## 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**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Entrepreneurial activity and economic development: The shape of the relationship**

*by*Larin, Alexander & Tarunina, Elena

**Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables**

*by*Jia Chen & Degui Li & Oliver Linton & Zudi Lu

**Relative income distribution in six European countries: market and disposable income**

*by*Ilaria Petrarca & Roberto Ricciuti

**Bayesian Nonparametric Calibration and Combination of Predictive Distributions**

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*David Card & David S. Lee & Zhuan Pei & Andrea Weber

**Stochastic Economic Growth and Volatile Population Dynamics: Past Imperfect and Future Tense**

*by*Tapas Mishra & Claude Diebolt & Mamata Parhi

**Re-Mapping Credit Ratings**

*by*Eisl, Alexander & Elendner, Hermann W. & Lingo, Manuel

**(Partially) Identifying potential outcome distributions in triangular systems**

*by*Ismael Mourifie & Yuanyuan Wan

**Search Costs and Efficiency: Do Unemployed Workers Search Enough?**

*by*Pieter Gautier & Jose L Moraga-Gonzalez & Ronald Wolthoff

**Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models**

*by*Hallin, M. & Werker, B.J.M. & van den Akker, R.

**Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models**

*by*Su Liangjun & Tadao Hoshino

**US inflation dynamics on long range data**

*by*Plakandaras, Vasilios & Gogas, Periklis & Gupta, Rangan & Papadimitriou, Theophilos

**Instrument-free Identification and Estimation of Differentiated Products Models**

*by*David Byrne & Susumu Imai & Vasilis Sarafidis & Masayuki Hirukawa

**Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests**

*by*Vassilios Babalos & Rangan Gupta & Clement Kyei & Evangelos I. Poutos

**Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications**

*by*Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul

**Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects**

*by*An, Yonghong & Tang, Xun

**An Infinite Hidden Markov Model for Short-term Interest Rates**

*by*Maheu, John M & Yang, Qiao

**The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions**

*by*Afanasyev, Dmitriy & Fedorova, Elena

**A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models**

*by*Bonga-Bonga, Lumengo & Mwamba, Muteba

**Reference dependent utility from health and the demand for medical care**

*by*Harris, Matthew & Kohn, Jennifer

**Local Directional Moran Scatter Plot - LDMS**

*by*Davide Fiaschi & Lisa Gianmoena & Angela Parenti

**An iterative plug-in algorithm for realized kernels**

*by*Yuanhua Feng & Chen Zhou

**Revealed preferences over risk and uncertainty**

*by*John Quah & Matthew Polisson & Ludovic Renou

**Efficient propensity score regression estimators of multi-valued treatment effects for the treated**

*by*Ying-Ying Lee

**Demand Estimation with Machine Learning and Model Combination**

*by*Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang

**Bounding the Labor Supply Responses to a Randomized Welfare Experiment: A Revealed Preference Approach**

*by*Patrick Kline & Melissa Tartari

**Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Single-Step Estimation of a Partially Linear Model**

*by*Daniel J. Henderson & Christopher F. Parmeter

**Quality of Match for Statistical Matches Using the Consumer Expenditure Survey 2011 and Annual Social Economic Supplement 2011**

*by*Fernando Rios-Avila

**The Causal Impact of Common Native Language on International Trade: Evidence from a Spatial Regression Discontinuity Design**

*by*Andrea Lassmann & Peter Egger

**Employment Subsidies, Informal Economy and Women's Transition into Work in a Depressed Area: Evidence from a Matching Approach**

*by*Deidda, Manuela & Di Liberto, Adriana & Foddi, Marta & Sulis, Giovanni

**Subsidized Start-Ups out of Unemployment: A Comparison to Regular Business Start-Ups**

*by*Caliendo, Marco & Hogenacker, Jens & Künn, Steffen & Wießner, Frank

**The Inequality-Growth Plateau**

*by*Henderson, Daniel J. & Qian, Junhui & Wang, Le

**Robust Confidence Intervals for Average Treatment Effects under Limited Overlap**

*by*Rothe, Christoph

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*Card, David & Lee, David S. & Pei, Zhuan & Weber, Andrea

