Finland," Discussion Papers, VATT Institute for Economic Research, number 316.
• Fernandes, Marcelo & Grammig, Joachim, 2003, "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 502, Oct.
• Sangeeta Pratap & Erwan Quintin, 2003, "Are labor markets segmented in Argentina? a semiparametric approach," Working Papers, Federal Reserve Bank of Dallas, number 0110, Jan.
• David C. Wheelock & Paul W. Wilson, 2003, "Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking," Working Papers, Federal Reserve Bank of St. Louis, number 2003-037, DOI: 10.20955/wp.2003.037.
• Fermanian, Jean-David & Scaillet, Olivier, 2003, "Nonparametric estimation of copulas for time series," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:41797.
• Jean Pinquet & Pierre-André Chiappori & Jaap Abbring & James J Heckman, 2003, "Adverse selection and moral hazard in insurance: can dynamic data help to distinguish?," Post-Print, HAL, number hal-00397115, Apr.
• Jean Pinquet & Jaap Abbring & Pierre-André Chiappori, 2003, "Moral Hazard and Dynamic Insurance Data," Post-Print, HAL, number hal-00397121, Jun.
• Hübler, Olaf, 2003, "Neuere Ansätze in der Mikroökonometrie: Modellierung, Schätz- und Testverfahren," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-270, Feb.
• Hjalmarsson, Erik, 2003, "Does the Black-Scholes formula work for electricity markets? A nonparametric approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 101, Jul.
• Abou-Ali, Hala, 2003, "The effect of water and sanitation on child mortality in Egypt," Working Papers in Economics, University of Gothenburg, Department of Economics, number 112, Oct.
• Eklund, Bruno, 2003, "Estimating confidence regions over bounded domains," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 548, Nov.
• Abbring, Jaap H & van den Berg, Gerard J, 2003, "A simple procedure for the evaluation of treatment effects on duration variables," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2003:19, Aug.
• Raaum, Oddbjørn & Torp, Hege & Zhang, Tao, 2003, "Business cycles and the impact of labour market programmes," Memorandum, Oslo University, Department of Economics, number 14/2002, Jun.
• Raaum, Oddbjørn & Torp, Hege & Zhang, Tao, 2003, "Do individual programme effects exceed the costs? Norwegian evidence on long run effects of labour market training," Memorandum, Oslo University, Department of Economics, number 15/2002, Jun.
• Zhang, Tao, 2003, "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum, Oslo University, Department of Economics, number 25/2003, Dec.
• Andersson, Magnus & Lomakka, Magnus, 2003, "Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 146, Jan.
• Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2003, "Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 155, Dec.
• Marcos Alvarez Díaz & Manuel González Gómez, 2003, "Modelización semiparamétrica y validación teórica del método de valoración contingente. Aplicación de un algoritmo genético," Hacienda Pública Española / Review of Public Economics, IEF, volume 164, issue 1, pages 29-47, march.
• Irene Perrote & Juan Gabriel Rodríguez & Rafael Salas, 2003, "La inequidad horizontal y la redistribución vertical en el Impuesto sobre la Renta de las Personas Físicas: Un análisis de robustez," Hacienda Pública Española / Review of Public Economics, IEF, volume 166, issue 3, pages 49-60, September.
• Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric, 2003, "Non Parametric Instrumental Regression," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 228, revised 2010.
• Leone Leonida & Leone Leonida & Daniel Montolio, 2003, "Public Capital, Growth and Convergence in Spain. A Counterfactual Density Estimation Approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2003/3.
• Emili Tortosa-Ausina, 2003, "Bank cost efficiency as distribution dynamics: controlling for specialization is important," Investigaciones Economicas, Fundación SEPI, volume 27, issue 1, pages 71-96, January.
• Mototsugu Shintani & Oliver Linton, 2003, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 1, pages 331-357, February.
• Arthur Lewbel & Oliver Linton, 2003, "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/03, Oct.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2003, "Relative wage variation and industry location," IFS Working Papers, Institute for Fiscal Studies, number W03/17, Sep.
• Weber, Andrea & Hofer, Helmut, 2003, "Active Job-search Programs a Promising Tool? A Microeconometric Evaluation for Austria," Economics Series, Institute for Advanced Studies, number 131, May.
• Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas, 2003, "Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 1, pages 49-55, April.
• Claudio Sapelli, 2003, "Introducción: La Economía de la Educación y el Sistema Educativo Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 118, pages 281-296.
• VAN KERM Philippe, 2003, "What Lies Behind Income Mobility? Reranking and Distributional Change in Belgium, Western Germany and the USA," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2003-03, Jan.
• Maurizio Bovi, 2003, "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 37, Nov.
• António Afonso & Sónia Fernandes, 2003, "Efficiency of Local Government Spending: Evidence for the Lisbon Region," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2003/09.
• Biewen, Martin & Jenkins, Stephen P., 2003, "Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 763, Apr.
• Abbring, Jaap H., 2003, "Dynamic Econometric Program Evaluation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 804, Jun.
• Abbring, Jaap H. & van den Berg, Gerard J., 2003, "A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables," IZA Discussion Papers, Institute of Labor Economics (IZA), number 810, Jun.
• Abbring, Jaap H. & van den Berg, Gerard J., 2003, "Analyzing the Effect of Dynamically Assigned Treatments Using Duration Models, Binary Treatment Models, and Panel Data Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 831, Jul.
• Lechner, Michael & Vazquez-Alvarez, Rosalia, 2003, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," IZA Discussion Papers, Institute of Labor Economics (IZA), number 967, Dec.
