## 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.

**Semiparametric estimation with generated covariates**

*by*Mammen, Enno & Rothe, Christoph & Schienle, Melanie

**Distribution Dynamics in the US. A Spatial Perspective**

*by*Margherita Gerolimetto & Stefano Magrini

**A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions**

*by*Einmahl, John & Kiriliouk, A. & Segers, J.J.J.

**Personality Traits and the Evaluation of Start-Up Subsidies**

*by*Caliendo, Marco & Künn, Steffen & Weißenberger, Martin

**Minimum wages and the gender gap in pay. Evidence from the UK and Ireland**

*by*BARGAIN Olivier & DOORLEY Karina & VAN KERM Philippe

**On Ill-Posedness Of Nonparametric Instrumental Variable Regression With Convexity Constraints**

*by*Scaillet, Olivier

**Consumption uncertainty and precautionary saving**

*by*Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij

**Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes**

*by*García, A.

**Dynamic Global Currency Hedging**

*by*Bent Jesper Christensen & Rasmus T. Varneskov

**Land Inheritance and Market Transactions in Uganda**

*by*John Herbert Ainembabazi & Arild Angelsen

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother?s Transmission of Role Attitudes /Brechas de género en los resultados de PISA: El impacto de las normas sociales y la transmisión de roles de género de madres a hijas**

*by*GONZÁLEZ DE SAN ROMÁN, AINARA & DE LA RICA, SARA

**Performance Evaluation of Thermal Power Generation: Non-Parametric Frontier Approach**

*by*Sahba Fatima

**From equality to diversity: Classifying Russian universities in a performance oriented system**

*by*Abankina, Irina & Aleskerov, Fuad & Belousova, Veronika & Gokhberg, Leonid & Kiselgof, Sofya & Petrushchenko, Vsevolod & Shvydun, Sergey & Zinkovsky, Kirill

**Price and volatility co-jumps**

*by*Bandi, F.M. & Renò, R.

**Reforming private securities litigation in China: The stock market has already cast its vote**

*by*Xu, Wenming

**Impact of speculation and economic uncertainty on commodity markets**

*by*Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah

**Robust determinants of intergenerational mobility in the land of opportunity**

*by*Kourtellos, Andros & Marr, Christa & Tan, Chih Ming

**Sieve instrumental variable quantile regression estimation of functional coefficient models**

*by*Su, Liangjun & Hoshino, Tadao

**A direct approach to inference in nonparametric and semiparametric quantile models**

*by*Fan, Yanqin & Liu, Ruixuan

**Nonparametric errors in variables models with measurement errors on both sides of the equation**

*by*De Nadai, Michele & Lewbel, Arthur

**Unobserved heterogeneity and endogeneity in nonparametric frontier estimation**

*by*Simar, Léopold & Vanhems, Anne & Van Keilegom, Ingrid

**Nonparametric instrumental variables estimation for efficiency frontier**

*by*Cazals, Catherine & Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold

**Estimating production functions with control functions when capital is measured with error**

*by*Kim, Kyoo il & Petrin, Amil & Song, Suyong

**Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects**

*by*Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo

**Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank**

*by*Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.

**Testing for monotonicity under endogeneity**

*by*Gutknecht, Daniel

**Series estimation under cross-sectional dependence**

*by*Lee, Jungyoon & Robinson, Peter M.

**Institutions and growth: A GMM/IV Panel VAR approach**

*by*Góes, Carlos

**A simple derivation of the efficiency bound for conditional moment restriction models**

*by*Sueishi, Naoya

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

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

**Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India**

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

**Statistical analysis of variable-structure models**

*by*Aivazian, Sergey & Bereznyatskiy, Alexander & Brodsky, Boris & Darkhovsky, Boris

**The Millennium Peak in Club Convergence - What the Critical Bandwidth Can Say About Distributional Changes in the Wealth of Nations**

*by*Krause, Melanie

**Productivity Growth and its Sources - A StoNED Metafrontier Analyis of the German Electricity Generating Sector**

*by*Seifert, Stefan

**Direct and Cross-Scheme Effects in a Research and Development Subsidy Program**

*by*Hottenrott, Hanna Leontine & Lopes-Bento, Cindy & Veugelers, Reinhilde

**Systemic aspects of R&D policy: Subsidies for R&D collaborations and their effects on private R&D**

*by*Engel, Dirk & Rothgang, Michael & Eckl, Verena

**The export-productivity link for Brazilian manufacturing firms**

*by*Cirera, Xavier & Lederman, Daniel & Máñez, Juan A. & Rochina, María E. & Sanchis, Juan A.

**Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression**

*by*Barunik, Jozef & Barunikova, Michaela

**Estimation of sentiment effects in financial markets: A simulated method of moments approach**

*by*Zhenxi, Chen & Lux, Thomas

**Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data**

*by*Avdulaj, Krenar & Barunik, Jozef

**Radar scanning the world production frontier**

*by*Krüger, Jens J.

**Semiparametric Model Averaging of Ultra-High Dimensional Time Series**

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

**New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models**

*by*Jia Chen & Degui Li & Yingcun Xia

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

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

**Does the Extent of Per-Case Payment System Affect Hospital Efficiency? Evidence from the Italian NHS**

*by*Cavalieri, M.; & Guccio, C.; & Lisi, D.; & Pignataro, G.;

**Estimation of a Partially Linear Regression in Triangular Systems**

*by*Xin Geng & Carlos Martins-Filho & Feng Yao

**The effects of knowledge and innovation on regional growth: Nonparametric evidence**

*by*Marcos Sanso-Navarro & Maria Vera-Cabello

**A Spatial Difference-in-Difference Analysis to Measure the Sugarcane Producing Impact in Respiratory Health**

*by*Andre Chagas & Carlos Azzoni & Alexandre Almeida

**Public subsidies, TFP and Efficiency: a tale of complex relationships**

*by*Guido Pellegrini & Cristina Bernini & Augusto Cerqua

**ProduÃ§Ã£o eficiente de leite e seus impactos na geraÃ§Ã£o de emprego e renda no Estado de Minas Gerais, Brasil**

*by*Adriano Gomes & Matheus Dias & Christiano Nascif & Eduardo Finamore

**Spatial Distribution Dynamics**

*by*Stefano Magrini & Margherita Gerolimetto

**Who gives Direction to Statistical Testing? Best Practice meets Mathematically Correct Tests**

*by*Karl H.Schlag

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

*by*Ilaria Petrarca & Roberto Ricciuti

**The impact of acute health shocks on the labour supply of older workers: evidence from sixteen European countries**

*by*Elisabetta Trevisan & Francesca Zantomio

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

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

**Mozart or Pelé? The effects of teenagers’ participation in music and sports**

*by*Cabane, Charlotte & Hille, Adrian & Lechner, Michael

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

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

**Bounding average treatment effects: A linear programming approach**

*by*Demuynck T.

**The homogeneous marginal utility of income assumption**

*by*Demuynck T.

**Productivity and performance in the public sector**

*by*Mathieu Lefebvre & Sergio Perelman & Pierre Pestieau

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

*by*Tapas Mishra & Claude Diebolt & Mamata Parhi

**The impact of pollution abatement investments on technology: Porter hypothesis revisited**

*by*Antonio Musolesi & Jean Pierre Huiban & Camilla Mastromarco & Michel Simioni

**Semiparametric estimation of quantile treatment effects with endogeneity**

*by*Kaspar Wüthrich

**npbr: A Package for Nonparametric Boundary Regression in R**

*by*Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk

**Model Equivalence Tests for Overidentifying Restrictions**

*by*Lavergne, Pascal

**Re-Mapping Credit Ratings**

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

**Evaluating Progress Toward an Equal Opportunity Goal: Assessing the German Educational Reforms of the First Decade of the 21st Century**

*by*Gordon Anderson & Thomas Fruehauf & Maria Grazia Pittau & Roberto Zelli

**Measuring Polarization and Convergence as Transitional Processes in the Absence of a Cardinal Ordering**

*by*Gordon Anderson

**Integrated-quantile-based estimation for first price auction models**

*by*Yao Luo & Yuanyuan Wan

**(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

**Mobile Money, Trade Deficit and Economic Development : Theory and Evidence**

*by*Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B.

**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.

**Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics**

*by*Einmahl, J.H.J. & Li, Jun & Liu, Regina

**A Nonparametric Method for Predicting Survival Probabilities**

*by*Bas van der Klaauw & Sandra Vriend

**Homothetic Efficiency and Test Power: A Non-Parametric Approach**

*by*Jan Heufer & Per Hjertstrand

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

*by*Jos� Luis Moraga-Gonz�lez & Zsolt S�ndor & Matthijs R. Wildenbeest

**European Government Bond Dynamics and Stability Policies: Taming Contagion Risks**

*by*Martin Hillebrand & Peter Schwendner & Martin Schuele & Thomas Ott

**The impact of pollution abatement investments on technology: Porter hypothesis revisited**

*by*Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni

**Vector Quantile Regression**

*by*Guillaume Carlier & Victor Chernozhukov & Alfred Galichon

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

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

**Specification Test for Spatial Autoregressive Models**

*by*Su Liangjun & Xi Qu

**On Time-Varying Factor Models: Estimation and Testing**

*by*Su Liangjun & Xia Wang

**Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects**

*by*Su Liangjun & Zhang Yonghui

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

*by*Su Liangjun & Tadao Hoshino

**Jackknife-2 confidence regions for the ratio of two percentiles**

*by*LI-FEI HUANG

**Margin adequacy and extreme value analysis in JSE financial futures**

*by*Chris Motengwe

**Testing Day-Of-The-Week Effect Asymmetry In Borsa Istanbul (Bist)**

*by*Serkan Erkam & Ugur Ilker Erdogan

**Art for New Consciousness, Art for A New Humanity: An Empirical Investigation of Aesthetical Affect of Kamran Khavarani’s Paintings**

*by*Parisa Amirmostofian & Simin Mozayeni

**Consumption Uncertainty and Precautionary Saving**

*by*Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij

**A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data**

*by*Min Seong Kim & Yixiao Sun & Jingjing Yang

**Semiparametric Instrumental Variable Estimation in an Endogenous Treatment Model**

*by*Roger Klein & Chan Shen

**US inflation dynamics on long range data**

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

**Re-examining the Middle-Income Trap Hypothesis: What to Reject and What to Revive?**

*by*Han , Xuehui & Wei, Shang-Jin

**Anticipatory Effects in the FTSE 100 Index Revisions**

*by*Marcelo Fernandes & João Mergulhão

**Estimating Time-Varying DSGE Models Using Minimum Distance Methods**

*by*Liudas Giraitis & George Kapetanios & Konstantinos Theodoridis & Tony Yates

**Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models**

*by*Liudas Giraitis & George Kapetanios & Tony Yates

**Productivity Growth and Convergence: Revisiting Kumar and Russell (2002)**

*by*Kelly D.T.Trinh & Valentin Zelenyuk

**Multiple Directions for Measuring Biased Technical Change**

*by*Hideyuki Mizobuchi

**Productivity Drivers of Efficiency in Banking: Importance of Model Specifications**

*by*Natalya Zelenyuk & Valentin Zelenyuk

**Productivity Indexes under Hicks Neutral Technical Change**

*by*Hideyuki Mizobuchi

**Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?**

*by*Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk

**Accumulation with Malnutrition - The Role of Status Seeking Behavior**

*by*Sugata Marjit & Lei Yang

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

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

**Stability of Thai Baht: Tales from the Tails**

*by*Phornchanok Cumperayot

**Macroeconomic Forecasting Starting from Survey Nowcasts**

*by*João Valle e Azevedo & Inês Gonçalves

**Composite likelihood inference for hidden Markov models for dynamic networks**

*by*Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia

**Explaining (in)efficiency in higher education: a comparison of parametric and non-parametric analyses to rank universities**

*by*Barra, Cristian & Lagravinese, Raffaele & Zotti, Roberto

**Regional innovation system (in)efficiency and its determinants: an empirical evidence from Italian regions**

*by*Barra, Cristian & Zotti, Roberto

**Decomposing economic mobility transition matrices**

*by*Richey, Jeremiah & Rosburg, Alicia

**Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması**

*by*Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural

**Environmental efficiency of energy, materials, and emissions**

*by*Yagi, Michiyuki & Hidemichi, Fujii & Hoang, Vincent & Managi, Shunsuke

**Microfinanzas en el Perú: Solvencia y Rentabilidad en las Cajas Municipales de Ahorro y Crédito**

*by*Gambetta Podesta, Renzo

**More is better than one: the impact of different numbers of input aggregators in technical efficiency estimation**

*by*Aldanondo, Ana M. & Casasnovas, Valero L.

**Fanning-Out or Fanning-In? Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle using Certainty Equivalents**

*by*Kontek, Krzysztof

**A Nonparametric Option Pricing Model Using Higher Moments**

*by*Cayton, Peter Julian

**Forecasting Coherent Volatility Breakouts**

*by*Didenko, Alexander & Dubovikov, Michael & Poutko, Boris

**Divorce and the Business cycle: A cross-country analysis**

*by*González-Val, Rafael & Marcén, Miriam

**Technical Efficiency of Shipping Banks: A DEA Approach**

*by*Sambracos, Evangelos & Maniati, Marina

**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

**Intragenerational Mobility in Italy: a Non-parametric Estimates**

*by*Irene Brunetti & Davide Fiaschi

**Local Directional Moran Scatter Plot - LDMS**

*by*Davide Fiaschi & Lisa Gianmoena & Angela Parenti

**Statistical analysis of business cycle fluctuations in Poland before and after the crisis**

*by*Lukasz Lenart & Blazej Mazur & Mateusz Pipien

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

*by*Yuanhua Feng & Chen Zhou

**Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates**

*by*James Wolter

**Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals**

*by*James Wolter

**Revealed time-preference**

*by*Pawel Dziewulski

**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

**The Efficiency of Secondary Schools in an International Perspective: Preliminary Results from PISA 2012**

*by*Tommaso Agasisti & Pablo Zoido

**Temporal Sampling Intervals and Service Frequency Harmonics in Transit Accessibility Evaluation**

*by*Andrew Owen & Haibing Jiang

**The Pricing of Short-Term market Risk: Evidence from Weekly Options**

*by*Torben G. Andersen & Nicola Fusari & Viktor Todorov

**Leveraged Bubbles**

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

**Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game**

*by*Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov

**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

**Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon**

*by*Georges Hübner & Thomas Lejeune

**Nonparametric Estimation of the Leverage Effect : A Trade-off between Robustness and Efficiency**

*by*Ilze KALNINA & Dacheng XIU

**Cross-sectional Dependence in Idiosyncratic Volatility**

*by*Ilze KALNINA & Kokouvi TEWOU

**Nonparametric estimation of the leverage effect: a trade-off between robustness and efficiency**

*by*KALNINA, Ilze & XIU, Dacheng

**Cross-sectional dependence in idiosyncratic volatility**

*by*KALNINA, Ilze & TEWOU, Kokouvi

**Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity**

*by*Chaohua Dong & Jiti Gao & Bin Peng

**Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia**

*by*Xiaodong Gong & Jiti Gao

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

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index**

*by*Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang

**Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity**

*by*Biqing Cai & Chaohua Dong & Jiti Gao

**STR: A Seasonal-Trend Decomposition Procedure Based on Regression**

*by*Alexander Dokumentov & Rob J. Hyndman

**Probabilistic time series forecasting with boosted additive models: an application to smart meter data**

*by*Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton

**A fully non-parametric heteroskedastic model**

*by*Matthieu Garcin & Clément Goulet

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

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

**Nonparametric Regression-Spline Random Effects Models**

*by*Shujie Ma & Jeffrey S. Racine & Aman Ullah

**Direct Estimates of Food and Eating Production Function Parameters for 2004â€“12 Using an ATUS/CE Synthetic Dataset**

*by*Tamar Khitarishvili & Fernando Rios Avila & Kijong Kim

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

*by*Fernando Rios-Avila

**Statistical Inference and Efficient Portfolio Investment Performance**

*by*Shibo Liu & Tom Weyman-Jones & Karligash Glass

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

*by*Andrea Lassmann & Peter Egger

**A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models**

*by*Naoya Sueishi

**Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable**

*by*Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph

**Endogeneity and Non-Response Bias in Treatment Evaluation: Nonparametric Identification of Causal Effects by Instruments**

*by*Fricke, Hans & Frölich, Markus & Huber, Martin & Lechner, Michael

**Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia**

*by*Gong, Xiaodong & Gao, Jiti

**Wage Returns to Mid-Career Investments in Job Training through Employer-Supported Course Enrollment: Evidence for Canada**

*by*Ci, Wen & Galdo, Jose C. & Voia, Marcel & Worswick, Christopher

**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

**The Joint Dynamics of Sovereign Ratings and Government Bond Yields**

*by*Makram El-Shagi & Gregor von Schweinitz

**Evaluating the efficiency of Italian public universities (2008-2011) in presence of (unobserved) heterogeneity**

*by*Tommaso Agasisti & Cristian Barra & Roberto Zotti

**Employment Effect of Innovation**

*by*D'Artis Kancs & Boriss Siliverstovs

**From a rise in B to a fall in C? SVAR analysis of environmental impact of biofuels**

*by*Pavel Ciaian & dâ€™Artis Kancs & Giuseppe Piroli & Miroslava Rajcaniova

**Detecting Treatment-Subgroup Interactions in Clustered Data with Generalized Linear Mixed-Effects Model Trees**

*by*Marjolein Fokkema & Niels Smits & Achim Zeileis & Torsten Hothorn & Henk Kelderman

**Revealed preferences over risk and uncertainty**

*by*Matthew Polisson & John Quah & Ludovic Renou

**Characterizations of identified sets delivered by structural econometric models**

*by*Andrew Chesher & Adam Rosen

**Semiparametric model averaging of ultra-high dimensional time series**

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

**Nonparametric Euler equation identification and estimation**

*by*Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton & Sorawoot Srisuma

**Identification and estimation of preference distributions when voters are ideological**

*by*Antonio Merlo & Áureo de Paula

**Optimal bandwidth selection for the fuzzy regression discontinuity estimator**

*by*Yoichi Arai & Hidehiko Ichimura

**Nonparametric stochastic discount factor decomposition**

*by*Timothy Christensen

**Individual heterogeneity, nonlinear budget sets and taxable income**

*by*Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney Newey

**Estimating private provision of public goods with heterogenous participants: a structural analysis**

*by*Yonghong An & Yingyao Hu & Pengfei Liu

**Quantile regression with panel data**

*by*Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell

**Who should be treated? Empirical welfare maximization methods for treatment choice**

*by*Toru Kitagawa & Aleksey Tetenov

**Estimation of stochastic volatility models by nonparametric filtering**

*by*Shin Kanaya & Dennis Kristensen

**Semiparametric dynamic portfolio choice with multiple conditioning variables**

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

**Divorce and the business cycle: a cross-country analysis**

*by*Rafael González-Val & Miriam Marcén

**Factor structural time series models for official statistics with an application to hours worked in Germany**

*by*Weigand, Roland & Wanger, Susanne & Zapf, Ines

**Price discovery in the markets for credit risk: A Markov switching approach**

*by*Thomas Dimpfl & Franziska J. Peter & &

**Risk Related Brain Regions Detected with 3D Image FPCA**

*by*Ying Chen & Wolfgang K. Härdle & Qiang He & Piotr Majer

**Testing Missing at Random using Instrumental Variables**

*by*Christoph Breunig & & &

**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 &

**Regression Discontinuity Designs with Nonclassical Measurement Error**

*by*YANAGI, Takahide

**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

**Productivity Development for Norwegian Electricity Distribution Companies 2004-2013**

*by*Cheng, Xiaomei & Bjørndal, Endre & Lien, Gudbrand & Bjørndal, Mette

**Malmquist Productivity Analysis based on StoNED**

*by*Cheng, Xiaomei & Bjørndal, Endre & Bjørndal, Mette

**On the Distributional Assumptions in the StoNED model**

*by*Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

**Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables**

*by*Frölich, Markus & Huber, Martin

**Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables**

*by*Frölich, Markus & Huber, Martin

**Policy discontinuity and duration outcomes**

*by*van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Mónica

**Evaluation of sequences of treatments with application to active labor market policies**

*by*Vikström, Johan

**Variation across price segments and locations: A comprehensive quantile regression analysis of the Sydney housing market**

*by*Sofie R. Waltl

**Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence**

*by*Fabian Dunker

**Network Form and Performance. The Case of Multi-Unit Franchising**

*by*Muriel Fadairo & Cintya Lanchimba & Josef Windsperger

**Binary Response Panel Data Models with Sample Selection and Self Selection**

*by*Anastasia Semykina & Jeffrey M. Wooldridge

**Endogeneity and non-response bias in treatment evaluation - nonparametric identification of causal effects by instruments**

*by*Fricke, Hans & Frölich, Markus & Huber, Martin & Lechner, Michael

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

*by*Felfe, Christina & Huber, Martin

**Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**The Evolution of Scale Economies in U.S. Banking**

*by*Wheelock, David C. & Wilson, Paul W.

**Local Polynomial Regressions versus OLS for Generating Location Value Estimates: Which is More Efficient in Out-of-Sample Forecasts?**

*by*Cohen, Jeffrey P. & Coughlin, Cletus C. & Clapp, John M.

**The Income-Achievement Gap and Adult Outcome Inequality**

*by*Nielsen, Eric

**Leveraged bubbles**

*by*Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

**Fitting a distribution to survey data for the half-life of deviations from PPP**

*by*Fisher, Mark

**Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility**

*by*Jensen, Mark J.

**Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks**

*by*Jozef Barunik & Barbora Malinska

**Combine to compete: improving fiscal forecast accuracy over time**

*by*Laura Carabotta & Peter Claeys

**The education of economists in Colombia: Quality differences and its determinants**

*by*Jaime Andrés Sarmiento Espinel & Adriana Carolina Silva Arias & Edwin van Gameren

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

**Panel nonparametric regression with fixed effects**

*by*Jungyoon Lee & Peter Robinson

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**Exact P-Values for Network Interference**

*by*Athey, Susan & Eckles, Dean & Imbens, Guido W.

