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

2000

• 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.
• 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.
• 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.
• 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

• Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999, "Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-115.
• Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999, "Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-33.
• Dustmann, C. & van Soest, A.H.O., 1999, "Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-51.
• 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.
• Albert Satorra, 1999, "Scaled and adjusted restricted tests in multi-sample analysis of moment structures," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 395, Jul.
• Albert Satorra & Peter M. Bentler, 1999, "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 412, Aug.
• Estanislao Arana & Pedro Delicado & Luis Martí, 1999, "Validation procedures in radiological diagnostic models. Neural network and logistic regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 414, Oct.
• Pedro Delicado & Manuel del Río, 1999, "A generalization of histogram type estimators," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 422, Oct.
• David E. A. Giles & Betty J. Johnson, 1999, "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 9910, Aug.
• Nilanjana Roy, 1999, "Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 9913, Dec.
• Joachim Inkmann, 1999, "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance, University Library of Munich, Germany, number 9904003, Apr.
• William A. Barnett & Yijun He, 1999, "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," Macroeconomics, University Library of Munich, Germany, number 9901002, Jan.
• William A. Barnett & Yijun He & ., 1999, "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?," Macroeconomics, University Library of Munich, Germany, number 9906008, Jun.
• Christian Gourieroux & Joann Jasiak, 1999, "Nonlinear Persistence and Copersistence," Working Papers, York University, Department of Economics, number 2000_1, Nov.
• Inkmann, Joachim, 1999, "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/04.
• Horowitz, Joel L. & Spokoiny, Vladimir G., 1999, "An adaptive, rate-optimal test of a parametric model against a nonparametric alternative," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,10.
• Herwartz, Helmut, 1999, "Weekday dependence of German stock market returns," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,47.
• Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles, 1999, "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,81.
• Krämer, Walter & Runde, Ralf, 1999, "Peaks or tails: What distinguishes financial data?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,08.
• Tue Gørgens, 1999, "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers, University of Copenhagen. Department of Economics, number 99-25, Dec.
• Omar Arias & Kevin F. Hallock & Walter Sosa Escudero, 1999, "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data," Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, number 016, Aug.
• Soren Blomquist & Whitney Newey, 1999, "Nonparametric Estimation with Nonlinear Budget Sets," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 99-03, Feb.
• Brooks, C. & Henry, O.T., 1999, "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 676.
• Thierry Chauveau & Jézabel Couppey, 1999, "Les banques françaises de réseaux n'ont pas de problèmes majeurs d'inefficacité productive : une application de la technique d'enveloppement des données (DEA)," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99092, Oct, DOI: 10.2307/3503025.
• Joshua D. Angrist & Jinyong Hahn, 1999, "When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0241, May.
• Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw, 1999, "Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 7131, May.
• Robert F. Engle & Simone Manganelli, 1999, "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 7341, Sep.
• C John McDermott & Alasdair Scott, 1999, "Concordance in business cycles," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G99/7, Dec.
• João Nicolau, 1999, "Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate," Working Papers, Banco de Portugal, Economics and Research Department, number w199904.
• Pendakur, K., 1999, "Semiparametric Estimation of Lifetime Equivalence Scales," Discussion Papers, Department of Economics, Simon Fraser University, number dp99-9.
• Houshmand Ziari & Azzeddine Azzam, 1999, "Parametrizing nonparametric translog models: A goal programming/constrained regression study of U.S. manufacturing," Empirical Economics, Springer, volume 24, issue 2, pages 331-339.
• Winfried G. Hallerbach, 1999, "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-034/2, May.
• Omar Arias & Kevin F. Hallock & Walter Sosa Escudero, 1999, "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data," IIE, Working Papers, IIE, Universidad Nacional de La Plata, number 016, Aug.
• Andreas Pyka & Uwe Cantner & Jens J. Krueger, 1999, "Twin-Peaks - What the Knowledge-Based Approach Can Sayabout the Dynamics of the World Income Distribution," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 189, Dec.
• John Knight & Fuchun Li & Mingwei Yuan, 1999, "Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model," Staff Working Papers, Bank of Canada, number 99-19, DOI: 10.34989/swp-1999-19.
• Bianchi, Marco & Zoega, Gylfi, 1999, "A Nonparametric Analysis of Regional Unemployment Dynamics in Britain," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 2, pages 205-216, April.
• Renaud Lacroix, 1999, "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I," Working papers, Banque de France, number 70.
• Renaud Lacroix, 1999, "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II," Working papers, Banque de France, number 71.
• Wolfgang Härdle & Alois Kneip, 1999, "Testing a Regression Model When We Have Smooth Alternatives in Mind," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 26, issue 2, pages 221-238, June, DOI: 10.1111/1467-9469.00146.
• Arthur Lewbel, 1999, "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics, Boston College Department of Economics, number 454, Aug.
