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

1999

• 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.
• 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.
• 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.
• Rossi, Nicola & Toniolo, Gianni & 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 J., 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.
• Danielsson, Jon & Vries, Casper, 1998, "Beyond the sample: extreme quantile and probability estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119141, Jul.
• Bhalotra, Sonia & Attfield, Cliff, 1998, "Intrahousehold resource allocation in rural Pakistan: a semi-parametric analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6679, Feb.
• Kyyrä, Tomi & Holm, Pasi & Rantala, Juha, 1998, "Business Cycle, unemployment Trap and Effects of Economic Incentives on Job Finding Probability," Discussion Papers, VATT Institute for Economic Research, number 175.
• Jon Danielsson & Casper G. de Vries, 1998, "Beyond the Sample: Extreme Quantile and Probability Estimation," FMG Discussion Papers, Financial Markets Group, number dp298, Jul.
• Inanga, E.L. & Emenuga, C., 1998, "Les caracteristiques institutionnelles, traditionnelles et les modes de determination des cours de l'actif a la bourse de valeurs du Nigeria," Papers, African Economic Research Consortium, number 60.
• Davidson, R. & Duclos, J.-Y., 1998, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a14.
• Korsholm, L., 1998, "Likelihood Ratio Test in the Correlated Gamma-Frailty Model," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-11.
• Yuying An, M., 1998, "Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-12.
• Scheihing, E. & Mouchart, M., 1998, "Bayesian Evaluation of a Semi-Parametric Binary Response Model," Papers, Catholique de Louvain - Institut de statistique, number 9806.
• Hildenbrand, W. & Kneip, A. & Utikal, K.J., 1998, "Une analyse non parametrique des distributions du revenu et des caracteristiques des menages," Papers, Catholique de Louvain - Institut de statistique, number 9809.
• Simar, L. & Wilson, P.W., 1998, "A General Methodology for Bootstrapping in Nonparametric Frontier Models," Papers, Catholique de Louvain - Institut de statistique, number 9811.
• Gorgens, T., 1998, "Semiparametric Estimation of Censored Transformation Models," Papers, New South Wales - School of Economics, number 98-13.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
• Löthgren, Mickael, 1998, "How to Bootstrap DEA Estimators: A Monte Carlo Comparison," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 223, Feb.
• Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998, "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 280, Nov.
• Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998, "Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 70, Jul.
• Bask, Mikael, 1998, "Essays on Exchange Rates: Deterministic Chaos and Technical Analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 465, May.
• Daunfeldt, Sven-Olov & de Luna, Xavier, 1998, "The Efficacy and Cost of Regime Shifts in Inflation Policies: Evidence from New Zealand and Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 475, Oct.
• Georges Heinrich, 1998, "Changing Times, Testing Times: A Bootstrap Analysis of Poverty and Inequality using the PACO Database," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 9802.
• Crespo Cuaresma, Jesus, 1998, "Deterministic Chaos versus Stochastic Processes," Economics Series, Institute for Advanced Studies, number 60, Dec.
• Sonia Bhalotra & Cliff Attfield, 1998, "Intrahousehold resource allocation in rural Pakistan: a semiparametric analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 5, pages 463-480.
• Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998, "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 5, pages 567-585.
• Davidson, Russell & Labys, Walter C & Lesourd, Jean-Baptiste, 1998, "Wavelet Analysis of Commodity Price Behavior," Computational Economics, Springer;Society for Computational Economics, volume 11, issue 1-2, pages 103-128, April.
• Nagy, Gyula & Micklewright, John, 1998, "Segélyezés, életszínvonal és ösztönzés a munkanélküli-járadék kimerítése után
  [The implications of exhausting unemployment insurance entitlement in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 401-423.
• Russell Davidson & Jean-Yves Duclos, 1998, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 181, Apr.
• Davidson, Russell & Duclos, Jean-Yves, 1998, "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Cahiers de recherche, Université Laval - Département d'économique, number 9805.
• Jang-Ting Guo & Rong-Chang Wu, 1998, "Financial Liberalization and the Exchange-Rate Exposure of the Taiwanese Firms: A Nonparametric Analysis of Taiwan," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 1, pages 37-61, March.
• Henry, O., 1998, "Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?," Department of Economics - Working Papers Series, The University of Melbourne, number 616.