**Noncooperative Household Consumption with Caring**

*by*Laurens Cherchye & Sam Cosaert & Thomas Demuynck & Bram De Rock

**Transitivity of Preferences: When Doest it Matter ?**

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

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

*by*Moraga-González, José L. & Sándor, Zsolt & R. Wildenbeest, Matthijs

**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

**Measuring Productivity When Technologies Are Heterogeneous: A Semi-Parametric Approach for Electricity Generation**

*by*Stefan Seifert

**Mozart or Pelé? The Effects of Teenagers' Participation in Music and Sports**

*by*Charlotte Cabane & Adrian Hille & Michael Lechner

**A DARE for VaR**

*by*Hamidi, Benjamin & Hurlin, Christophe & Kouontchou, Patrick & Maillet, Bertrand

**Sieve Semiparametric Two-Step GMM under Weak Dependence**

*by*Xiaohong Chen & Zhipeng Liao

**Identification of Nonparametric Simultaneous Equations Models with a Residual Index Structure**

*by*Steven T. Berry & Philip A. Haile

**Re-examining the Middle Income Trap Hypothesis: What to Reject and What to Revive?**

*by*Han, Xuehui & Wei, Shang-Jin

**Identifying Effects of Multivalued Treatments**

*by*Lee, Sokbae & Salanié, Bernard

**Identification and Estimation of Preference Distributions When Voters Are Ideological**

*by*De Paula, Áureo & Merlo, Antonio

**Leveraged Bubbles**

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

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

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

**La clasificación por tamaño empresarial en Colombia: Historia y limitaciones para una propuesta**

*by*Víctor Manuel NIETO & Jennifer Andrea TIMOTÉ & Andrés Felipe SÁNCHEZ & Sebastián VILLARREAL

**Eficiencia técnica de los hogares con producción agropecuaria en Colombia**

*by*Ligia Alba Melo-Becerra & Antonio José Orozco-Gallo

**Technical efficiency for Colombian small crop and livestock farmers: A stochastic metafrontier approach for different production systems**

*by*Ligia Alba Melo-Becerra & Antonio José Orozco-Gallo

**The Effect of Commuting Costs to Employment Centers on Urban Property Values: A Spatial Analysis in Bogotá, Colombia**

*by*Fernando Carriazo & Julian Peñaranda

**The Impact of Electronic Payments on Bank Cost Efficiency: Nonparametric Evidence**

*by*G. Ardizzi & F. Crudu & C. Petraglia

**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

**Measuring persistence in inflation: evidence for Angola**

*by*José Manuel Belbute & Leonardo Dia Massala & Júlio António Delgado

**The Efficiency of Educational Production: A Comparison of the Nordic Countries with other OECD Countries**

*by*Peter Bogetoft & Eskil Heinesen & Torben Tranaes

**Leveraged Bubbles**

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

**Spurious Weather Effects**

*by*Jo Thori Lind

**Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income**

*by*Sören Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey

**Testing for Breaks in Regression Models with Dependent Data**

*by*Violetta Dalla & Javier Hidalgo

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

*by*Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu

**In Search of Fiscal Space in Africa: The Role of the Quality of Government Spending**

*by*Djedje Hermann YOHOU

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

*by*Toru Kitagawa & Aleksey Tetenov

**Internal Promotion in Competitive Sports: Evidence from the English Premier League**

*by*Mihailo Radoman & Marcel-Cristian Voia

**Extreme Downside Risk and Market Turbulence**

*by*Richard Harris & Linh Nguyen & Evarist Stoja

**Systemic Risk in Conventional vs Islamic Equity Markets**

*by*Ahmet Sensoy

**The Space of Gravity: Spatial Filtering Estimation of a Gravity Model for Bilateral Trade**

*by*R. Patuelli & G. J. Linders & R. Metulini & D. A. Griffith

**Extreme risk interdependence**

*by*Polanski, Arnold & Stoja, Evarist

**Extreme downside risk and financial crises**

*by*Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist

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

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**Tail comovement in option-implied inflation expectations as an indicator of anchoring**

*by*Sara Cecchetti & Filippo Natoli & Laura Sigalotti

**Statistical matching and uncertainty analysis in combining household income and expenditure data**

*by*Pier Luigi Conti & Daniela Marella & Andrea Neri

**Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates**

*by*Fuchun Li

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

*by*Kagerer, Kathrin

**Evaluando el Impacto de Subsidios Escolares en Bolivia: Una Aproximación No-Paramétrica Reducida**

*by*Werner L. Hernani-Limarino

**Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach**

*by*Hyeongwoo Kim & Deockhyun Ryu

**Edgeworth expansion for the pre-averaging estimator**

*by*Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida

**On critical cases in limit theory for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Mark Podolskij

**Limit theorems for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij

**A weak limit theorem for numerical approximation of Brownian semi-stationary processes**

*by*Mark Podolskij & Nopporn Thamrongrat

**On U- and V-statistics for discontinuous Itô semimartingale**

*by*Mark Podolskij & Christian Schmidt & Mathias Vetter

**Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach**

*by*Shin Kanaya

**Treatment Effects with Many Covariates and Heteroskedasticity**

*by*Matias D. Cattaneo & Michael Jansson & Whitney K. Newey

**A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation**

*by*Ulrich Hounyo & Rasmus T. Varneskov

**Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination**

*by*Bent Jesper Christensen & Rasmus T. Varneskov

**Agglomeration Economies and Employment Growth in Italy**

*by*Roberto Basile & Cristiana Donati & Rosanna Pittiglio &

**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

**A Matching Estimator Based on a Bilevel Optimization Problem**

*by*Juan DÃaz & TomÃ¡s Rau & Jorge Rivera

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

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

**Wage returns to mid-career investments in job training through employer supported course enrollment: evidence for Canada**

*by*Wen Ci & Jose Galdo & Marcel Voia & Christopher Worswick

**Conditional equity risk premia and realized variance jump risk**

*by*Zhanglong Wang & Kent Wang & Zheyao Pan

**Historical Aspects, Traditions and Statistical Gaps. The German Economy versus the Romanian Economy**

*by*Silviu PETRE & Gheorghe SAVOIU

**Medición y evolución de la identidad nacionalista en España**

*by*Torregrosa Montaner, Ramón J.

**Análisis jerárquico de la dinámica económica de las comunidades españolas en el periodo 1955-2009**

*by*Brida, Juan Gabriel & Garrido, Nicolás & Matesanz Gómez , David

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

*by*Larin, Alexander & Tarunina, Elena

**Extraction of market expectations from risk-neutral density**

*by*Zdravka Aljinovic

**Extraction of market expectations from risk-neutral density**

*by*Tea Poklepovic

**Extraction of market expectations from risk-neutral density**

*by*Josip Arneric

**Variance Ratio Tests of the Random Walk in the BRVM**

*by*Konan L¨¦on N'DRI

**Robust Portfolio Protection: A Scenarios-based Approach**

*by*Selim Mankaï & Khaled Guesmi

**Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA**

*by*Łukasz Lenart & Mateusz Pipień

**Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells**

*by*Beata Bieszk-Stolorz & Iwona Markowicz

**Análisis de la eficiencia y sus factores explicativos en el sector de consultoría y auditoría en España || Analysis of the efficiency and the explanatory factors in the consulting and auditing sector in Spain**

*by*de Jorge Moreno, Justo & Rojas Carrasco, Oscar & Sánchez Henríquez, Jorge

**Social policy and economic crisis: how progressive are the transfers in Mexico?**

*by*Luis Huesca Reynoso & Cuauhtémoc Calderón Villarreal

**Az orvosok közötti kapcsolatok szerepe az új gyógyszerek elfogadásában**

*by*Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla

**Währungsunionen, Wechselkursregime und deren Effekte auf bilateralen Handel: drei empirische Ergebnisse**

*by*Sabrina Dorn

**Spillover from oil market to stock market in Nigeria: Evidence from granger causality in risk**

*by*Olayeni O. Richard* & Olofin O. Philip*

**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

**Matching as a regression estimator**

*by*Dan A. Black

**Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis?**

*by*Makram El-Shagi & Gregor von Schweinitz

**The Effectiveness of Prenatal Care in Uruguay's Low-Income Population: A Panel Data Approach**

*by*Ana Inés Balsa & Patricia Triunfo

**Dinamiche dell’occupazione e struttura produttiva locale in Italia**

*by*Roberto Basile & Cristiana Donati & Rosanna Pittiglio & Maria Savarese

**Redistribution of Taxes and Benefits in Mexico: Evaluation of the 2014 Fiscal Reform on Households**

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

**The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options**

*by*Tanha, Hassan & Dempsey, Michael

**Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis**

*by*Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung

**Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options**

*by*Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti

**Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression**

*by*Nath, Harmindar B. & Brooks, Robert D.

**A nonparametric study of real exchange rate persistence over a century**

*by*Kim, Hyeongwoo & Ryu, Deockhyun

**Crossing the innovation threshold through mergers and acquisitions**

*by*Cefis, Elena & Marsili, Orietta

**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

**Cojumps in China's spot and stock index futures markets**

*by*Wang, Hao & Yue, Mengqi & Zhao, Hua

**The market timing ability and return performance of Islamic equities: An empirical study**

*by*Mohammad, Nazeeruddin & Ashraf, Dawood

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

*by*Assaf, Ata

**Persistence of precious metal prices: A fractional integration approach with structural breaks**

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

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

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

**A contribution to the chronology of turning points in global economic activity (1980–2012)**

*by*Martínez-García, Enrique & Grossman, Valerie & Mack, Adrienne

**Spurious long memory, uncommon breaks and the implied–realized volatility puzzle**

*by*Kellard, Neil M. & Jiang, Ying & Wohar, Mark

**Linear programming-based estimators in nonnegative autoregression**

*by*Preve, Daniel

**Estimating the price impact of trades in a high-frequency microstructure model with jumps**

*by*Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael

**Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?**

*by*Curi, Claudia & Lozano-Vivas, Ana & Zelenyuk, Valentin

**Oil prices, US stock return, and the dependence between their quantiles**

*by*Sim, Nicholas & Zhou, Hongtao

**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

**Nonparametric prediction of stock returns based on yearly data: The long-term view**

*by*Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan

**Betting the house**

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

**The instability of the Pearson correlation coefficient in the presence of coincidental outliers**

*by*Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga

**Belgium relief fund, post war food shortages and the “True” cost of living**

*by*Fleissig, Adrian R. & Whitney, Gerald A.

**Directional shadow price estimation of CO2, SO2 and NOx in the United States coal power industry 1990–2010**

*by*Lee, Chia-Yen & Zhou, Peng

**Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data**

*by*Avdulaj, Krenar & Barunik, Jozef

**How industrialization and urbanization process impacts on CO2 emissions in China: Evidence from nonparametric additive regression models**

*by*Xu, Bin & Lin, Boqiang

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

*by*Weron, Rafał & Zator, Michał

**Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions**

*by*Baillie, Richard T. & Kim, Kun Ho

**Firm performance when ownership is very concentrated: Evidence from a semiparametric panel**

*by*Hamadi, Malika & Heinen, Andréas

**Two-step estimation of the volatility functions in diffusion models with empirical applications**

*by*Ye, Xu-Guo & Lin, Jin-Guan & Zhao, Yan-Yong & Hao, Hong-Xia

**Power transformations of absolute returns and long memory estimation**

*by*Dalla, Violetta

**Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz**

*by*Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger

**ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models**

*by*Creel, Michael & Kristensen, Dennis

**A misspecification test for multiplicative error models of non-negative time series processes**

*by*Gao, Jiti & Kim, Nam Hyun & Saart, Patrick W.

**Functional index coefficient models with variable selection**

*by*Cai, Zongwu & Juhl, Ted & Yang, Bingduo

**Adaptive estimation of the threshold point in threshold regression**

*by*Yu, Ping

**Identification of mixture models using support variations**

*by*D’Haultfœuille, Xavier & Février, Philippe

**Identification and shape restrictions in nonparametric instrumental variables estimation**

*by*Freyberger, Joachim & Horowitz, Joel L.

**Binary quantile regression with local polynomial smoothing**

*by*Chen, Songnian & Zhang, Hanghui

**Identification and estimation of games with incomplete information using excluded regressors**

*by*Lewbel, Arthur & Tang, Xun

**Sieve semiparametric two-step GMM under weak dependence**

*by*Chen, Xiaohong & Liao, Zhipeng

**Smooth coefficient estimation of a seemingly unrelated regression**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F.

**Regression discontinuity designs with unknown discontinuity points: Testing and estimation**

*by*Porter, Jack & Yu, Ping

**Identification of complete information games**

*by*Kline, Brendan

**Nonparametric estimation of structural labor supply and exact welfare change under nonconvex piecewise-linear budget sets**

*by*Gan, Li & Ju, Gaosheng & Zhu, Xi

**Optimal smoothing in nonparametric conditional quantile derivative function estimation**

*by*Lin, Wei & Cai, Zongwu & Li, Zheng & Su, Li

**Testing error serial correlation in fixed effects nonparametric panel data models**

*by*Green, Carl & Long, Wei & Hsiao, Cheng

**Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions**

*by*Chen, Xiaohong & Christensen, Timothy M.

**Binary response correlated random coefficient panel data models**

*by*Gao, Yichen & Li, Cong & Liang, Zhongwen

**Set identification of the censored quantile regression model for short panels with fixed effects**

*by*Li, Tong & Oka, Tatsushi

**Panel nonparametric regression with fixed effects**

*by*Lee, Jungyoon & Robinson, Peter M.

**Estimation of panel data partly specified Tobit regression with fixed effects**

*by*Ai, Chunrong & Li, Hongjun & Lin, Zhongjian & Meng, Meixia

**Semiparametric single-index panel data models with cross-sectional dependence**

*by*Dong, Chaohua & Gao, Jiti & Peng, Bin

**Extremum estimation and numerical derivatives**

*by*Hong, Han & Mahajan, Aprajit & Nekipelov, Denis

**Nonparametric identification and estimation of transformation models**

*by*Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis

**Specification and structural break tests for additive models with applications to realized variance data**

*by*Fengler, M.R. & Mammen, E. & Vogt, M.

**Identification and estimation in a correlated random coefficients binary response model**

*by*Hoderlein, Stefan & Sherman, Robert

**Sharp bounds on treatment effects in a binary triangular system**

*by*Mourifié, Ismael

**A flexible semiparametric forecasting model for time series**

*by*Li, Degui & Linton, Oliver & Lu, Zudi

**Nonparametric specification tests for stochastic volatility models based on volatility density**

*by*Zu, Yang

**Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study**

*by*Li, Xianghong & Smith, Barry

**Estimation in generalised varying-coefficient models with unspecified link functions**

*by*Zhang, Wenyang & Li, Degui & Xia, Yingcun

**Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference**

*by*Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan

**Semiparametric model building for regression models with time-varying parameters**

*by*Zhang, Ting

**VAR for VaR: Measuring tail dependence using multivariate regression quantiles**

*by*White, Halbert & Kim, Tae-Hwan & Manganelli, Simone

**Nonparametric tests for constant tail dependence with an application to energy and finance**

*by*Bücher, Axel & Jäschke, Stefan & Wied, Dominik

**Instrumental variable estimation in functional linear models**

*by*Florens, Jean-Pierre & Van Bellegem, Sébastien

**Some new asymptotic theory for least squares series: Pointwise and uniform results**

*by*Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo

**Empirical likelihood for regression discontinuity design**

*by*Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi

**Specification test for panel data models with interactive fixed effects**

*by*Su, Liangjun & Jin, Sainan & Zhang, Yonghui

**Revealed preference tests for weak separability: An integer programming approach**

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

**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

**Bounding average treatment effects: A linear programming approach**

*by*Demuynck, Thomas

**Does market structure affect labour productivity and wages? Evidence from a smooth coefficient semiparametric panel model**

*by*Polemis, Michael L. & Stengos, Thanasis

**A new nonparametric quantile estimate for length-biased data with competing risks**

*by*Zhang, Feipeng & Tan, Zhong

**Growth process of U.S. small cities**

*by*Devadoss, Stephen & Luckstead, Jeff

**On the equivalence of instrumental variables estimators for linear models**

*by*Galvao, Antonio F. & Montes-Rojas, Gabriel

**Endogeneity in stochastic frontier models: Copula approach without external instruments**

*by*Tran, Kien C. & Tsionas, Efthymios G.

**Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables**

*by*Yıldız, Neşe

**A consistent bootstrap procedure for nonparametric symmetry tests**

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

**Consistency of the least squares estimator in threshold regression with endogeneity**

*by*Yu, Ping

**Asymmetric information in (private) accident insurance**

*by*Spindler, Martin

**Risk and return—Is there an unholy cycle of ratings and yields?**

*by*El-Shagi, Makram & von Schweinitz, Gregor

**Consistent subsets: Computationally feasible methods to compute the Houtman–Maks-index**

*by*Heufer, Jan & Hjertstrand, Per

**The inequality–growth plateau**

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

**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

**Peer effects on childhood and adolescent obesity in China**

*by*Nie, Peng & Sousa-Poza, Alfonso & He, Xiaobo

**Informalidad y segmentación del mercado laboral: el caso de la Argentina**

*by*Beccaria, Luis Alberto & Groisman, Fernando

**Determinants of unfair inequality in Brazil, 1995 and 2009**

*by*Annegues, Ana Claudia & Figueiredo, Erik Alencar de & Santos de Farias Souza, Wallace Patrick

**Injusticia de la desigualdad: factores determinantes en el Brasil, 1995 y 2009**

*by*Figueiredo, Erik Alencar de & Santos, de Farias Souza Wallace Patrick & Annegues, Ana Claudia

**The Impact of Electricity Competitive Market Establishment on Technical Efficiency of Thermal Power Plants in Iran**

*by*Mohammad Ali Motafakker Azad & Mohsen Pourebadollahan Covich & Sakineh Sojoodi

**Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns**

*by*Samet Günay

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

*by*Nuri Ozgur DOGAN & Can Tansel TUGCU

**Chaotic Structure of the BRIC Countries and Turkey’s Stock Market**

*by*Samet Günay

**Analysis of the evolution of sovereign bond yields by wavelet techniques**

*by*David Chinarro & Eduardo Martínez & Simón J. Sosvilla

**Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil**

*by*Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor

**Landnutzung und ländlicher Tourismus: Eine hedonische Analyse**

*by*Henry Wüstemann & Gero Coppel & Marco Masin

**Zur Effizienz der Hochschulen in den ost- und westdeutschen Flächenländern**

*by*Alexander Eck & Sabine Gralka & Julia Heller

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

*by*Uwe Cantner & Sarah Kösters

**Dynamics, Viability, and Resilience in Bioeconomics**

*by*Jean-Paul Chavas

**Efficiency of municipal legislative chambers**

*by*Alexandre Manoel Angelo da Silva & Roberta da Silva Vieira & Angelo José Mont’alverne Duarte

**Efficiency frontier on Japanese banking system**

*by*Ionut Cristian Ivan

**Bank Credit Risk Analysis with K-Nearest-Neighbor Classifier: Case of Tunisian Banks**

*by*Aida Krichene Abdelmoula

**Credit Risk Prediction: A Comparative Study between Discriminant Analysis and the Neural Network Approach**

*by*Sihem Khemakhem & Younes Boujelbene

**Loan Efficiency in the Visegrad Countries**

*by*Kristína Kočišová

**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

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

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

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

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**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

**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.

**Total Factor Productivity Growth in Indian Manufacturing:A Biennial Malmquist Analysis of Inter-State Data**

*by*Deb, Arnab K. & Ray, Subhash C.

**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- the role of occupations**

*by*Lang, Julia & Kruppe, Thomas

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

*by*Dudel, Christian

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

*by*Heufer, Jan & Hjertstrand, Per

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

*by*Heufer, Jan & Hjertstrand, Per

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

*by*Giesecke, Matthias & Okoampah, Sarah

**State-dependence vs. timedependence: An empirical multi-country investigation of price sluggishness**

*by*Ahrens, Steffen & Hartmann, Matthias

**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

**Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models**

*by*Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan, Department Of Mathematics Pass

**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 & IBRAH 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

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

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

**Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy**

*by*Heinrich, Torsten & Dai, Shuanping

**Intra-Day Realized Volatility for European and USA Stock Indices**

*by*Degiannakis, Stavros & Floros, Christos

**On analysis and characterization of the mean-median compromise method**

*by*Ngoie, Ruffin-Benoît M. & Ulungu, Berthold E.-L.

**The impact of CAF enablers on job satisfaction: the case of the Slovenian law enforcement agency**

*by*Tomaževič, Nina & Seljak, Janko & Aristovnik, Aleksander

**Measuring relative efficiency of secondary education in selected EU and OECD countries: the case of Slovenia and Croatia**

*by*Aristovnik, Aleksander & Obadić, Alka

**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**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin

**Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim

**Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption**

*by*Haotian Chen & Xibin Zhang

**Nonparametric Regression Approach to Bayesian Estimation**

*by*Jiti Gao & Han Hong

**A Model Validation Procedure**

*by*Julia Polak & Maxwell L. King & Xibin Zhang

**Specification Testing in Structural Nonparametric Cointegration**

*by*Chaohua Dong & Jiti Gao

**Low-dimensional decomposition, smoothing and forecasting of sparse functional data**

*by*Alexander Dokumentov & Rob J Hyndman

**Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao

**Semiparametric Localized Bandwidth Selection in Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Boosting multi-step autoregressive forecasts**

*by*Souhaib Ben Taieb & Rob J Hyndman

**Econometric Time Series Specification Testing in a Class of Multiplicative Error Models**

*by*Patrick W Saart & Jiti Gao & Nam Hyun Kim

**Mathematical Definition, Mapping, and Detection of (Anti)Fragility**

*by*Nassim Nicholas Taleb & Raphaël Douady

**Option pricing in an imperfect world**

*by*Gianluca Cassese

**Labor Productivity Growth: Disentangling Technology and Capital Accumulation**

*by*Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter

**Parametric and Nonparametric Analysis of Tax Changes**

*by*James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik

**Progressivity of Taxes and Transfers: the Mexican Case 2012**

*by*Luis Huesca & Abdelkrim Araar

**Forecasting Natural Population Change: the Case of Latvia**

*by*Aleksejs Melihovs

**Quality of Match for Statistical Matches Using the American Time Use Survey 2010, the Survey of Consumer Finances 2010, and the Annual Social and Economic Supplement 2011**

*by*Fernando Rios-Avila

**Quality of Statistical Match and Employment Simulations Used in the Estimation of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for South Korea, 2009**

*by*Thomas Masterson

**The Effect of Measurement Error in the Sharp Regression Discontinuity Design**

*by*Takahide Yanagi

**Panel Data Analysis with Heterogeneous Dynamics**

*by*Ryo Okui & Takahide Yanagi

**Testing For A General Class Of Functional Inequalities**

*by*Sokbae Lee & Kyungchul Song & Yoon-Jae Whang

**Focused Information Criterion for Series Estimation in Partially Linear Models**

*by*Naoya Sueishi & Arihiro Yoshimura

**Inequality in Total Returns to Work in Ukraine: Taking A Closer Look at Workplace (Dis)amenities**

*by*Olena Nizalova

**Income Taxes, Sorting, and the Costs of Housing: Evidence from Municipal Boundaries in Switzerland**

*by*Christoph Basten & Maximilian von Ehrlich & Andrea Lassmann

**State-dependence vs. Time-dependence: An Empirical Multi-Country Investigation of Price Sluggishness**

*by*Steffen Ahrens & Matthias Hartmann

**Social capital and economic growth in Europe: nonlinear trends and heterogeneous regional effects**

*by*Jesús Peiró-Palomino

**On the sources of European regional convergence: Does social capital have an economic payoff?**

*by*Jesús Peiró-Palomino & Emili Tortosa-Ausina

**Cost and revenue efficiency in Spanish banking: What distributions show**

*by*Mª Pilar García-Alcober & Emili Tortosa-Ausina & Diego Prior & Manuel Illueca

**Earnings quality and performance in the banking industry: A profit frontier approach**

*by*Diego Prior & Emili Tortosa-Ausina & Manuel Illueca & Mª Pilar García-Alcober

**Additive Kernel Estimates of Returns to Schooling**

*by*Ozabaci, Deniz & Henderson, Daniel J.

