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

2002

• Javier Gómez Biscarri, 2002, "Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/02, Oct.
• Piotr Kokoszka & Michael Wolf, 2002, "Subsampling the mean of heavy-tailed dependent observations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 600, Feb.
• Joseph P. Romano & Michael Wolf, 2002, "Improved nonparametric confidence intervals in time series regressions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 635, Jul.
• Markus Froelich, 2002, "What is the value of knowing the propensity score for estimating average treatment effects?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-06, Apr.
• Markus Froelich, 2002, "A generalization of the balancing property of the propensity score," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-08, Apr.
• Markus Froelich, 2002, "Programme Evaluation with Multiple Treatments," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-17, Jul.
• Markus Froelich, 2002, "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-19, Sep.
• Knut Røed & Elisabeth Fevang, 2007, "Organizational Change, Absenteeism, and Welfare Dependency," Journal of Human Resources, University of Wisconsin Press, volume 42, issue 1.
• Mototsugu Shintani, 2002, "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0219, Aug, revised Jul 2004.
• Xiaohong Chen & Yanqin Fan, 2002, "Estimation of Copula-Based Semiparametric Time Series Models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0226, Oct, revised Oct 2004.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2002, "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 0205, May.
• Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos, 2002, "Age effects on consumer demand: an additive partially linear regression model," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 35, issue 1, pages 153-165, February, DOI: 10.1111/1540-5982.00125.
• G.E. Bijwaard, 2002, "Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment," Econometrics, University Library of Munich, Germany, number 0204001, Apr.
• Jim E. Griffin & Mark F.J. Steel, 2002, "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics, University Library of Munich, Germany, number 0209001, Sep, revised 18 Sep 2002.
• David Backus & Silverio Foresi & Liuren Wu, 2002, "Accouting for Biases in Black-Scholes," Finance, University Library of Munich, Germany, number 0207008, Aug.
• Peter Carr & Liuren Wu, 2002, "The Finite Moment Log Stable Process and Option Pricing," Finance, University Library of Munich, Germany, number 0207012, Aug.
• William A. Barnett & Yijun He, 2002, "Bifurcations in Macroeconomic Models," Macroeconomics, University Library of Munich, Germany, number 0210006, Oct.
• K. Tobias Winther, 2002, "Value Creation and Profit Optimization," Microeconomics, University Library of Munich, Germany, number 0206001, Jun, revised 08 Dec 2003.
• Enrico De Giorgi, 2002, "An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios," Risk and Insurance, University Library of Munich, Germany, number 0209001, Sep, revised 09 Sep 2002.
• Laurens Cherchye & Tom Van Puyenbroeck, 2002, "Profit Efficiency Analysis Under Limited Information. With an Application to German Farm Types," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0202.
• Laurens Cherchye & Piet Vanden Abeele, 2002, "On Research Efficiency: A Micro-Analysis of Dutch University Research in Economics and Business Management," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0206.
• Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2002, "The Properties Of Some Goodness-Of-Fit Tests," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 653.
• Andrew B. Bernard & Stephen J. Redding & Peter K. Schott & Helen Simpson, 2002, "Factor Price Equalization in the UK?," Yale School of Management Working Papers, Yale School of Management, number ysm287, Jun.
• Chakrabarty, Manisha & Schmalenbach, Anke, 2002, "The Representative Agent Hypothesis: An Empirical Test," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 26/2002.
• Upper, Christian & Werner, Thomas, 2002, "Time Variation in the Tail Behaviour of Bund Futures Returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,25.
• Feng, Yuanhua, 2002, "Simultaneously Modelling Conditional Heteroskedasticity and Scale Change," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 02/12.
• Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002, "Residual Log-Periodogram Inference for Long-Run Relationships," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 115.
• Kleinow, Torsten, 2002, "Testing the diffusion coefficient," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,38.
• Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002, "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,6.
• Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,75.
• Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002, "Smoothed L-estimation of regression function," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,88.
• Keilbach, Max & Engel, Dirk, 2002, "Firm Level Implications of Early Stage Venture Capital Investment: An Empirical Investigation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-82.