• Jens J. Krueger, 2003, "On the Dynamics of the U.S. Manufacturing Productivity Distribution," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 05/2003, Feb.
• Jens J. Krüger, 2003, "Productivity Dynamics Beyond-the-Mean in U.S. Manufacturing Industries," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 09/2003, May.
• Engel Dirk, 2003, "Höheres Beschäftigungswachstum durch Venture Capital? / Does Venture Capital Affect New Firms' Growth?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 1, pages 1-22, February, DOI: 10.1515/jbnst-2003-0102.
• Michael Gerfin, 2003, "Work-Related Training and Wages: An empirical analysis for male workers in Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0316, Oct.
• Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso, 2003, "Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0305.
• Phu NGUYEN VAN, 2003, "A semiparametric analysis of determinants of protected area," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2003-03.
• Joseph P. Romano & Michael Wolf, 2003, "Stepwise multiple testing as formalized data snooping," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 712, Oct.
• Libertad González, 2003, "Nonparametric bounds on the returns to language skills," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 714, Oct.
• Joseph Romano & Michael Wolf, 2003, "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 727, Dec.
• Juan Carlos Bou & Albert Satorra, 2003, "The persistence of abnormal returns at industry and firm levels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 729, Nov.
• Rosalia Vazquez-Alvarez, 2003, "Anchoring Bias and Covariate Nonresponse," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-19, Dec.
• Michael Lechner & Rosalia Vazquez-Alvarez, 2003, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-20, Dec.
• A. Colin Cameron & Anthony D. Hall, 2003, "A Survival Analysis of Australian Equity Mutual Funds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 94, Jun.
• Mototsugu Shintani & Oliver Linton, 2003, "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0309, May.
• Chad Stroomer & David E.A. Giles, 2003, "Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0304, May.
• David E. A. Giles & Carl Mosk, 2003, "Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 0306, Jun.
• David E. A. Giles & Chad Stroomer, 2003, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0307, Jun.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2003, "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0301, Feb.
• Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003, "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0303, Mar.
• Fernandes, Ana M., 2003, "Trade policy, trade volumes, and plant-level productivity in Colombian manufacturing industries," Policy Research Working Paper Series, The World Bank, number 3064, May.
• Juraj Valachy & Ev??en Ko?enda, 2003, "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-622, Oct.
• Jean‐Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Evzen Kocenda, 2003, "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics, University Library of Munich, Germany, number 0301004, Jan.
• Luciano Gutierrez & Michele Gutierrez, 2003, "International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach," Econometrics, University Library of Munich, Germany, number 0302001, Feb.
• Cumhur Ekinci, 2003, "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance, University Library of Munich, Germany, number 0305006, May, revised 22 Nov 2004.
• Vladislav Kargin, 2003, "Consistent Estimation of Pricing Kernels from Noisy Price Data," Finance, University Library of Munich, Germany, number 0311001, Nov.
• Daniel Stavarek, 2003, "Banking Efficiency in Visegrad Countries Before Joining the European Union," Finance, University Library of Munich, Germany, number 0312010, Dec.
• H. H. Bauer & M. Staat & M. Hammerschmidt, 2003, "Value Based Benchmarking and Market Partitioning," Microeconomics, University Library of Munich, Germany, number 0309004, Sep.
• Timo Kuosmanen & Laurens Cherchye & Timo Sipiläinen, 2003, "The Law of One Price in Data Envelopment Analysis: Restricting Weight Flexibility Across Firms," Microeconomics, University Library of Munich, Germany, number 0312006, Dec, revised 18 Dec 2003.
• Sandy Dall'erba & Julie Le Gallo, 2003, "Regional Convergence And The Impact Of European Structural Funds Over 1989-1999: A Spatial Econometric Analysis," Urban/Regional, University Library of Munich, Germany, number 0310005, Oct, revised 12 Feb 2004.
• Laurens Cherchye & Frederic Vermeulen, 2003, "Nonparametric Analysis of Household Labour Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0302.
• Ordóñez, Andrea & Roosen, Jutta, 2003, "Voluntary Agreements and the Environmental Efficiency of Participating Farms," FE Working Papers, Christian-Albrechts-University of Kiel, Department of Food Economics and Consumption Studies, number 0305.
• Herwartz, Helmut, 2003, "On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,2.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003, "Consistent Testing for Stochastic Dominance under General Sampling Schemes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,31.
• Simar, Léopold, 2003, "How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,33.
• Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno, 2003, "Implied volatility string dynamics," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,54.
• Sibbertsen, Philipp & Venetis, Ioannis, 2003, "Distinguishing between long-range dependence and deterministic trends," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,16.
• Czarnitzki, Dirk & Fier, Andreas, 2003, "Publicly Funded R&D Collaborations and Patent Outcome in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-24.
• Czarnitzki, Dirk, 2003, "Extent and Evolution of the Productivity Gap in Eastern Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-25.
• Hagen, Tobias, 2003, "Do Fixed-Term Contracts Increase the Long-Term Employment Opportunities of the Unemployed?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-49.
• Wilke, Ralf A., 2003, "Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-64.
• Prantl, Susanne, 2003, "Bankruptcy and Voluntary Liquidation: Evidence for New Firms in East and West Germany after Unification," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-72.

2002

• Simon J. Evenett & Wolfgang Keller, 2002, "On Theories Explaining the Success of the Gravity Equation," Journal of Political Economy, University of Chicago Press, volume 110, issue 2, pages 281-316, April, DOI: 10.1086/338746.
• Phu NGUYEN VAN, 2002, "Endogenous Population and Environmental Quality," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2002-09.