**Nonparametric change-point analysis of volatility**

*by*Markus Bibinger & Moritz Jirak & Mathias Vetter &

**Stochastic Population Analysis: A Functional Data Approach**

*by*Lei Fang & Wolfgang K. HÃ¤rdle & &

**Identifying Berlin's land value map using Adaptive Weights Smoothing**

*by*Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz

**Estimating the Value of Urban Green Space: A hedonic Pricing Analysis of the Housing Market in Cologne, Germany**

*by*Jens Kolbe & Henry WÃ¼stemann & &

**Pricing Kernel Modeling**

*by*Denis Belomestny & Shujie Ma & Wolfgang Karl HÃ¤rdle &

**Performance-Based Typology Of Universities: Evidence From Russia**

*by*Irina V. Abankina & Fuad T. Aleskerov & Veronika Yu. Belousova & Leonid M. Gokhberg & Kirill V. Zinkovsky & Sofya G. Kiselgof & Vsevolod Petrushchenko & Sergey V. Shvydun

**Does preschool boost the development of minority children? The case of Roma children**

*by*Felfe, Christina & Huber, Martin

**A test of the long memory hypothesis based on self-similarity**

*by*James Davidson & Dooruj Rambaccussing

**From progress to nightmare - European regional unemployment over time**

*by*Robert Beyer & Michael Stemmer

**Consumer Search and Prices in the Automobile Market**

*by*Moraga-González, José-Luis & Sándor, Zsolt & Wildenbeest, Matthijs

**Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel**

*by*M. Hamadi & A. Heinen

**Progressivity and decomposition of VAT in the Mexican border, 2014**

*by*Luis Huesca & Arturo Robles Valencia & Abdelkrim Araar

**Nonparametric likelihood for volatility under high frequency data**

*by*Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu

**Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice**

*by*Toru Kitagawa & Aleksey Tetenov

**Bayesian nonparametric calibration and combination of predictive distributions**

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**A hat matrix for monotonicity constrained B-spline and P-spline regression**

*by*Kagerer, Kathrin

**Protected Area Effectiveness in European Russia: A Postmatching Panel Data Analysis**

*by*Kelly J. Wendland & Matthias Baumann & David J. Lewis & Anika Sieber & Volker C. Radeloff