• Hirschberg, J.G. & Maasoumi, E. & Slottje, D.J., 1998, "The Environment and the Quality of Life in the United States Over Time," Department of Economics - Working Papers Series, The University of Melbourne, number 654.
• Hyndman, R.J. & Yao, Q., 1998, "Nonparametric Estimation and Symmetry Tests for Conditional Density Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/98.
• Smith, M. & Yau, P. & Shively, T. & Kohn, R., 1998, "Estimating Long-Term Trends in Tropospheric Ozone Levels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/98.
• Smith, M. & Kohn, R., 1998, "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/98.
• MEDDAHI, Nour & RENAULT, Éric, 1998, "Aggregations and Marginalization of GARCH and Stochastic Volatility Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9818.
• Charles F. Manski & John V. Pepper, 1998, "Monotone Instrumental Variables with an Application to the Returns to Schooling," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0224, Feb.
• Alberto Abadie & Joshua D. Angrist & Guido W. Imbens, 1998, "Instrumental Variables Estimation of Quantile Treatment Effects," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0229, Mar.
• Glenn Ellison & Sara Fisher Ellison, 1998, "A Simple Framework for Nonparametric Specification Testing," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0234, Sep.
• Jason G. Cummins, 1998, "Taxation and the Sources of Growth: Estimates from United States Multinational Corporations," NBER Working Papers, National Bureau of Economic Research, Inc, number 6533, Apr.
• Rajeev H. Dehejia & Sadek Wahba, 1998, "Causal Effects in Non-Experimental Studies: Re-Evaluating the Evaluation of Training Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 6586, Jun.
• James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998, "Characterizing Selection Bias Using Experimental Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 6699, Aug.
• Soren Blomquist & Matias Eklof & Whitney Newey, 1998, "Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991," NBER Working Papers, National Bureau of Economic Research, Inc, number 6759, Oct.
• Rajeev H. Dehejia & Sadek Wahba, 1998, "Propensity Score Matching Methods for Non-experimental Causal Studies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6829, Dec.
• Kamstra, M., 1998, "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-05.
• John K. Dagsvik, 1998, "Nonparametric Identification of Discrete Choice Models," Discussion Papers, Statistics Norway, Research Department, number 222, Jul.
• Uwe Cantner & Georg Westermann, 1998, "Localized Technological Progress And Industry Structure: An Empirical Approach," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 6, issue 2-3, pages 121-146, DOI: 10.1080/10438599800000017.
• Jón Daníelsson & Casper G. de Vries, 1998, "Beyond the Sample: Extreme Quantile and Probability Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-016/2, Feb.
• Thomas de Graaff & Raymond J.G.M. Florax & Peter Nijkamp & Aura Reggiani, 1998, "Diagnostic Tools for Nonlinearity in Spatial Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-072/3, Jul.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7a28bbc8-e8d6-4dbe-874e-5.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM, Tilburg University, School of Economics and Management, number d93a8be0-5dcd-4ae8-9eb1-b.
• Eric Ghysels & Serena Ng, 1998, "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 535-548, November.
• Horowitz, J.L., 1998, "Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function," Working Papers, University of Iowa, Department of Economics, number 98-05, Jul.
• Andrew Dickerson & John Peirson & Roger Vickerman, 1998, "Road Accidents and Traffic Flows: An Econometric Investigation," Studies in Economics, School of Economics, University of Kent, number 9809, Apr.
• Luc Devroye & Gábor Lugosi & Frederic Udina, 1998, "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 281, Feb.
• Jaume Garcia & Pedro J. Hernández & Ángel López Nicolás, 1998, "How wide is the gap? An investigation of gender wage differences using quantile regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 287, May.
• Pedro Delicado, 1998, "Principal curves and principal oriented points," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 309, Jul.
• Pedro Delicado & Juan Romo, 1998, "Constant coefficient tests for random coefficient regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 329, Nov.
• Jian Yang, 1998, "Semiparametric Maximum Lickelihood Estimation of GARCH Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9816.
• Charles F. Manski & John V. Pepper, 1998, "Monotone Instrumental Variables: With an Application to the Returns to Schooling," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 308, Jan.
• Boswijk, H. Peter & Lucas, André & Taylor, Nick, 1998, "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0062.
• Dieter Gstach, 1998, "Technical Efficiency in Noisy Multi-Output Settings," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp059, Aug.
• William A. Barnett & Apostolos Serletis, 1998, "Martingales, Nonlinearity, and Chaos," Econometrics, University Library of Munich, Germany, number 9805003, Jun.
