Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

1998

• 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 & 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 & 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.
• Oliver Linton & E. Mammen & J. Nielsen, 1997, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1160, Sep.
• Russell Davidson & Jean-Yves Duclos, 1997, "Statistical Inference for the Measurement of the Incidence of Taxes and Transfers," Econometrica, Econometric Society, volume 65, issue 6, pages 1453-1466, November.
• Duclos, Jean-Yves & Lambert, Peter J., 1997, "A Normative Approach to Measuring Classical Horizontal Inequity," Cahiers de recherche, Université Laval - Département d'économique, number 9701.
• Fortin, Bernard & Lacroix, Guy, 1997, "Welfare Benefits, Minimum Wage Rate and the Duration of Welfare Spells: Evidence from a Natural Experiment in Canada," Cahiers de recherche, Université Laval - Département d'économique, number 9708.
• Hirschberg, J. G. & Maasoumi, E. & Slottje, D. J., 1997, "A Cluster Analysis of the Quality of Life in the United States over Time," Department of Economics - Working Papers Series, The University of Melbourne, number 596.
• Smith, M. & Mathur, S.K. & Kohn, R., 1997, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/97.
• Stefan R. Jaschke, 1997, "Arbitrage bounds for the term structure of interest rates," Finance and Stochastics, Springer, volume 2, issue 1, pages 29-40.
• Gloria Gonzalez-Rivera, 1997, "A note on adaptation in garch models," Econometric Reviews, Taylor & Francis Journals, volume 16, issue 1, pages 55-68, DOI: 10.1080/07474939708800372.
• Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997, "An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-15.
• Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997, "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-14.
• Bierens, Herman J., 1997, "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, volume 77, issue 2, pages 379-404, April.
• Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997, "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, volume 82, issue 1, pages 157-192.
• Segal, Uzi, 1997, "Dynamic Consistency and Reference Points," Journal of Economic Theory, Elsevier, volume 72, issue 1, pages 208-219, January.
• Korsholm, L., 1997, "The Semiparametric Normal Variance-Mean Mixture Model," Papers, Centre for Labour Market and Social Research, Danmark-, number 97-17.
• Cazals, C. & Florens, J.-P., 1997, "The Expected Minimum Cost Function: a Non Parametric Approach," Papers, Toulouse - GREMAQ, number 97.457.
• Ridder, G. & Tunali, I., 1997, "Stratified Partial Likelihood Estimation," Papers, Koc University, number 1997/17.
• Rolin, J-M, 1997, "Nonparametric Bayesian Survival Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9704.
• Chao, J.C. & Swanson, N.R., 1997, "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers, Pennsylvania State - Department of Economics, number 9-97-3.
• Blomquist, S. & Newey, W., 1997, "Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints," Papers, Uppsala - Working Paper Series, number 1997-24.
• Blomquist, S. & Eklof, M. & Newey, W., 1997, "Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991," Papers, Uppsala - Working Paper Series, number 1997-29.
• Marcello D'Amato & Barbara Pistoresi, 1997, "Statistical Evidence on Regional Cohesion in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 56, issue 3-4, pages 211-234, December.
• Karlsson, Sune & Löthgren, Mickael, 1997, "Computationally Efficient Double Bootstrap Variance Estimation," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 151, Jan.
• Löthgren, Mickael, 1997, "On the Consistency of the DEA-based Average Technical Efficiency Bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 179, Aug.
• Löthgren, Mickael, 1997, "Bootstrapping the Malmquist Productivity Index: A Simulation Study," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 204, Nov, revised 08 Nov 1997.
• Blomquist, Sören & Newey, Whitney, 1997, "Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints," Working Paper Series, Uppsala University, Department of Economics, number 1997:24, Sep.
• Blomquist, Sören & Eklöf, Matias & Newey, Whitney, 1997, "Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991," Working Paper Series, Uppsala University, Department of Economics, number 1997:29, Dec.
• Richard Blundell & Martin Browning & Ian Crawford, 1997, "Non-parametric Engel curves and revealed preferences," IFS Working Papers, Institute for Fiscal Studies, number W97/14, May.
• Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997, "Testing the Predicitive Value of Subjective Labour Supply Data," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-25.
• Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997, "An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 295b8926-f9c5-4184-b6e6-0.
• Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997, "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Other publications TiSEM, Tilburg University, School of Economics and Management, number 437d476f-a8f0-4a08-b349-7.
• Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997, "Testing the Predicitive Value of Subjective Labour Supply Data," Other publications TiSEM, Tilburg University, School of Economics and Management, number 84746c09-c5a3-46ba-a5e8-5.
• Dorothe Bonjour & Michael Gerfin, 1997, "The Unequal Distribution of Unequal Pay - An Empirical Analysis of the Gender Wage Gap in Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp9702, Apr.
• Horowitz, J., 1997, "Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity," Working Papers, University of Iowa, Department of Economics, number 97-06.
• Horowitz, Joel & Manski, Charles, 1997, "Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data," Working Papers, University of Iowa, Department of Economics, number 97-16, Dec.
• Elizabeth Torres Rivas, 1997, "The distribution of the agreement index in diagnostics," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 22, issue 13, pages 211-232, January-D.
• Peter Bartlett & Tamas Linder & Gábor Lugosi, 1997, "The minimax distortion redundancy in empirical quantizer design," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 198, Jan.
• Pedro Delicado & Ana Justel, 1997, "Forecasting with missing data: Application to a real case," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 213, May.
• Gallego, M.E., 1997, "Economic Performance and Leadership Accountability: An Econometric Analysis," Working Papers, Wilfrid Laurier University, Department of Economics, number 97-7.
• Inkmann, Joachim, 1997, "Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model," Discussion Papers, Series II, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy", number 339.
• Bianchi, Marco & Zoega, Gylfi, 1997, "A nonparametric analysis of regional unemployment dynamics in Britain," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,94.

1996

• Horowitz, J., 1996, "Bootstrap Methods for Median Regression Models," Working Papers, University of Iowa, Department of Economics, number 96-11.
• Pedro Delicado & Manuel del Rio, 1996, "Weighted Kernel regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 164, Mar, revised Apr 1997.
• Albert Satorra, 1996, "Fusion of data sets in multivariate linear regression with errors-in-variables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 183, Oct.
• Laidler, D., 1996, "American macroeconomics Between World War I and the Depression," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9601.
• Bowlus, A-J & Kiefer, N-M & Neumann, G-R, 1996, "Fitting Equilibrium Search Models to Labor Market Data," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9605.
• Bowlus, A-J, 1996, "Generation X, Search Theory, and the U.S.-Canadian Unemployment Rate and Wage Inequality Gaps during the 1980s," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9606.
• Dieter Gstach, 1996, "A new approach to stochastic frontier estimation: DEA+," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp039, Jun.
• William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996, "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics, University Library of Munich, Germany, number 9602005, Feb, revised 29 Jan 1997.
• Mark Yuying An, 1996, "Semiparametric Estimation of Willingness to Pay Distributions," Econometrics, University Library of Munich, Germany, number 9611001, Nov.
• Mark Yuying An & Roberto Ayala, 1996, "Nonparametric Estimation of a Survivor Function with Across- Interval-Censored Data," Econometrics, University Library of Munich, Germany, number 9611003, Nov.
• Mark Yuying An, 1996, "Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data," Econometrics, University Library of Munich, Germany, number 9611005, Nov.
• Mark Yuying An, 1996, "Log-concave Probability Distributions: Theory and Statistical Testing," Game Theory and Information, University Library of Munich, Germany, number 9611002, Nov.
• Simon J. Evenett & Wolfgang Keller, 1996, "On Theories Explaining the Success of the Gravity Equation," International Trade, University Library of Munich, Germany, number 9608001, Aug, revised 15 Jul 1998.
• Linton, O. & Gozalo, P., 1996, "Testing Additivity in Generalized Nonparametric Regression Models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,47.
• Schmid, Friedrich & Trede, Mark, 1996, "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/96.
• Lechner, Michael, 1996, "Nonparametric bounds on employment and income effects of continuous vocational training in East Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 96-31.
• Joachim Engel & Alois Kneip, 1996, "Recent approaches to estimating Engel curves," Journal of Economics, Springer, volume 63, issue 2, pages 187-212, June, DOI: 10.1007/BF01258672.
• Korosi, G. & Longmire, R. & Matyas, L., 1996, "Aggregation and Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/96.
• Atukorala, R. & King, M.L., 1996, "A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/96.
• Deaton, A. & Ng, S., 1996, "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9601.
