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

2001

• Badi Baltagi & Qi Li, 2001, "Estimation Of Econometric Models With Nonparametrically Specified Risk Terms," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 445-460, DOI: 10.1081/ETC-100106999.
• Beirlant, J. & Bouquiaux, C. & Werker, B.J.M., 2001, "Semiparametric Lower Bounds for Tail Index Estimation," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-65.
• Drost, F.C. & Werker, B.J.M., 2001, "Semiparametric Duration Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-11.
• Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 2001, "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-67.
• Drost, F.C. & Werker, B.J.M., 2001, "Semiparametric Duration Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 845b71c6-9525-4006-a0df-4.
• Yannis Ioannides, 2001, "Neighborhood Income Distributions," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0103.
• Yannis M. Ioannides & Tracey N. Seslen, 2001, "Neighborhood Wealth Distributions," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0116.
• Irene Perrote Coste & Juan Gabriel Rodríguez Hernández & Rafael Salas del Marmol, 2001, "A non-parametric decomposition of redistribution into vertical and horizontal components," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, number 01-07.
• Savin, N.E. & Wurtz, Allan H., 2001, "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers, University of Iowa, Department of Economics, number 2001-01, Jan.
• Théophile AZOMAHOU & NGUYEN Van Phu, 2001, "Economic Growth and CO2 Emissions: a Nonparametric Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-01.
• Théophile AZOMAHOU, 2001, "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-05.
• Théophile Azomahou, 2001, "GMM Estimation of Lattice Models Using Panel Data: Application," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-09.
• Phu NGUYEN VAN & Ulrich KAISER & François LAISNEY, 2001, "The Performance of German Firms in the Business-Related Service Sectors: A Dynamic Analysis," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-16.
• Jesús Gonzalo & Michael Wolf, 2001, "Subsampling inference in threshold autoregressive models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 573, Oct.
• Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001, "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 599, Dec.
• Thierry Ané & Chiraz Labidi, 2001, "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 64, Sep.
• Charles H. Mullin, 2001, "Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0109, May.
• Mototsugu Shintani & Oliver Linton, 2001, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0111, Jun.
• David E. A. Giles & Robert Draeseke, 2001, "Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm," Econometrics Working Papers, Department of Economics, University of Victoria, number 0101, Jan.
• Dean Jolliffe, 2001, "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 401, Jul.
• Astrid Grasdal, 2001, "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., volume 10, issue 5, pages 385-398, July, DOI: 10.1002/hec.628.
• Jaromir Antoch & Jan Hanousek, 2001, "Model Selection and Simplification Using Lattices," Econometrics, University Library of Munich, Germany, number 0012004, Feb.
• Emmanuel Guerre & Pascal Lavergne, 2001, "Rate-optimal data-driven specification testing in regression models," Econometrics, University Library of Munich, Germany, number 0107001, Jul.
• Timo Kuosmanen, 2001, "Stochastic Dominance Efficiency Tests under Diversification," Finance, University Library of Munich, Germany, number 0105001, May.
• Pok Man Chak & Neal Madras & J. Barry Smith, 2001, "Consistent Estimation of Shape-Restricted Functions and Their Derivatives," Working Papers, York University, Department of Economics, number 2001_03, Nov.
• Dick Wittink & Peter S.H. Leeflang & Harald J. van Heerde, 2001, "Flexible Decomposition of Sales Promotion Effects Using Store-Level Scanner Data," Yale School of Management Working Papers, Yale School of Management, number ysm193, May.
• Chakrabarty, Manisha & Schmalenbach, Anke, 2001, "An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 31/2001.
• Chakrabarty, Manisha, 2001, "The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedure," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 37/2001.
• Linton, Oliver Bruce & Xiao, Zhijie, 2001, "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,33.
• Tamine, Julien, 2001, "Smoothed influence function: Another view at robust nonparametric regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,62.
• Sibbertsen, Philipp, 2001, "Log-periodogram estimation of the memory parameter of a long-memory process under trend," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,39.
• Sibbertsen, Philipp, 2001, "Long-memory in volatilities of German stock returns," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,42.
• Almus, Matthias & Prantl, Susanne, 2001, "Die Auswirkungen öffentlicher Gründungsförderung auf das Überleben und Wachstum junger Unternehmen," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-03.
• Czarnitzki, Dirk, 2001, "Die Auswirkung der Forschungs- und Technologiepolitik auf die Innovationsaktivitäten ostdeutscher Unternehmen," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-05.
