Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2003

• Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric, 2003, "Non Parametric Instrumental Regression," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 228, revised 2010.
• Leone Leonida & Leone Leonida & Daniel Montolio, 2003, "Public Capital, Growth and Convergence in Spain. A Counterfactual Density Estimation Approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2003/3.
• Emili Tortosa-Ausina, 2003, "Bank cost efficiency as distribution dynamics: controlling for specialization is important," Investigaciones Economicas, Fundación SEPI, volume 27, issue 1, pages 71-96, January.
• Mototsugu Shintani & Oliver Linton, 2003, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 1, pages 331-357, February.
• Arthur Lewbel & Oliver Linton, 2003, "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/03, Oct.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2003, "Relative wage variation and industry location," IFS Working Papers, Institute for Fiscal Studies, number W03/17, Sep.
• Weber, Andrea & Hofer, Helmut, 2003, "Active Job-search Programs a Promising Tool? A Microeconometric Evaluation for Austria," Economics Series, Institute for Advanced Studies, number 131, May.
• Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas, 2003, "Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 1, pages 49-55, April.
• Claudio Sapelli, 2003, "Introducción: La Economía de la Educación y el Sistema Educativo Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 118, pages 281-296.
• VAN KERM Philippe, 2003, "What Lies Behind Income Mobility? Reranking and Distributional Change in Belgium, Western Germany and the USA," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2003-03, Jan.
• Maurizio Bovi, 2003, "Nonparametric Analysis Of The International Business Cycles," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 37, Nov.
• António Afonso & Sónia Fernandes, 2003, "Efficiency of Local Government Spending: Evidence for the Lisbon Region," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2003/09.
• Biewen, Martin & Jenkins, Stephen P., 2003, "Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data," IZA Discussion Papers, IZA Network @ LISER, number 763, Apr.
• Abbring, Jaap H., 2003, "Dynamic Econometric Program Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 804, Jun.
• Abbring, Jaap H. & van den Berg, Gerard J., 2003, "A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables," IZA Discussion Papers, IZA Network @ LISER, number 810, Jun.
• Abbring, Jaap H. & van den Berg, Gerard J., 2003, "Analyzing the Effect of Dynamically Assigned Treatments Using Duration Models, Binary Treatment Models, and Panel Data Models," IZA Discussion Papers, IZA Network @ LISER, number 831, Jul.
• Lechner, Michael & Vazquez-Alvarez, Rosalia, 2003, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," IZA Discussion Papers, IZA Network @ LISER, number 967, Dec.
• Jens J. Krueger, 2003, "On the Dynamics of the U.S. Manufacturing Productivity Distribution," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 05/2003, Feb.
• Jens J. Krüger, 2003, "Productivity Dynamics Beyond-the-Mean in U.S. Manufacturing Industries," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 09/2003, May.
• Engel Dirk, 2003, "Höheres Beschäftigungswachstum durch Venture Capital? / Does Venture Capital Affect New Firms' Growth?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 1, pages 1-22, February, DOI: 10.1515/jbnst-2003-0102.
• Jaap H. Abbring & James J. Heckman & Pierre-André Chiappori & Jean Pinquet, 2003, "Adverse Selection and Moral Hazard In Insurance: Can Dynamic Data Help to Distinguish?," Journal of the European Economic Association, MIT Press, volume 1, issue 2-3, pages 512-521, 04/05.
• Michel Lubrano & Luc Bauwens & Alan Kirman & Camelia Protopopescu, 2003, "Ranking Economics Departments in Europe: A Statistical Approach," Journal of the European Economic Association, MIT Press, volume 1, issue 6, pages 1367-1401, December.
• Michael Gerfin, 2003, "Work-Related Training and Wages: An empirical analysis for male workers in Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0316, Oct.
• Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso, 2003, "Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0305.
• Phu NGUYEN VAN, 2003, "A semiparametric analysis of determinants of protected area," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2003-03.
• Joseph P. Romano & Michael Wolf, 2003, "Stepwise multiple testing as formalized data snooping," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 712, Oct.
• Libertad González, 2003, "Nonparametric bounds on the returns to language skills," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 714, Oct.
• Joseph Romano & Michael Wolf, 2003, "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 727, Dec.
• Juan Carlos Bou & Albert Satorra, 2003, "The persistence of abnormal returns at industry and firm levels," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 729, Nov.
• Rosalia Vazquez-Alvarez, 2003, "Anchoring Bias and Covariate Nonresponse," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-19, Dec.
• Michael Lechner & Rosalia Vazquez-Alvarez, 2003, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-20, Dec.
• A. Colin Cameron & Anthony D. Hall, 2003, "A Survival Analysis of Australian Equity Mutual Funds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 94, Jun.