**Is utility transferable? a revealed preference analysis**

*by*Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram

**Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests**

*by*Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta

**Agricultural technology adoption and Nonfarm earnings in Uganda: a Semiparametric analysis**

*by*Gracious M. Diiro & Abdoul G. Sam

**Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions**

*by*Assaf, Ata

**Nonparametric estimation of fixed effects panel data varying coefficient models**

*by*Rodriguez-Poo, Juan M. & Soberón, Alexandra

**Generalized runs tests to detect randomness in hedge funds returns**

*by*Hentati-Kaffel, Rania & de Peretti, Philippe

**Shackled labor markets: Bounding the causal effects of criminal convictions in the U.S**

*by*Richey, Jeremiah

**Asymptotics for nonparametric and semiparametric fixed effects panel models**

*by*Li, Cong & Liang, Zhongwen

**Closed-form estimation of nonparametric models with non-classical measurement errors**

*by*Hu, Yingyao & Sasaki, Yuya

**Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors**

*by*Song, Suyong

**High dimensional generalized empirical likelihood for moment restrictions with dependent data**

*by*Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong

**Nonparametric estimation and inference on conditional quantile processes**

*by*Qu, Zhongjun & Yoon, Jungmo

**Frontier estimation in the presence of measurement error with unknown variance**

*by*Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid

**Econometrics of co-jumps in high-frequency data with noise**

*by*Bibinger, Markus & Winkelmann, Lars

**Inference in semiparametric binary response models with interval data**

*by*Wan, Yuanyuan & Xu, Haiqing

**Goodness-of-fit tests based on series estimators in nonparametric instrumental regression**

*by*Breunig, Christoph

**Multiplicative-error models with sample selection**

*by*Jochmans, Koen

**Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints**

*by*Fengler, Matthias R. & Hin, Lin-Yee

**Specification testing for transformation models with an application to generalized accelerated failure-time models**

*by*Lewbel, Arthur & Lu, Xun & Su, Liangjun

**A semiparametric single index model with heterogeneous impacts on an unobserved variable**

*by*Lee, Jiyon

**Asymptotically distribution-free tests for the volatility function of a diffusion**

*by*Chen, Qiang & Zheng, Xu & Pan, Zhiyuan

**Semiparametric estimation of default probability: Evidence from the Prosper online credit market**

*by*Li, Xiaofeng & Shang, Ying & Su, Zhi

**Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation**

*by*Henderson, Heath & Golan, Amos & Seabold, Skipper

**Nonparametric estimation of utility function in first-price sealed-bid auctions**

*by*Kim, Dong-Hyuk

**Energy Efficiency in Electricity Production: A Data Envelopment Analysis (DEA) Approach for the G-20 Countries**

*by*Nuri Ozgur DOGAN & Can Tansel TUGCU

**Public R&D support for newly founded firms – effects on patent activity and employment growth**

*by*Uwe Cantner & Sarah Kösters

**Alpha or Not Alpha: The Case of the Hedge Fund Industry**

*by*Hugues Pirotte & Nils Tuchschmid

**Duopolio, Diferenciación y Escala: Un Estudio de las Estructuras de Costos de las Administradoras de Fondos de Pensiones en Bolivia**

*by*Maceira, Daniel & Garlati Bertoldi, Pablo Adrián

**Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks**

*by*Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta

**US Inflation Dynamics on Long Range Data**

*by*Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou

**The Effect of Dental Insurance on the Use of Dental Care For Older Adults: A Partial Identification Analysis**

*by*Kreider, Brent & Manski, Richard & Moeller, John & Pepper, John V.

**Empirical Essays in the Economics of Ageing and the Economics of Innovation**

*by*Janina Reinkowski

**Obtaining and Predicting the Bounds of Realized Correlations**

*by*Lidan Grossmass

**The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy**

*by*Mihaela Simionescu (Bratu)

**Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment**

*by*Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT

**Evolución de la brecha salarial de género en México**

*by*Arceo-Gómez, Eva O. & Campos-Vázquez, Raymundo M.

**Evaluación del poder de predicción de las expectativas de inflación de los consumidores en México**

*by*Murillo, José Antonio. & Sánchez-Romeu, Paula.

**Radical or incremental: Where does R&D policy hit?**

*by*Beck, Mathias & Lopes-Bento, Cindy & Schenker-Wicki, Andrea

**The impact of R&D subsidies during the crisis**

*by*Hud, Martin & Hussinger, Katrin

**Direct democracy and local government efficiency**

*by*Asatryan, Zareh & De Witte, Kristof

**Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen**

*by*Dechert, Andreas

**Overidentification test in a nonparametric treatment model with unobserved heterogeneity**

*by*Sarnetzki, Florian & Dzemski, Andreas

**Unobservable, but Unimportant? The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Estimation of Treatment Effects**

*by*Caliendo, Marco & Mahlstedt, Robert & Mitnik, Oscar

**Labour market effects of retraining for the unemployed**

*by*Lang, Julia & Kruppe, Thomas

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility**

*by*Žikeš, Filip & Baruník, Jozef

**Estimating the spot covariation of asset prices: Statistical theory and empirical evidence**

*by*Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus

**The multivariate option iPoD framework: assessing systemic financial risk**

*by*Matros, Philipp & Vilsmeier, Johannes

**Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data**

*by*Jia Chen & Degui Li & Hua Liang & Suojin Wang

**Specification Testing in Nonstationary Time Series Models**

*by*Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin

**â€œThey do know what they are doing ... at least most of them.â€ Asymmetric Information in the (private) Disability Insurance**

*by*Spindler, M.;

**Remittances and Governance: Does the Government Free Ride?**

*by*Durga P. Gautam

**Evaluating the performance of VaR models in energy markets**

*by*Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

**Forecasting the occurrence of electricity price spikes in the UK power market**

*by*Pawel Maryniak & Rafal Weron

**A note on using the Hodrick-Prescott filter in electricity markets**

*by*Rafal Weron & Michal Zator

**The pre-exit performance of German plants - How long is the 'shadow of death'?**

*by*Michaela Fuchs & Antje Weyh

**Comparing social-economic conditions in ethanol production areas in Brazil and United States ? a spatial econometric approach**

*by*Andre Chagas

**Comparing Standard Regression Modeling to Ensemble Modeling: How Data Mining Software Can Improve Economists' Predictions**