• Fitzenberger, Bernd & Reize, Frank, 2002, "Quantilsregressionen der westdeutschen Verdienste: Ein Vergleich zwischen der Gehalts- und Lohnstrukturerhebung und der IAB-Beschäftigtenstichprobe," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-79.
• Doherr, Thorsten & Czarnitzki, Dirk, 2002, "Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-41.
• Puhani, Patrick A. & Frölich, Markus, 2002, "Immigration and Heterogeneous Labor in Western Germany: A Labor Market Classification Based on Nonparametric Estimation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-01.
• Richard Blundell & Martin Browning & Ian Crawford, 2002, "Nonparametric Engel Curves and Revealed Preference," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2002-04, Mar.
• N.E. Savin & Allan H. Würtz, 2002, "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2002-08, Aug.
• Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002, "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/02, Aug.
• Peter Hall & Rob J. Hyndman, 2002, "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/02, Sep.
• DAROLLES, Serge & FLORENS, Jean-Pierre & RENAULT, Éric, 2002, "Nonparametric Instrumental Regression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-05.
• Guido W. Imbens & Whitney K. Newey, 2002, "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0285, Nov.
• Yacine Ait-Sahalia & Jefferson Duarte, 2002, "Nonparametric Option Pricing under Shape Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8944, May.
• Nina Pavcnik, 2002, "Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 1, pages 245-276.
• Andrew Chesher & Christian Schluter, 2002, "Welfare Measurement and Measurement Error," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 2, pages 357-378.
• Gao, Jiti & Tong, Howell, 2002, "Nonparametric and semiparametric regression model selection," MPRA Paper, University Library of Munich, Germany, number 11987, May, revised Feb 2004.
• Chikhi, Mohamed & Terraza, Michel, 2002, "Un essai de prévision non paramétrique de l'action France Télécom
  [A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper, University Library of Munich, Germany, number 77268, revised Dec 2003.
• Emmanuel Duguet & Stéphanie Monjon, 2002, "Les fondements microéconomiques de la persistance de l'innovation. Une analyse économétrique," Revue Économique, Programme National Persée, volume 53, issue 3, pages 625-636, DOI: 10.3406/reco.2002.410432.
• Pedro Portugal & José A. F. Machado, 2002, "Quantile Regression Methods: na Application to U.S. Unemployment Duration," Working Papers, Banco de Portugal, Economics and Research Department, number w200201.
• Hugo Kruiniger, 2002, "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 450, Jan.
• George Kapetanios, 2002, "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 474, Nov.
• Dubois, P. & De Janvry, A. & Sadoulet, E., 2002, "Effects on school enrollment and performance of a conditional transfers program in Mexico," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 36.
• M.J. Artis & W. Zhang, 2002, "Membership of EMU: A Fuzzy Clustering Analysis of Alternative Criteria," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 54-79.
• Christian A. Ruzzier, 2002, "Una Introducción a la Estimación No Paramétrica de Fronteras de Eficiencia," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 41_2002, Jul.
• Gordon B. Dahl, 2002, "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 488, Feb.
• Shakeeb Khan & Elie Tamer, 2002, "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 495, Oct.
• D. O Neill & O. Sweetman & D. Van De Gaer, 2002, "Consequences of Specification Error for Distributional Analysis With an Application to Intergenerational Mobility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 02/156, Nov.
• Enrico Capobianco, 2002, "Risk and Multi-resolution Regimes in Volatility Processes," Computing in Economics and Finance 2002, Society for Computational Economics, number 26, Jul.
• Helene Chevrou-Severac, 2002, "Sigma-Convergence in Clubs of European Regions," Computing in Economics and Finance 2002, Society for Computational Economics, number 282, Jul.
• Christian de Peretti, 2002, "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002, Society for Computational Economics, number 334, Jul.
• Fabrizio Lillo & Rosario N. Mantegna, 2002, "Empirical investigation and modeling of a financial market after a crash," Computing in Economics and Finance 2002, Society for Computational Economics, number 339, Jul.
