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

2001

• 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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, Centre for Economic Policy Research, 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.
• Léopold Simar & Paul Wilson, 2000, "Statistical Inference in Nonparametric Frontier Models: The State of the Art," Journal of Productivity Analysis, Springer, volume 13, issue 1, pages 49-78, January, DOI: 10.1023/A:1007864806704.
• 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.
• 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.
• C. Gourieroux & J.P. Laurent & O. Scaillet, 2000, "Sensitivity analysis of values at risk," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-04.
• Amaro de Matos, J. & Fernandes, M., 2000, "Market Microstructure Models and the Markov Property," Economics Working Papers, European University Institute, number eco2000/19.
• Fernandes, M. & Grammig, J., 2000, "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers, European University Institute, number eco2000/4.
• Alain Desdoigts, 2000, "Neoclassical Convergence Versus Technological Catch-Up: A Contribution for Reaching a Consensus," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 00-08.
• Järviö, Maija-Liisa & Luoma, Kalevi, 2000, "Productivity Changes in Finnish Health Centres: A Malmquist Index Approach," Discussion Papers, VATT Institute for Economic Research, number 218.
• Olivier Scaillet & Olivier Renault & Jean-Luc Prigent, 2000, "An Empirical Investigation in Credit Spread Indices," FMG Discussion Papers, Financial Markets Group, number dp363, Nov.
• Ghattas, B., 2000, "Importance des variables dans les methodes CART," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00b04.
• Grasdal, A., 2000, "The Performance of Sample Selection Estimators to Control for Attrition Bias," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0101.
• Tobias, J.L., 2000, "Are Return to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability-Earnings Relationship," Papers, California Irvine - School of Social Sciences, number 00-01-12.
• Koop, G. & Poirier, D., 2000, "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers, California Irvine - School of Social Sciences, number 00-01-22.
• Tobias, J., 2000, "A Finite-Sample Analysis of Returns to Schooling Across Public High Schools," Papers, California Irvine - School of Social Sciences, number 00-01-24.
• Leconte, E. & Poiraud-Casanova, S. & Tohomas-Agnan, C., 2000, "Smooth Conditional Distribution Function and Quantiles Under Random Censorship," Papers, Toulouse - GREMAQ, number 00-543.
• Laurent E. Calvet & Etienne Comon, 2000, "Behavioral Heterogeneity and The Income Effect," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1892.
• Duclos, J.Y. & Jalbert, V. & Araar, A., 2000, "Classical Horizontal Inequity and Reranking: an Integrated Approach," Papers, Laval - Recherche en Politique Economique, number 0002.
• Hall, P. & Simar, L., 2000, "Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error," Papers, Catholique de Louvain - Institut de statistique, number 0012.
• Simar, L. & Wilson, P.W., 2000, "Testing Restrictions in Nonparametric Efficiency Models," Papers, Catholique de Louvain - Institut de statistique, number 0013.
• Park, B.U. & Sickles, R.C. & Simar, L., 2000, "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Papers, Catholique de Louvain - Institut de statistique, number 0020.
• Larsson, L., 2000, "Evaluation of Swedish Youth Labour Market Programmes," Papers, Uppsala - Working Paper Series, number 2000:6.
• Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity analysis of Values at Risk," Post-Print, HAL, number hal-03676327, Nov, DOI: 10.1016/S0927-5398(00)00011-6.
• Larsson, Laura, 2000, "Evaluation of Swedish youth labour market programmes," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2000:1, Apr.
• Johansson, Per & Martinson, Sara, 2000, "The effect of increased employer contacts within a labour market training program," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2000:10, Dec.
• Brännäs, Kurt, 2000, "Estimation in a Duration Model for Evaluating Educational Programs," Umeå Economic Studies, Umeå University, Department of Economics, number 521, Jan.
• Bask, Mikael, 2000, "A Positive Lyapunov Exponent in Swedish Exchange Rates?," Umeå Economic Studies, Umeå University, Department of Economics, number 528, Mar.
• Larsson, Laura, 2000, "Evaluation of Swedish Youth Labour Market Programmes," Working Paper Series, Uppsala University, Department of Economics, number 2000:6, Apr.
• Matos, J. A. & Fernandes, M., 2000, "Market Microstructure Models and Markov Property," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_29, Oct.
• Dubois, Pierre & de Janvry, Alain & Sadoulet, Elisabeth, 2000, "Effects on School Enrollment and Performance of a Conditional Transfers Program in Mexico," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 114, revised Sep 2011.
• Paterson, Iain, 2000, "New Models for Data Envelopment Analysis. Measuring Efficiency Outwith the VRS Frontier," Economics Series, Institute for Advanced Studies, number 84, Sep.
• Mr. C. John McDermott & Mr. Alasdair Scott, 2000, "Concordance in Business Cycles," IMF Working Papers, International Monetary Fund, number 2000/037, Mar.
• Lalive, Rafael & van Ours, Jan C. & Zweimüller, Josef, 2000, "The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment," IZA Discussion Papers, IZA Network @ LISER, number 149, May.
• Gerfin, Michael & Lechner, Michael, 2000, "Microeconometric Evaluation of the Active Labour Market Policy in Switzerland," IZA Discussion Papers, IZA Network @ LISER, number 154, May.
• van Soest, Arthur & Das, Marcel & Gong, Xiaodong, 2000, "A Structural Labour Supply Model with Nonparametric Preferences," IZA Discussion Papers, IZA Network @ LISER, number 211, Nov.
• Gong, Xiaodong & van Soest, Arthur & Zhang, Ping, 2000, "Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China," IZA Discussion Papers, IZA Network @ LISER, number 212, Nov.
