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

• Emili Tortosa Ausina, 2002, "Sensitivity Analysis Of Efficiency And Malmquist Productivity Indices: An Application To Spanish Savings Banks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-30, Nov.
• Frölich, Markus & Puhani, Patrick A., 2002, "Immigration and Heterogeneous Labor in Western Germany," IZA Discussion Papers, Institute of Labor Economics (IZA), number 418, Jan.
• Tekin, Erdal, 2002, "Child Care Subsidies, Wages, and Employment of Single Mothers," IZA Discussion Papers, Institute of Labor Economics (IZA), number 517, Jun.
• Frölich, Markus, 2002, "Programme Evaluation with Multiple Treatments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 542, Aug.
• Frölich, Markus, 2002, "What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 548, Aug.
• Frölich, Markus, 2002, "Nonparametric IV Estimation of Local Average Treatment Effects with Covariates," IZA Discussion Papers, Institute of Labor Economics (IZA), number 588, Sep.
• Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002, "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 6, pages 617-639, DOI: 10.1002/jae.646.
• Almus Matthias & Prantl Susanne, 2002, "Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen / The Impact of Public Start-up Promotion on Survival and Growth of New Firms," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 2, pages 161-185, April, DOI: 10.1515/jbnst-2002-0202.

2001

• Chen, Shu-Heng & Lux, Thomas & Marchesi, Michele, 2001, "Testing for non-linear structure in an artificial financial market," Journal of Economic Behavior & Organization, Elsevier, volume 46, issue 3, pages 327-342, November.
• Blomquist, Soren & Eklof, Matias & Newey, Whitney, 2001, "Tax reform evaluation using non-parametric methods: Sweden 1980-1991," Journal of Public Economics, Elsevier, volume 79, issue 3, pages 543-568, March.
• Linton, Oliver & Xiao, Zhijie, 2001, "A nonparametric regression estimator that adapts to error distribution of unknown form," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2120, Jun.
• Linton, Oliver & Perch Nielsen, Jens & van de Geer, Sara, 2001, "Estimating multiplicative and additive hazard functions by kernel methods," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2168, Feb.
• O. Scaillet, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2001-24.
• Kuosmanen, T. & Post, G.T., 2001, "Testing for Productive Efficiency with Errors-in-Variables: with an application to the Dutch electricity sesctor," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-22-F&A, Apr.
• Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001, "Testing the Markov property with ultra high frequency financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 414, Mar.
• Sangeeta Pratap & Erwan Quintin, 2001, "Are labor markets segmented in Argentina? a semiparametric approach," Center for Latin America Working Papers, Federal Reserve Bank of Dallas, number 0701.
• Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001, "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers, Financial Markets Group, number dp382, Jun.
• Oliver Linton & Mototsugu Shintani, 2001, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," FMG Discussion Papers, Financial Markets Group, number dp383, Jun.
• Rolin, J.M., 2001, "Nonparametric Competing Risks Models : Identification and Strong Consistency," Papers, Catholique de Louvain - Institut de statistique, number 0115.
• Linton, Oliver B. & Perch Nielsen, Jens & Van de Geer, Sara, 2001, "Estimating Multiplicative and Additive Hazard Functions by Kernel Methods," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 01-2, Feb.
• Carling, Kenneth & Richardson, Katarina, 2001, "The relative efficiency of labor market programs: Swedish experience from the 1990's," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2001:2, Mar.
• de Luna, Xavier & Johansson, Per, 2001, "Testing exogeneity under distributional misspecification," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2001:9, Jul.
• Leone Leonida & Daniel Montolio, 2001, "Convergence and Inter-Distributional Dynamics among the Spanish Provinces. A Non-parametric Density Estimation Approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2001/7.
• Andrew Chesher & Christian Schluter, 2001, "Welfare measurement and measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/01, Apr.
• Hidehiko Ichimura & Oliver Linton, 2001, "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/01, Sep.
• Richard Blundell & James L. Powell, 2001, "Endogeneity in semiparametric binary response models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/01, Jul.