• Engel, Dirk, 2001, "Höheres Beschäftigungswachstum durch Venture Capital?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-34.
• Hagen, Tobias, 2001, "Do temporary workers receive risk-premiums? Assessing the wage effects of fixed-term contracts in West-Germany by matching estimators compared with parametric apporaches," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-71.
• Robert Breunig, 2001, "Nonparametric Density Estimation for Stratified Samples," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-459, Feb, revised Nov 2005.
• John DiNardo & Justin L. Tobias, 2001, "Nonparametric Density and Regression Estimation," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 11-28, Fall.
• Temel, Tugrul T., 2001, "A Nonparametric Hypothesis Test Via The Bootstrap Resampling," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20600, DOI: 10.22004/ag.econ.20600.
• Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2001, "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273748, Mar, DOI: 10.22004/ag.econ.273748.
• Gilles Teyssière & Alan Kirman, 2001, "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.4, Jan.
• Diks, C.G.H. & Manzan, S., 2001, "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-02.
• DE CEUSTER, Marc & ANNAERT, Jan & HODSGON, Allan, 2001, "Moment condition failure Australian evidence," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2001010, Apr.
• Jean-Yves Duclos & Vincent Jalbert & Abdelkrim Araar, 2001, "Classical Horizontal Inequity and Reranking: an Integrated Approach," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 478.01, Jan.
• Andrew Chesher & Christian Schluter, 2001, "Welfare measurement and measurement error," CeMMAP working papers, Institute for Fiscal Studies, number 03/01, Apr, DOI: 10.1920/wp.cem.2001.0301.
• Hidehiko Ichimura & Oliver Linton, 2001, "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers, Institute for Fiscal Studies, number 04/01, Sep, DOI: 10.1920/wp.cem.2001.0401.
• Richard Blundell & James L. Powell, 2001, "Endogeneity in semiparametric binary response models," CeMMAP working papers, Institute for Fiscal Studies, number 05/01, Jul, DOI: 10.1920/wp.cem.2001.0501.
• Fuchun Li & Greg Tkacz, 2001, "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers, Bank of Canada, number 01-12, DOI: 10.34989/swp-2001-12.
• Yoshihisa Suzuki, 2001, "An Artificial Neural Network Test For Structural Change With Unspecified Parametric Form," The Japanese Economic Review, Japanese Economic Association, volume 52, issue 3, pages 339-365, September, DOI: 10.1111/1468-5876.00199.
• Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001, "Évaluation de risques controversés par la théorie des options réelles," Economie & Prévision, La Documentation Française, volume 149, issue 3, pages 51-63.
• Oliver Linton & Jens Perch Nielsen & Sara van de Geer, 2001, "Estimating Multiplicative and Additive Hazard Functions by Kernel Methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 411, Feb.
• Oliver Linton & Zhijie Xiao, 2001, "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 419, Jun.
• Gracia Orlando & Gustavo Hern�ndez & Juan Mauricio Ramirez, 2001, "Diferenciales salariales y mercados laborales en la industria colombiana," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• AZOMAHOU, Théophile & VAN PHU, Nguyen, 2001, "Economic growth and CO2 emissions: a nonparametric approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001012, Mar.
• Hollifield, Burton & SandÃ¥s, Patrik & Miller, Robert, 2001, "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2843, Jun.
• Lechner, Michael & Gerfin, Michael, 2001, "A Microeconometric Evaluation of Active Labour Market Policy in Switzerland," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2993, Oct.
• Wakelin, Katharine & Girma, Sourafel, 2001, "Regional Underdevelopment: Is FDI the Solution? A Semiparametric Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2995, Oct.
• David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001, "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers, Center for Research in Economics and Statistics, number 2001-19.
• Gil-Bazo, Javier & Rubio, Gonzalo, 2001, "A nonparametric dimension test of the term structure," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb012106, Mar.
• Romano, Joseph P. & Wolf, Michael, 2001, "Improved nonparametric confidence intervals in time series regressions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws010201, Jan.
• Veredas, David & Rodríguez Poo, Juan M. & Espasa, Antoni, 2001, "On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws013321, Jun.
• Olivier SCAILLET, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001017, Jun.
• Yanqin Fan & Paul Rilstone, 2001, "A Consistent Test for the Parametric Specification of the Hazard Function," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 77-96, May.
• Qi-Man Shao & Hao Yu & Jun Yu, 2001, "Do Stock Returns Follow a Finite Variance Distribution?," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 467-486, November.