• Solomou, S. & Wu, W., 1999, "Weather Effects on European Agricultural Output 1850-1913," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9915, Jul.
• Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999, "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers, CIRANO, number 99s-48, Nov.
• Gourieroux, Christian & Josiak, Joann, 1999, "Nonlinear persistence and copersistence," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9920.
• Toniolo, Gianni & Rossi, Nicola & Vecchi, Giovanni, 1999, "Is the Kuznets Curve Still Alive? Evidence from Italy's Household Budgets, 1881-1961," CEPR Discussion Papers, Centre for Economic Policy Research, number 2140, May.
• Redding, Stephen, 1999, "The Dynamics of International Specialization," CEPR Discussion Papers, Centre for Economic Policy Research, number 2287, Nov.
• Christian Gourieroux & Joanna Jasiak, 1999, "Nonlinear Persistence and Copersistence," Working Papers, Center for Research in Economics and Statistics, number 99-63.
• Delicado, Pedro & Romo, Juan, 1999, "Constant coefficient tests for random coefficient regression," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6271, Mar.
• Profit, Stefan & Sperlich, Stefan, 1999, "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 6287, Jan.
• Gouriéroux, Christian & Laurent, J.P. & Scaillet, Olivier, 1999, "Sensitivity Analysis of Values at Risk," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000002, Jun, revised 00 Jan 2000.
• Solomou, Solomos & Wu, Weike, 1999, "Weather effects on European agricultural output, 1850–1913," European Review of Economic History, Cambridge University Press, volume 3, issue 3, pages 351-373, December.
• Michael Lechner, 1999, "Nonparametric bounds on employment and income effects of continuous vocational training in East Germany," Econometrics Journal, Royal Economic Society, volume 2, issue 1, pages 1-28.
• Whang, Yoon-Jae & Linton, Oliver, 1999, "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, volume 91, issue 1, pages 1-42, July.
• Ridder, Geert & Tunali, Insan, 1999, "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, volume 92, issue 2, pages 193-232, October.
• Gonzalez-Rivera, Gloria & Drost, Feike C., 1999, "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 93-111, November.
• Los, Cornelis A., 1999, "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 9, issue 3-4, pages 265-289, November.
• Jason G. Cummins & Kevin A. Hassett & Stephen D. Oliner, 1999, "Investment behavior, observable expectations, and internal funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-27.
• Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a24.
• Ghattas, B., 1999, "Previsions par arbres de classification," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b03.
• Ghattas, B., 1999, "Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b04.
• Ghattas, B., 1999, "Agregation d'arbres de classification," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b05.
• Gorgens, T., 1999, "Semiparametric Estimation of Single-Index Transition Intensities," Papers, Carleton - School of Public Administration, number 99-25.
• An, M.Y. & Christensen, B.J. & Gupta, N.D., 1999, "A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples," Papers, Centre for Labour Market and Social Research, Danmark-, number 99-10.
• Darolles, S. & Florens, J.-P. & Gourieroux, C., 1999, "Kernel Based Nonlinear Canonical Analysis," Papers, Toulouse - GREMAQ, number 99.514.
• Simar, L. & Wilson, P.W., 1999, "Statistical Inference in Nonparametric Frontier Models: the State of the Art," Papers, Catholique de Louvain - Institut de statistique, number 9904.
• Rolin, J.-M., 1999, "Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9906.
• Akhand, H.A. & Liu, H., 1999, "Marginal Income Tax Rates: Nonparametric Approach," Papers, New South Wales - School of Economics, number 99/7.
• Bouzitat, C. & Hardouin, C. & Guyon, X., 1999, "Dynamique d'adoption de standards et test de non-coordination spaciale," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-16.
• Hubner, G., 1999, "Horizon Risk and Asset Pricing," Papers, Southern California - School of Business Administration, number 99-57.
• Li, D. & Stengos, T., 1999, "Testing Serial Correlation in Semiparametric Time Series Model," Working Papers, University of Guelph, Department of Economics and Finance, number 1999-4.
• Andersson, Jonas & Lyhagen, Johan, 1999, "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 303, Feb.
• Carling, Kenneth & Gustafson, Lena, 1999, "Self-employment grants vs. subsidized employment: Is there a difference in the re-unemployment risk?," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 1999:6, Oct.
• Darolles, Serge & Florens, Jean-Pierre & Gouriéroux, Christian, 1999, "Kernel Based Nonlinear Canonical Analysis," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 83, revised 2001.
• Ian Crawford, 1999, "Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data," IFS Working Papers, Institute for Fiscal Studies, number W99/28, Jan.
• Fortin, Ines & Kuzmics, Christoph, 1999, "Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation," Economics Series, Institute for Advanced Studies, number 62, Feb.
• Viviana Fernández, 1999, "Estructura de Tasas de Interés en Chile: La Vía No Paramétrica," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 36, issue 109, pages 1005-1034.
• Emili Tortosa Ausina, 1999, "-Convergence In Efficiency Of The Spanish Banking Firms As Distribution Dynamics," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-14, Nov.
• Emili Tortosa Ausina, 1999, "-Bank Cost Efficiency As Distribution Dynamics: Controlling For Specialization Is Important," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-15, Nov.
• Eichler, Martin & Lechner, Michael, 1999, "An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt," IZA Discussion Papers, IZA Network @ LISER, number 94, Dec.

1998

• Bertschek, Irene & Lechner, Michael, 1998, "Convenient estimators for the panel probit model," Journal of Econometrics, Elsevier, volume 87, issue 2, pages 329-371, September.
• An, Mark Yuying, 1998, "Logconcavity versus Logconvexity: A Complete Characterization," Journal of Economic Theory, Elsevier, volume 80, issue 2, pages 350-369, June.