• Arthur Lewbel & Oliver Linton & Daniel McFadden, 2001, "Estimating features of a distribution from binomial data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/01, Dec.
• Barbara Sianesi, 2001, "Differential effects of Swedish active labour market programmes for unemployed adults during the 1990s," IFS Working Papers, Institute for Fiscal Studies, number W01/25, Dec.
• Tobias, Justin, 2001, "Are Returns to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability-Earnings Relationships," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12016, Jan.
• DiNardo, John & Tobias, Justin, 2001, "Nonparametric Density and Regression Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12020, Jan.
• Augurzky, Boris & Schmidt, Christoph M., 2001, "The Propensity Score: A Means to An End," IZA Discussion Papers, Institute of Labor Economics (IZA), number 271, Mar.
• Joseph G. Hirschberg & Esfandiar Maasoumi & Daniel J. Slottje, 2001, "Clusters of attributes and well-being in the USA," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 445-460.
• Jens J. Krüger, 2001, "The Global Trends of Total Factor Productivity. Evidence from the Nonparametric Malmquist Index Approach," Working Paper Series B, Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 2001-01, Feb.
• LE GALLO, Julie, 2001, "Space-time analysis of GDP disparities among European regions: A Markov chains approach," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2001-06, Mar.
• Jorge Hugo Barrientos Marín, 2001, "Calidad de la educación y rendimiento académico en Bogotá," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 021.
• Jorge Hugo Barrientos Marín, 2001, "Características del plantel y calidad de la educación en Bogotá," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 022.
• Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J., 2001, "Clusters of Attributes and Well-Being in the US," Department of Economics - Working Papers Series, The University of Melbourne, number 778.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-08.
• Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-08.
• B. Crã‰Pon & R. Desplatz, 2001, "Evaluation of payroll tax subsidies for low-wage workers," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-10.
• Jim Engle-Warnick, 2001, "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W14, Aug.
• Dean Hyslop & Dave Maré, 2001, "Understanding Changes in the Distribution of Household Incomes in New Zealand Between 1983-86 and 1995-98," Treasury Working Paper Series, New Zealand Treasury, number 01/21.
• Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy, 2001, "R-estimation for ARMA models," MPRA Paper, University Library of Munich, Germany, number 21167.
• Moloche, Guillermo, 2001, "Local Nonparametric Estimation of Scalar Diffusions," MPRA Paper, University Library of Munich, Germany, number 46154, Sep.
• Robert Kast & André Lapied & Sophie Pardo & Camélia Protopopescu, 2001, "Évaluation de risques controversés par la théorie des options réelles," Économie et Prévision, Programme National Persée, volume 149, issue 3, pages 51-63, DOI: 10.3406/ecop.2001.6291.
• Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001, "Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence," Working Paper, Economics Department, Queen's University, number 1249, Mar.
• Weshah Razzak, 2001, "Triples Asymmetry Test for "Business Cycle Asymmetries: International Evidence"," Computer Codes, Review of Economic Dynamics, number razzak01, revised .
• W.A. Razzak, 2001, "Business Cycle Asymmetries: International Evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 4, issue 1, pages 230-243, January, DOI: 10.1006/redy.2000.0109.
• Harald Hruschka, 2001, "An Artificial Neural Net Attraction Model (Annam) To Analyze Market Share Effects Of Marketing Instruments," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 53, issue 1, pages 27-40, January.
• Malcolm Beynon, Keith Whitfield, 2001, "The use of Fuzzy Decision Tree Analysis in Monitoring a Minimum Wage," Computing in Economics and Finance 2001, Society for Computational Economics, number 101, Apr.
• Rocio Sanchez, 2001, "Estimation of a dynamic structural model of irreversible investment," Computing in Economics and Finance 2001, Society for Computational Economics, number 163, Apr.
• Alan P. Kirman, Gilles Teyssiere, 2001, "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," Computing in Economics and Finance 2001, Society for Computational Economics, number 221, Apr.