• Dustmann, Christian & van Soest, Arthur, 2000, "Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables," IZA Discussion Papers, IZA Network @ LISER, number 218, Nov.
• Hujer, Reinhard & Caliendo, Marco, 2000, "Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates," IZA Discussion Papers, IZA Network @ LISER, number 236, Dec.
• Schmid Friedrich & Trede Mark, 2000, "Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 3, pages 315-326, June, DOI: 10.1515/jbnst-2000-0305.
• Vogel Friedrich & Kiesl Hans, 2000, "Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale / Descriptive and Inferential Properties of Two Measures of Dispersion for Nominal Variables," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 4, pages 471-496, August, DOI: 10.1515/jbnst-2000-0407.
• Kaiser Ulrich, 2000, "A Note on the Calculation of Firm-specific and Skill-specific Labor Costs from Firm-level Data / Zur Berechnung von qualifikations- und firmenspezifischen Arbeitskosten auf der Grundlage von Firmendaten," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 5, pages 541-551, October, DOI: 10.1515/jbnst-2000-0504.
• Mahlberg Bernhard, 2000, "Technischer Fortschritt und Produktivitätsveränderungen in der deutschen Versicherungswirtschaft / Efficiency Progress and Productivity Change in Germany Insurance Industry," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 5, pages 565-591, October, DOI: 10.1515/jbnst-2000-0506.
• 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.
• Yannis M. Ioannides & Henry G. Overman, 2000, "Spatial Evolution of the US Urban System," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0018.
• Horowitz, Joel L., 2000, "Semiparametric Models," Working Papers, University of Iowa, Department of Economics, number 00-01, Jan.
• Horowitz, Joel L. & Spokoiny, Vladimir G., 2000, "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers, University of Iowa, Department of Economics, number 00-04, Nov.
• Luc Devroye & László Györfi & Gábor Lugosi, 2000, "A note on robust detection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 505, Aug.
• Tamás Linder & Gábor Lugosi, 2000, "A zero-delay sequential scheme for lossy coding of individual sequences," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 506, Feb.
• László Györfi & Gábor Lugosi, 2000, "Strategies for sequential prediction of stationary time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 507, Sep.
• Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi, 2000, "Model selection and error estimation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 508, Oct.
• Kalyan Talluri & Garrett van Ryzin, 2000, "Revenue management under general discrete choice model of consumer behavior," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 533, Sep, revised Oct 2001.
• Shinn-Juh Lin & Jian Yang, 2000, "Examining Intraday Returns with Buy/Sell Information," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 38, Mar.
• David E. A. Giles, 2000, "A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic," Econometrics Working Papers, Department of Economics, University of Victoria, number 0005, Apr.
• David E. A. Giles & Betty J. Johnson, 2000, "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0006, May.
• Gelderman, Maarten, 2000, "Contingency theory and moderated regression analysis : the effect of measurement level, measurement error end non-linear relations," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0032.
• Jean‐Yves Duclos & Peter J. Lambert, 2000, "A normative and statistical approach to measuring classical horizontal inequity," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 1, pages 87-113, February, DOI: 10.1111/0008-4085.00006.
• Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2000, "A non‐linear sensitivity analysis of cross‐country growth regressions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 3, pages 604-617, August, DOI: 10.1111/0008-4085.00032.
• Jim Engle-Warnick, 2000, "Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach," Econometrics, University Library of Munich, Germany, number 0004002, Jul, revised 02 Aug 2001.
• William A. Barnett & Yijun He, 2000, "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0004021, Sep.
• Desdoigts, Alain, 2000, "Neoclassical convergence versus technological catch-up: A contribution for reaching a consensus," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,42.
• Kaiser, Ulrich, 2000, "A note on the calculation of firm-specific and skill-specific labor costs from firm-Ievel data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-08.
• van Phu, Nguyen & Kaiser, Ulrich & Laisney, François, 2000, "The performance of German firms in the business-related service sectors : a dynamic analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-32.
• Almus, Matthias, 2000, "The shadow of death: an empirical analysis of the pre-exit performance of young German firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-44.
• Miquel, Ruth & Laisney, François, 2000, "Consumption and nutrition: age - intake profiles for Czechoslovakia 1989 - 1992," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-63.

1999

• Dustmann, C. & van Soest, A.H.O., 1999, "Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables," Other publications TiSEM, Tilburg University, School of Economics and Management, number dfb6b8e3-5319-47c7-a998-9.
• Horowitz, Joel L. & Spokoiny, Vladimir G., 1999, "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers, University of Iowa, Department of Economics, number 99-02, Jan.
• Théophile AZOMAHOU, 1999, "A Switching Regression Approach to Spatial Patterns in Residential Water Demand," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 9917.
• Ruth Miquel & François Laisney, 1999, "Consumption and Nutrition:Age - Intake Profiles for Czechoslovakia," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 9921.
• Esther Hauk, 1999, "Multiple prisoner's dilemma games with (out) an outside option: An experimental study," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 391, Apr.