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

• Martins-Filho Carlos & Yao Feng, 2006, "Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-43, May, DOI: 10.2202/1558-3708.1304.
• Serletis Apostolos & Shahmoradi Akbar, 2006, "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1341.
• Hinich Melvin J. & Serletis Apostolos, 2006, "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-15, September, DOI: 10.2202/1558-3708.1340.
• Michis Antonis & Sapatinas Theofanis, 2007, "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1531.
• Diks Cees & Panchenko Valentyn, 2008, "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1476.
• Nesmith Travis D & Jones Barry E, 2008, "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, March, DOI: 10.2202/1558-3708.1468.
• Shahbaba Babak, 2009, "Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-21, May, DOI: 10.2202/1558-3708.1609.
• Krüger Jens J., 2009, "Inspecting the Poverty-Trap Mechanism: A Quantile Regression Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-18, May, DOI: 10.2202/1558-3708.1665.
• Peroni Chiara, 2009, "A Non-Parametric Investigation of Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 4, pages 1-52, September, DOI: 10.2202/1558-3708.1617.
• Kim Chang Sik, 2009, "Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 4, pages 1-27, September, DOI: 10.2202/1558-3708.1672.
• Iglesias Emma M, 2010, "First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1736.
• Kauermann Goeran & Krivobokova Tatyana & Semmler Willi, 2011, "Filtering Time Series with Penalized Splines," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-28, March, DOI: 10.2202/1558-3708.1789.
• Westerheide Nina & Kauermann Goeran, 2012, "Flexible Modelling of Duration of Unemployment Using Functional Hazard Models and Penalized Splines: A Case Study Comparing Germany and the UK," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, January, DOI: 10.1515/1558-3708.1914.
• Chung Y. Peter & Zhou Zhong-guo, 2012, "The Pricing of Time-Varying Exchange Rate Risk in the Stock Market: A Nonparametric Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-33, January, DOI: 10.1515/1558-3708.1634.
• Cai Zongwu & Chen Linna & Fang Ying, 2012, "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-20, September, DOI: 10.1515/1558-3708.1878.
• Diks Cees & Manzan Sebastiano, 2002, "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1005.
• Ramsey James B., 2002, "Wavelets in Economics and Finance: Past and Future," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-29, November, DOI: 10.2202/1558-3708.1090.
• Golan Amos, 2003, "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1174.
• Giannerini Simone & Rosa Rodolfo, 2004, "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1215.
• Dagum Estela Bee & Luati Alessandra, 2004, "Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-18, May, DOI: 10.2202/1558-3708.1204.
• de Peretti Christian & Siani Carole, 2004, "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1239.
• Gil-Bazo Javier & Rubio Gonzalo, 2004, "A Nonparametric Dimension Test of the Term Structure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1117.
• Ramalho Joaquim J.S., 2005, "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1202.
• Hamilton James D., 2005, "Comment on "Investigating Nonlinearity"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-10, September, DOI: 10.2202/1558-3708.1286.
• Li Mingliang & Tobias Justin, 2005, "Bayesian Modeling of School Effects Using Hierarchical Models with Smoothing Priors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-33, September, DOI: 10.2202/1558-3708.1271.
• Maria Bampasidou & Carlos A. Flores & Alfonso Flores-Lagunes & Daniel J. Parisian, 2014, "The Role of Degree Attainment in the Differential Impact of Job Corps on Adolescents and Young Adults," Research in Labor Economics, Emerald Group Publishing Limited, "Factors Affecting Worker Well-being: The Impact of Change in the Labor Market", DOI: 10.1108/S0147-912120140000040004.
• Caliendo, Marco & Künn, Steffen & Wießner, Frank, 2010, "Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit : eine Bilanz nach fünf Jahren (The sustainability of subsidized start-ups out of unemployment : an appraisal after five years)," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 42, issue 4, pages 269-291, DOI: 10.1007/s12651-009-0024-8.
• Hoderlein, Stefan & Winter, Joachim, 2009, "Structural Measurement Errors in Nonseparable Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 9192, Jan.
• Degui Li & Oliver Linton & Zudi Lu, 2012, "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/12.
• Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012, "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/12.
• Anne Neumann & Maria Nieswand & Torben Schubert, 2013, "Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data," RSCAS Working Papers, European University Institute, number 2013/13, Mar.
• Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi, None, "Development and validation of credit scoring models," Journal of Credit Risk, Journal of Credit Risk.
• Winfried G. Hallerbach, None, "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
• Jean-Luc Prigent & Olivier Renault & Olivier Scaillet, None, "An empirical investigation into credit spread indices," Journal of Risk, Journal of Risk.
• Jean-David Fermanian & Olivier Scaillet, None, "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, None, "Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall," Journal of Risk, Journal of Risk.
• G. Bottazzi & E. Cefis & G. Dosi & A. Secchi, 2003, "Invariances and Diversities in the Evolution of Manufacturing Industries," Working Papers, Utrecht School of Economics, number 03-17, Dec.
• Elena Cefis & O. Marsili, 2003, "Survivor: The Role of Innovation in Firms’ Survival," Working Papers, Utrecht School of Economics, number 03-18, Nov.
• E. Cefis & O. Marsili & E.J.J Schenk, 2006, "The Effects of Mergers and Acquisitions on the Firm Size Distribution," Working Papers, Utrecht School of Economics, number 06-17.
• E. Cefis & A. Sabidussi & E.J.J Schenk, 2007, "Do mergers of potentially dominant firms foster innovation? An empirical analysis for the manufacturing sector," Working Papers, Utrecht School of Economics, number 07-20, Sep.
• E. Cefis & M. Grondsma & A. Sabidussi & E.J.J Schenk, 2007, "The role of innovation in merger policy: Europe’s efficiency defence versus America’s innovation markets approach," Working Papers, Utrecht School of Economics, number 07-21.
• E. Cefis & M. Ghita, 2008, "Post Merger Innovative Patterns in Small and Medium Firms," Working Papers, Utrecht School of Economics, number 08-09.