• Spyros Skouras, 2001, "Risk Neutral Forecasting," Computing in Economics and Finance 2001, Society for Computational Economics, number 50, Apr.
• Yannis Bilias & Roger Koenker, 2001, "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, volume 26, issue 1, pages 199-220.
• Len Umantsev & Victor Chernozhukov, 2001, "Conditional value-at-risk: Aspects of modeling and estimation," Empirical Economics, Springer, volume 26, issue 1, pages 271-292.
• Omar Arias & Walter Sosa-Escudero & Kevin F. Hallock, 2001, "Individual heterogeneity in the returns to schooling: instrumental variables quantile regression using twins data," Empirical Economics, Springer, volume 26, issue 1, pages 7-40.
• Moshe Buchinsky, 2001, "Quantile regression with sample selection: Estimating women's return to education in the U.S," Empirical Economics, Springer, volume 26, issue 1, pages 87-113.
• Dorothe Bonjour & Michael Gerfin, 2001, "The unequal distribution of unequal pay - An empirical analysis of the gender wage gap in Switzerland," Empirical Economics, Springer, volume 26, issue 2, pages 407-427.
• Albert Satorra & Peter Bentler, 2001, "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, volume 66, issue 4, pages 507-514, December, DOI: 10.1007/BF02296192.
• Jeroen Hinloopen & Charles Marrewijk, 2001, "On the empirical distribution of the Balassa index," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 1, pages 1-35, March, DOI: 10.1007/BF02707598.
• Maria Mancusi, 2001, "Technological specialization in industrial countries: Patterns and dynamics," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 4, pages 593-621, December, DOI: 10.1007/BF02707425.
• Sven-Olov Daunfeldt & Xavier De Luna, 2001, "The efficacy and cost of regime shifts in inflation policies-Evidence from New Zealand and Sweden," Applied Economics, Taylor & Francis Journals, volume 33, issue 2, pages 217-224, DOI: 10.1080/00036840121726.
• Gordon Anderson, 2001, "The Power And Size Of Nonparametric Tests For Common Distributional Characteristics," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 1-30, DOI: 10.1081/ETC-100104077.
• Thanasis Stengos & Yiguo Sun, 2001, "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 41-60, DOI: 10.1081/ETC-100104079.
• Evzen Kocenda, 2001, "An Alternative To The Bds Test: Integration Across The Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 3, pages 337-351, DOI: 10.1081/ETC-100104938.
• Badi Baltagi & Qi Li, 2001, "Estimation Of Econometric Models With Nonparametrically Specified Risk Terms," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 445-460, DOI: 10.1081/ETC-100106999.
• Beirlant, J. & Bouquiaux, C. & Werker, B.J.M., 2001, "Semiparametric Lower Bounds for Tail Index Estimation," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-65.
• Drost, F.C. & Werker, B.J.M., 2001, "Semiparametric Duration Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-11.
• Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 2001, "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-67.
• Drost, F.C. & Werker, B.J.M., 2001, "Semiparametric Duration Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 845b71c6-9525-4006-a0df-4.
• Yannis Ioannides, 2001, "Neighborhood Income Distributions," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0103.
• Yannis M. Ioannides & Tracey N. Seslen, 2001, "Neighborhood Wealth Distributions," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0116.
• Irene Perrote Coste & Juan Gabriel Rodríguez Hernández & Rafael Salas del Marmol, 2001, "A non-parametric decomposition of redistribution into vertical and horizontal components," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 01-07.
• Savin, N.E. & Wurtz, Allan H., 2001, "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers, University of Iowa, Department of Economics, number 2001-01, Jan.
• Théophile AZOMAHOU & NGUYEN Van Phu, 2001, "Economic Growth and CO2 Emissions: a Nonparametric Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-01.
• Théophile AZOMAHOU, 2001, "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-05.
• Théophile Azomahou, 2001, "GMM Estimation of Lattice Models Using Panel Data: Application," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-09.
• Phu NGUYEN VAN & Ulrich KAISER & François LAISNEY, 2001, "The Performance of German Firms in the Business-Related Service Sectors: A Dynamic Analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-16.