*by*Joyce P. Jacobsen & Laurence M. Levin & Zachary Tausanovitch

**Measuring the Causal Effect of Privatization on Firm Performance**

*by*Jan Hagemejer & Joanna Tyrowicz & Jan Svejnar

**Sport participation and Child Development in Less Developed Countries**

*by*Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael

**Children’s skill formation in less developed countries – The impact of sports participation**

*by*Pawlowski, Tim & Schüttoff, Ute & Downward, Paul & Lechner, Michael

**An Empirical Analysis of the Ross Recovery Theorem**

*by*Audrino, Francesco & Huitema, Robert & Ludwig, Markus

**Causal pitfalls in the decomposition of wage gaps**

*by*Huber, Martin

**Treatment evaluation with multiple outcome periods under endogeneity and attrition**

*by*Frölich, Markus & Huber, Martin

**Treatment evaluation with multiple outcome periods under endogeneity and attrition**

*by*Frölich, Markus & Huber, Martin

**The impact of innovation support programmes on SME innovation in traditional manufacturing industries: an evaluation for seven EU regions**

*by*Radicic D. & Pugh G. & Hollanders H.J.G.M. & Wintjes R.J.M.

**Nonparametric welfare and demand analysis with unobserved individual heterogeneity**

*by*Demuynck T. & Cosaert S.

**Time-varying Long-run Income and Output Elasticities of Electricity Demand**

*by*Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park

**Convergence and growth. Labour productivity dynamics in the European Union**

*by*Roberto Martino

**Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints**

*by*Tae-Hwy Lee & Yundong Tu & Aman Ullah

**Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting**

*by*Tae-Hwy Lee & Yundong Tu & Aman Ullah

**Efficiency of the Services Sector: a Parametric Approach**

*by*Gisela Di Meglio & Stefano Visintin

**A Comparison of two Quantile Models with Endogeneity**

*by*Kaspar Wüthrich

**The impact of perceptions in averting-decision models: An application of the special regressor method to drinking water choices**

*by*Bontemps, Christophe & Nauges, Céline

**A Significance Test for Covariates in Nonparametric Regression**

*by*Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin

**Powerful nonparametric checks for quantile regression**

*by*Maistre, Samuel & Lavergne, Pascal & Patilea, Valentin

**A new approach to measuring and studying the characteristics of class membership: The progress of poverty, inequality and polarization of income classes in urban China**

*by*Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli

**A Nonparametric Test of Exogenous Participation in First-Price Auctions**

*by*Nianqing Liu & Yao Luo

**Tightening Bounds In Triangular Systems**

*by*Desire Kedagni & Ismael Mourifie

**Estimation of Extreme Depth-Based Quantile Regions**

*by*He, Y. & Einmahl, J.H.J.

**An M-estimator of Spatial Tail Dependence**

*by*Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J.

**Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas**

*by*Can, S.U. & Einmahl, J.H.J. & Khmaladze, E.V. & Laeven, R.J.A.

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators**

*by*Seojeong Lee

**Augmented and Unconstrained: revisiting the Regional Knowledge Production Function**

*by*Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi

**Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Econometrics of Ascending Auctions by Quantile Regression**

*by*Nathalie Gimenes

**Sugar Cane Burning and Human Health: a Spatial Difference –in-Difference Analysis**

*by*André Luis Squarize Chagas & Alexandre N. Almeida, Carlos Roberto Azzoni

**Ordinary Least Squares Estimation for a Dynamic Game**

*by*Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma

**Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models**

*by*Sainan Jin & Liangjun Su & Yonghui Zhang

**Specification Test for Panel Data Models with Interactive Fixed Effects**

*by*Liangjun Su & Sainan Jin & Yonghui Zhang

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Bootstrap tests in linear models with many regressors**