**From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina since the 1890s**

*by*Campos, Nauro F & Karanasos, Menelaos G. & Tan, Bin

**Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries**

*by*Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo

**Peer Effects on Childhood and Adolescent Obesity in China**

*by*Nie, Peng & Sousa-Poza, Alfonso & He, Xiaobo

**Equalization of Opportunity: Definitions, Implementable Conditions and Application to Early-Childhood Policy Evaluation**

*by*Andreoli, Francesco & Havnes, Tarjei & Lefranc, Arnaud

**Policy Discontinuity and Duration Outcomes**

*by*van den Berg, Gerard J. & Bozio, Antoine & Costa Dias, Monica

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

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

**A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models**

*by*van den Berg, Gerard J. & Janys, Lena & Mammen, Enno & Nielsen, Jens P.

**Inequality in Total Returns to Work in Ukraine: Taking a Closer Look at Workplace (Dis)amenities**

*by*Nizalova, Olena Y.

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

**Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables**

*by*Frölich, Markus & Huber, Martin

**Additive Nonparametric Regression in the Presence of Endogenous Regressors**

*by*Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun

**Household Consumption When the Marriage Is Stable**

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

**Matching Methods in Practice: Three Examples**

*by*Imbens, Guido W.

**Treatment Evaluation with Multiple Outcome Periods under Endogeneity and Attrition**

*by*Frölich, Markus & Huber, Martin

**Obesity and the Labor Market: A Fresh Look at the Weight Penalty**

*by*Caliendo, Marco & Gehrsitz, Markus

**More Is Better! What Can Firm-Specific Estimates of the Impact of Institutional Quality on Performance Tell Us?**

*by*Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai

**On the role of unobserved preference Heterogeneity in discrete choice Models of labour supply**

*by*Daniele Pacifico

**Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis**

*by*Stefanie Hof

**Equalization of opportunity: Definitions, implementable conditions and application to early-childhood policy evaluation**

*by*ANDREOLI Francesco & HAVNES Tarjei & LEFRANC Arnaud

**How does schools’ efficiency look like across Europe? An empirical analysis of Germany, Spain, France, Italy and UK using OECD PISA2012 data**

*by*Tommaso Agasisti

**Review of the Stochastic Properties of CO2 Futures Prices**

*by*Julien Chevallier

**Oil price impact on financial markets:**

*by*Anna Creti & Zied Ftiti & Khaled Guesmi

**Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries**

*by*Zied Ftiti & Khaled Guesmi & Frédéric Teulon & Slim Chouachi

**Robust Portfolio Protection: A Scenarios-Based Approach**

*by*Selim Mankaï & Khaled Guesmi

**Disentangling economic recessions and depressions**

*by*Bertrand Candelon & Norbert Metiu & Stefan Straetmans

**Macroeconomic variables in financial distress: A non parametric method**

*by*Ben Jabeur Sami

**Corporate Failure: A Non Parametric Method**

*by*Ben Jabeur Sami

**On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach**

*by*Chaker Aloui & Duc Khuong Nguyen

**A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies**

*by*Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

**Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis**

*by*Anna Creti & Zied Ftiti & Khaled Guesmi

**Oil Shocks and Economic Growth in OPEC countries**

*by*Zied Ftiti & Khaled Guesmi & Frédéric Teulon

**partykit: A Modular Toolkit for Recursive Partytioning in R**

*by*Torsten Hothorn & Achim Zeileis

**A Simple and Successsful Shrinkage Method for Weighting Estimators of Treatment Effects**

*by*Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya

**A Combined Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Testing for a general class of functional inequalities**

*by*Sokbae (Simon) Lee & Kyungchul Song & Yoon-Jae Whang

**The impact of R&D subsidies on R&D employment composition**

*by*Sergio Afcha & Jose García-Quevedo

**Labour market effects of retraining for the unemployed : the role of occupations**

*by*Kruppe, Thomas & Lang, Julia

**Estimation and Determinants of Chinese Banksâ€™ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk**

*by*Shiyi Chen & Wolfgang K. HÃ¤rdle & Li Wang &

**Estimating the Spot Covariation of Asset Prices â€“ Statistical Theory and Empirical Evidence**

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

**Semiparametric Estimation with Generated Covariates**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle &

**Portfolio Decisions and Brain Reactions via the CEAD method**

*by*Piotr Majer & Peter Mohr & Hauke Heekeren & Wolfgang Karl HÃ¤rdle

**TEDAS - Tail Event Driven ASset Allocation**

*by*Wolfgang Karl HÃ¤rdle & Sergey Nasekin & David Lee Kuo Chuen & Phoon Kok Fai

**Confidence Corridors for Multivariate Generalized Quantile Regression**

*by*Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang HÃ¤rdle

**Nonparametric Test for a Constant Beta over a Fixed Time Interval**

*by*Markus ReiÃŸ & Viktor Todorov & George Tauchen &

**Modelling spatiotemporal variability of temperature**

*by*Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter

**Estimation procedures for exchangeable Marshall copulas with hydrological application**

*by*Fabrizio Durante & Ostap Okhrin & &

**Nonparametric Estimates for Conditional Quantiles of Time Series**

*by*JÃ¼rgen Franke & Peter Mwita & Weining Wang &

**Functional stable limit theorems for efficient spectral covolatility estimators**

*by*Randolf Altmeyer & Markus Bibinger & &

**A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data**

*by*Lijie Gu & Li Wang & Wolfgang Karl HÃ¤rdle & Lijian Yang

**Betting the House**

*by*Oscar Jorda & Moritz Schularick & Alan M. Taylor

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

*by*Oscar Jorda & Moritz Schularick & Alan M. Taylor

**A Nonparametric Method For Term Structure Fitting With Automatic Smoothing**

*by*Victor A. Lapshin & Vadim Ya. Kaushanskiy

**The Underwriting, Choice And Performance Of Government-Insured Mortgages In Russia**

*by*Evgeniy M. Ozhegov

**Credit Risk Modeling Of Residential Mortgage Lending In Russia**

*by*Agatha M. Poroshina

**IPW estimation and related estimators for evaluation of active labor market policies in a dynamic setting**

*by*Vikman, Johan

**Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income**

*by*Blomquist, Sören & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K.

**Decomposing the productivity differences between hospitals in the Nordic countries**

*by*Kittelsen, Sverre A.C. & Persson, Benny Adam & Rehnberg, Clas & Anthun, Kjartan S. & Goude, Fanny & Rättö, Hanna & Hope, Øyvind & Häkkinen, Unto & Medin, Emma & Kalseth, Birgitte & Kilsmark, Jannie

**A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting**

*by*Li, Yushu & Andersson, Jonas

**From giving birth to paid labor: the effects of adult education for prime-aged mothers**

*by*Bergemann, Annette & van den Berg, Gerard J.

**IPW estimation and related estimators for evaluation of active labor market policies in a dynamic setting**

*by*Vikström, Johan

**Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation**

*by*Crowley , Patrick & Hughes Hallett , Andrew

**Counterfactual Spatial Distributions**

*by*Paul E. Carrillo & Jonathan Rothbaum

**In Fisher’s net : exact F-tests in semi-parametric models with exchangeable errors**

*by*Frédéric Jouneau-Sion & Olivier Torrès

**Semi-Parametric Interpolations of Residential Location Values: Using Housing Price Data to Generate Balanced Panels**

*by*Cohen, Jeffrey P. & Coughlin, Cletus C. & Clapp, John M.

**The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited**

*by*Lahaye, Jerome & Neely, Christopher J.

**Betting the house**

*by*Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

**The great mortgaging: housing finance, crises, and business cycles**

*by*Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

**A contribution to the chronology of turning points in global economic activity (1980-2012)**

*by*Grossman, Valerie & Mack, Adrienne & Martinez-Garcia, Enrique

**Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis**

*by*Jensen, Mark J. & Maheu, John M.

**Size, Age and the Growth of Firms: New Evidence from Quantile Regressions**

*by*Roberta Distante & Ivan Petrella & Emiliano Santoro

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

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

**The Impact of Local Minimum Wages on Employment: Evidence from Italy in the 1950s**

*by*Guido de Blasio & Samuele Poy

**Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility**

*by*Jozef Barunik & Tomáš Krehlik

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

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan**

*by*Chang, C-L. & Chen, W. & McAleer, M.J.

**Econometric modelling of the regional knowledge production function in Europe**

*by*Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi

**From a rise in B to a fall in C? Environmental impact of biofuels**

*by*Giuseppe Piroli & Miroslava Rajcaniova & Pavel Ciaian & d'Artis Kancs

**Household Consumption When the Marriage is Stable**

*by*Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen

**Transitive Preferences in Multi-Member Households**

*by*Bart Smeulders & Laurens Cherchye & Bram De Rock & Frits Spieksma & Fabrice Talla Nobibon

**On the information and communication technologies - productivity nexus: a long-lasting adjustment period**

*by*Benjamin David

**Robust Portfolio Protection: A Scenarios-Based Approach**

*by*Selim Mankaï & Khaled Guesmi

**Contribution of ICT on Labor Market Polarization: an Evolutionary Approach**

*by*Benjamin David

**A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion**

*by*Bertrand Caudelon & Sessi Tokpavi

**Technical Efficiency and CO2 Reduction Potentials: An Analysis of the German Electricity Generating Sector**

*by*Stefan Seifert & Astrid Cullmann & Christian von Hirschhausen

**Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis**

*by*Guglielmo Maria Caporale & Marinko Skare

**Obesity and the Labor Market: A Fresh Look at the Weight Penalty**

*by*Marco Caliendo & Markus Gehrsitz

**Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions**

*by*Xiaohong Chen & Timothy M. Christensen

**A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models**

*by*Timothy B. Armstrong

**Threshold Regression with Endogeneity**

*by*Ping Yu & Peter C.B. Phillips

**A Simple Adjustment for Bandwidth Snooping**

*by*Timothy B. Armstrong & Michal Kolesar

**A Simple Adjustment for Bandwidth Snooping**

*by*Timothy B. Armstrong & Michal Kolesar

**On the Choice of Test Statistic for Conditional Moment Inequalities**

*by*Timothy B. Armstrong

**Adaptive Testing on a Regression Function at a Point**

*by*Timothy B. Armstrong

**Adaptive Testing on a Regression Function at a Point**

*by*Timothy B. Armstrong

**Determinants of pharmaceutical innovation diffusion: social contagion and prescribing characteristics**

*by*Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor

**Regional productivity growth in Europe: a Schumpeterian perspective**

*by*Roberto Basile

**Regression Discontinuity Design with Continuous Measurement Error in the Running Variable**

*by*Laurent Davezies & Thomas Le Barbanchon

**Misspecification of Causal and Noncausal Orders in Autoregressive Processes**

*by*Christian Gouriéroux & Joann Jasiak

**The Heterogeneity of Ethnic Employment Gaps**

*by*Romain Aeberhardt & Elise Coudin & Roland Rathelot

**Filtering and Prediction in Noncausal Processes**

*by*Christian Gouriéroux & Joann Jasiak

**Moderating Political Extremism: Single Round vs Runoff Elections under Plurality Rule**

*by*Bordignon, Massimo & Nannicini, Tommaso & Tabellini, Guido

**Betting the House**

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

**Dual Labour Markets and (Lack of) On-The-Job Training: PIAAC Evidence from Spain and Other EU Countries**

*by*Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo

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

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

**Instrumental variable estimation in functional linear models**

*by*Van Bellegem, SÃ©bastien & Florens, Jean-Pierre

**Duration Models to Evaluate First Employment Law’s Impact in Colombia**

*by*Wilmer Javier Ríos Piñerez & Carlos Andrés Yanes Guerra

**On Forecast Evaluation**

*by*Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

**Pre-school contributions to future achievements**

*by*Luis Fernando Gamboa

**Las acciones como activo de reserva para el Banco de la República**

*by*Mario Alejandro Acosta R.

**Measuring Environmental and Economic Efficiency in Italy: an Application of the Malmquist-DEA and Grey Forecasting Model**

*by*O.A. Carboni & P. Russu

**Banking and Currency Crises: Differential Diagnostics for Developed Countries**

*by*Mark Joy & Marek Rusnak & Katerina Smidkova & Borek Vasicek

**Eurozone cycles: an analysis of phase synchronization**

*by*Brigitte Granville & Sana Hussain

**Urban inequity in the performance of social health insurance system: evidence from Russian regions**

*by*Galina Besstremyannaya

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

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

**Income Taxes, Sorting, and the Costs of Housing: Evidence from Municipal Boundaries in Switzerland**

*by*Christoph Basten & Maximilian von Ehrlich & Andrea Lassmann

**Robust estimation of moment condition models with weakly dependent data**

*by*Kirill Evdokimov & Yuichi Kitamura & Taisuke Otsu

**Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors**

*by*Taisuke Otsu & Luke Taylor

**Robustness of bootstrap in instrumental variable regression**

*by*Lorenzo Camponovo & Taisuke Otsu

**Testing against Changing Correlation**

*by*Andrew Harvey & Stephen Thiele

**The productivity of French Technology Transfer Offices after government reforms**

*by*Claudia Curi & Cinzia Daraio & Patrick Llerena

**Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?**

*by*Claudia Curi & Ana Lozano-Vivas & Valentin Zelenyuk

**Financial Centre Productivity and Innovation prior to and during the Financial Crisis**

*by*Claudia Curi & Ana Lozano-Vivas

**LinRegInteractive: An R Package for the Interactive Interpretation of Linear Regression Models**

*by*Martin Meermeyer

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

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

**Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance**

*by*E. Agliardi & M. Pinar & T. Stengos

**Estimating time-varying DSGE models using minimum distance methods**

*by*Giraitis, Liudas & Kapetanios, George & Theodoridis, Konstantinos & Yates, Tony

**Costly Information Processing and Income Expectations**

*by*Daniel Gutknecht & Stefan Hoderlein & Michael Peters

**Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains**

*by*Juan Carlos Martínez-Ovando & Sergio I. Olivares-Guzmán & Adriana Roldán-Rodríguez

**The impact of local minimum wages on employment: evidence from Italy in the 1950s**

*by*Guido de Blasio & Samuele Poy

**Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings**

*by*Sermin Gungor & Richard Luger

**Predicting Financial Stress Events: A Signal Extraction Approach**

*by*Ian Christensen & Fuchun Li

**Filling in the Blanks: Network Structure and Interbank Contagion**

*by*Kartik Anand & Ben Craig & Goetz von Peter

**Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation**

*by*Heng Chen

**Matrix Box-Cox Models for Multivariate Realized Volatility**

*by*Weigand, Roland

**Matrix Box-Cox Models for Multivariate Realized Volatility**

*by*Roland Weigand

**A Nonparametric Study of Real Exchange Rate Persistence over a Century**

*by*Hyeongwoo Kim & Deockhyun Ryu

**On spectral distribution of high dimensional covariation matrices**

*by*Claudio Heinrich & Mark Podolskij

**Testing the maximal rank of the volatility process for continuous diffusions observed with noise**

*by*Tobias Fissler & Mark Podolskij

**Ambit fields: survey and new challenges**

*by*Mark Podolskij

**On non-standard limits of Brownian semi-stationary**

*by*Kerstin Gärtner & Mark Podolskij

**Tail Risk Premia and Return Predictability**

*by*Tim Bollerslev & Viktor Todorov & Lai Xu

**Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns**

*by*Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov

**ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models**

*by*Michael Creel & Dennis Kristensen

**Bootstrapping Kernel-Based Semiparametric Estimators**

*by*Matias D. Cattaneo & Michael Jansson

**Functional limit theorems for generalized variations of the fractional Brownian sheet**

*by*Mikko S. Pakkanen & Anthony Réveillac

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**Measuring school demand in the presence of spatial dependence. A conditional approach**

*by*Laura López Torres & Diego Prior

**Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques**

*by*Salomond, Jean-Bernard

**Changing with the Tide: Semiparametric Estimation of Preference Dynamics**

*by*Thijs Dekker & Paul Koster & Roy Brouwer

**Model Of Evaluation Of The Management Effectiveness Of State Corporate Rights Of Industrial Enterprises In Ukraine**

*by*Leonid Galchinsky

**Revealed Preferences in a Heterogeneous Population**

*by*Stefan Hoderlein & Jörg Stoye

**Local Directional Moran Scatter Plot - Ldms**

*by*Davide FIASCHI & Lisa GIANMOENA & Angela PARENTI

**Efektywnosc techniczna bankow spoldzielczych w wojewodztwie wielkopolskim w latach 2008–2012. (Technical efficiency of cooperative banks in the Wielkopolska in 2008-2012.)**

*by*Michal Jankowski & Aneta Kaczynska

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

*by*Lidan Grossmass

**Predictability of time-varying jump premiums: Evidence based on calibration**

*by*Kent Wang & Yuqiang Guo

**Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment**

*by*Kaiping Wang

**Performance Measurement In Public Spending: Evidence From A Non-Parametric Approach**

*by*Yi-Chung Hsu & Chien-Chiang Lee

**Análisis de la eficiencia hospitalaria por Comunidad Autónoma en el ámbito del Sistema Nacional de Salud**

*by*Cabello Granado, Pablo Antonio & Hidalgo Vega, Álvaro

**Without Oil, How Do Gulf Countries Move? Non-hydrocarbon Business Cycles**

*by*Cevik, Serhan

**On Time-dependent business cycle distributions of labor market variables**

*by*Wesselbaum , Dennis

**The copula based on multivariate t-distribution with vector of degrees of freedom**

*by*Balaev, Alexey

**The capacity of local governments to improve business environment: Evidence from Serbia**

*by*Vesna Jankovic Milic & Jelena Stankovic & Srdjan Marinkovic

**Detecting Early Warnings for Hedge Fund Contagion**

*by*Roberto Savona

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

*by*Hugues Pirotte & Nils S. Tuchschmid

**Hedge Fund Managers: Luck and Dynamic Assessment**

*by*Gilles Criton & Olivier Scaillet

**The Economic Valuation of Road Traffic Noise: The Contingent Valuation Study**

*by*Patrik Sieber & Jan Melichar

**Variability of Dynamic Correlation – The Evidence of Sector-Specific Shocks in V4 Countries**

*by*Jitka Poměnková & Svatopluk Kapounek & Roman Maršálek

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

*by*Adrian Otoiu & Emilia Titan

**Statistical Matching of Income and Consumption Expenditures**

*by*Gabriella Donatiello & Marcello D’Orazio & Doriana Frattarola & Antony Rizzi & Mauro Scanu & Mattia Spaziani

**Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy**

*by*Laura Carabotta

**Model Of Evaluation Of The Management Effectiveness Of State Corporate Rights Of Industrial Enterprises In Ukraine**

*by*Leonid Galchinsky

**Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries**

*by*Tomáš Slacík & Katharina Steiner & Julia Wörz

**Turning point chronology for the euro area: A distance plot approach**

*by*Peter Martey ADDO & Monica Billio & Dominique Guégan

**Empirical versus policy equivalence scales: matching estimation**

*by*Adam Szulc

**Welfare Effects of Social Cash Transfers in Chipata and Kazungula Districts of Zambia**

*by*Gelson Tembo & Bernadette Chimai & Nicholas Freeland & Brian P. Mulenga

**Sobre la relación entre liberalización y eficiencia productiva en el sector ferroviario en Europa/On the Relation between Deregulation and Productive Efficiency in European Railway Sector**

*by*LÉRIDA NAVARRO, CARLOS & TRÁNCHEZ MARTÍN, JOSÉ MANUEL

**The mining industry in Mexico: Performance patterns and determinants of efficiency**

*by*Edgar David Gaytán Alfaro & Francisco Benita

**Econometrics of First Price Auctions: a Survey of the Theoretical and Applied Literature**

*by*Florencia Gabrielli

**Square Density Weighted Average Derivatives Estimation of Single Index Models**

*by*Myung Jae Sung

**Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models**

*by*Kyoo il Kim

**Escaping Satiation Dynamics: Some Evidence from British Household Data**

*by*Andreas Chai & Alessio Moneta

**The Level Of Knowledge In The Value Relevance Literature**

*by*Mihaela Alina ROBU

**The Effect Of Youth Labor Market Experience On Adult Earnings**

*by*JEREMIAH RICHEY

**World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator**

*by*Antonio Cappiello

**Estimación espectral de datos ambientales no equiespaciados vía el periodograma suavizado de Lomb-Scargle. Una breve revisión**

*by*Josué M. Polanco-Martínez

**Análisis de movilidad social en el Ecuador**

*by*Erika Pesántez

**Incumbency Effects in Guatemalan Municipal Elections: A Regression Discontinuity Design**

*by*Ivan Morales Carrera

**Bank Market Power and Monetary Policy Transmission**

*by*Sophocles N. Brissimis & Manthos D. Delis & Maria Iosifidi

**Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA**

*by*Tihana Skrinjaric

**A Note on Covariance Matrix Estimation in Quantile Regressions**

*by*Hongtao Guo & Zhijie Xiao

**The race for R&D subsidies: evaluating the effectiveness of tax credits in Italy**

*by*Claudia Cantabene & Leopoldo Nascia

**Nonparametric Instrumental Variable Estimation**

*by*Jeremy Rubin

**The economic meaning of Data Envelopment Analysis: A ‘behavioral’ perspective**

*by*Cherchye, Laurens & De Rock, Bram & Hennebel, Veerle

**Measuring and improving the efficiency and effectiveness of bus public transport systems**

*by*Georgiadis, Georgios & Politis, Ioannis & Papaioannou, Panagiotis

**Efficient frontier analysis of Dutch public transport tendering: A first analysis**

*by*Veeneman, Wijnand & Wilschut, Janneke & Urlings, Thijs & Blank, Jos & van de Velde, Didier

**(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

*by*Hottenrott, Hanna & Lopes-Bento, Cindy

**Public sector transparency and countries’ environmental performance: A nonparametric analysis**

*by*Halkos, George E. & Tzeremes, Nickolaos G.

**The floor area ratio gradient: New York City, 1890–2009**

*by*Barr, Jason & Cohen, Jeffrey P.

**Do subsidies to private capital boost firms' growth? A multiple regression discontinuity design approach**

*by*Cerqua, Augusto & Pellegrini, Guido

**Political competition and economic growth: A nonlinear relationship?**

*by*Man, Georg

**Efficiency of Islamic banks during the financial crisis: An analysis of Middle Eastern and Asian countries**

*by*Rosman, Romzie & Wahab, Norazlina Abd & Zainol, Zairy

**The contribution of human capital variables to changes in the wage distribution function**

*by*Ghosh, Pallab Kumar

**Precious metal mutual fund performance appraisal using DEA modeling**

*by*Tsolas, Ioannis E.

**A generalized empirical model of corruption, foreign direct investment, and growth**

*by*Delgado, Michael S. & McCloud, Nadine & Kumbhakar, Subal C.

**Cross-hedging strategies between CDS spreads and option volatility during crises**

*by*Da Fonseca, José & Gottschalk, Katrin

**Co-dependence of extreme events in high frequency FX returns**

*by*Polanski, Arnold & Stoja, Evarist

**Fact or friction: Jumps at ultra high frequency**

*by*Christensen, Kim & Oomen, Roel C.A. & Podolskij, Mark

**Composition of wealth, conditioning information, and the cross-section of stock returns**

*by*Roussanov, Nikolai

**Nonparametric comparative revealed risk aversion**

*by*Heufer, Jan

**Identifying combinatorial valuations from aggregate demand**

*by*Sher, Itai & Kim, Kyoo il

**Revealed preference analysis for convex rationalizations on nonlinear budget sets**

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

**Stochastic fictitious play with continuous action sets**

*by*Perkins, S. & Leslie, D.S.