• Min-Hsien Chiang & Chihwa Kao, 2002, "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 60, Jul.
• Ana B. C. Galvão & Michael P. Clements, 2002, "Conditional mean functions of non-linear models of US output," Empirical Economics, Springer, volume 27, issue 4, pages 569-586.
• Thanasis Stengos & Theofanis P. Mamuneas & Pantelis Kalaitzidakis, 2002, "Specification and sensitivity analysis of cross-country growth regressions," Empirical Economics, Springer, volume 27, issue 4, pages 645-656.
• Maria Elvira Mancino & Paul Malliavin, 2002, "Fourier series method for measurement of multivariate volatilities," Finance and Stochastics, Springer, volume 6, issue 1, pages 49-61.
• Jorge Belaire-Franch & Dulce Contreras, 2002, "A Pearson's test for symmetry with an application to the Spanish business cycle," Spanish Economic Review, Springer;Spanish Economic Association, volume 4, issue 3, pages 221-238.
• William Greene, 2002, "Convenient estimators for the panel probit model: Further results," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 02-06.
• Nilanjana Roy, 2002, "Is Adaptive Estimation Useful For Panel Models With Heteroskedasticity In The Individual Specific Error Component? Some Monte Carlo Evidence," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 2, pages 189-203, DOI: 10.1081/ETC-120014348.
• Yanqin Fan & Qi Li, 2002, "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 3, pages 337-352, DOI: 10.1081/ETC-120015787.
• Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002, "Semi-parametric Models for Satisfaction with Income," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-87.
• Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002, "Semi-parametric Models for Satisfaction with Income," Other publications TiSEM, Tilburg University, School of Economics and Management, number a7ab8987-444a-4ab0-b566-c.
• Rajeev H. Dehejia & Sadek Wahba, 2002, "Propensity Score-Matching Methods For Nonexperimental Causal Studies," The Review of Economics and Statistics, MIT Press, volume 84, issue 1, pages 151-161, February.
• Don Fullerton & Gilbert Metcalf, 2002, "The Distribution of Tax Burdens," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0201.
• Roosen, Jutta & Ordonez, Andrea, 2002, "Voluntary Agreements and the Environmental Efficiency of Participating Farms," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24897, DOI: 10.22004/ag.econ.24897.
• Gutierrez, Luciano & Guiterrez, M., 2002, "International R&D Spillovers and Productivity Growth in the Agricultural Sector A Panel Cointegration Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24967, DOI: 10.22004/ag.econ.24967.
• Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., , "The Properties of Some Goodness-of-Fit Tests," Economic Research Papers, University of Warwick - Department of Economics, number 269466, DOI: 10.22004/ag.econ.269466.
• Fernandes, Ana, 2002, "Trade Policy, Trade Volumes and Plant-Level Productivity in Colombian Manufacturing Industries," Center Discussion Papers, Yale University, Economic Growth Center, number 28444, DOI: 10.22004/ag.econ.28444.
• Ronaldo Dias, 2002, "A review of non-parametric curve estimation methods with application to Econometrics," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 3, issue 1, pages 31-75, January-J.
• Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002, "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers, Institute for Fiscal Studies, number 02/02, Nov, DOI: 10.1920/wp.cem.2002.0202.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2002, "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers, Institute for Fiscal Studies, number 21/02, Apr, DOI: 10.1920/wp.cem.2002.2102.
• Hall P. & Simar L., 2002, "Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error," Journal of the American Statistical Association, American Statistical Association, volume 97, pages 523-534, June.
• Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette, 2002, "Une mesure de la persistance dans les indices boursiers," Working papers, Banque de France, number 94.
• Sanvi Avouyi-Dovi & Dominique Guégan & Sophie Ladoucette, 2002, "What is the Best Approach to Measure the Interdependence between Different Markets?," Working papers, Banque de France, number 95.
• Daniel Levy, 2002, "Cointegration in Frequency Domain," Working Papers, Bar-Ilan University, Department of Economics, number 2002-12, May.
• Niels Haldrup & Peter Lildholdt, 2002, "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 2, pages 155-171, March, DOI: 10.1111/1467-9892.00260.
