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

• 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.
• 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.
• Ormazabal Sánchez, Kepa Mirena, 2002, "Quesnay and Leontief on Capital and Income," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Mar.
• Bárcena Ruiz, María Jesús & Tusell Palmer, Fernando Jorge, 2002, "Multivariate Data Imputation using Trees," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.
• Rubio Irigoyen, Gonzalo & Ferreira García, María Eva & Gago, Mónica & León, Angel, 2002, "An empirical comparison of the performance of alternative option pricing models," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X.
• León, Angel & Rubio Irigoyen, Gonzalo & Serna, Gregorio, 2002, "Autorregresive conditional volatility, skewness and kurtosis," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X.
• 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, DOI: http://dx.doi.org/10.18235/0012219.
• 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.
• 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, IZA Network @ LISER, number 418, Jan.
• Tekin, Erdal, 2002, "Child Care Subsidies, Wages, and Employment of Single Mothers," IZA Discussion Papers, IZA Network @ LISER, number 517, Jun.
• Frölich, Markus, 2002, "Programme Evaluation with Multiple Treatments," IZA Discussion Papers, IZA Network @ LISER, number 542, Aug.
• Frölich, Markus, 2002, "What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?," IZA Discussion Papers, IZA Network @ LISER, number 548, Aug.
• Frölich, Markus, 2002, "Nonparametric IV Estimation of Local Average Treatment Effects with Covariates," IZA Discussion Papers, IZA Network @ LISER, 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.
• Orbe Mandaluniz, Susan & Ferreira García, María Eva & Rodríguez Poo, Juan M., 2001, "Nonparametric estimation of time varying parameters under shape restrictions," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Jan.
• 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, IZA Network @ LISER, 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.