**‘Effortless Perfection:’ Do Chinese cities manipulate air pollution data?**

*by*Ghanem, Dalia & Zhang, Junjie

**The forward looking information content of equity and bond markets for aggregate investments**

*by*Gallegati, Marco & Ramsey, James B.

**Openness and the finance-growth nexus**

*by*Herwartz, Helmut & Walle, Yabibal M.

**Out-of-sample density forecasts with affine jump diffusion models**

*by*Yun, Jaeho

**Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe**

*by*Claeys, Peter & Vašíček, Bořek

**Loss given default for leasing: Parametric and nonparametric estimations**

*by*Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen

**Flexible dependence modeling of operational risk losses and its impact on total capital requirements**

*by*Brechmann, Eike & Czado, Claudia & Paterlini, Sandra

**Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach**

*by*Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman

**The dynamics of exchange rate volatility: A panel VAR approach**

*by*Grossmann, Axel & Love, Inessa & Orlov, Alexei G.

**Archimedean copulas derived from utility functions**

*by*Spreeuw, Jaap

**Estimating demand elasticities using nonlinear pricing**

*by*Dalton, Christina M.

**Predicting financial stress events: A signal extraction approach**

*by*Christensen, Ian & Li, Fuchun

**A sovereign risk index for the Eurozone based on stochastic dominance**

*by*Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis

**Can analysts predict rallies better than crashes?**

*by*Medovikov, Ivan

**Performance and performance persistence of UK closed-end equity funds**

*by*Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C.

**Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets**

*by*Bekiros, Stelios D.

**Informational rents in oil and gas concession auctions in Brazil**

*by*Brasil, Eric Universo Rodrigues & Postali, Fernando Antonio Slaibe

**Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea**

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

**Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model**

*by*Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai

**Modeling gasoline demand in the United States: A flexible semiparametric approach**

*by*Liu, Weiwei

**‘Green’ productivity growth in China's industrial economy**

*by*Chen, Shiyi & Golley, Jane

**Interdependence of oil prices and stock market indices: A copula approach**

*by*Sukcharoen, Kunlapath & Zohrabyan, Tatevik & Leatham, David & Wu, Ximing

**Component estimation for electricity prices: Procedures and comparisons**

*by*Lisi, Francesco & Nan, Fany

**High-order moments and extreme value approach for value-at-risk**

*by*Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun

**Counter-cyclical risk aversion**

*by*Kim, Kun Ho

**A frequency-domain alternative to long-horizon regressions with application to return predictability**

*by*Sizova, Natalia

**Market structure, risk taking, and the efficiency of Chinese commercial banks**

*by*Hou, Xiaohui & Wang, Qing & Zhang, Qi

**Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange**

*by*Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha

**Time-varying jump tails**

*by*Bollerslev, Tim & Todorov, Viktor

**Consistent estimation with many moment inequalities**

*by*Menzel, Konrad

**Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations**

*by*Hou, Jie & Perron, Pierre

**Semiparametric identification of binary decision games of incomplete information with correlated private signals**

*by*Wan, Yuanyuan & Xu, Haiqing

**Sieve M inference on irregular parameters**

*by*Chen, Xiaohong & Liao, Zhipeng

**Testing conditional independence via empirical likelihood**

*by*Su, Liangjun & White, Halbert

**Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting**

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

**Theory-coherent forecasting**

*by*Giacomini, Raffaella & Ragusa, Giuseppe

**Testing for separability in structural equations**

*by*Lu, Xun & White, Halbert

**Weighted KS statistics for inference on conditional moment inequalities**

*by*Armstrong, Timothy B.

**Non parametric analysis of panel data models with endogenous variables**

*by*Fève, Frédérique & Florens, Jean-Pierre

**Estimating spot volatility with high-frequency financial data**

*by*Zu, Yang & Peter Boswijk, H.

**Nonparametric estimation and inference for conditional density based Granger causality measures**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar

**Inference of bidders’ risk attitudes in ascending auctions with endogenous entry**

*by*Fang, Hanming & Tang, Xun

**Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter**

*by*Horowitz, Joel L.

**Nonparametric tests for tail monotonicity**

*by*Berghaus, Betina & Bücher, Axel

**Beta-product dependent Pitman–Yor processes for Bayesian inference**

*by*Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio

**Inference on stochastic time-varying coefficient models**

*by*Giraitis, L. & Kapetanios, G. & Yates, T.

**Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference**

*by*Sun, Yixiao

**Sieve inference on possibly misspecified semi-nonparametric time series models**

*by*Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao

**Bayesian regression with heteroscedastic error density and parametric mean function**

*by*Pelenis, Justinas

**On empirical likelihood statistical functions**

*by*Yuan, Ao & Xu, Jinfeng & Zheng, Gang

**Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture**

*by*Jensen, Mark J. & Maheu, John M.

**Semiparametric models with single-index nuisance parameters**

*by*Song, Kyungchul

**Frontier estimation in nonparametric location-scale models**

*by*Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid

**Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression**

*by*Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno

**Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing**

*by*Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur

**Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators**

*by*Lee, Seojeong

**The estimation of misspecified long memory models**

*by*Robinson, Peter M.

**Model specification test with correlated but not cointegrated variables**

*by*Gan, Li & Hsiao, Cheng & Xu, Shu

**Testing cointegration relationship in a semiparametric varying coefficient model**

*by*Gu, Jingping & Liang, Zhongwen

**Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV**

*by*Fan, Yanqin & Park, Sang Soo

**A consistent nonparametric test of parametric regression functional form in fixed effects panel data models**

*by*Lin, Zhongjian & Li, Qi & Sun, Yiguo

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Estimating a semi-parametric duration model without specifying heterogeneity**

*by*Hausman, Jerry A. & Woutersen, Tiemen

**A Γ-moment approach to monotonic boundary estimation**

*by*Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle

**Treatment effect estimation with covariate measurement error**

*by*Battistin, Erich & Chesher, Andrew

**Tightening bounds in triangular systems**

*by*Kédagni, Désiré & Mourifié, Ismael

**Sheep in Wolf’s clothing: Using the least squares criterion for quantile estimation**

*by*Chen, Heng

**Profile least squares estimation of a partially linear time trend model with weakly dependent data**

*by*Li, Zheng & Su, Li & Zhang, Daiqiang

**Bipower variation with jumps and correlated returns**

*by*Duan, Yunpeng & Xue, Yi

**Small-sample inference with spatial HAC estimators**

*by*Dorn, Sabrina & Egger, Peter H.

**An MPEC estimator for misclassification models**

*by*Lu, Ruichang & Luo, Yao & Xiao, Ruli

**Do the world’s largest cities follow Zipf’s and Gibrat’s laws?**

*by*Luckstead, Jeff & Devadoss, Stephen

**Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV**

*by*Lahaye, Jerome & Shaw, Philip

**Testing for structural breaks with local smoothers: A simulation study**

*by*Öztürk, Serda Selin & Stengos, Thanasis

**A nonparametric analysis of the growth process of Indian cities**

*by*Luckstead, Jeff & Devadoss, Stephen

**Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model**

*by*Yi, Yanping & Feng, Xingdong & Huang, Zhuo

**The effect of human capital on countries’ economic efficiency**

*by*Tzeremes, Nickolaos G.

**Can Markov switching model generate long memory?**

*by*Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas

**Iterative algorithm for non parametric estimation of the instrumental variables quantiles**

*by*Fève, Frédérique & Florens, Jean-Pierre

**An alternative identification of nonlinear dynamic panel data models with unobserved covariates**

*by*Shiu, Ji-Liang

**Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets**

*by*Bekiros, Stelios

**Analysis of group performance with categorical data when agents are heterogeneous: The evaluation of scholastic performance in the OECD through PISA**

*by*Herrero, Carmen & Mendez, Ildefonso & Villar, Antonio

**Cronyism and education performance**

*by*Coco, Giuseppe & Lagravinese, Raffaele

**Extremes, return level and identification of currency crises**

*by*Qin, Xiao & Liu, Liya

**Determinants of the link between financial and economic development: Evidence from a functional coefficient model**

*by*Herwartz, Helmut & Walle, Yabibal M.

**Modeling structural change in the European metropolitan areas during the process of economic integration**

*by*Longhi, Christian & Musolesi, Antonio & Baumont, Catherine

**The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range**

*by*Todorova, Neda & Souček, Michael

**Comparing the accuracy of multivariate density forecasts in selected regions of the copula support**

*by*Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

**Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities**

*by*Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús

**Exports and Firm Productivity in Turkish Manufacturing: An Olley-Pakes Estimation**

*by*M. Akif Arvas & Burak Uyar

**Club Performance Dynamics At Italian Regional Level**

*by*BRIDA, Juan Gabriel & GARRIDo, Nicolas & MUREDDU, Francesco

**Recovery Rates in Consumer Lending: Empirical Evidence and the Model Comparison**

*by*Samuel Prívara & Marek Kolman & Jiri Witzany

**Application of Kernel Estimators to Estimation Efficiency of Active Labor Market Programs**

*by*Dominik Sliwicki

**Determinants of the Swap Spreads in Poland**

*by*Piotr Ryszard Pluciennik

**Eficiencia de la educación superior en Colombia: un análisis mediante fronteras**

*by*Ivan Rodríguez Murillo

**Estimación bayesiana del valor en riesgo: una aplicación para el mercado de valores colombiano**

*by*Charle Augusto Londoño & Juan Carlos Correa & Mauricio Lopera

**Impact Of Financial Crisis On Banking Efficiency: Evidence From Romania**

*by*Mihăiță-Cosmin M. POPOVICI

**On the structure of financial contagion: Econometric tests and Mercosur evidence**

*by*Ariel M. Viale & David A. Bessler & James W. Kolari

**Relative power and efficiency as a main determinant of banks’ profitability in Latin America**

*by*Jorge Guille´n & Erick W. Rengifo & Emre Ozsoz

**Price jumps on European stock markets**

*by*Jan Hanousek & Evzen Kocenda & Jan Novotny

**Composite Index for Quality of Life in Italian Cities: An Application to URBES Indicators**

*by*Enrico Ivaldi & Guido Bonatti & Riccardo Soliani

**Empirical Revealed Preference**

*by*Ian Crawford & Bram De Rock

**Ill-Posed Inverse Problems in Economics**

*by*Joel L. Horowitz

**Commitment profiles in special groups of employees in Hungary: The role of deliberate commitment**

*by*Zoltán Krajcsák & Tamás Jónás

**Determinants of technical efficiency in agriculture in new EU member states from Central and Eastern Europe**

*by*Štefan Bojnec & Imre Fertő & Attila Jámbor & József Tóth

**Economic Relationship between Access to Land and Rural Poverty in Nepal**

*by*Trond Bjorndal

**Spas Performances Benchmarking and Operation Efficiency**

*by*Akarapong Untong

**The Number of State Variables for CDS Pricing**

*by*Biao Guo & Qian Han & Doojin Ryu

**Äººæ°‘Å¸Æ±‡Çž‡Çš„Å†…Åœ¨Å½¢Æˆæœºåˆ¶Ï¼Šåÿºäºžéžå‚Æ•°Æ—¶Å˜Ç³»Æ•°Çš„Ä¼°È®¡Æ–¹Æ³•**

*by*æ–¹é¢– & æ¢èŠ³ & ç‰›éœ–ç³

**Non-parametric Tests for the Martingale Restriction: A New Approach**

*by*Biao Guo & Qian Han & Doojin Ryu

**ä¸å›½ä¸»è¦å®è§‚å˜é‡çš„ç¨³å®šæ€§æ£€éªŒï¼šåŸºäºŽéžå‚æ•°ä¼°è®¡ä¸ŽBootstrappingçš„ä¸€ä¸ªæ–¹æ³•**

*by*æ–¹é¢– & éƒèŒèŒ

**Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models**

*by*Zongwu Cai & Qi Li

**Predictability of Time-varying Jump Premiums: Evidence Based on Calibration**

*by*Kent Wang & Yuqiang Guo

**Disentangling the Effect of Jumps on Systematic Risk Using A New Estimator of Integrated Co-volatility**

*by*Kent Wang & Junwei Liu & Zhi Liu

**Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction**

*by*Biao Guo & Qian Han & Doojin Ryu*

**Weak Instrumental Variables Models for Longitudinal Data**

*by*Zongwu Cai & Ying Fang & Henong Li

**Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models**

*by*Liqun Wang & Cheng Hsiao

**Nonparametric estimation of conditional VaR and expected shortfall**

*by*Zongwu Cai & Xian Wang

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests**

*by*Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda

**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

**Asymptotics of the discrete log-concave maximum likelihood estimator and related applications**

*by*Balabdaoui, Fadoua & Jankowski, Hanna & Rufibach, Kaspar & Pavlides, Marios

**Bayesian Optimal Adaptive Estimation Using a Sieve Prior**

*by*Arbel, Julyan & Gayraud, Ghislaine & Rousseau, Judith

**Les crises économiques et financières et les facteurs favorisant leur occurrence**

*by*Cabrol, Sébastien

**Business Fluctuations, Job Flows and Trade Unions - Dynamics in the Economy**

*by*Beate Schirwitz

**Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australiano**

*by*Trofimov, Ivan D.

**Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization**

*by*Cesar Rufino

**Zaruri harcama - gelir ilişkisi ve demografik faktörler: Parametrik olmayan çekirdek kestirim sonuçları**

*by*M. Suphi ÖZÇOMAK & Elif GÖLVEREN & Eray YÜCEL

**Una estimación semiparamétrica de las pautas de consumo e ingreso a lo largo del ciclo de vida para México**

*by*Campos, Raymundo M. & Meléndez, Álvaro

**Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina**

*by*Chirinos, Miguel

**Comportamiento no lineal en series de productos primarios**

*by*Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos

**Causal effects on employment after first birth: A dynamic treatment approach**

*by*Fitzenberger, Bernd & Sommerfeld, Katrin & Steffes, Susanne

**The StoNED age: The Departure Into a New Era of Efficiency Analysis? A MC Study Comparing StoNED and the "Oldies" (SFA and DEA)**

*by*Andor, Mark & Hesse, Frederik

**Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach**

*by*Enkelmann, Sören & Berlemann, Michael & Kuhlenkasper, Torben

**Nonparametric Analysis of Random Utility Models: Testing**

*by*Stoye, Jörg & Kitamura, Yuichi

**Location, location, location: Extracting location value from house prices**

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

**ECB monetary policy surprises: identification through cojumps in interest rates**

*by*Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias

**The Evaluation of Start-Up Subsidies for the Unemployed and the Role of Unobserved Characteristics for Matching Estimators**

*by*Weißenberger, Martin & Caliendo, Marco & Künn, Steffen

**Optimal Directions for Directional Distance Functions: An Exploration of Potential Reductions of Greenhouse Gases**

*by*Hampf, Benjamin & Krüger, Jens J.

**Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns**

*by*Gürtler, Marc & Rauh, Ronald

**Revealed Notions of Distributive Justice II – Experimental Evidence**

*by*Becker, Nicole & Häger, Kirsten & Heufer, Jan

**Revealed Notions of Distributive Justice I – Theory**

*by*Becker, Nicole & Häger, Kirsten & Heufer, Jan

**Impact of regulatory process on telecommunications market performance: Evidence from parametric and non parametric approach**

*by*Khalifa, Ahmed Ben & Slama, Ramzi Ben & Debbichi, Sami

**Innovation rankings: Good, bad or revealing?**

*by*Cai, Yuezhou & Hanley, Aoife

**(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

*by*Hottenrott, Hanna & Lopes-Bento, Cindy

**Optimal directions for directional distance functions: An exploration of potential reductions of greenhouse gases**

*by*Hampf, Benjamin & Krüger, Jens J.

**State dependence in the finance-growth nexus: A functional coefficient approach**

*by*Herwartz, Helmut & Walle, Yabibal M.

**Disentangling economic recessions and depressions**

*by*Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan

**A distribution-free test for outliers**

*by*Candelon, Bertrand & Metiu, Norbert

**The Decline in BMI among Japanese Women after WWII**

*by*Maruyama, S.; & Nakamura, S.;

**Difference in Differences for Stayers and Movers with a Time-Varying QualiÂ…cation**

*by*Lee, M.; & Kim, Y.;

**Point identification in the presence of measurement error in discrete variables: application - wages and disability**

*by*Saloniki, E-C.; & Gosling, A.;

**Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling**

*by*Feng Yao & Junsen Zhang

**Sugar Cane Burning and Human Health: An Analysis Using Spatial Propensity Score Matching**

*by*Andre Chagas & Alex Almeida & Carlos Azzoni

**Space and nonlinearities in local multiplier analysis**

*by*Stefano Magrini & Margherita Gerolimetto

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

*by*Augusto Cerqua & Guido Pellegrini

**The Role of Transport Infrastructures in determining Technical Efficiency in R&D activity of Italian regions. A double-bootstrapped DEA procedure**

*by*Claudia Capozza & Angela Stefania Bergantino & Angela De Carlo

**Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining**

*by*MYRIAM TABASSO & GIUSEPPE ARBIA

**The Distribution Dynamics of Income in Central and Eastern Europe relative to the EU: A Nonparametric Analysis**

*by*Nikolay Nenovsky & Kiril Tochkov

**Price Jumps on European Stock Markets**

*by*Jan Hanousek & Evžen Kočenda & Jan Novotný

**Price Jump Indicators: Stock Market Empirics During the Crisis**

*by*Jan Novotný & Jan Hanousek & Evžen Kočenda

**Controlling for overlap in matching**

*by*Paweł Strawiński

**Asymptotic and bootstrap inference for top income shares**

*by*Michał Brzeziński

**Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference**

*by*Federico Bassetti & Roberto Casarin & Fabrizio Leisen

**After-school care and parents’ labor supply**

*by*Felfe, Christina & Lechner, Michael & Thiemann, Petra

**Additive modeling of realized variance: tests for parametric specifications and structural breaks**

*by*Fengler, Matthias R. & Mammen, Enno & Vogt, Michael

**Screening for a Chronic Disease: A Multiple Stage Duration Model with Partial Observability**

*by*Gabriel Picone & Arseniy Yashkin & Thomas Mroz & Frank Sloan

**Causal effects on employment after first birth - A dynamic treatment approach -**

*by*Sommerfeld K. & Fitzenberger B. & Steffes S.

**Causal effects on employment after first birth - A dynamic treatment approach -**

*by*Sommerfeld K. & Steffes S. & Fitzenberger B.

**A Nonlinear Analysis of CO2-Income Relation for Advanced Countries**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Economic Reforms and Total Factor Productivity Growth of Indian Manufacturing: An Inter-State Analysis**

*by*Arnab K. Deb & Subhash C. Ray

**Economic Reforms, Capacity Utilization, and Productivity Growth in Indian Manufacturing**

*by*Arnab Deb

**Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**Risk Modelling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral

**The Australian Household Stimulus Package: Lessons from the recent economic crisis**

*by*Bruno Martorano

**Intergenerational Correlation Curves: Evidence from PSID**

*by*William Nilsson

**Estimating Nonlinear Intergenerational Income Mobility with Correlation Curves**

*by*William Nilsson

**Does full insurance increase the demand for health care?**

*by*Stefan Boes & Michael Gerfin

**MarchÃ© du travail en revue - Novembre 2013**

*by*Tran, Vivian

**Labour Market Matters - November 2013**

*by*Tran, Vivian

**Does adult training benefit Canadian workers?**

*by*Ci, Wen & Galdo, JosÃ© & Voia, Marcel & Worswick, Christopher

**Les effets de l’exportation sur l’innovation et la productivité : Analyse empirique sur un échantillon de PMI**

*by*Mohammad Movahedi & Olivier Gaussens

**A gamma-moment approach to monotonic boundaries estimation**

*by*Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle

**Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Sharp Bounds On Treatment Effects In A Binary Triangular System**

*by*Ismael MOURIFIÃ‰

**Inference in Semiparametric Binary Response Models with Interval Data**

*by*Yuanyuan Wan & Haiqing Xu

**Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models**

*by*Martin Burda & Artem Prokhorov

**Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models**

*by*Lei, J.

**Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects**

*by*Cizek, P. & Lei, J.

**Iteration Capping For Discrete Choice Models Using the EM Algorithm**

*by*Kabatek, J.

**Short-Selling, Leverage and Systemic Risk**

*by*Amelia Pais & Philip A. Stork

**Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures**

*by*Hooi Hooi Lean & Michael McAleer

**Realized Volatility Risk**

*by*David E. Allen & Michael McAleer & Marcel Scharth

**Risk Modelling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

**Commuters' Preferences for Fast and Reliable Travel**

*by*Paul Koster & Hans Koster

**Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics**

*by*Thijs Dekker & Paul Koster & Roy Brouwer

**Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support**

*by*Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk

**On the Phase Dependence in Time-Varying Correlations Between Time-Series**

*by*Francisco Blasques

**Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression**

*by*David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas

**A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500**

*by*David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh

**Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators**

*by*Seojeong Lee

**Testing for marginal asymmetry of weakly dependent processes**

*by*Marian Vavra

**Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change**

*by*Richard S.J. Tol

**A Conceptual Model and Methodology for Evaluating E-Infrastructure Deployment and Its Application to OECD and MENA Countries**

*by*Baseem Al-Athwari & Jorn Altmann & Almas Heshmati

**Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012**

*by*Nikolay Markov & Thomas Nitschka

**Complexity of Treatment, and Changes in Efficiency and Productivity for Directly Managed Italian Hospitals**

*by*PINTO, Claudio

**The Impact of the Global Financial Crisis on Efficiency and Productivity of the Banking System in South Africa**

*by*Andrew Maredza and Sylvanus Ikhide

**Revealed Notions of Distributive Justice II – Experimental Evidence**

*by*Nicole Becker & Kirsten Häger & Jan Heufer

**Revealed Notions of Distributive Justice I – Theory**

*by*Nicole Becker & Kirsten Häger & Jan Heufer

**Comparison of Parametric and Semi-Parametric Binary Response Models**

*by*Xiangjin Shen & Shiliang Li & Hiroki Tsurumi

**A note on dummies for policies in gravity models: a Montecarlo experiment**

*by*Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli

**The Assessment And Improvement Of The Accuracy For The Forecast Intervals**

*by*Bratu, Mihaela

**The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises**

*by*Azis, Iwan J. & Mitra, Sabyasachi & Baluga, Anthony & Dime, Roselle

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets**

*by*Stelios D. Bekiros

**A New Index of Environmental Quality Based on Greenhouse Gas Emissions**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators**

*by*Saeed Heravi & Kerry Patterson

**Macroeconomic Forecasting Using Low-Frequency Filters**

*by*João Valle e Azevedo & Ana Pereira

**Cost-effectiveness analysis of Ukrainian banks using the DEA method**

*by*Kryklii, Olena & Pavlenko, Ludmila & Podvihin, Sergei

**Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests**

*by*Yang, Bill Huajian

**Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects**

*by*Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo

**An Odd Couple: Monotone Instrumental Variables and Binary Treatments**

*by*Richey, Jeremiah

**Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence**

*by*Tierney, Heather L.R.

