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
2002
- Yixiao Sun & Peter C.B. Phillips, 2002, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1366, May.
- Donald W.K. Andrews, 2002, "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1370, May.
- Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1375, Jun.
- George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1376, Jul.
- Donald W.K. Andrews & Yixiao Sun, 2002, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1384, Oct.
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002, "Residual log-periodogram inference for long-run relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 18289.
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002, "Residual Log-Periodogram Inference for Long-Run-Relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 37317, Jun.
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2009, "Residual Log-Periodogram Inference for Long-Run-Relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77562.
- Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002, "Alternative Models for Stock Price Dynamic," Working Papers, Duke University, Department of Economics, number 02-03.
- Beresteanu, Arie, 2002, "Nonparametric Analysis of Cost Complementarities in the Telecommunications Industry," Working Papers, Duke University, Department of Economics, number 02-07.
- Bødskov Andersen, Allan & Wagener, Tom, 2002, "Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices," Working Paper Series, European Central Bank, number 198, Dec.
- Upper, Christian & Werner, Thomas, 2002, "Time variation in the tail behaviour of bunds futures returns," Working Paper Series, European Central Bank, number 199, Dec.
- Michael Gerfin & Michael Lechner, 2002, "A Microeconometric Evaluation of the Active Labour Market Policy in Switzerland," Economic Journal, Royal Economic Society, volume 112, issue 482, pages 854-893, October.
- Arthur Lewbel & Oliver Linton, 2002, "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, volume 70, issue 2, pages 765-779, March.
- Donald J. Brown & Marten H. Wegkamp, 2002, "Weighted Minimum Mean-Square Distance from Independence Estimation," Econometrica, Econometric Society, volume 70, issue 5, pages 2035-2051, September.
- Gordon B. Dahl, 2002, "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," Econometrica, Econometric Society, volume 70, issue 6, pages 2367-2420, November.
- Soren Blomquist & Whitney Newey, 2002, "Nonparametric Estimation with Nonlinear Budget Sets," Econometrica, Econometric Society, volume 70, issue 6, pages 2455-2480, November.
- Frijters, Paul, 2002, "The non-parametric identification of lagged duration dependence," Economics Letters, Elsevier, volume 75, issue 3, pages 289-292, May.
- Ioannides, Yannis M. & Seslen, Tracey N., 2002, "Neighborhood wealth distributions," Economics Letters, Elsevier, volume 76, issue 3, pages 357-367, August.
- Linton, Oliver, 2002, "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, volume 106, issue 2, pages 325-368, February.
- Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002, "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, volume 107, issue 1-2, pages 213-233, March.
- Redding, Stephen, 2002, "Specialization dynamics," Journal of International Economics, Elsevier, volume 58, issue 2, pages 299-334, December.
- Jolliffe, Dean, 2002, "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," Journal of Comparative Economics, Elsevier, volume 30, issue 2, pages 276-295, June.
- Eichler, Martin & Lechner, Michael, 2002, "An evaluation of public employment programmes in the East German State of Sachsen-Anhalt," Labour Economics, Elsevier, volume 9, issue 2, pages 143-186, April.
- Ana Fernandes, 2002, "Trade Policy, Trade Volumes and Plant-Level Productivity in Colombian Manufacturing Industries," Working Papers, Economic Growth Center, Yale University, number 847, Jul.
- Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie, 2002, "More efficient kernel estimation in nonparametric regression with autocorrelated errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2017, Jun.
- Shintani, Mototsugu & Linton, Oliver, 2002, "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2093, Mar.
- Redding, Stephen, 2002, "Specialization dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 210, Dec.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002, "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2207, Mar.
- Bernard, Andrew B. & Redding, Stephen & Schott, Peter K. & Simpson, Helen, 2002, "Factor price equalization in the UK?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3704, Sep.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp407, Feb.
- Gijs Dekkers & Jean-Maurice Frère, 2002, "Working Paper 04-02 - Dualisering in het digitale tijdperk - Een onderzoek naar de verbanden tussen multidimensionele armoede en informatie- en communicatie-technologie," Working Papers, Federal Planning Bureau, Belgium, number 200204, May.
- Daniel Levy, 2002, "Cointegration in frequency domain," Post-Print, HAL, number hal-02385599, May, DOI: 10.1111/1467-9892.00267.
- Sianesi, Barbara, 2002, "Differential effects of Swedish active labour market programmes for unemployed adults during the 1990s," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:5, Feb.
- Carling, Kenneth & Larsson, Laura, 2002, "Does early intervention help the unemployed youth?," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:10, Jun.
- Abbring, Jaap H. & van den Berg, Gerard J., 2002, "Dynamically assigned treatments: duration models, binary treatment models, and panel data models," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2002:20, Aug.
- Fredriksson, Peter & Johansson, Per, 2002, "Program evaluation and random program starts," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2003:1, Dec.
- Daunfeldt, Sven-Olov & de Luna, Xavier, 2002, "Central Bank Independence and Price Stability: Evidence from 23 OECD-countries," Umeå Economic Studies, Umeå University, Department of Economics, number 589, Sep, revised 12 Jun 2003.
- Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002, "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 597, Dec.
- Fredriksson, Peter & Johansson, Per, 2002, "Program Evaluation and Random Program Starts," Working Paper Series, Uppsala University, Department of Economics, number 2003:1, Dec.
- Arias, Omar & Yamada, Gustavo & Tejerina, Luis, 2002, "Education, Family Background and Racial Earnings Inequality in Brazil," IDB Publications (Working Papers), Inter-American Development Bank, number 4369, Sep, 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.
- 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.
- 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 & Sandås, Patrik & Miller, Robert, 2001, "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2843, Jun.
- Lechner, Michael & Gerfin, Michael, 2001, "A Microeconometric Evaluation of Active Labour Market Policy in Switzerland," CEPR Discussion Papers, Centre for Economic Policy Research, number 2993, Oct.
- Wakelin, Katharine & Girma, Sourafel, 2001, "Regional Underdevelopment: Is FDI the Solution? A Semiparametric Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, 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 EconomÃa 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 EstadÃstica, 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 EstadÃstica, number ws013321, Jun.
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