• Mototsugu Shintani & Oliver Linton, 2003, "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0309, May.
• Chad Stroomer & David E.A. Giles, 2003, "Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0304, May.
• David E. A. Giles & Carl Mosk, 2003, "Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 0306, Jun.
• David E. A. Giles & Chad Stroomer, 2003, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0307, Jun.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2003, "Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0301, Feb.
• Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003, "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 0303, Mar.
• Fernandes, Ana M., 2003, "Trade policy, trade volumes, and plant-level productivity in Colombian manufacturing industries," Policy Research Working Paper Series, The World Bank, number 3064, May.
• Juraj Valachy & Ev??en Ko?enda, 2003, "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-622, Oct.
• Jean‐Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Evzen Kocenda, 2003, "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics, University Library of Munich, Germany, number 0301004, Jan.
• Luciano Gutierrez & Michele Gutierrez, 2003, "International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach," Econometrics, University Library of Munich, Germany, number 0302001, Feb.
• Cumhur Ekinci, 2003, "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance, University Library of Munich, Germany, number 0305006, May, revised 22 Nov 2004.
• Vladislav Kargin, 2003, "Consistent Estimation of Pricing Kernels from Noisy Price Data," Finance, University Library of Munich, Germany, number 0311001, Nov.
• Daniel Stavarek, 2003, "Banking Efficiency in Visegrad Countries Before Joining the European Union," Finance, University Library of Munich, Germany, number 0312010, Dec.
• H. H. Bauer & M. Staat & M. Hammerschmidt, 2003, "Value Based Benchmarking and Market Partitioning," Microeconomics, University Library of Munich, Germany, number 0309004, Sep.
• Timo Kuosmanen & Laurens Cherchye & Timo Sipiläinen, 2003, "The Law of One Price in Data Envelopment Analysis: Restricting Weight Flexibility Across Firms," Microeconomics, University Library of Munich, Germany, number 0312006, Dec, revised 18 Dec 2003.
• Sandy Dall'erba & Julie Le Gallo, 2003, "Regional Convergence And The Impact Of European Structural Funds Over 1989-1999: A Spatial Econometric Analysis," Urban/Regional, University Library of Munich, Germany, number 0310005, Oct, revised 12 Feb 2004.
• Laurens Cherchye & Frederic Vermeulen, 2003, "Nonparametric Analysis of Household Labour Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0302.
• Ordóñez, Andrea & Roosen, Jutta, 2003, "Voluntary Agreements and the Environmental Efficiency of Participating Farms," FE Working Papers, Christian-Albrechts-University of Kiel, Department of Food Economics and Consumption Studies, number 0305.
• Herwartz, Helmut, 2003, "On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,2.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003, "Consistent Testing for Stochastic Dominance under General Sampling Schemes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,31.
• Simar, Léopold, 2003, "How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,33.
• Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno, 2003, "Implied volatility string dynamics," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,54.
• Sibbertsen, Philipp & Venetis, Ioannis, 2003, "Distinguishing between long-range dependence and deterministic trends," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,16.
• Czarnitzki, Dirk & Fier, Andreas, 2003, "Publicly Funded R&D Collaborations and Patent Outcome in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-24.
• Czarnitzki, Dirk, 2003, "Extent and Evolution of the Productivity Gap in Eastern Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-25.
• Hagen, Tobias, 2003, "Do Fixed-Term Contracts Increase the Long-Term Employment Opportunities of the Unemployed?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-49.
• Wilke, Ralf A., 2003, "Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-64.
• Prantl, Susanne, 2003, "Bankruptcy and Voluntary Liquidation: Evidence for New Firms in East and West Germany after Unification," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-72.

2002

• 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.
• Simon J. Evenett & Wolfgang Keller, 2002, "On Theories Explaining the Success of the Gravity Equation," Journal of Political Economy, University of Chicago Press, volume 110, issue 2, pages 281-316, April, DOI: 10.1086/338746.
• Phu NGUYEN VAN, 2002, "Endogenous Population and Environmental Quality," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2002-09.
• 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.
• 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 & Smith & 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, Centre for Economic Policy Research, number 3158, Jan.
• Bernard, Andrew & Redding, Stephen & Simpson, Helen & Schott, Peter, 2002, "Factor Price Equalization in the UK?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3523, Aug.
• Audretsch, David & Lehmann, Erik, 2002, "Does the New Economy Need New Governance? Ownership, Knowledge and Performance," CEPR Discussion Papers, Centre for Economic Policy Research, 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.