• William A. Barnett & Yijun He, 1998, "Bifurcations in Continuous-Time Macroeconomic Systems," Macroeconomics, University Library of Munich, Germany, number 9805018, Jun.
• Randal J. Verbrugge, 1998, "A cross-country investigation of macroeconomic asymmetries," Macroeconomics, University Library of Munich, Germany, number 9809017, Sep, revised 30 Sep 1998.
• Randal J. Verbrugge, 1998, "Cross-Sectional and Longitudinal Inflation Asymmetries," Macroeconomics, University Library of Munich, Germany, number 9809018, Sep.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Stehle, Richard & Jaschke, Stefan R. & Wernicke, S., 1998, "Tax clientele effects in the German bond market," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,11.
• Profit, Stefan & Sperlich, Stefan, 1998, "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,15.
• Diack, Cheikh A. T. & Thomas-Agnan, Christine, 1998, "A nonparametric test of the non-convexity of regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,43.
• Lavergne, Pascal & Vuong, Quang, 1998, "Nonparametric significance testing," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,75.
• Lavergne, Pascal, 1998, "An equality test across nonparametric regressions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,79.
• Jaschke, Stefan R., 1998, "Higher order forward rate agreements and the smoothness of the term structure," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,13.
• Montserrat Guillen Estany & Catalina Bolance Losilla, 1998, "An application of the transformed kernel density estimation to labor earnings in Spain," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 33.
• M. E. Gallego, 1998, "Economic Performance and Leadership Accountability: An Econometric Analysis," Economics and Politics, Wiley Blackwell, volume 10, issue 3, pages 249-296, November, DOI: 10.1111/1468-0343.00046.
• Eric Ghysels & Serena Ng, 1998, "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," Boston College Working Papers in Economics, Boston College Department of Economics, number 403, Mar.
• Cliff Attfield & Sonia R Bhalotra, 1998, "Intrahousehold Resource Allocation in Rural Pakistan: A Semi-parametric Analysis," STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 11, Feb.
• Yoshua Bengio, 1998, "Using a Financial Training Criterion Rather than a Prediction Criterion," CIRANO Working Papers, CIRANO, number 98s-21, Jun.
• Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
• Heinrich, Georges, 1998, "Ageing Gracefully? A Bootstrap Analysis of Poverty Among Pensioners Using Evidence from the PACO Databases," CEPR Discussion Papers, Centre for Economic Policy Research, number 2039, Dec.
• Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 1998, "Kernel Based Nonlinear Canonical Analysis," Working Papers, Center for Research in Economics and Statistics, number 98-55.
• Cummins, J.G., 1998, "Taxation and the Sources of Growth: Estimates from United States Multinational Corporations," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-08.
• Arthur Lewbel & Linton, Oliver Linton, 1998, "Nonparametric Censored Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1186, Jul.
• James Heckman & Hidehiko Ichimura & Jeffrey Smith & Petra Todd, 1998, "Characterizing Selection Bias Using Experimental Data," Econometrica, Econometric Society, volume 66, issue 5, pages 1017-1098, September.

1997

• Arthur Lewbel & Daniel McFadden & Oliver Linton, 1997, "Estimating Features of a Distribution from Binomial Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 442, May, revised 01 Jul 2010.
• Eric Ghysels & Valentin Patilea & Eric Renault & Olivier Torrès, 1997, "Nonparametric Methods and Option Pricing," CIRANO Working Papers, CIRANO, number 97s-19, Apr.
• Eric Ghysels & Serena Ng, 1997, "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers, CIRANO, number 97s-33, Oct.
• GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997, "Nonparametric methods and option pricing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997075, Oct.
• Artis, Michael J & Zhang, Wenda, 1997, "Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 1594, Mar.
• Artis, Michael J & Zhang, Wenda, 1997, "On Identifying the Core of EMU: An Exploration of Some Empirical Criteria," CEPR Discussion Papers, Centre for Economic Policy Research, number 1689, Aug.
• Cummins, Jason & Hassett, Kevin & Oliner, Stephen, 1997, "Investment Behavior, Observable Expectations and Internal Funds," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-30.
• Yoon-Jae Whang & Oliver Linton, 1997, "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1130R, Oct.
• Donald W.K. Andrews & Moshe Buchinsky, 1997, "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1141R, Aug.