**Psychology in econometric models: conceptual and methodological foundations**

*by*Thum, Anna-Elisabeth

**Efficiency assessment of primary care providers: A conditional nonparametric approach**

*by*Cordero Ferrera, Jose Manuel & Alonso Morán, Edurne & Nuño Solís, Roberto & Orueta, Juan F. & Souto Arce, Regina

**Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange**

*by*Ezzat, Hassan

**Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence**

*by*Tierney, Heather L.R.

**A comparison of public and private schools in Spain using robust nonparametric frontier methods**

*by*Cordero, José Manuel & Prior, Diego & Simancas Rodríguez, Rosa

**Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective**

*by*Liebl, Dominik

**The effect of electricity consumption from renewable sources on countries’ economic growth levels: Evidence from advanced, emerging and developing economies**

*by*Halkos, George & Tzeremes, Nickolaos

**Environmental performance and quality of governance: A non-parametric analysis of the NUTS 1-regions in France, Germany and the UK**

*by*Halkos, George & Sundström, Aksel & Tzeremes, Nickolaos

**Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN**

*by*Rendón, Stephanie

**Industry structure and employment growth: evidence from semiparametric geoadditive models**

*by*Basile, Roberto & Donati, Cristiana & Pittiglio, Rosanna

**Latvijas ekonomikas izaugsmi noteicošie faktori**

*by*Krasnopjorovs, Olegs

**The impact of the 2008 crisis on top labor incomes in Turkey: A nonparametric analysis**

*by*Tumen, Semih

**Forecasting Stock Market Volatility: A Forecast Combination Approach**

*by*Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan

**Factors of Economic Growth in Latvia**

*by*Krasnopjorovs, Olegs

**Nouvelles exigences en capital des banques de l'UEMOA, concentration bancaire et coût du crédit au Togo**

*by*Gammadigbé, Vigninou

**An additive two-stage DEA approach creating sustainability efficiency indexes**

*by*Halkos, George & Tzeremes, Nickolaos

**Renewable energy consumption and economic efficiency: Evidence from European countries**

*by*Halkos, George & Tzeremes, Nickolaos

**Drivers of Firm Growth: Micro-evidence from Indian Manufacturing**

*by*Nanditha Mathew

**Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias**

*by*Yonghong An & Xun Tang

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**Semi-Parametric Inference in Dynamic Binary Choice Models**

*by*Andriy Norets & Xun Tang

**The Role of Quality in Service Markets Organized as Multi-Attribute Auctions**

*by*Elena Krasnokutskaya & Kyungchul Song & Xun Tang

**A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets**

*by*Yuanhua Feng & Lixin Sun

**On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations**

*by*Yuanhua Feng & Sarah Forstinger & Christian Peitz

**Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function**

*by*Daniel Gutknecht

**Nonparametric Welfare Analysis for Discrete Choice**

*by*Debopam Bhattacharya

**Separating the impact of macroeconomic variables and global frailty in event data**

*by*James Wolter

**Generalised empirical likelihood-based kernel density estimation**

*by*Vitaliy Oryshchenko & Richard J. Smith

**Martingale unobserved component models**

*by*Neil Shephard

**Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators**

*by*Jason R. Blevins

**Assessing the Efficiency of Welfare Spending in Slovenia with Data Envelopment Analysis**

*by*Matevz Hribernik & Rafal Kierzenkowski

**Generalised empirical likelihood-based kernel density estimation**

*by*Vitaliy Oryshchenko & Richard J. Smith

**Martingale unobserved component models**

*by*Neil Shephard

**Revealed Preference Tests of Network Formation Models**

*by*Khai Xiang Chiong

**Sovereigns versus Banks: Credit, Crises, and Consequences**

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

**Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach**

*by*Michael J. Dickstein & Eduardo Morales

**Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry**

*by*Hanming Fang & Xun Tang

**A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications**

*by*Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park

**Turning point chronology for the Euro-Zone: A Distance Plot Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Turning point chronology for the Euro-Zone: A Distance Plot Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Understanding Exchange Rates Dynamics**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Price Discontinuities in Energy Spot and Futures Prices**

*by*Svetlana Maslyuka & Kristian Rotarub & Alexander Dokumentovc

**Nonparametric tests for event studies under cross-sectional dependence**

*by*Matteo Pelagatti

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

*by*Spindler, Martin

**Productive experience and specialization opportunities for Portugal: an empirical assessment**

*by*Miguel Lebre de Freitas & Susana Salvado & Luis Catela Nunes & Rui Costa Neves

**Pauvreté monétaire versus non-monétaire au Burundi**

*by*Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko

**Unraveling the Relationship between Presidential Approval and the Economy - A Multi-Dimensional Semi-Parametric Approach**

*by*Michael Berlemann & Soeren Enkelmann & Torben Kuhlenkasper

**A survey of semiparametric efficiency bounds for some microeconometric models**

*by*Thomas A Severini & Gautam Tripathi

**Bioenergy and Global Land Use Change**

*by*Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova

**Quality of Statistical Match and Simulations Used in the Estimation of the Levy Institute Measure of Time and Consumption Poverty (LIMTCP) for Turkey in 2006**

*by*Thomas Masterson

**Revealed preference tests under risk and uncertainty**

*by*Matthew Polisson & John K.-H. Quah

**Risk Modelling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

**The Charity of the Extremely Wealthy**

*by*Tom Coupe & Claire Monteiro

**A Simple and Successul Method to Shrink the Weight**

*by*Winfried Pohlmeier & Ruben R. Seiberlich & S. Derya Uysal

**Innovation Rankings: Good, Bad or Revealing?**

*by*Yuezhou Cai & Aoife Hanley

**Revealed Notions of Distributive Justice II: Experimental Evidence**

*by*Nicole Becker & Kirsten Häger & Jan Heufer

**Revealed Notions of Distributive Justice I: Theory**

*by*Nicole Becker & Kirsten Häger & Jan Heufer

**European regional convergence revisited: The role of space and the intangible assets**

*by*Jesús Peiró-Palomino

**New Evidence on the Healthy Immigrant Effect**

*by*Farré, Lídia

**After-School Care and Parents' Labor Supply**

*by*Felfe, Christina & Lechner, Michael & Thiemann, Petra

**Income vs. Consumption Inequality in South Korea: Evaluating Stochastic Dominance Rankings by Various Household Attributes**

*by*Heshmati, Almas & Rudolf, Robert

**Does Full Insurance Increase the Demand for Health Care?**

*by*Boes, Stefan & Gerfin, Michael

**Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions**

*by*Rothe, Christoph & Firpo, Sergio

**Moderating Political Extremism: Single Round vs Runoff Elections under Plurality Rule**

*by*Bordignon, Massimo & Nannicini, Tommaso & Tabellini, Guido

**Regional Effect Heterogeneity of Start-Up Subsidies for the Unemployed**

*by*Caliendo, Marco & Künn, Steffen

**Partial Identification of the Long-Run Causal Effect of Food Security on Child Health**

*by*Millimet, Daniel L. & Roy, Manan

**Causal Effects on Employment after First Birth: A Dynamic Treatment Approach**

*by*Fitzenberger, Bernd & Sommerfeld, Katrin & Steffes, Susanne

**Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model**

*by*Heshmati, Almas & Kumbhakar, Subal C. & Sun, Kai

**Flight Patterns and Yields of European Government Bonds**

*by*Gregor von Schweinitz

**Analysis of group performance with categorical data when agents are heterogeneous: The case of compulsory education in the OECD**

*by*Ildefonso Méndez Martínez & Antonio Villar Notario & Carmen Herrero Blanco

**Public sector efficiency: evidence for Latin America**

*by*António Afonso & Alma Romero & Emma Monsalve

**The relevance of commuting zones for regional spending efficiency**

*by*António Afonso & Ana Venâncio

**Assessment of efficiency in basic and secondary education in Tunisia, a regional analysis**

*by*António Afonso, & Mohamed Ayadi, & Sourour Ramzi,

**Les déterminants de la discordance entre pauvreté subjective et objective au Mali**

*by*MISANGUMUKINI Nicaise

**Equalization of opportunity: Definitions and implementable conditions**

*by*Francesco Andreoli & Arnaud Lefranc

**Informal-formal wage gaps in Colombia**

*by*Nancy Daza & Luis Fernando Gamboa

**Accounting for Heterogeneity in Growth Incidence in Cameroon Using Recentered Influence Function Regression**

*by*B. Essama-Nssah & Paul Saumik & Léandre Bassolé

**Optimal uniform convergence rates for sieve nonparametric instrumental variables regression**

*by*Xiaohong Chen & Timothy Christensen

**Generalized instrumental variable models**

*by*Andrew Chesher & Adam Rosen

**Nonparametric analysis of random utility models: testing**

*by*Yuichi Kitamura & Jörg Stoye

**Individual heterogeneity and average welfare**

*by*Jerry Hausman & Whitney Newey

**Identification and shape restrictions in nonparametric instrumental variables estimation**

*by*Joachim Freyberger & Joel Horowitz

**Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter**

*by*Joel Horowitz

**A nonparametric test of a strong leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Non-parametric transformation regression with non-stationary data**

*by*Oliver Linton & Qiying Wang

**Maximum score estimation of preference parameters for a binary choice model under uncertainty**

*by*Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung

**What do instrumental variable models deliver with discrete dependent variables?**

*by*Andrew Chesher & Adam Rosen

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators**

*by*Wolfgang Karl HÃ¤rdle & Ya'acov Ritov & Weining Wang &

**ECB monetary policy surprises: identification through cojumps in interest rates**

*by*Lars winkelmann & Markus Bibinger & Tobias Linzert &

**Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines**

*by*Haiqiang Chen & Ying Fang & Yingxing Li &

**CDO Surfaces Dynamics**

*by*Barbara ChoroÅ›-Tomczyk & Wolfgang Karl HÃ¤rdle & Ostap Okhrin &

**Can expert knowledge compensate for data scarcity in crop insurance pricing?**

*by*Zhiwei Shen & Martin Odening & Ostap Okhrin &

**Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps**

*by*Markus Bibinger & Mathias Vetter & &

**Analysis of Deviance in Generalized Partial Linear Models**

*by*Wolgang Karl HÃ¤rdle & Li-Shan Huang & &

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

*by*Markus Bibinger & Lars Winkelmann & &

**Fair re-valuation of wine as an investment**

*by*Fabian Y.R.P. Bocart & Christian M. Hafner & &

**Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency**

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

**Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -**

*by*Lars Winkelmann & & &

**Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?**

*by*Nikolaus Hautsch & Lada M. Kyj & Peter Malec &

**Composite Quantile Regression for the Single-Index Model**

*by*Yan Fan & Wolfgang Karl HÃ¤rdle & Weining Wang & Lixing Zhu

**Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing**

*by*Markus Bibinger & Per A. Mykland & &

**Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction**

*by*Guanglei Hong & Jonah Deutsch & Heather D. Hill

**Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays**

*by*Masuhara, Hiroaki

**A joint non-parametric approach to the decomposition of bond yields and CDS spreads: application of Eurozone market data**

*by*Victor Lapshin & Marat Kurbangaleev

**Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure**

*by*Effraimidis, Georgios & Dahl, Christian M.

**Are there Scale Economies in Scientific Production? On the Topic of Locally Increasing Returns to Scale**

*by*Schubert , Torben

**Dynamics of Investment and Firm Performance: Comparative Evidence from Manufacturing Industries**

*by*Marco Grazzi & Nadia Jacoby & Tania Treibich

**Persistence vs. Mobility in Industrial and Technological Specialisations: Evidence from 11 Euro Area Countries**

*by*Raphaël Chiappini

**Modeling the industrial dynamics of the European metropolitan areas during the process of economic integration: a semiparametric approach**

*by*Longhi, C. & Musolesi, A. & Baumont, C.

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

*by*Mazzanti, M. & Musolesi, A.

**Panel Data Nonparametric Estimation of Production Risk and Risk Preferences: An Application to Polish Dairy Farms**

*by*Tomasz Gerard Czekaj & Arne Henningsen

**Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions**

*by*Tomasz Czekaj & Arne Henningsen

**Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers**

*by*Tomasz Gerard Czekaj

**Sovereigns versus banks: credit, crises, and consequences**

*by*Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

**The Impact of Climate Change on Agriculture: Nonlinear Effects and Aggregation Bias in Ricardian Models of Farm Land Values**

*by*Carlo Fezzi & Ian Bateman

**Nonlinearity, Heterogeneity and Unobserved Effects in the CO2-income Relation for Advanced Countries**

*by*Massimiliano Mazzanti & Antonio Musolesi

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

*by*Raymundo M. Campos-Vazquez & Eva O. Arceo-Gomez

**Estimation of flexible fuzzy GARCH models for conditional density estimation**

*by*Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M.

**Risk Modelling and Management: An Overview**

*by*Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.

**Evolución de la Brecha Salarial de Género en México**

*by*Eva Olimpia Arceo Gómez & Raymundo Campos-Vázquez

**Regularizing Priors for Linear Inverse Problems**

*by*Anna Simoni & Jean-Pierre Florens

**A new approach to identifying generalized competing risks models with application to second-price auctions**

*by*Tatiana Komarova

**Energy Demand for Heating: Short Run and Long Run**

*by*Michael Hanemann & Xavier Labandeira & José M. Labeaga

**Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach**

*by*George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong

**Empirical Revealed Preference**

*by*Ian Crawford & Bram De Rock

**The Economic Meaning of Data Envelopment Analysis: a "Behavioral" Perspective**

*by*Laurens Cherchye & Bram De Rock

**On Uniform Inference in Nonlinear Models with Endogeneity**

*by*Shakeeb Khan & Denis Nekipelov

**To what extent do exemptions from social security contributions affect firm growth? New evidence using quantile estimations on panel data**

*by*Nadine Levratto & Aziza Garsaa & Luc Tessier

**Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries**

*by*Anna Creti & Zied Ftiti & Khaled Guesmi

**On agricultural commodities' extreme price risk**

*by*Maarten van Oordt & Philip Stork & Casper de Vries

**Systemic Risk Allocation for Systems with A Small Number of Banks**

*by*Xiao Qin & Chen Zhou

**Entrepreneurship versus Joblessness: Explaining the Rise in Self-Employment**

*by*Paolo Falco & Luke Haywood

**Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data**

*by*Anne Neumann & Maria Nieswand & Torben Schubert

**Causal Effects on Employment after First Birth: A Dynamic Treatment Approach**

*by*Bernd Fitzenberger & Katrin Sommerfeld & Susanne Steffes

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Daniel Pollmann & Thomas Dohmen & Franz Palm

**Is a Temporary Job Better than Unemployment?: A Cross-Country Comparison Based on British, German, and Swiss Panel Data**

*by*Michael Gebel

**Final energy demand in Portugal: How persistent it is and why it matters for environmental policy**

*by*Alfredo Marvão Pereira & José Manuel Belbute

**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**

*by*Degui Li & Peter C.B. Phillips & Jiti Gao

**Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation**

*by*Xiaohong Chen & Timothy Christensen

**Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression**

*by*Xiaohong Chen & Timothy Christensen

**Functional Coefficient Nonstationary Regression**

*by*Jiti Gao & Peter C.B. Phillips

**Estimating Smooth Structural Change in Cointegration Models**

*by*Peter C.B. Phillips & Degui Li & Jiti Gao

**Identification and Estimation in Two-Sided Matching Markets**

*by*Nikhil Agarwal & William Diamond

**Nonparametric Analysis of Random Utility Models: Testing**

*by*Yuichi Kitamura & Jorg Stoye

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Multiscale Adaptive Inference on Conditional Moment Inequalities**

*by*Timothy B. Armstrong & Hock Peng Chan

**Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach**

*by*Román Mínguez & María Durbán & José María Montero & Dae-Jin Lee

**Endogenous Attrition in Panels**

*by*Laurent Davezies & Xavier d'Haultfoeuille

**Endogenous Attrition in Panels**

*by*Laurent Davezies & Xavier d'Haultfoeuille

**After-school care and parents’ labor supply**

*by*Felfe, Christina & Lechner, Michael & Thiemann, Petra

**Sovereigns versus Banks: Credit, Crises, and Consequences**

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

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

*by*Egger, Peter & Lassmann, Andrea

**Productivity Growth, Human Capital, and Technology Spillovers: Nonparametric Evidence for EU Regions**

*by*Badinger, Harald & Egger, Peter & von Ehrlich, Maximilian

**Fair re-valuation of wine as an investment**

*by*BOCART, Fabian & HAFNER, Christian

**An almost closed form estimator for the EGARCH model**

*by*HAFNER, Christian & LINTON, Oliver

**Centralized resource reduction and target setting under DEA control**

*by*HOSSEINZADEH LOTFI, Farhad & HATAMI-MARBINI, Adel & AGRELL, Per & GHOLAMI, Kobra

**Imprecise data envelopment analysis for the two-stage process**

*by*HATAMI-MARBINI, Adel & AGRELL, Per & AGHAYI, Nazila

**¿Está convergiendo el gasto gubernamental en las Universidades Públicas colombianas?**

*by*David Hincapié Vélez

**Eficiencia relativa de las estaciones de policía de Cundinamarca (2005-2009): una aplicación del análisis envolvente de datos**

*by*Claudia Natalia Riaño González

**Are U.S. Commercial Banks Too Big?**

*by*Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun

**Social Assistance and Informality: Examining the link in Colombia**

*by*Monica Ospina Londoño & Fabiola Saavedra-Caballero

**An approximation to the Informal-formal wage gap in Colombia 2008-2012**

*by*Nancy Aireth DAZA BAEZ & Luis Fernando GAMBOA

**Metodología de perfiles coincidentes para determinar indicadores líderes y contemporáneos, estudio de caso**

*by*Wilmer Martínez

**An approximation to the Informal-formal wage gap in Colombia 2008-2012**

*by*Nancy Daza & Luis Fernando Gamboa

**After-School Care and Parents' Labor Supply**

*by*Christina Felfe & Michael Lechner & Petra Thiemann

**Sovereigns versus Banks: Credit, Crises, and Consequences**

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

**Generalized Propensity Scores for Multiple Continuous Treatment Variables**

*by*Peter Egger & Maximilian Von Ehrlich

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Panel Nonparametric Regression with Fixed Effects**

*by*Jungyoon Lee & Peter M Robinson

**Government Intervention In Grain Markets In India--Rethinking The Procurement Policy**

*by*Neha Gupta

**Measurement And Patterns Of International Synchronization-- A Spectral Approach**

*by*Pami Dua & Vineeta Sharma

**Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**Risk Modeling and Management: An Overview**

*by*Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

**Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players**

*by*Marcel-Cristian Voia & Mihailo Radoman

**A multivariate nonlinear analysis of tourism expenditures**

*by*Marta Disegna & Fabrizio Durante & Enrico Foscolo

**An examination of tourist arrivals dynamics using short-term time series data: a space-time cluster approach**

*by*Dogan Gursoy & Anna Maria Parroco & Raffaele Scuderi

**Diversification Strategies and Firm Performance: A Sample Selection Approach**

*by*E. Santarelli & H. T. Tran

**Dynamics of Investment and Firm Performance: Comparative evidence from manufacturing industries**

*by*M. Grazzi & N. Jacoby & T. Treibich

**Outcome Conditioned Treatment Effects**

*by*Stefan Hoderlein & Yuya Sasaki

**Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments**

*by*Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki

**Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness**

*by*Holger Dette & Stefan Hoderlein & Natalie Neumeyer

**Random Coefficients in Static Games of Complete Information**

*by*Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido

**Identifying the Average Treatment Effect in a Two Threshold Model**

*by*Arthur Lewbel & Thomas Tao Yang

**Local development that money canï¿½t buy: Italyï¿½s Contratti di Programma**

*by*Monica Andini & Guido de Blasio

**The housing wealth of Italian households: a comparison of administrative and survey data**

*by*Andrea Neri & Maria Teresa Monteduro

**A Distributional Approach to Realized Volatility**

*by*Selma Chaker & Nour Meddahi

**Volatility Forecasting when the Noise Variance Is Time-Varying**

*by*Selma Chaker & Nour Meddahi

**Volatility and Liquidity Costs**

*by*Selma Chaker

**A Semiparametric Early Warning Model of Financial Stress Events**

*by*Ian Christensen & Fuchun Li

**A short introduction to splines in least squares regression analysis**

*by*Kagerer, Kathrin

**The Multivariate Option iPoD Framework - Assessing Systemic Financial Risk**

*by*Philipp Matros & Johannes Vilsmeier

**Indirect Likelihood Inference (revised)**

*by*Michael Creel & Dennis Kristensen

**Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems**

*by*Marcel Aloy & Gilles de Truchis

**An Empirical Analysis of Competitive Nonlinear Pricing**

*by*Gaurab Aryal

**A Nonparametric Study of Real Exchange Rate Persistence over a Century**

*by*Hyeongwoo Kim & Deockhyun Ryu

**Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach**

*by*Hyeongwoo Kim & Deockhyun Ryu

**Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure**

*by*Georgios Effraimidis & Christian M. Dahl

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series**

*by*Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim

**Assessing Relative Volatility/Intermittency/Energy Dissipation**

*by*Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel

**Limit theorems for power variations of ambit fields driven by white noise**

*by*Mikko S. Pakkanen

**Measuring the effect of the real estate bubble: a house price index for Bilbao**

*by*Maria J. Barcena & Patricia Mendez & Maria B. Palacios & Fernando Tusell

**Matlab code for bivariate Gaussian kernel regression with restrictions**

*by*Richard Tol

**Matlab code for bivariate Gaussian kernel regression with restrictions**

*by*Richard Tol

**Matlab code for bivariate Gaussian kernel regression**

*by*Richard Tol

**The efficiency of matching in Portuguese public employment service**

*by*Massimiliano Agovino & Antonio Gomes de Menezes & Dario Sciulli

**Introduction**

*by*Maurizio Baussola & Chiara Mussida

**Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies**

*by*Alexis Diamond & Jasjeet S. Sekhon

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff

**Determinants of Health Care Decisions: Insurance, Utilization, and Expenditures**

*by*Chan Shen

**Industry Structure And Employment Growth: Evidence From Semiparametric Geoadditive Models**

*by*Roberto BASILE & Cristiana DONATI & Rosanna PITTIGLIO

**Technical Efficiency Of Top 50 World Banks**

*by*Kristína KOCIŠOVÁ

**Impact of Placement Choices and Governance Issues on Credit Risk in Banking: Nonparametric Evidence from an Emerging Market**

*by*Erol Muzir

**Subsidized Vocational Training: Stepping Stone or Trap? Assessing Empirical Effects Using Matching Techniques**

*by*Eva Dettmann & Jutta Günther

**The Relative Role of Imports and Exports in Explaining Productivity of Indian Bio-Pharmaceutical Firms: Evidence from Non Parametric Data Envelopment Analysis**

*by*Arpita Ghose & Chandrima Chakraborti

**Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach**

*by*Li-Hung Wu

**A View on the Risk-Neutral Density Forecasting of the Dax30 Returns**

*by*Duca, Ioana Andreea & Ruxanda, Gheorghe

**Economic examples of latent budget analysis**

*by*M.C. Larrosa, Juan

**Macroeconomic News Effects on the Stock Markets in Intraday Data**

*by*Barbara Będowska-Sójka

**Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes**

*by*Łukasz Lenart & Mateusz Pipień

**The End of Multi-Fibre Arrangement and Firm Performance in the Textile Industry: New Evidence**

*by*Zara Liaqat

**Una aplicación de los árboles de expansión mínima y árboles jerárquicos al estudio de la convergencia interregional en dinámica de regímenes || An Application of Minimum Spanning Trees and Hierarchical Trees to the Study of Interregional Convergence in Regime Dynamics**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Eficiencia de las sociedades musicales de la Comunidad Valenciana || Efficiency of Musical Societies in the Valencian Community**

*by*Rausell Koster, Pau & Coll-Serrano, Vicente & Abeledo Sanchis, Ra_ul & Marco-Serrano, Francisco

**The Estimation of the Students' Opinion Regarding a Certain Cosmological Model through Statistical Methods**

*by*Aivaz Kamer Ainur & Vlãducã Ion

**On Some Determinants of Demand or Renunciation for Renewal of CASCO (Motor Hull) Insurance Policies for Individual**

*by*Covrig Mihaela, & Mircea Iulian & Manea Daniela Ioana

**Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets**

*by*Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona &

**Semiparametric Efficiency Bounds for Microeconometric Models: A Survey**

*by*Severini, Thomas A. & Tripathi, Gautam

**Public-Sector Efficiency and Political Culture**

*by*Raffaela Giordano & Pietro Tommasino

**Detecting Collusion on Highway Procurement**

*by*Florencia M. Gabrielli

**A Coefficient of Correlation Based on Ratios of Ranks and Anti-ranks**

*by*Agostino Tarsitano & Rosetta Lombardo

**Determinants of economic growth in Ghana: parametric and nonparametric investigations**

*by*George Adu

**Technological diffusion via foreign direct investment: an alternative measurement**

*by*Pavlos Gkasis & Evangelia Desli & Persefoni Tsaliki

**Statistical Power Comparisons For Equal Skewness Different Kurtosis And Equal Kurtosis Different Skewness Coefficients In Nonparametric Tests**

*by*Otuken Senger

**Revisited Export-Led Growth Hypothesis For Selected European Countries: A Panel Hidden Cointegration Approach**

*by*Fatma Zeren & Burcu Kilinc Savrul

**Coste agregado e individual esperado de la Ley de Dependencia en España a partir de los modelos de simulación de Monte Carlo y Multi-Estado de Discapacidad**

*by*Raúl del Pozo & Francisco Escribano Sotos

**Technical Efficiency in the Chinese Textile Industry**

*by*Yingxin Wu & Xianbo Zhou

**Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets**

*by*Krenar AVDULAJ & Jozef BARUNIK

**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

*by*Saša ŽIKOVIÆ & Randall K. FILER

**Models Used for Measuring Customer Engagement**

*by*Mihai TICHINDELEAN

**Forecasting Financial Indices: The Baltic Dry Indices**

*by*Eleftherios I. Thalassinos & Mike P. Hanias & Panayiotis G. Curtis & John E. Thalassinos

**A Review of Kernel Density Estimation with Applications to Econometrics**

*by*Adriano Z. Zambom & Ronaldo Dias

**Long memory in return structures from developed markets**

*by*Bhattacharya, Mousumi & Bhattacharya, Sharad Nath

**Finansal Krizlerin Belirleyenleri ve Ongorulebilirligi: Turkiye Uzerine Bir Uygulama**

*by*Muhammet Ali AVCI & N.Oguzhan ALTAY

**Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis**

*by*Gallegati, Marco & Ramsey, James B.