*by*Patrick Richard

**Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property**

*by*Francesco Giordano & Maria Lucia Parrella

**GRID for model structure discovering in high dimensional regression**

*by*Francesco Giordano & Soumendra Nath Lahiri & Maria Lucia Parrella

**An Alternative Method of Component Aggregation for Computing Multidimensional Well-Being Indicators**

*by*Adrian Otoiu & Emilia Titan

**A Comparison Of The Financial Efficiencies Of Commercial Banks And Participation Banks: The Case Of Turkey**

*by*MELEK ACAR BOYACIOGLU & IBRAHÄ°M EREM SAHIN & RAMAZAN AKTAS

**Statistical matching of income and consumption expenditures**

*by*GABRIELLA DONATIELLO & MARCELLO D'ORAZIO & DORIANA FRATTAROLA & ANTONY RIZZI & MAURO SCANU & MATTIA SPAZIANI

**Confidence Interval for Ratio of Percentiles of Two Independent and Small Samples**

*by*Li-Fei Huang

**Methodology Of Application Of Statistical Modelling For Risk Assessment**

*by*Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors

**Beyond the SUTVA: how policy evaluations change when we allow for interactions among firms**

*by*Augusto Cerqua & Guido Pellegrini

**Climate change and economic growth in sub-Sahara Africa: A nonparametric evidence**

*by*Paul Alagidede and George Adu

**The Economic Approach to Fertility: A Causal Mediation Analysis**

*by*Gauthier T. Kashalala and Steven F. Koch

**A Nonparametric Partially Identified Estimator for Equivalence Scales**

*by*Christian Dudel

**Consistent Subsets – Computationally Feasible Methods to Compute the Houtman-Maks-Index**

*by*Jan Heufer & Per Hjertstrand

**Homothetic Efficiency. A Non-Parametric Approach**

*by*Jan Heufer & Per Hjertstrand

**Inequality of Opportunity in Retirement Age – The Role of Physical Job Demands**

*by*Matthias Giesecke & Sarah Okoampah

**Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools**

*by*Erich Battistin & Michele De Nadai & Daniela Vuri

**A suggestion for a multivariate concordance coefficient**

*by*Silvia Terzi & Luca Moroni

**Monte Carlo Approximate Tensor Moment Simulations**

*by*Juan C. Arismendi

**Causal Link between Oil Price and Uncertainty in India**

*by*Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp

**The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**The Economic Approach to Fertility: A Causal Mediation Analysis**

*by*Gauthier T. Kashalala & Steven F. Koch

**Correlation Analysis of the quality of medical quality economic and financial management using correlation coefficients based on nonparametric data**

*by*Iacob, Constanta & Constantin, Camelia

**Analysis of the links between statistical variables on financial performance and its level**

*by*Iacob, Constanta & Taus, Delia

**Dependence patterns among Banking Sectors in Asia: A Copula Approach**

*by*Mensah, Jones Odei & Premaratne, Gamini

**Bayesian Semiparametric Modeling of Realized Covariance Matrices**

*by*Jin, Xin & Maheu, John M

**Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efﬁciency?**

*by*Zotti, Roberto & Barra, Cristian

**Band Width Selection for High Dimensional Covariance Matrix Estimation**

*by*Qiu, Yumou & Chen, Song Xi

**High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data**

*by*Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong

**Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis**

*by*Afanasyev, Dmitriy & Fedorova, Elena & Popov, Viktor

**Structural Stability of the Generalized Taylor Rule**

*by*Barnett, William A. & Duzhak, Evgeniya A.

**On the Sources of Heterogeneity in Banking Efficiency Literature**

*by*Aiello, Francesco & Bonanno, Graziella

**Gene selection for survival data under dependent censoring: a copula-based approach**

*by*Emura, Takeshi & Chen, Yi-Hau

**Specification Testing of Production Frontier Function in Stochastic Frontier Model**

*by*Guo, Xu & Li, Gao Rong & Wong, Wing Keung

**Assessing the level of happiness across countries: A robust frontier approach**

*by*Cordero, Jose M. & Salinas-Jiménez, Javier & Salinas-Jiménez, Mª Mar

**Milk supply contracts and default incidence in Kenya**

*by*Mailu, Stephen & Will, Margret & Mwanza, Rosemary & Nkanata, Kinyua & Mbugua, David

**Semiparametric Estimation of First-Price Auction Models**

*by*Aryal, Gaurab & Gabrielli, Maria F. & Vuong, Quang

**A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA**

*by*Medel, Carlos A.