• D. Levy, 2002, "Cointegration in frequency domain," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 3, pages 333-339, May, DOI: 10.1111/1467-9892.00267.
• Shakeeb Khan & Arthur Lewbel, 2002, "Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 525, Feb, revised 04 Sep 2006.
• Arthur Lewbel, 2002, "Ordered Response Threshold Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 535, Jun, revised 29 Oct 2003.
• Kirman Alan & Teyssière Gilles, 2002, "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 5, issue 4, pages 1-23, January, DOI: 10.2202/1558-3708.1083.
• Jesus Fernandez-Villaverde & Dirk Krueger, 2002, "Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data," Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP), number 7, Nov.
• Emmanuel Duguet & Stéphanie Monjon, 2002, "Les fondements microéconomiques de la persistance de l'innovation. Une analyse économétrique," Revue économique, Presses de Sciences-Po, volume 53, issue 3, pages 625-636.
• A. Sancetta & Satchell, S.E., 2002, "New Test Statistics for Market Timing with Application to Emerging markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0222, Sep.
• Surajit Deb, 2002, "The Debate on Agriculture-Industry Terms of Trade in India," Working papers, Centre for Development Economics, Delhi School of Economics, number 109, Nov.
• Alex Bryson, 2002, "The Union Membership Wage Premium: An Analysis Using Propensity Score Matching," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0530, May.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002, "Factor Price Equalization in the UK?," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0547, Sep.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 433, Mar.
• Oliver Linton & Mototsugu Shintani, 2002, "Nonparametric Neutral 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 434, Mar.
• Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 435, Jun.
• Sageeta Pratap & Erwan Quintin, 2002, "Are Labor Markets Segmented in Argentina? A Semiparametric Approach," Working Papers, Centro de Investigacion Economica, ITAM, number 0202, Feb.
• Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002, "Alternative Models for Stock Price Dynamics," CIRANO Working Papers, CIRANO, number 2002s-58, Jun.
• Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos, 2002, "Age effects on consumer demand: an additive partially linear regression model," Canadian Journal of Economics, Canadian Economics Association, volume 35, issue 1, pages 153-165, February, DOI: 10.1111/1540-5982.00125.
• G. Boero & J. Smith & KF. Wallis, 2002, "The properties of some goodness-of-fit tests," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200209.
• Katja Vinha, 2002, "A Primer On Propensity Score Matching Estimators," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 1928, Feb.
• Lucas An√≠bal Pussetto, 2002, "Gasto P√Öblico Y Crecimiento Econ√Ìmico: Evidencia Para El Caso Argentino," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2759, Oct.
• Marcela Mel√©ndez & Pablo Medina & Diana Kassem, 2002, "La Din√Åmica De La Productividad En El Sector De Alimentos," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2976, Oct.
• Diego Mauricio V�squez E. & Luis Fernando Melo Velandia, 2002, "Estimaci�N De La Estructura A Plazo De Las Tasas De Inter�S En Colombia Por Medio Del M�Todo De Funciones B-Spline C�Bicas," Borradores de Economia, Banco de la Republica, number 2595, May.
• Francisco Javier LASSO VALDERRAMA, 2002, "Economías de escala en los hogares y pobreza," Archivos de Economía, Departamento Nacional de Planeación, number 2399, Nov.
• Dulce Saura Bacaicoa & Ángel Rodriguéz, 2002, "No linealidad y economía Austríaca," Revista de Economía del Rosario, Universidad del Rosario.
• VEREDAS, David & RODRIGUEZ-POO, Juan & ESPASA, Antoni, 2002, "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002023, Apr.
• Joel L. Horowitz & Sokbae Lee, 2002, "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A5-3, Mar.
• Hugo Kruiniger, 2002, "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-2, Mar.
• Puhani, Patrick & Fröhlich, Markus, 2002, "Immigration and Heterogeneous Labour in Western Germany: A Labour Market Classification Based on Nonparametric Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3158, Jan.