**Nonlinearities in productivity growth: A semi-parametric panel analysis**

*by*Azomahou, Théophile T. & Diene, Bity & Diene, Mbaye

**Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns**

*by*Jubinski, Daniel & Tomljanovich, Marc

**A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance**

*by*Dionne, Georges & Michaud, Pierre-Carl & Pinquet, Jean

**Estimation of the spatial weights matrix under structural constraints**

*by*Bhattacharjee, Arnab & Jensen-Butler, Chris

**Poisson indices of segregation**

*by*Mele, Angelo

**Causal effects on employment after first birth — A dynamic treatment approach**

*by*Fitzenberger, Bernd & Sommerfeld, Katrin & Steffes, Susanne

**The effectiveness of active labor market policies: Evidence from a social experiment using non-parametric bounds**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Estimating returns to education when the IV sample is selective**

*by*Wang, Le

**The multiscale causal dynamics of foreign exchange markets**

*by*Bekiros, Stelios & Marcellino, Massimiliano

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Johar, Meliyanni & Jones, Glenn & Keane, Micheal P. & Savage, Elizabeth & Stavrunova, Olena

**The leverage effect puzzle: Disentangling sources of bias at high frequency**

*by*Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying

**An empirical examination of matching theories: The one child policy, partner choice and matching intensity in urban China**

*by*Anderson, Gordon & Leo, Teng Wah

**Size matters: Optimal calibration of shrinkage estimators for portfolio selection**

*by*DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J.

**Nonparametric correlation models for portfolio allocation**

*by*Aslanidis, Nektarios & Casas, Isabel

**Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility**

*by*Wang, Kent & Liu, Junwei & Liu, Zhi

**Estimating the degree of operating efficiency gains from a potential bank merger and acquisition: A DEA bootstrapped approach**

*by*Halkos, George E. & Tzeremes, Nickolaos G.

**Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach**

*by*Boubaker, Heni & Sghaier, Nadia

**The evolution of cost-productivity and efficiency among US credit unions**

*by*Wheelock, David C. & Wilson, Paul W.

**Dynamic hedge fund portfolio construction: A semi-parametric approach**

*by*Harris, Richard D.F. & Mazibas, Murat

**Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach**

*by*Eskelinen, Juha & Kuosmanen, Timo

**Forecasting the return distribution using high-frequency volatility measures**

*by*Hua, Jian & Manzan, Sebastiano

**A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach**

*by*Tsagkanos, Athanasios & Siriopoulos, Costas

**A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework**

*by*Papavassiliou, Vassilios G.

**Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach**

*by*Hou, Ai Jun

**Intensity-based premium evaluation for unemployment insurance products**

*by*Biagini, Francesca & Groll, Andreas & Widenmann, Jan

**Nonparametric learning rules from bandit experiments: The eyes have it!**

*by*Hu, Yingyao & Kayaba, Yutaka & Shum, Matthew

**Simulated testing of nonparametric measure changes for hedging European options**

*by*Smith, Godfrey

**Virtual prices and the impact of house rationing in Belgium on consumer choices**

*by*Fleissig, Adrian R. & Whitney, Gerald

**Changing energy intensity of economies in the world and its decomposition**

*by*Wang, Chunhua

**Robust estimation and forecasting of the long-term seasonal component of electricity spot prices**

*by*Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał

**Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece**

*by*Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

**Fitting semiparametric Markov regime-switching models to electricity spot prices**

*by*Eichler, M. & Türk, D.

**Bond vs stock market's Q: Testing for stability across frequencies and over time**

*by*Gallegati, Marco & Ramsey, James B.

**Performance, stock selection and market timing of the German equity mutual fund industry**

*by*Cuthbertson, Keith & Nitzsche, Dirk

**Who benefits from financial development? New methods, new evidence**

*by*Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

**Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects**

*by*Kim, Min Seong & Sun, Yixiao

**Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory**

*by*Lavergne, Pascal & Patilea, Valentin

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood**

*by*Cosslett, Stephen R.

**Nonparametric dynamic panel data models: Kernel estimation and specification testing**

*by*Su, Liangjun & Lu, Xun

**What model for entry in first-price auctions? A nonparametric approach**

*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects**

*by*Gayle, Wayne-Roy

**Estimation of a nonlinear panel data model with semiparametric individual effects**

*by*Gayle, Wayne-Roy & Namoro, Soiliou Daw

**Inference on an extended Roy model, with an application to schooling decisions in France**

*by*D’Haultfœuille, Xavier & Maurel, Arnaud

**Identification of first-price auctions with non-separable unobserved heterogeneity**

*by*Hu, Yingyao & McAdams, David & Shum, Matthew

**Robust firm pricing with panel data**

*by*Handel, Benjamin R. & Misra, Kanishka & Roberts, James W.

**Are there common values in first-price auctions? A tail-index nonparametric test**

*by*Hill, Jonathan B. & Shneyerov, Artyom

**Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators**

*by*Cattaneo, Matias D. & Farrell, Max H.

**Tests for m-dependence based on sample splitting methods**

*by*Moon, Seongman & Velasco, Carlos

**Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach**

*by*Chen, Bin & Song, Zhaogang

**Semi-parametric estimation of American option prices**

*by*Gagliardini, Patrick & Ronchetti, Diego

**Jump tails, extreme dependencies, and the distribution of stock returns**

*by*Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi

**Rank tests for short memory stationarity**

*by*Pelagatti, Matteo M. & Sen, Pranab K.

**Bootstrapping realized multivariate volatility measures**

*by*Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour

**Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions**

*by*Khan, Shakeeb

**Testing functional inequalities**

*by*Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae

**Stock exchange mergers and return co-movement: A flexible dynamic component correlations model**

*by*Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas

**Efficient estimation of partially linear varying coefficient models**

*by*Long, Wei & Ouyang, Min & Shang, Ying

**Partial identification in binary response models with nonignorable nonresponses**

*by*Hoshino, Tadao

**Inconsistency of 2SLS estimators in threshold regression with endogeneity**

*by*Yu, Ping

**Semiparametric smooth-coefficient stochastic frontier model**

*by*Sun, Kai & Kumbhakar, Subal C.

**The size distribution of US cities: Not Pareto, even in the tail**

*by*Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano

**Easy and flexible mixture distributions**

*by*Fosgerau, Mogens & Mabit, Stefan L.

**Economic growth and environmental efficiency: Evidence from US regions**

*by*Halkos, George E. & Tzeremes, Nickolaos G.

**The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics**

*by*Allen, David & Ng, K.H. & Peiris, Shelton

**Asymptotic and bootstrap inference for top income shares**

*by*Brzezinski, Michal

**Understanding and predicting bank rating transitions using optimal survival analysis models**

*by*Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart

**Simultaneous confidence band for nonparametric fixed effects panel data models**

*by*Li, Gaorong & Peng, Heng & Tong, Tiejun

**Fixed currency regimes and the time pattern of trade effects**

*by*Dorn, Sabrina & Egger, Peter H.

**Estimation of varying coefficient models with time trend and integrated regressors**

*by*Li, Kunpeng & Li, Weiming

**Generalized propensity scores for multiple continuous treatment variables**

*by*Egger, Peter H. & von Ehrlich, Maximilian

**Identification problem of the exponential tilting estimator under misspecification**

*by*Sueishi, Naoya

**Fiscal deficits and mean reversion in real exchange rates**

*by*Gu, Jingping & Li, Qi & Yang, Jian

**Bayesian forecasting with highly correlated predictors**

*by*Korobilis, Dimitris

**Nonlinear dynamics and recurrence plots for detecting financial crisis**

*by*Addo, Peter Martey & Billio, Monica & Guégan, Dominique

**Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach**

*by*Girardin, Eric & Joyeux, Roselyne

**Waiting times and socioeconomic status: Does sample selection matter?**

*by*Sharma, Anurag & Siciliani, Luigi & Harris, Anthony

**Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach**

*by*Lim, Shiok Ye & Ho, Chong Mun

**Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP**

*by*Ahamada, Ibrahim & Jolivaldt, Philippe

**Convergence dynamics of output: Do stochastic shocks and social polarization matter?**

*by*Parhi, Mamata & Diebolt, Claude & Mishra, Tapas & Gupta, Prashant

**The Relationship between Environment and Income:Regression Spline Approac**

*by*Rabia Ece Omay

**An Inter-temporal Analysis of Operational Efficiency of Oil Firms: Further Evidence from Nigeria**

*by*David Mautin Oke & Salami Dada Kareem

**Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?**

*by*Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi

**Convergencia regional en el índice de desarrollo humano en Colombia**

*by*Diego Ismael León Nieto & Héctor Fabio Ríos Hernández

**Dependencia entre ingresos y tasas de ahorro en profesionales del sur del valle de Aburrá**

*by*Elkin Rave Gómez

**Desagregacion multivariada del PIB sectorial del departamento de Bolivar**

*by*Ivonne Perez Correa & Juan Miguel Martinez Buendia

**Evaluación y medición de la calidad de gestión en las cajas rurales Alcance y sustentabilidad**

*by*Martha Hernández, Gerardo A. Colmenares Lacruz

**Análisis multivariado de la productividad y rendimientos financieros de empresas industriales en Cartagena, Colombia**

*by*José Morelos Gómez & Fabián Gazabón Arrieta & Roberto Enrique Gómez Fernández

**Desempeño económico regional: un análisis dinámico para el caso chileno en el período 1960-2009**

*by*Juan Gabriel Brida & Silvia London & Mara Rojas

**Convergencia en calidad de vida en Medellín 2004-2011. Un análisis espacial no paramétrico**

*by*Jhonny Moncada Mesa & David Hincapié Vélez

**Estudio del desempeño económico regional: el caso argentino**

*by*Juan Gabriel Brida & Nicolás Garrido & Silvia London

**Metodología para un scoring de clientes sin referencias crediticias**

*by*Osvaldo Espin-García & Carlos Vladimir Rodríguez-Caballero

**Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes**

*by*Mauricio G. Villena & Ericka Y. Lafuente

**Segmentación del mercado de trabajo en la Argentina**

*by*Jorge Paz

**Evaluation of an Active Labour Market Programme in a Context of High Unemployment**

*by*Cristina Borra & Luis Palma & M. Carmen González & Luis F. Aguado

**Using Statistical Methods For Estimating Students' Opinion On The Purpose Of Human Life**

*by*Aivaz M. KAMER AINUR & Ioan I. VLĂDUCĂ

**Looking at the tail: price-based measures of systemic importance**

*by*Chen Zhou & Nikola Tarashev

**Convergencia en calidad de vida en Medellín 2004-2011. Un análisis espacial no paramétrico**

*by*Jhonny Moncada & David Hincapié Vélez

**Applied Nonparametric Regression Analysis: the Choice of Generalized Additive Models**

*by*Morteza Haghiri

**Do Exchange Rate Regimes Matter For Bank Performance? The Case Of Non-Eurozone Eu Members**

*by*Iulian IHNATOV & Bogdan CÃPRARU

**Do Exchange Rate Regimes Matter For Bank Performance? The Case Of Non-Eurozone Eu Members**

*by*Iulian IHNATOV & Bogdan CÃPRARU

**Is a Temporary Job Better Than Unemployment? A Cross-country Comparison Based on British, German, and Swiss Panel Data**

*by*Gebel, Michael

**Interpreting Business Cycles as Generalized Two-Dimensional Loops Using Penalized Splines Regression Techniques**

*by*Timo Teuber

**Operational Efficiency and Technology Gap Ratio of Hotels under Different Environments (in Thai)**

*by*Akarapong Untong

**Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation is Endogenous and Misreported**

*by*Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean

**Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process**

*by*Rousseau, Judith & Chopin, Nicolas & Liseo, Brunero

**Milieu d’origine, situation sociale et parcours tabagique en France**

*by*Bricard, Damien & Jusot, Florence

**The Simar and Wilson’s Bootstrap DEA approach: a critique**

*by*Tziogkidis, Panagiotis

**Bootstrap DEA and Hypothesis Testing**

*by*Tziogkidis, Panagiotis

**The employment effect of intensive support**

*by*Thorsten Stromback

**Ham petrol getiri eğrisi ve spekülasyonun rolü :2003-08 dönemine yakından bir bakış**

*by*Koray KALAFATCILAR & Ahmet DEĞERLİ & Cem Okan TUNCEL

**The effectiveness of public sponsored training revisited: The importance of data and methodological choices**

*by*Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul

**A practical two-step method for testing moment inequalities**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Improving efficiency through consolidation of jurisdictions? Evidence from the cantons of Switzerland**

*by*Philippe K. Widmer & George Elias & Peter Zweifel

**Bootstrap joint prediction regions**

*by*Michael Wolf & Dan Wunderli

**Controlling the danger of false discoveries in estimating multiple treatment effects**

*by*Dan Wunderli

**(International) R&D collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

*by*Hottenrott, Hanna & Lopes-Bento, Cindy

**Benchmarking regions: Estimating the counterfactual distribution of labor market outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Citizen coproduction and efficient public good provision: Theory and evidence from local public libraries**

*by*De Witte, Kristof & Geys, Benny

**Incumbency Effects in Germany: Federal and Mayoral Elections**

*by*Sieger, Philip

**What makes Single Mothers expand or reduce employment?**

*by*Hartmann, Bastian & Hancioglu, Mine

**Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity**

*by*Gürtler, Marc & Rauh, Ronald

**Generating Random Optimising Choices**

*by*Heufer, Jan

**Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability**

*by*Heufer, Jan

**Who leaves and when? Selective outmigration of immigrants from Germany**

*by*Kuhlenkasper, Torben & Steinhardt, Max Friedrich

**Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach**

*by*Berlemann, Michael & Enkelmann, Soeren & Kuhlenkasper, Torben

**Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk**

*by*Völker, Florian & Cremers, Heinz & Panzer, Christof

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**Microfinance Institutions’ Efficiency in the MENA region: a Bootstrap-DEA approach**

*by*Ben Abdelkader, Ines & Hathroubi, Salem & Ben Jemaa, Mohamed Mekki

**A partially linear approach to modelling the dynamics of spot and futures prices**

*by*Gaul, Jürgen & Theissen, Erik

**Measuring option implied degree of distress in the US financial sector using the entropy principle**

*by*Matros, Philipp & Vilsmeier, Johannes

**Credit risk connectivity in the financial industry and stabilization effects of government bailouts**

*by*Bosma, Jakob & Koetter, Michael & Wedow, Michael

**The challenge of incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods**

*by*Mohsen Sadatsafavi; & Carlo Marra; & Lawrence McCandless & Stirling Bryan

**VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles**

*by*Habert white & Tae-Hwan Kim & Simone Manganelli

**Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory**

*by*Carlos Martins-Filho & Feng Yao & Maximo Torero

**The relationship between spot and futures CO2 emission allowance prices in the EU-ETS**

*by*Stefan Trück & Wolfgang Härdle & Rafal Weron

**Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches**

*by*Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva

**Does Institutional Quality Affect Firm Performance? Insights from a Semi-Parametric Approach**

*by*Sumon Bhaumik & Ralitza Dimova & Subal C. Kumbhakar & Kai Sun

**Life Cycle Income and Consumption Patterns in Transition**

*by*Aleksandra Kolasa

**Small sample properties of matching with caliper**

*by*Paweł Strawiński

**Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals**

*by*Roberto Savona & Marika Vezzoli

**Between Constraints and Coercion. Marriage and Social Reproduction in Northern and central Italy, 18th-19th Centuries**

*by*Renzo Derosas & Marco Breschi & Alessio Fornasin & Matteo Manfredini & Cristina Munno

**Warning, Learning and Compliance: Evidence from Micro-data on Driving Behavior**

*by*Marcello Basili & Filippo Belloc & Simona Benedettini & Antonio Nicita

**Realized Copula**

*by*Fengler, Matthias & Okhrin, Ostap

**Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting**

*by*Huber, Martin

**Relaxing monotonicity in the identification of local average treatment effects**

*by*Huber, Martin & Mellace, Giovanni

**Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines**

*by*Audrino, Francesco & Meier, Pirmin

**Nonlinearities in productivity growth: A semi-parametric panel analysis**

*by*Azomahou, Theophile & Diene, Bity & Diene, Mbaye

**Estimation of the CES Production Function with Biased Technical Change: A Control Function Approach**

*by*Xi CHEN

**Point identification in the presence of measurement error in discrete variables: application - wages and disability**

*by*Eirini-Christina Saloniki & Amanda Gosling

**The heterogeneity of Carbon Kuznets Curves for advanced countries. Comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Distance and Political Boundaries:Estimating Border Effects under Inequality Constraints**

*by*Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría

**¿Son los cuidados prenatales efectivos? Un enfoque con datos individuales de panel**

*by*Ana Inés Balsa & Patricia Triunfo

**The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions**

*by*D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas

**A Trick of the (Pareto) Tail**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Bayesian semiparametric multivariate GARCH modeling**

*by*Mark J Jensen & John M Maheu

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

*by*Mark J Jensen & John M Maheu

**Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme**

*by*Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C.

**Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models**

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

**Sharing Rule Identification for General Collective Consumption Models**

*by*Cherchye, L.J.H. & de Rock, B. & Lewbel, A. & Vermeulen, F.M.P.

**On Distribution Free Test for Discrete Distributions and an Extension to Continuous Time**

*by*Khmaladze, E.V.

**Sharp for SARP : Nonparametric Bounds on the Behavioural and Welfare Effects of Price Changes**

*by*Blundell, R. & Browning, M. & Cherchye, L.J.H. & Crawford, I. & de Rock, B. & Vermeulen, F.M.P.

**Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean**

*by*Francisco Blasques

**A New Semiparametric Volatility Model**

*by*Jiangyu Ji & Andre Lucas

**Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification**

*by*Sukjin Han

**Rationalization and Identification of Discrete Games with Correlated Types**

*by*Nianqing Liu & Quang Vuong & Haiqing Xu

**Identification of treatment effects in a triangular system of equations**

*by*Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz

**More countries, similar results. A nonlinear programming approach to normalising test scores needed for growth regressions**

*by*Martin Gustafsson

**Identifying the Effect of WIC on Infant Health When Participation is Endogenous and Misreported**

*by*Manan Roy

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

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

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

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

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

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

**Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model**

*by*Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown

**Generalized Random Coefficients With Equivalence Scale Applications**

*by*Arthur Lewbel & Krishna Pendakur

**Asymmetric Dependence between Aggregate Consumption and Financial Risk**

*by*Cathy Ning & Loran Chollete

**Asymptotic F Test in a GMM Framework with Cross Sectional Dependence**

*by*Min Seong Kim & Yixiao Sun

**Generating Random Optimising Choices**

*by*Jan Heufer

**Revealed Preference and Nonparametric Analysis – Continuous Extensions and Recoverability**

*by*Jan Heufer

**Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model**

*by*Ceylan, Ozcan

**The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?**

*by*Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia

**Bayesian Forecasting with Highly Correlated Predictors**

*by*Dimitris Korobilis

**Bayesian Semiparametric Dynamic Nelson-Siegel Model**

*by*Cem Çakmakli

**Bayesian Semiparametric Multivariate GARCH Modeling**

*by*Mark J. Jensen & John M. Maheu

**Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture**

*by*Mark J. Jensen & John M. Maheu

**Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**ROM Simulation: Applications to Stress Testing and VaR**

*by*Carol Alexander & Daniel Ledermann

**Efficiency and Productivity of Singapore's Manufacturing Sector 2001-2010: An analysis using Simar and Wilson's (2007) bootstrapped truncated approach**

*by*Boon L Lee

**The Wage Incentive to Management: A Comparison across European Economies**

*by*Marco Biagetti & Leone Leonida & Sergio Scicchitano

**ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries**

*by*Ceccobelli, Matteo & Gitto, Simone & Paolo, Mancuso

**The Causal Effects of Criminal Convictions on Labor Market Outcomes in Young Men: A Nonparametric Bounds Analysis**

*by*Richey, Jeremiah

**The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange**

*by*Ezzat, Hassan

**The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt**

*by*Ezzat, Hassan

**International comparison of Environmental performance**

*by*Dubrocard, Anne & Prombo, Michel

**Measuring the sources of economic growth in the EU with parametric and non-parametric methods**

*by*Krasnopjorovs, Olegs

**Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?**

*by*Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**The Predictive Role of Stock Market Return for Real Activity in Thailand**

*by*Jiranyakul, Komain

**The Generalised Autocovariance Function**

*by*Tommaso, Proietti & Alessandra, Luati

**On the estimation of marginal cost**

*by*Delis, Manthos D & Iosifidi, Maria & Tsionas, Efthymios

**Semi-parametric Bayesian Partially Identified Models based on Support Function**

*by*Liao, Yuan & Simoni, Anna

**The influence of eco-innovation supply chain practices on business eco-efficiency**

*by*Azevedo, Susana & Cudney, Elizabeth A. & Grilo, António & Carvalho, Helena & Cruz-Machado, V.