**Revealed time-preference**

*by*Dziewulski, Pawel

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**Acquisition Premiums of Executive Compensation in China: a Matching View**

*by*Kang, Lili & Peng, Fei

**Handling negative data using Data Envelopment Analysis: a directional distance approach applied to higher education**

*by*Barra, Cristian & Zotti, Roberto

**On uniqueness of moving average representations of heavy-tailed stationary processes**

*by*Gouriéroux, Christian & Zakoian, Jean-Michel

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour**

*by*Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar

**How students' exogenous characteristics affect faculties’ inefficiency. A heteroscedastic stochastic frontier approach**

*by*Zotti, Roberto & Barra, Cristian

**A non parametric ACD model**

*by*Cosma, Antonio & Galli, Fausto

**The Typical Spectral Shape of an Economic Variable: A Visual Guide with 100 Examples**

*by*Medel, Carlos A.

**Forgive, or Award, Your Debtor? - A Barrier Option Approach**

*by*Sun, David & Chow, Da-Ching

**Influence of Unemployment Benefit on Duration of Registered Unemployment Spells**

*by*Beata Bieszk-Stolorz & Iwona Markowicz

**A test for weakly separable preferences**

*by*John Quah

**Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models**

*by*Ying-Ying Lee

**Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models**

*by*Jason R. Blevins & Garrett T. Senney

**External Validity in Fuzzy Regression Discontinuity Designs**

*by*Marinho Bertanha & Guido W. Imbens

**Betting the House**

*by*Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

**The Great Mortgaging: Housing Finance, Crises, and Business Cycles**

*by*Òscar Jordà & Moritz Schularick & Alan M. Taylor

**Understanding Earnings Dynamics: Identifying and Estimating the Changing Roles of Unobserved Ability, Permanent and Transitory Shocks**

*by*Lance Lochner & Youngki Shin

**Outward foreign direct investment and domestic performance : In search of a causal link**

*by*Emmanuel Dhyne & Selen Sarisoy Guerin

**European competitiveness: A semi-parametric stochastic metafrontier analysis at the firm level**

*by*Michel Dumont & Bruno Merlevede & Glenn Rayp & Marijn Verschelde

**Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence**

*by*Bin Peng & Chaohua Dong & Jiti Gao

**Specification Testing for Nonlinear Multivariate Cointegrating Regressions**

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**Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques**

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**A simple procedure for the evaluation of treatment effects on duration variables**

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**Does the Black-Scholes formula work for electricity markets? A nonparametric approach**

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**Neuere Ansätze in der Mikroökonometrie: Modellierung, Schätz- und Testverfahren**

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**The Determinants of Unemployment Duration by Gender in Finland**

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**Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators**

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**Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation**

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**Factor Price Equalization in the UK?**

*by*Bernard, Andrew B & Stephen Redding & Peter K. Schott

**Child Care Subsidies, Wages, And Employment of Single Mothers**

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**The Representative Agent Hypothesis: An Empirical Test**

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**Tests of Independence in Separable Econometric Models: Theory and Application**

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**Tests of Independence in Separable Econometric Models**

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**Productivity Dynamics Of The Colombian Manufacturing Sector**

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**Estimation of Semiparametric Models when the Criterion Function is not Smooth**

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**Filter-Design and Model-Based Analysis of Economic Cycles**

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**Estimation in Hazard Regression Models under Ordered Departures from Proportionality**

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**Nonparametric Estimation of Multivariate Distributions with Given Marginals**

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**Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models**

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**Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions**

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**A Simple Ordered Data Estimator For Inverse Density Weighted Functions**

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**Estimation of Average Treatment Effects With Misclassification**

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**Stepwise Multiple Testing as Formalized Data Snooping**

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**The Properties Of Some Goodness-Of-Fit Tests**

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**Accouting for Biases in Black-Scholes**

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**Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment**

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**Nonparametric IV estimation of local average treatment effects with covariates**

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**Programme Evaluation with Multiple Treatments**

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**Subsampling the mean of heavy-tailed dependent observations**

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**Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models**

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**Consequences of Specification Error for Distributional Analysis With an Application to Intergenerational Mobility**

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**Mobility and the Return to Education: Testing a Roy Model with Multiple Markets**

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**Measuring Conditional Persistence in Time Series**

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**On the Estimation of Panel Regression Models with Fixed Effects**

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**Quantile Regression Methods: na Application to U.S. Unemployment Duration**

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**Nonparametric Engel Curves and Revealed Preference**

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**Simultaneously Modelling Conditional Heteroskedasticity and Scale Change**