• Donald J. Brown & Marten H. Wegkamp, 2001, "Weighted Minimum Mean-Square Distance from Independence Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1288, Feb.
• Donald W.K. Andrews & Yixiao Sun, 2001, "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1293, Feb.
• Jun Yu & Peter C.B. Phillips, 2001, "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1309, Jul.
• Federico M. Bandi & Peter C.B. Phillips, 2001, "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1332, Sep.
• Jeon, Byung M. & Sickles, Robin, 2001, "The Role of Environmental Factors in Growth Accounting: A Nonparametric Analysis," Working Papers, Rice University, Department of Economics, number 2001-08, Aug.
• Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001, "An analysis of housing expenditure using semiparametric models and panel data," Journal of Econometrics, Elsevier, volume 101, issue 1, pages 71-107, March.
• Lavergne, Pascal, 2001, "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, volume 103, issue 1-2, pages 307-344, July.
• Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001, "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, volume 105, issue 1, pages 185-223, November.

2000

• Pedro J. F. de Lima & Michelle L. Barnes, 2000, "Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2000-05.
• Bernd Ebersberger & Uwe Cantner & Horst Hanusch, 2000, "Analyzing Inefficiency Using a Frontier Search Approach," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 199, Dec.
• Andrew Dickerson & John Peirson & Roger Vickerman, 2000, "Road Accidents and Traffic Flows: An Econometric Investigation," Economica, London School of Economics and Political Science, volume 67, issue 265, pages 101-121, February, DOI: 10.1111/1468-0335.00198.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 439, Jan.
• Arthur Lewbel, 2000, "Identification of the Binary Choice Model with Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 457, Jan.
• Arthur Lewbel, 2000, "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 462, Jun, revised 13 Jun 2007.
• Yudon, Y. & Weeks, M., 2000, "Provincial Income Convergence in China, 1953-1997: a Panel Data Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0010, Nov.
• Aman Ullah & Kusum Mundra, 2000, "Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows," Working papers, Centre for Development Economics, Delhi School of Economics, number 78, Mar.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt01j3m1h6, Jun.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2k0780sh, Jun.
• Y Ioannides & Henry Overman, 2000, "Zipfs Law for Cities: An Empirical Examination," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0484, Nov.
• Marcia M Schafgans & Victoria Zinde-Walsh, 2000, "On Intercept Estimation in the Sample Selection Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 380, Jan.
• Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard, 2000, "Yield Curve Estimation by Kernel Smoothing Methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 385, Apr.
• Oliver Linton & Enno Mammen & N Nielsen, 2000, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 386, Apr.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 389, Apr.
• Ramdan Dridi & Eric Renault, 2000, "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 392, May.
• Oliver Linton & Yoon-Jae Whang, 2000, "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 397, Jul.
• Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000, "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 398, Jul.
• Oliver Linton, 2000, "Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 399, Jul.
• Jan Hanousek & Jaromir Antoch, 2000, "Model Selection and Simplification Using Lattices," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp164, Nov.
• Jean-Yves Duclos & Peter J. Lambert, 2000, "A normative and statistical approach to measuring classical horizontal inequity," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 1, pages 87-113, February.
• Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2000, "A non-linear sensitivity analysis of cross-country growth regressions," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 3, pages 604-617, August.
• LUBRANO, Michel, 2000, "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000038, Aug.
• van Ours, Jan C. & Zweimüller, Josef & Lalive, Rafael, 2000, "The Impact Of Active Labour Market Policies And Benefit Entitlement Rules On The Duration Of Unemployment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2451, May.
• Maria Luisa Mancusi, 2000, "The Dynamics of Technology in Industrial Countries," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 118, Nov, revised Nov 2000.
• Maria Luisa Mancusi, 2000, "Geographical Concentration and the Dynamics of Countries' Specialization in Technologies," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 125, May, revised Aug 2001.
• Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Working Papers, Center for Research in Economics and Statistics, number 2000-05.
• Serge Darolles & Jean-Pierre Florens & Eric Renault, 2000, "Nonparametric Instrumental Regression," Working Papers, Center for Research in Economics and Statistics, number 2000-17.
• Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2000, "Kernel Based Nonlinear Canonical Analysis and Time Reversibility," Working Papers, Center for Research in Economics and Statistics, number 2000-18.
• Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 2000, "An Empirical Investigation in Credit Spread Indices," Working Papers, Center for Research in Economics and Statistics, number 2000-59.
• Prigent, J.-L. & Renault, O. & Scaillet, O., 2000, "An Empirical Investigation in Credit Spread Indices," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000028, Sep.