• Deaton, A. & Ng, S., 1996, "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9601.
• Wouter J. Den Haan & Andrew Levin, 1996, "Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0195, May.
• Wouter J. Den Haan & Andrew T. Levin, 1996, "A Practitioner's Guide to Robust Covariance Matrix Estimation," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0197, Jun.
• Spady, R.H., 1996, "Nonparametric Inference by Quasi-Likelihood Methods," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 111.
• Kocenda, Evzen, 1996, "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper, University Library of Munich, Germany, number 70510, Sep.
• Donaldson, R.G. & Kamstra, M., 1996, "Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles," Discussion Papers, Department of Economics, Simon Fraser University, number dp96-02.
• Manski, C.F. & Nagin, D.S., 1996, "Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism," Working papers, Wisconsin Madison - Social Systems, number 9526r.
• Marco Bianchi & Gylfi Zoega, 1996, "A Nonparametric Analysis of Regional Unemployment Dynamics in Britain," Archive Discussion Papers, Birkbeck, Department of Economics, Mathematics & Statistics, number 9620.
• Victor Gómez & Agustín Maravall, 1996, "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers, Banco de España, number 9628.
• Christopher F. Baum & John Barkoulas, 1996, "Long Term Dependence in Stock Returns," Boston College Working Papers in Economics, Boston College Department of Economics, number 314., Jan.
• Khatri, Y. & Solomou, S., 1996, "Climate and Fluctuations in Agricultural Output, 1867-1913," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9617.
• Eric Ghysels & Serena Ng, 1996, "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers, CIRANO, number 96s-18, Jul.
• Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996, "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers, CIRANO, number 96s-19, Jul.
• Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers, CIRANO, number 96s-24, Sep.
• Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 96s-26, Oct.
• KNEIP, Alois & PARK, Byeong U. & SIMAR, Léopold, 1996, "A Note on the Convergence of Nonparametric DEA Efficiency Measures," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996039, Sep.
• Oliver Linton & Pedro Gozalo, 1996, "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1140, Nov.
• Wouter Denhaan & Andrew T. Levin, 1996, "VARHAC Covariance Matrix Estimator (FORTRAN)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 63, revised .
• Wouter Denhaan & Andrew T. Levin, 1996, "VARHAC Covariance Matrix Estimator (GAUSS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 64, revised .
• Wouter Denhaan & Andrew T. Levin, 1996, "VARHAC Covariance Matrix Estimator (RATS)," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 65, revised .
• An, Mark Yuying & Ayala, Roberto A., 1996, "Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data," Working Papers, Duke University, Department of Economics, number 96-02.
• An, Mark Yuying, 1996, "Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data," Working Papers, Duke University, Department of Economics, number 96-06.
• An, Mark Yuying, 1996, "Semiparametric Estimation of Willingness to Pay Distributions," Working Papers, Duke University, Department of Economics, number 96-20.
• DiNardo, John & Fortin, Nicole M & Lemieux, Thomas, 1996, "Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach," Econometrica, Econometric Society, volume 64, issue 5, pages 1001-1044, September.
• Barkoulas, John T. & Baum, Christopher F., 1996, "Long-term dependence in stock returns," Economics Letters, Elsevier, volume 53, issue 3, pages 253-259, December.
• Koev, Eugen, 1996, "Nonparametric Estimates of Age Profiles of Household Income, Consumption, Direct Taxes and Public Transfers," Discussion Papers, VATT Institute for Economic Research, number 126.
• Aura, Saku, 1996, "Statistical Inference and Lorenz Curves: An empirical example using Finnish Income Data," Discussion Papers, VATT Institute for Economic Research, number 130.
• Davidson, R. & Labys, W.C. & Lesourd, J.B., 1996, "Wavelet Analysis of Commodity Price Behavior," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b11.
• An, M.Y., 1996, "Log-Concave Probability Distributions : Theory and Statistical Testing," Papers, Centre for Labour Market and Social Research, Danmark-, number 96-01.
• Rolle, J.D., 1996, "Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.25.
• Aragon, Y. & Saracco, J., 1996, "Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing," Papers, Toulouse - GREMAQ, number 95.392.
• Renault, E., 1996, "Econometric Models of Option Pricing Errors," Papers, Toulouse - GREMAQ, number 96.407.