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**Nonparametric IV Estimation of Local Average Treatment Effects with Covariates**

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**What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?**

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**Programme Evaluation with Multiple Treatments**

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**Child Care Subsidies, Wages, and Employment of Single Mothers**

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**Immigration and Heterogeneous Labor in Western Germany A Labor Market Classification Based on Nonparametric Estimation**

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**Sensitivity Analysis Of Efficiency And Malmquist Productivity Indices: An Application To Spanish Savings Banks**

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**Lock-In Effects Of Eu R&D Spending On Regional Growth. A Non-Parametric And Semi-Parametric Conditional Quantile Regressions Approach**

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**Semiparametric estimation of a panel data proportional hazards model with fixed effects**

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**Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns**

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**Central Bank Independence and Price Stability: Evidence from 23 OECD-countries**

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**Dynamically assigned treatments: duration models, binary treatment models, and panel data models**

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**Does early intervention help the unemployed youth?**

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**Differential effects of Swedish active labour market programmes for unemployed adults during the 1990s**

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**Multivariate Data Imputation using Trees**

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*by*Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson

**Consistent testing for stochastic dominance : a subsampling approach**

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**Specialization dynamics**

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**Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos**

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**More efficient kernel estimation in nonparametric regression with autocorrelated errors**

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**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**

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**Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market**

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**The Block-block Bootstrap: Improved Asymptotic Refinements**

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**Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes**

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**Efficient Regression in Time Series Partial Linear Models**

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**Partially Linear Models with Unit Roots**

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**Consistent Testing for Stochastic Dominance: A Subsampling Approach**

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**Factor Price Equalization in the UK?**

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**Immigration and Heterogeneous Labour in Western Germany: A Labour Market Classification Based on Nonparametric Estimation**

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**Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects**

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**Alternative Models for Stock Price Dynamics**

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**The Union Membership Wage Premium: An Analysis Using Propensity Score Matching**

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**Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models**

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**Evaluation of Swedish Youth Labour Market Programmes**

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**Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error**

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**Bayesian Variants of Some Classical Semiparametric Regression Techniques**

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**Are Return to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability-Earnings Relationship**

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**The Performance of Sample Selection Estimators to Control for Attrition Bias**

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**Importance des variables dans les methodes CART**

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**Non-Parametric Specification Tests for Conditional Duration Models**

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**Market Microstructure Models and the Markov Property**

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**Spatial Evolution of the US Urban System**

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**The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment**

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**GMM Estimation of Dynamic Panel Data Models with Persistent Data**

*by*Hugo Kruiniger

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*by*Nina Pavcnik

**Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable**

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**Semiparametric Estimation of Instrumental Variable Models for Causal Effects**

*by*Alberto Abadie

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*MOON, Hyungsik Roger & PERRON, Benoit

**Classical Horizontal Inequity and Reranking: an Integrated Approach**

*by*Duclos, Jean-Yves & Jalbert, Vincent & Araar, Abdelkrim

**Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates**

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**Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates**

*by*Hujer, Reinhard & Caliendo, Marco

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**Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables**

*by*Dustmann, Christian & van Soest, Arthur

**Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China**

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**Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China**

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**A Structural Labour Supply Model with Nonparametric Preferences**

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**A Structural Labour Supply Model with Nonparametric Preferences**

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**Microeconometric Evaluation of the Active Labour Market Policy in Switzerland**

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**The Impact of Active Labor Market Programs and Benefit Entitlement Rules on the Duration of Unemployment**

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**Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia**

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**Testing Serial Correlation in Semiparametric Time Series Model**

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**Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design**

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**Horizon Risk and Asset Pricing**

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**Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis**

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**Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis**

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**Statistical Inference in Nonparametric Frontier Models: the State of the Art**

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**Kernel Based Nonlinear Canonical Analysis**

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**A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples**

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**Previsions par arbres de classification**

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**Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity**

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**Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?**

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**Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems**

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**Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence**

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**Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data**

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**Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables**

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**Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse**

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**Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design**

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**An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt**

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**-Convergence In Efficiency Of The Spanish Banking Firms As Distribution Dynamics**

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**Value-at-Risk and least squares tail index estimation**

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**Does Microcredit Reach the Poor and Vulnerable? Evidence from Northern Bangldesh**

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**Sensitivity Analysis of Values at Risk**

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