• Qi Li & Jeffrey Wooldridge, 2000, "Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 337-357, November.
• Lavergne, Pascal & Vuong, Quang, 2000, "Nonparametric Significance Testing," Econometric Theory, Cambridge University Press, volume 16, issue 4, pages 576-601, August.
• Lewbel, Arthur, 2000, "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, volume 16, issue 4, pages 603-609, August.
• Chao, John C. & Swanson, Norman R., 2000, "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 1, pages 42-72, March.
• Donald W.K. Andrews & Patrik Guggenberger, 2000, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1263, Jun.
• Fabiani, Silvia & Mestre, Ricardo, 2000, "Alternative measures of the NAIRU in the euro area: estimates and assessment," Working Paper Series, European Central Bank, number 17, Mar.
• Charles F. Manski & John V. Pepper, 2000, "Monotone Instrumental Variables, with an Application to the Returns to Schooling," Econometrica, Econometric Society, volume 68, issue 4, pages 997-1012, July.
• Russell Davidson & Jean-Yves Duclos, 2000, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Econometrica, Econometric Society, volume 68, issue 6, pages 1435-1464, November.
• Christian Gourieroux & J. P. Laurent & Olivier Scaillet, 2000, "Sensitivity Analysis of Values at Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0162, Aug.
• Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard, 2000, "Yield Curve Estimation by Kernel Smoothing Methods," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0235, Aug.
• Tue Gorgens, 2000, "Semiparametric Estimation of Single-Index Transition Intensities," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0596, Aug.
• Gordana Paric & Paul Rilstone, 2000, "Nonparametric Identification of Latent Competing Risks and Roy Duration Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0716, Aug.
• Ralph Bradley & Steven Holden & Robert McClelland, 2000, "A Robust Estimation of the Effects of Taxation on Charitable Contributions," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1144, Aug.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1237, Aug.
• Byeong Park & Robin C. Sickles & Leopold Simar, 2000, "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1510, Aug.
• Brian Krauth, 2000, "Social Interactions, Thresholds, and Unemployment in Neighborhoods," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1638, Aug.
• Karlsson, Sune & Lothgren, Mickael, 2000, "Computationally efficient double bootstrap variance estimation," Computational Statistics & Data Analysis, Elsevier, volume 33, issue 3, pages 237-247, May.
• Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "Nonparametric estimation of American options' exercise boundaries and call prices," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 11-12, pages 1829-1857, October.
• Barnett, William A. & Serletis, Apostolos, 2000, "Martingales, nonlinearity, and chaos," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 703-724, June.
• Brooks, Chris & Henry, Olan T., 2000, "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, volume 17, issue 4, pages 497-513, December.
• Duclos, Jean-Yves & Jalbert, Vincent & Araar, Abdelkrim, 2000, "Classical Horizontal Inequity and Reranking: an Integrated Approach," Cahiers de recherche, Université Laval - Département d'économique, number 0002.
• Gordana Colby & Raul Rilstone, 2000, "Nonparametric Identification of Latent Competing Risks and Roy Duration Models," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 30, Sep.
• MOON, Hyungsik Roger & PERRON, Benoit, 2000, "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-03.
• Moon, H.R. & Perron, P., 2000, "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-03.
• Alberto Abadie, 2000, "Semiparametric Estimation of Instrumental Variable Models for Causal Effects," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0260, Sep.
• Alberto Abadie, 2000, "Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0261, Sep.
• Nina Pavcnik, 2000, "Trade Liberalization, Exit, and Productivity Improvements: Evidence from Chilean Plants," NBER Working Papers, National Bureau of Economic Research, Inc, number 7852, Aug.
• Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000, "Partially linear models," MPRA Paper, University Library of Munich, Germany, number 39562, Sep, revised 01 Sep 2000.
• Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, 2000, "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Working Papers, Queen Mary University of London, School of Economics and Finance, number 414, May.
• Hugo Kruiniger, 2000, "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 428, Dec.
• Hugo Kruiniger, 2000, "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 429, Dec.
• Chris Brooks & Gita Persand, 2000, "Value at Risk and Market Crashes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-01.
• Chris Brooks & Gita Persand & Andrew D. Clare, 2000, "An EVT Approach to calculating Risk Capital Requirements," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-07, Jul.
• Campo, S. & Perrigne, I. & Vuong, Q.H., 2000, "Asymmetry in first-price auctions with affiliated private values," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 13.