• Jesús Gonzalo & Michael Wolf, 2001, "Subsampling inference in threshold autoregressive models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 573, Oct.
• Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001, "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 599, Dec.
• Thierry Ané & Chiraz Labidi, 2001, "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 64, Sep.
• Charles H. Mullin, 2001, "Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0109, May.
• Mototsugu Shintani & Oliver Linton, 2001, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0111, Jun.
• David E. A. Giles & Robert Draeseke, 2001, "Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm," Econometrics Working Papers, Department of Economics, University of Victoria, number 0101, Jan.
• Dean Jolliffe, 2001, "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 401, Jul.
• Astrid Grasdal, 2001, "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., volume 10, issue 5, pages 385-398, July, DOI: 10.1002/hec.628.
• Jaromir Antoch & Jan Hanousek, 2001, "Model Selection and Simplification Using Lattices," Econometrics, University Library of Munich, Germany, number 0012004, Feb.
• Emmanuel Guerre & Pascal Lavergne, 2001, "Rate-optimal data-driven specification testing in regression models," Econometrics, University Library of Munich, Germany, number 0107001, Jul.
• Timo Kuosmanen, 2001, "Stochastic Dominance Efficiency Tests under Diversification," Finance, University Library of Munich, Germany, number 0105001, May.
• Pok Man Chak & Neal Madras & J. Barry Smith, 2001, "Consistent Estimation of Shape-Restricted Functions and Their Derivatives," Working Papers, York University, Department of Economics, number 2001_03, Nov.
• Dick Wittink & Peter S.H. Leeflang & Harald J. van Heerde, 2001, "Flexible Decomposition of Sales Promotion Effects Using Store-Level Scanner Data," Yale School of Management Working Papers, Yale School of Management, number ysm193, May.
• Chakrabarty, Manisha & Schmalenbach, Anke, 2001, "An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 31/2001.
• Chakrabarty, Manisha, 2001, "The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 37/2001.
• Linton, Oliver Bruce & Xiao, Zhijie, 2001, "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,33.
• Tamine, Julien, 2001, "Smoothed influence function: Another view at robust nonparametric regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,62.
• Sibbertsen, Philipp, 2001, "Log-periodogram estimation of the memory parameter of a long-memory process under trend," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,39.
• Sibbertsen, Philipp, 2001, "Long-memory in volatilities of German stock returns," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,42.
• Almus, Matthias & Prantl, Susanne, 2001, "Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-03.
• Czarnitzki, Dirk, 2001, "Die Auswirkung der Forschungs- und Technologiepolitik auf die Innovationsaktivitäten ostdeutscher Unternehmen," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-05.
• Engel, Dirk, 2001, "Höheres Beschäftigungswachstum durch Venture Capital?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-34.
• Hagen, Tobias, 2001, "Do temporary workers receive risk-premiums? Assessing the wage effects of fixed-term contracts in West-Germany by matching estimators compared with parametric apporaches," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-71.
• Robert Breunig, 2001, "Nonparametric Density Estimation for Stratified Samples," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-459, Feb, revised Nov 2005.
• John DiNardo & Justin L. Tobias, 2001, "Nonparametric Density and Regression Estimation," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 11-28, Fall.
• Temel, Tugrul T., 2001, "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20600, DOI: 10.22004/ag.econ.20600.
• Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2001, "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273748, Mar, DOI: 10.22004/ag.econ.273748.
• Gilles Teyssière & Alan Kirman, 2001, "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.4, Jan.
• Diks, C.G.H. & Manzan, S., 2001, "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-02.
• DE CEUSTER, Marc & ANNAERT, Jan & HODSGON, Allan, 2001, "Moment condition failure Australian evidence," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2001010, Apr.
• Jean-Yves Duclos & Vincent Jalbert & Abdelkrim Araar, 2001, "Classical Horizontal Inequity and Reranking: an Integrated Approach," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 478.01, Jan.