• Bernard, Andrew & Redding, Stephen & Simpson, Helen & Schott, Peter, 2002, "Factor Price Equalization in the UK?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3523, Aug.
• Audretsch, David & Lehmann, Erik, 2002, "Does the New Economy Need New Governance? Ownership, Knowledge and Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3626, Nov.
• Badi H. Baltagi & Dong Li, 2002, "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Annals of Economics and Finance, Society for AEF, volume 3, issue 1, pages 103-116, May.
• Jeff Racine, 2002, "Generalized Semiparametric Binary Prediction," Annals of Economics and Finance, Society for AEF, volume 3, issue 1, pages 117-134, May.
• Ibrahim A. Ahmad, 2002, "Nonparametric Inference Based on Sampled Minima," Annals of Economics and Finance, Society for AEF, volume 3, issue 2, pages 453-469, November.
• Bontemps, Christophe & Couture, Stéphane, 2002, "Irrigation water demand for the decision maker," Environment and Development Economics, Cambridge University Press, volume 7, issue 4, pages 643-657, October.
• Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2002, "On Intercept Estimation In The Sample Selection Model," Econometric Theory, Cambridge University Press, volume 18, issue 1, pages 40-50, February.
• Linton, Oliver & Whang, Yoon-Jae, 2002, "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, volume 18, issue 2, pages 420-468, April.
• Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1356, Feb, revised Mar 2002.
• Ted Juhl & Zhijie Xiao, 2002, "Partially Linear Models with Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1359, Apr.
• Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002, "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1363, May.
• Yixiao Sun & Peter C.B. Phillips, 2002, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1366, May.
• Donald W.K. Andrews, 2002, "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1370, May.
• Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1375, Jun.
• George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1376, Jul.
• Donald W.K. Andrews & Yixiao Sun, 2002, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1384, Oct.
• Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002, "Residual log-periodogram inference for long-run relationships," 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 18289.
• Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002, "Residual Log-Periodogram Inference for Long-Run-Relationships," 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 37317, Jun.
• Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2009, "Residual Log-Periodogram Inference for Long-Run-Relationships," 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 77562.
• Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002, "Alternative Models for Stock Price Dynamic," Working Papers, Duke University, Department of Economics, number 02-03.
• Beresteanu, Arie, 2002, "Nonparametric Analysis of Cost Complementarities in the Telecommunications Industry," Working Papers, Duke University, Department of Economics, number 02-07.
• Bødskov Andersen, Allan & Wagener, Tom, 2002, "Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices," Working Paper Series, European Central Bank, number 198, Dec.
• Upper, Christian & Werner, Thomas, 2002, "Time variation in the tail behaviour of bunds futures returns," Working Paper Series, European Central Bank, number 199, Dec.
• Michael Gerfin & Michael Lechner, 2002, "A Microeconometric Evaluation of the Active Labour Market Policy in Switzerland," Economic Journal, Royal Economic Society, volume 112, issue 482, pages 854-893, October.
• Arthur Lewbel & Oliver Linton, 2002, "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, volume 70, issue 2, pages 765-779, March.
• Donald J. Brown & Marten H. Wegkamp, 2002, "Weighted Minimum Mean-Square Distance from Independence Estimation," Econometrica, Econometric Society, volume 70, issue 5, pages 2035-2051, September.
• Gordon B. Dahl, 2002, "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," Econometrica, Econometric Society, volume 70, issue 6, pages 2367-2420, November.
• Soren Blomquist & Whitney Newey, 2002, "Nonparametric Estimation with Nonlinear Budget Sets," Econometrica, Econometric Society, volume 70, issue 6, pages 2455-2480, November.
• Frijters, Paul, 2002, "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, volume 75, issue 3, pages 289-292, May.
• Ioannides, Yannis M. & Seslen, Tracey N., 2002, "Neighborhood wealth distributions," Economics Letters, Elsevier, volume 76, issue 3, pages 357-367, August.
• Linton, Oliver, 2002, "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, volume 106, issue 2, pages 325-368, February.
• Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002, "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, volume 107, issue 1-2, pages 213-233, March.