• Spyros Skouras, 2000, "Risk Neutral Forecasting," Computing in Economics and Finance 2000, Society for Computational Economics, number 117, Jul.
• Marcelo Fernandes & Joachim Grammig, 2000, "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000, Society for Computational Economics, number 40, Jul.
• Brian Krauth, 2000, "Social Interactions, Thresholds, and Unemployment in Neighborhoods," Discussion Papers, Department of Economics, Simon Fraser University, number dp00-12, revised 28 Mar 2000.
• Juan RodrÎguez-Poo, 2000, "Constrained nonparametric regression analysis of load curves," Empirical Economics, Springer, volume 25, issue 2, pages 229-246.
• Bertrand Melenberg & Arthur van Soest & Erwin Charlier, 2000, "An analysis of housing expenditure using semiparametric cross-section models," Empirical Economics, Springer, volume 25, issue 3, pages 437-462.
• Walter KrÄmer & Ralf Runde, 2000, "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, volume 25, issue 4, pages 665-671.
• Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, volume 3, issue 1, pages 113-128, January, DOI: 10.1023/A:1009951213271.
• Oliver Linton & Douglas Steigerwald, 2000, "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 2, pages 145-174, DOI: 10.1080/07474930008800466.
• Leopold Simar & Paul Wilson, 2000, "A general methodology for bootstrapping in non-parametric frontier models," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 6, pages 779-802, DOI: 10.1080/02664760050081951.
• Paul Frijters, 2000, "The Non-Parametric Identification of Lagged Duration Dependence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-030/3, Apr.
• Lalive, R. & van Ours, J.C. & Zweimüller, J., 2000, "The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-41.
• van Soest, A.H.O. & Das, J.W.M. & Gong, X., 2000, "A Structural Labor Supply Model with Nonparametric Preferences," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-60.
• Gong, X. & van Soest, A.H.O. & Zhang, P., 2000, "Sexual Bias and Household Consumption : A Semiparametic Analysis of Engel curves in Rural China," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-45.
• Lalive, R. & van Ours, J.C. & Zweimüller, J., 2000, "The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment," Other publications TiSEM, Tilburg University, School of Economics and Management, number 19a18ba9-2cf2-4134-b5fa-e.
• van Soest, A.H.O. & Das, J.W.M. & Gong, X., 2000, "A Structural Labor Supply Model with Nonparametric Preferences," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5e6f370d-3e08-48be-8a44-1.
• Gong, X. & van Soest, A.H.O. & Zhang, P., 2000, "Sexual Bias and Household Consumption : A Semiparametic Analysis of Engel curves in Rural China," Other publications TiSEM, Tilburg University, School of Economics and Management, number 896cf4d1-37e5-490b-9e05-4.
• Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 53-92.
• Ellison, Glenn & Ellison, Sara Fisher, 2000, "A simple framework for nonparametric specification testing," Journal of Econometrics, Elsevier, volume 96, issue 1, pages 1-23, May.
• Lewbel, Arthur, 2000, "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, volume 97, issue 1, pages 145-177, July.
• Inkmann, Joachim, 2000, "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 227-259, August.
• Smith, Michael & Kohn, Robert, 2000, "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, volume 98, issue 2, pages 257-281, October.
• Gourieroux, C. & Laurent, J. P. & Scaillet, O., 2000, "Sensitivity analysis of Values at Risk," Journal of Empirical Finance, Elsevier, volume 7, issue 3-4, pages 225-245, November.
• Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, volume 49, issue 3, pages 229-244, September.
• Lewbel, Arthur & Linton, Oliver, 2000, "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2060, Apr.
• Linton, Oliver & Whang, Yoon-Jae, 2000, "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2092, Jul.
• Linton, Oliver, 2000, "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2156, Jul.
• Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000, "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2197, Jul.
• Linton, Oliver & Mammen, Enno & Perch Nielsen, Jens & Tanggaard, C, 2000, "Yield curve estimation by kernel smoothing methods," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2270, Apr.
• Mammen, Enno & Linton, Oliver & Nielsen, J, 2000, "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2315, Apr.
• Linton, Oliver & Perron, Benoit, 2000, "The shape of the risk premium: evidence from a semiparametric GARCH model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24769, Sep.
• Dridi, Ramdan, 2000, "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6861, Jun.
• Dridi, Ramdan & Renault, Eric, 2000, "Semi-parametric indirect inference," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6864, May.
• Schafgans, Marcia M. A. & Zinde-Walsh, Victoria, 2000, "On intercept estimation in the sample selection model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6868, Jan.