• Andrew Chesher & Christian Schluter, 2001, "Welfare measurement and measurement error," CeMMAP working papers, Institute for Fiscal Studies, number 03/01, Apr, DOI: 10.1920/wp.cem.2001.0301.
• Hidehiko Ichimura & Oliver Linton, 2001, "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers, Institute for Fiscal Studies, number 04/01, Sep, DOI: 10.1920/wp.cem.2001.0401.
• Richard Blundell & James L. Powell, 2001, "Endogeneity in semiparametric binary response models," CeMMAP working papers, Institute for Fiscal Studies, number 05/01, Jul, DOI: 10.1920/wp.cem.2001.0501.
• Fuchun Li & Greg Tkacz, 2001, "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers, Bank of Canada, number 01-12, DOI: 10.34989/swp-2001-12.
• Yoshihisa Suzuki, 2001, "An Artificial Neural Network Test For Structural Change With Unspecified Parametric Form," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 3, pages 339-365, September, DOI: 10.1111/1468-5876.00199.
• Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001, "Évaluation de risques controversés par la théorie des options réelles," Economie & Prévision, La Documentation Française, volume 149, issue 3, pages 51-63.
• Oliver Linton & Jens Perch Nielsen & Sara van de Geer, 2001, "Estimating Multiplicative and Additive Hazard Functions by Kernel Methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 411, Feb.
• Oliver Linton & Zhijie Xiao, 2001, "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 419, Jun.
• Gracia Orlando & Gustavo Hern�ndez & Juan Mauricio Ramirez, 2001, "Diferenciales salariales y mercados laborales en la industria colombiana," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• AZOMAHOU, Théophile & VAN PHU, Nguyen, 2001, "Economic growth and CO2 emissions: a nonparametric approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001012, Mar.
• Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert, 2001, "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2843, Jun.
• Lechner, Michael & Gerfin, Michael, 2001, "A Microeconometric Evaluation of Active Labour Market Policy in Switzerland," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2993, Oct.
• Wakelin, Katharine & Girma, Sourafel, 2001, "Regional Underdevelopment: Is FDI the Solution? A Semiparametric Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2995, Oct.
• David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001, "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers, Center for Research in Economics and Statistics, number 2001-19.
• Gil-Bazo, Javier & Rubio, Gonzalo, 2001, "A nonparametric dimension test of the term structure," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb012106, Mar.
• Romano, Joseph P. & Wolf, Michael, 2001, "Improved nonparametric confidence intervals in time series regressions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws010201, Jan.
• Veredas, David & Rodríguez Poo, Juan M. & Espasa, Antoni, 2001, "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws013321, Jun.
• Olivier SCAILLET, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001017, Jun.
• Yanqin Fan & Paul Rilstone, 2001, "A Consistent Test for the Parametric Specification of the Hazard Function," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 77-96, May.
• Qi-Man Shao & Hao Yu & Jun Yu, 2001, "Do Stock Returns Follow a Finite Variance Distribution?," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 467-486, November.
• Donald J. Brown & Marten H. Wegkamp, 2001, "Weighted Minimum Mean-Square Distance from Independence Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1288, Feb.
• Donald W.K. Andrews & Yixiao Sun, 2001, "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1293, Feb.
• Jun Yu & Peter C.B. Phillips, 2001, "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1309, Jul.
• Federico M. Bandi & Peter C.B. Phillips, 2001, "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1332, Sep.
• Jeon, Byung M. & Sickles, Robin, 2001, "The Role of Environmental Factors in Growth Accounting: A Nonparametric Analysis," Working Papers, Rice University, Department of Economics, number 2001-08, Aug.
• Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001, "An analysis of housing expenditure using semiparametric models and panel data," Journal of Econometrics, Elsevier, volume 101, issue 1, pages 71-107, March.
• Lavergne, Pascal, 2001, "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, volume 103, issue 1-2, pages 307-344, July.
• Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001, "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, volume 105, issue 1, pages 185-223, November.

2000

• Pedro J. F. de Lima & Michelle L. Barnes, 2000, "Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-05.