• Redding, Stephen, 2002, "Specialization dynamics," Journal of International Economics, Elsevier, volume 58, issue 2, pages 299-334, December.
• Jolliffe, Dean, 2002, "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," Journal of Comparative Economics, Elsevier, volume 30, issue 2, pages 276-295, June.
• Eichler, Martin & Lechner, Michael, 2002, "An evaluation of public employment programmes in the East German State of Sachsen-Anhalt," Labour Economics, Elsevier, volume 9, issue 2, pages 143-186, April.
• Ana Fernandes, 2002, "Trade Policy, Trade Volumes and Plant-Level Productivity in Colombian Manufacturing Industries," Working Papers, Economic Growth Center, Yale University, number 847, Jul.
• Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie, 2002, "More efficient kernel estimation in nonparametric regression with autocorrelated errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2017, Jun.
• Shintani, Mototsugu & Linton, Oliver, 2002, "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 2093, Mar.
• Redding, Stephen, 2002, "Specialization dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 210, Dec.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002, "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2207, Mar.
• Bernard, Andrew B. & Redding, Stephen & Schott, Peter K. & Simpson, Helen, 2002, "Factor price equalization in the UK?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3704, Sep.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp407, Feb.
• Gijs Dekkers & Jean-Maurice Frère, 2002, "Working Paper 04-02 - Dualisering in het digitale tijdperk - Een onderzoek naar de verbanden tussen multidimensionele armoede en informatie- en communicatie-technologie," Working Papers, Federal Planning Bureau, Belgium, number 200204, May.
• Daniel Levy, 2002, "Cointegration in frequency domain," Post-Print, HAL, number hal-02385599, May, DOI: 10.1111/1467-9892.00267.
• Sianesi, Barbara, 2002, "Differential effects of Swedish active labour market programmes for unemployed adults during the 1990s," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:5, Feb.
• Carling, Kenneth & Larsson, Laura, 2002, "Does early intervention help the unemployed youth?," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:10, Jun.
• Abbring, Jaap H. & van den Berg, Gerard J., 2002, "Dynamically assigned treatments: duration models, binary treatment models, and panel data models," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:20, Aug.
• Fredriksson, Peter & Johansson, Per, 2002, "Program evaluation and random program starts," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2003:1, Dec.
• Daunfeldt, Sven-Olov & de Luna, Xavier, 2002, "Central Bank Independence and Price Stability: Evidence from 23 OECD-countries," Umeå Economic Studies, Umeå University, Department of Economics, number 589, Sep, revised 12 Jun 2003.
• Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002, "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 597, Dec.
• Fredriksson, Peter & Johansson, Per, 2002, "Program Evaluation and Random Program Starts," Working Paper Series, Uppsala University, Department of Economics, number 2003:1, Dec.
• Arias, Omar & Yamada, Gustavo & Tejerina, Luis, 2002, "Education, Family Background and Racial Earnings Inequality in Brazil," IDB Publications (Working Papers), Inter-American Development Bank, number 4369, Sep.
• Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002, "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/02, Nov.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/02, Dec.
• Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002, "Semi-parametric models for satisfaction with income," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/02, Mar.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2002, "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/02, Apr.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002, "Factor price equalisation in the UK," IFS Working Papers, Institute for Fiscal Studies, number W02/11, Jun.
• Mr. Mohsin S. Khan & Mr. Shigeru Iwata & Mr. Hiroshi Murao, 2002, "Sources of Economic Growth in East Asia: A Nonparametric Assessment," IMF Working Papers, International Monetary Fund, number 2002/013, Jan.
• Claudio Sapelli & Bernardita Vial, 2002, "The Performance of Private and Public Schools in the Chilean Voucher System," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 118, pages 423-454.
• VAN KERM Philippe, 2002, "On the magnitude of income mobility in Germany," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2002-03, Jan.
• Antonio Acconcia & Daniel Montolio & Leone Leonida & Marta Espasa, 2002, "Lock-In Effects Of Eu R&D Spending On Regional Growth. A Non-Parametric And Semi-Parametric Conditional Quantile Regressions Approach," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-12, Jun.