• Bernd Ebersberger & Uwe Cantner & Horst Hanusch, 2000, "Analyzing Inefficiency Using a Frontier Search Approach," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 199, Dec.
• Andrew Dickerson & John Peirson & Roger Vickerman, 2000, "Road Accidents and Traffic Flows: An Econometric Investigation," Economica, London School of Economics and Political Science, volume 67, issue 265, pages 101-121, February, DOI: 10.1111/1468-0335.00198.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 439, Jan.
• Arthur Lewbel, 2000, "Identification of the Binary Choice Model with Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 457, Jan.
• Arthur Lewbel, 2000, "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 462, Jun, revised 13 Jun 2007.
• Yudon, Y. & Weeks, M., 2000, "Provincial Income Convergence in China, 1953-1997: a Panel Data Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0010, Nov.
• Aman Ullah & Kusum Mundra, 2000, "Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows," Working papers, Centre for Development Economics, Delhi School of Economics, number 78, Mar.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt01j3m1h6, Jun.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2k0780sh, Jun.
• Y Ioannides & Henry Overman, 2000, "Zipfs Law for Cities: An Empirical Examination," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0484, Nov.
• Marcia M Schafgans & Victoria Zinde-Walsh, 2000, "On Intercept Estimation in the Sample Selection Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 380, Jan.
• Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard, 2000, "Yield Curve Estimation by Kernel Smoothing Methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 385, Apr.
• Oliver Linton & Enno Mammen & N Nielsen, 2000, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 386, Apr.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 389, Apr.
• Ramdan Dridi & Eric Renault, 2000, "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 392, May.
• Oliver Linton & Yoon-Jae Whang, 2000, "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 397, Jul.
• Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000, "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 398, Jul.
• Oliver Linton, 2000, "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 399, Jul.
• Jan Hanousek & Jaromir Antoch, 2000, "Model Selection and Simplification Using Lattices," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp164, Nov.
• Jean-Yves Duclos & Peter J. Lambert, 2000, "A normative and statistical approach to measuring classical horizontal inequity," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 1, pages 87-113, February.
• Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2000, "A non-linear sensitivity analysis of cross-country growth regressions," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 3, pages 604-617, August.
• LUBRANO, Michel, 2000, "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000038, Aug.
• van Ours, Jan C. & Zweimüller, Josef & Lalive, Rafael, 2000, "The Impact Of Active Labour Market Policies And Benefit Entitlement Rules On The Duration Of Unemployment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2451, May.
• Maria Luisa Mancusi, 2000, "The Dynamics of Technology in Industrial Countries," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 118, Nov, revised Nov 2000.
• Maria Luisa Mancusi, 2000, "Geographical Concentration and the Dynamics of Countries' Specialization in Technologies," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 125, May, revised Aug 2001.
• Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Working Papers, Center for Research in Economics and Statistics, number 2000-05.
• Serge Darolles & Jean-Pierre Florens & Eric Renault, 2000, "Nonparametric Instrumental Regression," Working Papers, Center for Research in Economics and Statistics, number 2000-17.
• Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2000, "Kernel Based Nonlinear Canonical Analysis and Time Reversibility," Working Papers, Center for Research in Economics and Statistics, number 2000-18.
• Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 2000, "An Empirical Investigation in Credit Spread Indices," Working Papers, Center for Research in Economics and Statistics, number 2000-59.
• Prigent, J.-L. & Renault, O. & Scaillet, O., 2000, "An Empirical Investigation in Credit Spread Indices," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000028, Sep.
• Qi Li & Jeffrey Wooldridge, 2000, "Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 337-357, November.
• Lavergne, Pascal & Vuong, Quang, 2000, "Nonparametric Significance Testing," Econometric Theory, Cambridge University Press, volume 16, issue 4, pages 576-601, August.
• Lewbel, Arthur, 2000, "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, volume 16, issue 4, pages 603-609, August.
• Chao, John C. & Swanson, Norman R., 2000, "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 1, pages 42-72, March.
• Donald W.K. Andrews & Patrik Guggenberger, 2000, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1263, Jun.