**Economic growth and environmental efficiency: Evidence from U.S. regions**

*by*Halkos, George & Tzeremes, Nickolaos

**New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion**

*by*Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung

**Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach**

*by*Halkos, George & Tzeremes, Nickolaos

**Performance environnementale et mesure de la productivité**

*by*Dubrocard, Anne & Prombo, Michel

**The use of mathematics in economics and its effect on a scholar's academic career**

*by*Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio

**Consumer confidence and consumption forecast: a non-parametric approach**

*by*Bruno, Giancarlo

**Survival prediction based on compound covariate under cox proportional hazard models**

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

**Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks**

*by*Dechert, Andreas

**İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği**

*by*Murat, Karaoz & Murat Ali, Dulupcu & Mesut, Albeni & Hakan, Demirgil & Onur, Sungur

**Carbon dioxide emissions and governance: A nonparametric analysis for the G-20**

*by*Halkos, George & Tzeremes, Nickolaos

**La delincuencia y su efecto sobre el crecimiento económico. El caso de México**

*by*Lozano-Cortés, René & Cabrera-Castellanos, Luis F. & Lozano-Cortés, Maribel

**Public sector transparency and countries’ environmental performance: A nonparametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models**

*by*Gao, Jiti

**Dealing with small samples and dimensionality issues in data envelopment analysis**

*by*Zervopoulos, Panagiotis

**Desempeño Económico Regional: Un Análisis Dinámico Para El Caso Chileno En El Período 1960-2009**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores**

*by*Mishra, SK

**Efficient estimation in regression discontinuity designs via asymmetric kernels**

*by*Fe, Eduardo

**A conditional directional distance function approach for measuring regional environmental efficiency: Evidence from the UK regions**

*by*Halkos, George & Tzeremes, Nickolaos

**Offre optimale de liquidité bancaire par la Banque Centrale : une approche microéconomique**

*by*TINANG NZESSEU, Jules Valery

**Median-based seasonal adjustment in the presence of seasonal volatility**

*by*Cayton, Peter Julian & Bersales, Lisa Grace

**Fiscal decentralization and public sector efficiency: Evidence from OECD countries**

*by*Adam, Antonis & Delis, Manthos D & Kammas, Pantelis

**Convergencia interregional en dinámica de regimenes: el caso del Mercosur**

*by*Brida, Juan Gabriel & London, Silvia & Rojas, Mara

**Ranking the ‘Diamond Core’ economic journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods**

*by*Li, Kui-Wai

**Identifying speculative bubbles with an in finite hidden Markov model**

*by*Song, Yong & Shi, Shuping

**Selection of Control Variables in Propensity Score Matching: Evidence from a Simulation Study**

*by*Nguyen Viet, Cuong

**Ranking agricultural, environmental and natural resource economics journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Ranking mainstream economics journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Ranking accounting, banking and finance journals: A note**

*by*Halkos, George & Tzeremes, Nickolaos

**Constructing Optimal Density Forecasts from Point Forecast Combinations**

*by*Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone

**On the Efficiency of Public Higher Education Institutions in Portugal: An Exploratory Study**

*by*Mariana Cunha & Vera Rocha

**Estimation of long memory in integrated variance**

*by*Eduardo Rossi & Paolo Santucci de Magistris

**Persistent Attitudes and Behaviors**

*by*Christoph T. Weiss

**Consume Now or Later? Time Inconsistency, Collective Choice and Revealed Preference**

*by*Abi Adams

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**A revealed preference test for weakly separable preferences**

*by*John Quah

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Neil Shephard & Kevin Sheppard

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Michael Keane & Meliyanni Johar & Glenn Jones & Elizabeth Savage & Olena Stavrunova

**Discrimination in a universal health system: Explaining socioeconomic waiting time gaps**

*by*Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova

**Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices**

*by*Neil Shephard & Dacheng Xiu

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Per A. Mykland & Neil Shephard & Kevin Sheppard

**A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model**

*by*Govert Bijwaard & Geert Ridder & Tiemen Woutersen

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

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

**The Joint Identification of Utility and Discount Functions From Stated Choice Data: An Application to Durable Goods Adoption**

*by*Jean-Pierre H. Dube & Günter J. Hitsch & Pranav Jindal

**Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration**

*by*Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James

**Identification of Preferences and Evaluation of Income Tax Policy**

*by*Charles F. Manski

**Life cycle income and consumption patterns in transition**

*by*Aleksandra Kolasa

**Almost periodically correlated time series in business fluctuations analysis**

*by*Łukasz Lenart & Mateusz Pipień

**Significant Drivers of Growth in Africa**

*by*Oleg Badunenko & Daniel J. Henderson & Romain Houssa

**Semiparametric Fixed-Effects Estimator**

*by*Fran�ois Libois & Vincenzo Verardi

**Identification, Estimation and Specification in a Class of Semiparametic Time Series Models**

*by*Jiti Gao

**Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval**

*by*Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang

**Expansion of Lévy Process Functionals and Its Application in Statistical Estimation**

*by*Chaohua Dong & Jiti Gao

**An Improved Nonparametric Unit-Root Test**

*by*Jiti Gao & Maxwell King

**Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods**

*by*Han Lin Shang

**Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach**

*by*Peter Martey Addo & Monica Billio & Dominique Guegan

**Prévoir sans persistance**

*by*Christophe Boucher & Bertrand Maillet

**The Effectiveness of Prenatal Care in a Low Income Population: A Panel Data Approach**

*by*Ana I. Balsa & Patricia Triunfo

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

*by*Breunig, Christoph

**Identification of Demand Models of Multiple Purchases**

*by*Itai Sher & Kyoo il Kim

**Who Benefits from Financial Development? New Methods, New Evidence**

*by*: Daniel J. Henderson & Chris Papageorgiou & Christopher F. Parmeter

**A simple method to visualize results in nonlinear regression models**

*by*Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter

**Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy**

*by*Theologos Dergiades

**Testing for Granger causality in a system of more than two variables**

*by*Theologos Pantelidis

**The Impact of China’s Priority Forest Programs on Rural Households Income Mobility**

*by*Can Liu & Sen Wang & Hao Liu & Wenqing Zhu

**A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance**

*by*Georges Dionnne & Pierre-Carl Michaud & Jean Pinquet

**R&D and Non-linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**Simulations of Full-Time Employment and Household Work in the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico**

*by*Thomas Masterson

**Les indices composites sont-ils de bonnes mesures de la compétitivité des pays ?**

*by*Raphaël Chiappini

**The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions**

*by*David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas

**R&D and Non-linear Productivity Growth of Heterogeneous Firms**

*by*Boriss Siliverstovs & D’Artis Kancs

**Semiparametric Decomposition of the Gender Achievement Gap: An Application for Turkey**

*by*Z. Eylem Gevrek & Ruben R. Seiberlich

**An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models**

*by*William Barnett & Unal Eryilmaz

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

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

**The Effectiveness of Public Sponsored Training Revisited: The Importance of Data and Methodological Choices**

*by*Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Paul

**Losing Heart? The Effect of Job Displacement on Health**

*by*Black, Sandra E. & Devereux, Paul J. & Salvanes, Kjell G.

**Estimating Returns to Education when the IV Sample is Selective**

*by*Wang, Le

**Does Education Matter for Economic Growth?**

*by*Delgado, Michael S. & Henderson, Daniel J. & Parmeter, Christopher F.

**Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment**

*by*Henderson, Daniel J. & Maasoumi, Esfandiar

**Getting Back into the Labor Market: The Effects of Start-Up Subsidies for Unemployed Females**

*by*Caliendo, Marco & Künn, Steffen

**A Simple Method to Visualize Results in Nonlinear Regression Models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**Is There an Informal Employment Wage Premium? Evidence from Tajikistan**

*by*Arabsheibani, Reza & Staneva, Anita V.

**Sharing Rule Identification for General Collective Consumption Models**

*by*Cherchye, Laurens & De Rock, Bram & Lewbel, Arthur & Vermeulen, Frederic

**Sharing Rule Identification for General Collective Consumption Models**

*by*Cherchye, Laurens & De Rock, Bram & Lewbel, Arthur & Vermeulen, Frederic

**Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Benchmarking Regions: Estimating the Counterfactual Distribution of Labor Market Outcomes**

*by*Fitzenberger, Bernd & Furdas, Marina

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C.

**Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes**

*by*Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C.

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach**

*by*Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai

**Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach**

*by*Bhaumik, Sumon K. & Dimova, Ralitza & Kumbhakar, Subal C. & Sun, Kai

**Estimating the Impacts of Bolivia's Protected Areas on Poverty**

*by*Canavire Bacarreza, Gustavo Javier & Hanauer, Merlin M.

**Estimating the Impacts of Bolivia's Protected Areas on Poverty**

*by*Canavire Bacarreza, Gustavo J & Hanauer, Merlin M.

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes**

*by*González de San Román, Ainara & de la Rica, Sara

**Gender Gaps in PISA Test Scores: The Impact of Social Norms and the Mother's Transmission of Role Attitudes**

*by*González de San Román, Ainara & de la Rica, Sara

**(International) R&D Collaboration and SMEs: The effectiveness of targeted public R&D support schemes**

*by*LOPES BENTO Cindy & HOTTENROTT Hanna

**R&D and Non-Linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**R&D and Non-Linear Productivity Growth of Heterogeneous Firms**

*by*d'Artis Kancs & Boriss Siliverstovs

**Incentive Effects on Efficiency in Education Systems’ Performance**

*by*Giuseppe Coco & Raffaele Lagravinese

**Structured Additive Regression Models: An R Interface to BayesX**

*by*Nikolaus Umlauf & Daniel Adler & Thomas Kneib & Stefan Lang & Achim Zeileis

**Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data**

*by*Kentaro Kikuchi & Kohei Shintani

**Bayesian Semiparametric Regression**

*by*Pelenis, Justinas

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Intersection bounds: estimation and inference**

*by*Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen

**Asymptotic efficiency of semiparametric two-step GMM**

*by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

**Exogeneity in semiparametric moment condition models**

*by*Paulo Parente & Richard Smith

**A flexible semiparametric model for time series**

*by*Degui Li & Oliver Linton & Zudi Lu

**Averaging of moment condition estimators**

*by*Xiaohong Chen & David Jacho-Chávez & Oliver Linton

**Efficient estimation of conditional risk measures in a semiparametric GARCH model**

*by*Oliver Linton & Dajing Shang & Yang Yan

**A nonparametric test of the leverage hypothesis**

*by*Oliver Linton & Yoon-Jae Whang & Yu-Min Yen

**Simultaneous equations for discrete outcomes: coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Regional convergence and divergence of the old-age dependency ratio in Korea**

*by*Yitaek Park & Junghun Seung & Kyeongrok Lee

**Regional population structure and changes in South Korea, 1992-2010**

*by*Hyoungjong Kim & Yitaek Park & Hunchang Lee

**New evidence on Gibrat’s law for cities**

*by*Rafael González-Val & Luis Lanaspa & Fernando Sanz

**Gibrat’s law and legacy for non-profit organisations: a non-parametric analysis**

*by*Peter G. Backus

**Implied Basket Correlation Dynamics**

*by*Wolfgang Karl HÃ¤rdle & Elena Silyakova & &

**Measuring the impact of critical incidents on brand personality**

*by*Sven Tischer & & &

**Brand equity â€“ how is it affected by critical incidents and what moderates the effect**

*by*Sven Tischer & Lutz Hildebrandt & &

**Variable selection in Cox regression models with varying coefficients**

*by*Toshio Honda & Wolfgang Karl HÃ¤rdle & &

**Using transfer entropy to measure information flows between financial markets**

*by*Thomas Dimpfl & Franziska J. Peter & &

**Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics**

*by*Wolfgang Karl HÃ¤rdle,Piotr Majer & Melanie Schienle & &

**Nonparametric Kernel Density Estimation Near the Boundary**

*by*Peter Malec & Melanie Schienle & &

**We estimate linear functionals in the classical deconvolution problem by kernel estimators**

*by*Jakob SÃ¶hl & Mathias Trabs & &

**Additive Models: Extensions and Related Models**

*by*Enno Mammen & Byeong U. Park & Melanie Schienle &

**Generated Covariates in Nonparametric Estimation: A Short Review**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle &

**Location, location, location: Extracting location value from house prices**

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

**Volatility of price indices for heterogeneous goods**

*by*Fabian Y.R.P. Bocart & Christian M. Hafner &

**Realized Copula**

*by*Matthias R. Fengler & Ostap Okhrin &

**Support Vector Machines with Evolutionary Feature Selection for Default Prediction**

*by*Wolfgang Karl HÃ¤rdle & Dedy Dwi Prastyo & Christian Hafner

**Option calibration of exponential LÃ©vy models: Implementation and empirical results**

*by*Jacob SÃ¶hl & Mathias Trabs

**Nonparametric adaptive estimation of linear functionals for low frequency observed LÃ©vy processes**

*by*Johanna Kappus

**Confidence sets in nonparametric calibration of exponential LÃ©vy models**

*by*Jakob SÃ¶hl

**Quantile Regression in Risk Calibration**

*by*Shih-Kang Chao & Wolfgang Karl HÃ¤rdle & Weining Wang

**A Donsker Theorem for LÃ©vy Measures**

*by*Richard Nickl & Markus ReiÃŸ

**HMM in dynamic HAC models**

*by*Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Weining Wang

**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**

*by*Yohei Yamamoto & Pierre Perron

**Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions**

*by*Yohei Yamamoto

**Copula structural shift identification**

*by*Boris Brodsky & Henry Penikas & Irina Safaryan

**Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve**

*by*Chollete, Loran & Ning, Cathy

**On the variability of income within and across generations**

*by*Jäntti, Markus & Lindahl, Lena

**Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines**

*by*Li, Yushu

**Testing for nonparametric identification of causal effects in the presence of a quasi-instrument**

*by*de Luna, Xavier & Johansson, Per

**Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency**

*by*Almasri, Abdullah & Månsson, Kristofer & Sjölander, Pär & Shukur, Ghazi

**Estimating the number of mean shifts under long memory**

*by*Sibbertsen, Philipp & Willert, Juliane

**Nonparametric prediction of stock returns with generated bond yields**

*by*Michael Scholz & Stefan Sperlich & Jens Perch Nielsen

**Nonparametric prediction of stock returns guided by prior knowledge**

*by*Michael Scholz & Jens Perch Nielsen & Stefan Sperlich

**Bayesian forecasting with highly correlated predictors**

*by*Dimitris Korobilis

**In this paper, I use a stratified Cox Proportional Hazard Model to econometrically evaluate the effects of intra-Africa regional trade cooperation and other underlying factors on Africa`s export survival. Using a highly disaggregated dataset of bilateral trade flows at HS 6 digit level for 49 African countries for the period 1995 to 2009, I obtain 3 key main empirical results. First, intra-Africa regional trade cooperation do increase the likelihood of Africa`s export survival. The results show that the depth of regional integration matters on lowering Africa`s export hazard rates relative to countries that are not in any regional cooperation. Second, I find evidence that supports the “learning by export hypothesis”. That is export experience within regional as well as rest of the world markets increases the likelihood of Africa`s export survival. Finally, results suggests that infrastructure related trade frictions such as costs to export, time to export, and customs procedures to export as well as weak export supporting institutions have a negative effect on Africa`s export survival. Similarly macroeconomic developments particularly exchange rate volatility, financial underdevelopment, “inappropriate” foreign direct investment hurt chances of an African export survival. The results also show that interaction effects between regional integration initiatives and a variety of these trade frictions namely: costs to export, time to export and customs procedures effects on hazard rates diminish in significance with the depth of regional integration over time**

*by*Dick Nuwamanya Kamuganga

**Regional Analysis of Eastern Province Feeder Road Project - District level estimation of the Poverty Alleviation Effects of Rural Roads Improvements in Zambia’s Eastern Province**

*by*Christian K.M. Kingombe

**An 'extended" Knowledge Production Function approach to the genesis of innovation in the European regions**

*by*Charlot, S. & Crescenzi, R. & Musolesi, A.

**The Impact of Uruguay’s 2007 Tax Reform on Equity and Efficiency**

*by*Bruno Martorano

**Comparing Parametric and Nonparametric Regression Methods for Panel Data: the Optimal Size of Polish Crop Farms**

*by*Tomasz Gerard Czekaj & Arne Henningsen

**Company heterogeneity and mark-up variability**

*by*Saara Tamminen & Chang Han-Hsin

**A Relative Efficiency Measure Based on Stock Market Index Data**

*by*Kristýna Ivanková

**Changements organisationnels dans les entreprises, outils de gestion et risques psychosociaux : une analyse sur données françaises**

*by*Azza Aziza-Chebil & Eric Delattre & Marc-Arthur Diaye

**Bioenergy and Global Land Use Change**

*by*Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova

**Do Developing Countries Benefit from Foreign Direct Investments?**

*by*Weshah Razzak & Elmostafa Bentour

**Export intensity and the productivity gains of exporting**

*by*Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis

**Are the Smart Kids More Rational ?**

*by*Sabrina Bruyneel & Laurens Cherchye & Sam Cosaert & Bram De Rock & Siegfried Dewitte

**Revealed Preference Analysis for Convex Rationalizations on Nonlinear Budget Sets**

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

**Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models**

*by*Marc Hallin & Ramon van den Akker & Bas Werker

**Getting back into the Labor Market: The Effects of Start-up Subsidies for Unemployed Females**

*by*Marco Caliendo & Steffen Künn

**Location, Location, Location: Extracting Location Value from House Prices**

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

**Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework**

*by*Michael Zschille

**Who Leaves and When?: Selective Outmigration of Immigrants from Germany**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**What Makes Single Mothers Expand or Reduce Employment?**

*by*Mine Hancioglu & Bastian Hartmann

**Asymptotic Efficiency of Semiparametric Two-step GMM**

*by*Xiaohong Chen & Jinyong Hahn & Zhipeng Liao

**Sieve Inference on Semi-nonparametric Time Series Models**

*by*Xiaohong Chen & Zhipeng Liao & Yixiao Sun

**The reaction of stock market returns to anticipated unemployment**

*by*Jesús Gonzalo & AbderrahimTaamouti

**Nonparametric estimation and inference for Granger causality measures**

*by*Abderrahim Taamouti & Taoufik Bouezmarni & Anouar El Ghouch

**The Trade Effects of Skilled versus Unskilled Migration**

*by*Egger, Peter & Nelson, Doug R & von Ehrlich, Maximilian

**Can Rare Events Explain the Equity Premium Puzzle?**

*by*Ghosh, Anisha & Julliard, Christian

**Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms**

*by*Dolado, Juan J. & Ortigueira, Salvador & Stucchi, Rodolfo

**Consolidating the Water Industry: An Analysis of the Potential Gains from Horizontal Integration in a Conditional Efficiency Framework**

*by*Zschille, Michael

**DESCENTRALIZACIÓN FISCAL Y LAS VARIABLES DE ESTABILIDAD: Contraste empírico desde la estadística no paramétrica**

*by*Milton Samuel Camelo Rincón

**Medición de la eficiencia del uso de las regalías petroleras: una aplicación del análisis envolvente de datos**

*by*Rosa María Armenta Vergara & Carlos Alberto Barreto Nieto & William Orlando Prieto Bustos

**Explorando la relación entre el IPC e IPP: El caso colombiano**

*by*Wilmer O. Martínez R & Edgar Caicedo G. & Evelyn J. Tique C.

**Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence**

*by*Carlos León & Karen Leiton & Alejandro Reveiz

**Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange**

*by*José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura

**Cálculo del ranking acumulado para la encuesta de expectativas de inflación y tasa de cambio nominal, a través de una prueba no paramétrica**

*by*Wilmer O. Martínez R & Manuel D. Hernández

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

*by*M. Deidda & A. Di Liberto & M. Foddi & G. Sulis

**Club performance dynamics at Italian regional level**

*by*N. Garrido & F. Mureddu

**Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News**

*by*Peter Claeys & Borek Vasicek

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Assessing the Efficiency of Mother-to-Child HIV Prevention in Low- and Middle-Income Countries using Data Envelopment Analysis**

*by*Sérgio P. Santos & Carla A.E. Amado & Mauro F. Santos

**Management Practice in Production**

*by*Thomas Triebs & Subal C. Kumbhakar

**The Effect of Additional Funds for Low-Ability Pupils - A Nonparametric Bounds Analysis**

*by*Monique De Haan

**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Environmental Policy and Directed Technological Change: Evidence from the European Carbon Market**

*by*Raphael Calel & Antoine Dechezleprêtre

**An "extended" knowledge production function approach to the genesis of innovation in the European regions**

*by*Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi

**Testing for Factor Price Equality with Unobserved Differences in Factor Quality or Productivity**

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

**Who Leaves and When? - Selective Outmigration of Immigrants from Germany**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**Environmental Policy and Directed Technological Change: Evidence from the European carbon market**

*by*Raphael Calel & Antoine Dechezlepretre

**When Credit Bites Back: Leverage, Business Cycles and Crises**

*by*Oscar Jorda & Moritz Schularick & Alan Taylor

**Nonparametric Analysis of Two-Sided Markets**

*by*Senay Sokullu

**Nonparametric Estimation of Semiparametric Transformation Models**

*by*Senay Sokullu

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

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

**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**

*by*Eric Gautier & Stefan Hoderlein

**Identification And Estimation In A Correlated Random Coefficients Binary Response Model**

*by*Stefan Hoderlein & Robert Sherman

**Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models**

*by*Arthur Lewbel & Xun Lu & Liangjun Su

**An Overview of the Special Regressor Method**

*by*Arthur Lewbel

**Sharing Rule Identification for General Collective Consumption Models**

*by*Laurens Cherchye & Bram De Rock & Arthur Lewbel & Frederic Vermeulen

**Identification and Estimation of Games with Incomplete Information Using Excluded Regressors**

*by*Arthur Lewbel & Xun Tang

**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**

*by*Arthur Lewbel & Krishna Pendakur

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints**

*by*Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría

**Productivity analysis of Belarusian higher education system**

*by*Alexandr Gedranovich & Mykhaylo Salnykov

**Testing the Predictive Power of Mexican Consumers' Inflation Expectations**

*by*José Antonio Murillo Garza & Paula Sánchez Romeu

**Capital Controls and Exchange Rate Expectations in Emerging Markets**

*by*Gustavo Abarca & Claudia Ramírez & José Gonzalo Rangel

**Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle**

*by*Philipp Matros & Johannes Vilsmeier

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model**

*by*Claudia PIGINI

**SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence**

*by*Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza

**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

**Estimating Revenue Under Collusion-Proof Auctions**

*by*Gaurab Aryal & Maria F. Gabrielli

**A test for the rank of the volatility process: the random perturbation approach**

*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**Monte Carlo methods for sampling high-dimensional binary vectors**

*by*Schäfer, Christian

**The efficiency of expenditure-related redistributive policies in the European countries**

*by*Cosmin Eugen ENACHE

**Employment of Disabled People According to Law 68/1999. A Multidimensional Analysis at Regional Level**

*by*Massimiliano AGOVINO & Agnese RAPPOSELLI

**Generalized Additive Models for Nonmarket Valuation via Revealed or Stated Preference Methods**

*by*Silvia Ferrini & Carlo Fezzi

**The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering**

*by*Samuel G. Hanson & Adi Sunderam

**A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators**

*by*Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn

**Emploi Et Secteur Informels En Algérie : Déterminants, Segmentation Et Mobilité De La Main-D’Œuvre**

*by*Philippe ADAIR & Youghourta BELLACHE

**Returns to Schooling in Europe: Evidence From Quantile Regression on EU-SILC Data**

*by*Marco Biagetti & Sergio Scicchitano

**Semiparametric Base-Independent Equivalence Scales and the Cost of Children in Switzerland**

*by*Aline Bütikofer

**Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test**

*by*Guochen Pan & Seng-Sung Chen & Tsangyao Chang

**Determinants of the Dinar-Euro Nominal Exchange Rate**

*by*Nedeljković, Milan & Urošević, Branko

**The Renewable Energy Development: A Nonparametric Efficiency Analysis**

*by*Aldea, Anamaria & Ciobanu, Anamaria & Stancu, Ion

**Comportamiento del IPC de la BMV durante 2000-2009: un enfoque de valores extremos**

*by*Domínguez Gijón, Rosa María & Flores Ortega, Miguel & Venegas-Martínez, Francisco

**Entre la formalidad y la informalidad. ¿Opciones e ingresos diferentes?**

*by*Morales, Rolando

**Pricing Asian power options under jump-fraction process**

*by*Peng, Bin & Peng, Fei

**An Implementation upon Efficiency and Productivity of Participation Banks with TOPSIS Method**

*by*Yayar, Rustu & Velid Baykara, Halid

**Income and health care utilization among the 50+ in Europe and the US**

*by*Majo, Maria Cristina & van Soest, Arthur

**Subvenciones Al Coste Laboral En Las Corporaciones Locales Y Empleo**

*by*JESÚS CLEMENTE & MARÍA A. GONZÁLEZ & MARCOS SANSO-NAVARRO

**Volatility estimation based on extremes of the bridge (in Russian)**

*by*Svetlana Lapinova & Alexander Saichev & Maria Tarakanova

**The Impact of the World Financial Crisis on the Polish Interbank Market: A Swap Spread Approach**

*by*Piotr Płuciennik

**Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns**

*by*Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek

**On Multivariate Methods in Robust Econometrics**

*by*Jan Kalina

**Survival Analysis in LGD Modeling**

*by*Jiří Witzany & Michal Rychnovský & Pavel Charamza

**Decomposing The Gap In School Achievement Between Finland And Romania '" Some Methodological Aspects**

*by*Botezat Alina

**Day-of-the-week effect in Consumer Confidence Index: The case of Turkey**

*by*Sadullah Çelik & Hüseyin Kaya

**Collective Household Consumption Behavior: Revealed Preference Analysis**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**Does Access to Modern Marketing Channels Improve Dairy Enterprises’ Efficiency? A Case Study of Punjab, Pakistan**

*by*Sana Sadaf & Khalid Riaz

**Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach**

*by*Sungro Lee, Chang Sik Kim, In-Moo Kim & Chang Sik Kim & In-Moo Kim

**Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices**

*by*Piotr Fiszeder & Witold Orzeszko

**Crescita della produttività, progresso tecnico e impiego del lavoro nelle imprese manifatturiere italiane: 1996-2006**

*by*Enrico Tundis & Enrico Zaninotto & Roberto Gabriele & Sandro Trento

**A k-sample homogeneity test: the Harmonic Weighted Mass index**

*by*Jeroen Hinloopen & Rien J.L.M. Wagenvoort & Charles van Marrewijk

**Empleo, escolaridad y sector informal en la Frontera Norte de México y Chihuahua: expectativas de ocupación en la crisis**

*by*Luis Huesca Reynoso & Martha Beatriz Padilla Arriola

**Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach**

*by*George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong

**Duration of new firms: The role of startup financial conditions, industry and aggregate factors**

*by*Huynh, Kim P. & Petrunia, Robert J. & Voia, Marcel

**Exchange rate misalignments in frequency domain**

*by*Grossmann, Axel & Orlov, Alexei G.

**Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon**

*by*Khan, Walayet & Vieito, João Paulo

**Multinationality, foreignness and institutional distance in the relation between R&D and productivity**

*by*Añón Higón, Dolores & Manjón Antolín, Miguel

**A household-level decomposition of the white–black homeownership gap**

*by*Fesselmeyer, Eric & Le, Kien T. & Seah, Kiat Ying

**On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries**

*by*Menezes, Rui & Dionísio, Andreia & Hassani, Hossein

**Nonparametric structural estimation of labor supply in the presence of censoring**

*by*Liang, Che-Yuan

**Does the quality of public-sponsored training programs matter? Evidence from bidding processes data**

*by*Galdo, Jose & Chong, Alberto

**Job search incentives and job match quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**Inflationary shocks and common economic trends: Implications for West African monetary union membership**

*by*Alagidede, Paul & Coleman, Simeon & Cuestas, Juan Carlos

**Rewarding carrots and crippling sticks: Eliciting employee preferences for the optimal incentive design**

*by*Pouliakas, Konstantinos & Theodossiou, Ioannis

**Bootstrap confidence bands and partial linear quantile regression**

*by*Song, Song & Ritov, Ya’acov & Härdle, Wolfgang K.

**Estimating monetary policy reaction functions using quantile regressions**

*by*Wolters, Maik H.

**Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates**

*by*Charles, Amélie & Darné, Olivier & Kim, Jae H.

**Testing conditional factor models**

*by*Ang, Andrew & Kristensen, Dennis

**Elementary multivariate rearrangements and stochastic dominance on a Fréchet class**

*by*Decancq, Koen

**International diversification: An extreme value approach**

*by*Chollete, Lorán & de la Peña, Victor & Lu, Ching-Chih

**Two to tangle: Financial development, political instability and economic growth in Argentina**

*by*Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin

**Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR**

*by*Vergote, Olivier & Puigvert Gutiérrez, Josep Maria

**Gram–Charlier densities: Maximum likelihood versus the method of moments**

*by*Del Brio, Esther B. & Perote, Javier

**Risk concentration of aggregated dependent risks: The second-order properties**

*by*Tong, Bin & Wu, Chongfeng & Xu, Weidong

**Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis**

*by*Hall, Maximilian J.B. & Kenjegalieva, Karligash A. & Simper, Richard

**Macro stress testing of credit risk focused on the tails**

*by*Schechtman, Ricardo & Gaglianone, Wagner Piazza

**Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus**

*by*Delis, Manthos D. & Tran, Kien C. & Tsionas, Efthymios G.

**Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model**

*by*Kuosmanen, Timo

**Forecasting spot price volatility using the short-term forward curve**

*by*Haugom, Erik & Ullrich, Carl J.

**Realized volatility and price spikes in electricity markets: The importance of observation frequency**

*by*Ullrich, Carl J.

**Non-parametric and parametric modeling of biodiesel, sunflower oil, and crude oil price relationships**

*by*Hassouneh, Islam & Serra, Teresa & Goodwin, Barry K. & Gil, José M.

**Global warming and electricity demand in the rapidly growing city of Delhi: A semi-parametric variable coefficient approach**

*by*Gupta, Eshita

**Estimating the shadow prices of SO2 and NOx for U.S. coal power plants: A convex nonparametric least squares approach**

*by*Mekaroonreung, Maethee & Johnson, Andrew L.

**Estimation of elasticity price of electricity with incomplete information**

*by*Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral

**A new country risk index for emerging markets: A stochastic dominance approach**

*by*Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas

**Modelling and forecasting liquidity supply using semiparametric factor dynamics**

*by*Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

**Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels**

*by*Gospodinov, Nikolay & Hirukawa, Masayuki

**Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach**

*by*Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung

**Variable selection and functional form uncertainty in cross-country growth regressions**

*by*Salimans, Tim

**Semiparametric trending panel data models with cross-sectional dependence**

*by*Chen, Jia & Gao, Jiti & Li, Degui

**Nonparametric estimation and inference about the overlap of two distributions**

*by*Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae

**Optimal comparison of misspecified moment restriction models under a chosen measure of fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior**

*by*Florens, Jean-Pierre & Simoni, Anna

**The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions**

*by*Ai, Chunrong & Chen, Xiaohong

**Regression towards the mode**

*by*Kemp, Gordon C.R. & Santos Silva, J.M.C.

**Distribution-free tests of stochastic monotonicity**

*by*Delgado, Miguel A. & Escanciano, Juan Carlos

**Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels**

*by*Bennala, Nezar & Hallin, Marc & Paindaveine, Davy

**Estimation of semiparametric locally stationary diffusion models**

*by*Koo, Bonsoo & Linton, Oliver

**Functional coefficient regression models with time trend**

*by*Liang, Zhongwen & Li, Qi

**International market links and volatility transmission**

*by*Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo

**Jump-robust volatility estimation using nearest neighbor truncation**

*by*Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst

**Random walk or chaos: A formal test on the Lyapunov exponent**

*by*Park, Joon Y. & Whang, Yoon-Jae

**Nonparametric trending regression with cross-sectional dependence**

*by*Robinson, Peter M.

**Sieve estimation of panel data models with cross section dependence**

*by*Su, Liangjun & Jin, Sainan

**Jumps in equilibrium prices and market microstructure noise**

*by*Lee, Suzanne S. & Mykland, Per A.

**Quantile treatment effects in the regression discontinuity design**

*by*Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise

**Semiparametric robust estimation of truncated and censored regression models**

*by*Čížek, Pavel

**Well-posedness of measurement error models for self-reported data**

*by*An, Yonghong & Hu, Yingyao

**Uniform confidence bands for functions estimated nonparametrically with instrumental variables**

*by*Horowitz, Joel L. & Lee, Sokbae

**Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements**

*by*Campo, Sandra

**Empirical implementation of nonparametric first-price auction models**

*by*Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.

**Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method**

*by*Bierens, Herman J. & Song, Hosin

**Semiparametric GMM estimation of spatial autoregressive models**

*by*Su, Liangjun

**Statistical inference on regression with spatial dependence**

*by*Robinson, Peter M. & Thawornkaiwong, Supachoke

**Estimating semiparametric panel data models by marginal integration**

*by*Qian, Junhui & Wang, Le

**Semiparametric inference in a GARCH-in-mean model**

*by*Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.

**Partial parametric estimation for nonstationary nonlinear regressions**

*by*Kim, Chang Sik & Kim, In-Moo

**Specification testing in nonparametric instrumental variable estimation**

*by*Horowitz, Joel L.

**Testing for non-nested conditional moment restrictions using unconditional empirical likelihood**

*by*Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae

**Bayesian averaging, prediction and nonnested model selection**

*by*Hong, Han & Preston, Bruce

**Quantile-based nonparametric inference for first-price auctions**

*by*Marmer, Vadim & Shneyerov, Artyom

**Confidence intervals for the quantile of treatment effects in randomized experiments**

*by*Fan, Yanqin & Park, Sang Soo

**Tikhonov regularization for nonparametric instrumental variable estimators**

*by*Gagliardini, Patrick & Scaillet, Olivier

**Nonparametric spatial regression under near-epoch dependence**

*by*Jenish, Nazgul

**Inferring welfare maximizing treatment assignment under budget constraints**

*by*Bhattacharya, Debopam & Dupas, Pascaline

**The econometrics of auctions with asymmetric anonymous bidders**

*by*Lamy, Laurent

**Probabilistic characterization of directional distances and their robust versions**

*by*Simar, Léopold & Vanhems, Anne

**Semiparametric estimation of Markov decision processes with continuous state space**

*by*Srisuma, Sorawoot & Linton, Oliver

**Local indirect least squares and average marginal effects in nonseparable structural systems**

*by*Schennach, Susanne & White, Halbert & Chalak, Karim

**A Poisson mixture model of discrete choice**

*by*Burda, Martin & Harding, Matthew & Hausman, Jerry

**Bounds for best response functions in binary games**

*by*Kline, Brendan & Tamer, Elie

**The impact of the National School Lunch Program on child health: A nonparametric bounds analysis**

*by*Gundersen, Craig & Kreider, Brent & Pepper, John

**IV models of ordered choice**

*by*Chesher, Andrew & Smolinski, Konrad

**Set identification via quantile restrictions in short panels**

*by*Rosen, Adam M.

**Transmission effects of foreign exchange reserves on price level: Evidence from China**

*by*Chen, Langnan & Huang, Shoufeng

**Urbanization and CO2 emissions: A semi-parametric panel data analysis**

*by*Zhu, Hui-Ming & You, Wan-Hai & Zeng, Zhao-fa

**Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor**

*by*Zhang, Zhengyu & He, Xiaobo

**A simple method to visualize results in nonlinear regression models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**The variance of a rank estimator of transformation models**

*by*Jochmans, Koen

**On the variability of income within and across generations**

*by*Jäntti, Markus & Lindahl, Lena

**New evidence on the role of cognitive skill in economic development**

*by*Laurini, Márcio Poletti & de Carvalho Andrade, Eduardo

**A GEL-based AIC for model selection**

*by*Feng, Qiang

**Convergence clubs in incomes across Indian states: Is there evidence of a neighbours’ effect?**

*by*Bandyopadhyay, Sanghamitra

**Size improvement of the KPSS test using sieve bootstraps**

*by*Lee, Jin & Lee, Young Im

**Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy**

*by*Dergiades, Theologos

**The simple econometrics of tail dependence**

*by*van Oordt, Maarten R.C. & Zhou, Chen

**Chaos in German stock returns — New evidence from the 0–1 test**

*by*Webel, Karsten

**Innovation and duration of exports**

*by*Chen, Wei-Chih

**Kernel-based estimation of semiparametric regression in triangular systems**

*by*Martins-Filho, Carlos & Yao, Feng

**Lagged duration dependence in mixed proportional hazard models**

*by*Picchio, Matteo

**Land use change impacts of biofuels: Near-VAR evidence from the US**

*by*Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis

**Fairness in education: The Italian university before and after the reform**

*by*Brunori, Paolo & Peragine, Vito & Serlenga, Laura

**Income distribution dynamics across European regions: Re-examining the role of space**

*by*Maza, Adolfo & Hierro, María & Villaverde, José

**Markets liquidity risk under extremal dependence: Analysis with VaRs methods**

*by*Ourir, Awatef & Snoussi, Wafa

**Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach**

*by*Zanin, Luca & Marra, Giampiero

**A smooth coefficient quantile regression approach to the social capital–economic growth nexus**

*by*Deng, Wen-Shuenn & Lin, Yi-Chen & Gong, Jinguo

**A coupled Markov chain approach to credit risk modeling**

*by*Wozabal, David & Hochreiter, Ronald

**Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests**

*by*Altug, Sumru & Tan, Barış & Gencer, Gözde

**The distribution of financial aid in China: Is aid reaching poor students?**

*by*Loyalka, Prashant & Song, Yingquan & Wei, Jianguo

**Residual wage inequality in urban China, 1995–2007**

*by*Xing, Chunbing & Li, Shi

**Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study**

*by*Aymen BEN REJEB & Ousama BEN SALHA & Jaleleddine BEN REJEB

**A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions**

*by*Josep Maria Puigvert-Gutiérrez & Rupert de Vincent-Humphreys

**What Are We Measuring When Evaluating Universities’ Efficiency?**

*by*BERBEGAL MIRABENT, Jasmina & SOLÉ PARELLADA, Francesc

**Medición de la eficiencia en el uso de las regalías petroleras: una aplicación del análisis envolvente de datos**

*by*Rosa María Armenta Vergara & Carlos Alberto Barreto Nieto & William Orlando Prieto Bustos

**Crecimiento y eficiencia de la industria editorial de Bogotá, Colombia**

*by*José Luis Rodríguez Pardo & Daniel Gómez Abella

**Dependencia Estructural en los mercados Bursátiles de Colombia y Estados Unidos, una aproximación usando cópulas**

*by*Daiver Cardona Salgado

**Évaluer les réformes des exonérations générales de cotisations sociales**

*by*Mathieu Bunel & Céline Emond & Yannick L'Horty

**Une évaluation économique du risque de modèle pour les investisseurs de long terme**

*by*Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Prévoir sans persistance**

*by*Christophe Boucher & Bertrand Maillet

**Utilisation des technologies de l'information et des communications (TIC) et performance économique des PME Tunisiennes :une étude économétrique**

*by*Mohamed Kossaï & Patrick Piget

**Public Spending Efficiency And Political And Economic Factors: Evidence From Selected East Asian Countries**

*by*Sok-Gee Chan Mohd & Zaini Abd Karim

**An Index of the Quality of Life for European Countries: Evidence of Deprivation from EU-SILC Data**

*by*Riccardo Soliani & Alessia Di Gennaro & Enrico Ivaldi

**The Efficiency of Education in Generating Literacy: A Stochastic Frontier Approach**

*by*Kristof De Witte & Wim Groot & Henri?tte Maassen van den Brink

**Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond**

*by*Roberto Tatiwa Ferreira & Savio de Melo Zachis

**A Composite Leading Indicator Calculation For Turkish Exports**

*by*Güzin Bayar & Rahmet Uslu

**Examining Of The Relationship Structure Between Job And Special Life (Nonwork) Satisfaction With Nonlinear Canonical Correlation Analysis**

*by*Sahamet Bulbul & Selay Giray

**Determinants Of Bank Performance In Cee Countries**

*by*Alin Marius ANDRIES & Vasile COCRIS & Silviu Gabriel URSU

**A Wavelet Perspective on the Real Interest Parity Condition**

*by*Quinton Morris & Andrea Saayman

**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**

*by*Pierre Perron & Yohei Yamamoto

**Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement**

*by*Gregor N. F. Weiß

**Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe**

*by*Michael Pohl

**Inequality of educational opportunity in Italy:how fair is the “3+2" reform?**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Innovation subsidies: Does the funding source matter for innovation intensity and performance? Empirical evidence from Germany**

*by*Czarnitzki, Dirk & Lopes Bento, Cindy

**The effects of job displacement on the onset and progression of diabetes**

*by*Bergemann, Annette & Grönqvist, Erik & Gudbjörnsdottir, Soffia

**Stochastic Dominance and Nonparametric Comparative Revealed Risk Aversion**

*by*Heufer, Jan

**Polarization measurement and inference in many dimensions when subgroups cannot be identified**

*by*Anderson, Gordon

**Unemployment duration in Germany: A comprehensive study with dynamic hazard models and P-Splines**

*by*Kuhlenkasper, Torben & Steinhardt, Max Friedrich

**Separating environmental efficiency into production and abatement efficiency: A nonparametric model with application to U.S. power plants**

*by*Hampf, Benjamin

**Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes**

*by*Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

**The merit of high-frequency data in portfolio allocation**

*by*Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter

**Waiting times and socioeconomic status: does sample selection matter?**

*by*A. Sharma; & L. Siciliani; & A. Harris ;

**A Multiple State Duration Model with Endogenous Treatment**

*by*Mroz, T.; & Picone, G.;

**Stability of Long-run Relationships for Countries in Transition: A Hansen Test Study**

*by*Ewa Syczewska

**Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data**

*by*Evzen Kocenda & Martin Vojtek

**Dynamic caliper matching**

*by*Paweł Strawiński

**Household Credit to the Poor and its Impact on Child Schooling in Peri-urban Areas, Vietnam**

*by*Tinh Doan & John Gibson & Mark Holmes

**Impacts of Household Credit on Education and Healthcare Spending by the Poor in Peri-urban Areas in Vietnam**

*by*Tinh Doan & John Gibson & Mark Holmes

**Impacts of Household Credit on Education and Healthcare Spending by the Poor in Peri-urban Areas in Vietnam**

*by*Tinh Doan & John Gibson & Mark Holmes

**The Role of Women in the Italian Network of Boards of Directors, 2003-2010**

*by*Carlo Drago & Francesco Millo & Roberto Ricciuti & Paolo Satella

**Distortions in Cross-Sectional Convergence Analysis when the Aggregate Business Cycle is Incomplete**

*by*Stefano Magrini & Margherita Gerolimetto & Hasan Engin Duran

**Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance**

*by*Christopher J. Bennett & Ricardas Zitikis

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

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

**Sharp bounds on causal effects under sample selection**

*by*Huber, Martin & Mellace, Giovanni

**Quantile Regression in the Presence of Sample Selection**

*by*Huber, Martin & Melly, Blaise

**Managerial ownership and urban water utilities efficiency in Uganda**

*by*Mbuvi, Dorcas & Tarsim, Achraf

**Income and time related effects in EKC**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Testing Conditional Symmetry Without Smoothing**

*by*Tao Chen & Gautam Tripathi

**Variance Swaps and Intertemporal Asset Pricing**

*by*Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

**Why do variance swaps exist?**

*by*Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

**Data Envelopment Analysis e sistemi sanitari regionali italiani**

*by*Falavigna, Greta & Ippoliti, Roberto

**On the causal effect of schooling on smoking: evidence without exogeneity conditions**

*by*Stefan Boes

**Innovation, productivité et exportation : Y-a-t-il un effet d'auto-sélection consciente? Une étude empirique sur les PMI de basse-Normandie**

*by*Mohammad Movahedi & Olivier Gaussens

**A Duration Model with Dynamic Unobserved Heterogeneity**

*by*Botosaru, Irene

**La caduta della produttivita' industriale in Italia e nelle regioni del Nord Est: una rilettura**

*by*Enrico Tundis & Enrico Zaninotto

**Pareto versus lognormal: a maximum entropy test**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Partially Identified Poverty Status: A New Approach to Measuring Poverty and the Progress of the Poor**

*by*Gordon Anderson & Maria Grazia Pittau & Roberto Zelli

**Visualizing Multiple Quantile Plots**

*by*Boon, M. & Einmahl, J.H.J. & McKeague, I.W.

**Is Utility Transferable? A Revealed Preference Analysis**

*by*Cherchye, L.J.H. & Demuynck, T. & de Rock, B.

**Regular Variation and the Identification of Generalized Accelerated Failure-Time Models**

*by*Abbring, J.H. & Ridder, G.

**Noncooperative Household Consumption with Caring**

*by*Cherchye, L.J.H. & Demuynck, T. & de Rock, B.

**The Fixed-Effects Zero-Inflated Poisson Model with an Application to Health Care Utilization**

*by*Majo, M.C. & van Soest, A.H.O.

**An M-Estimator for Tail Dependence in Arbitrary Dimensions**

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

**Door-to-Door Travel Times in RP Departure Time Choice Models: An Approximation Method based on GPS**

*by*Stefanie Peer & Jasper Knockaert & Paul Koster & Yin-Yen Tseng & Erik Verhoef

**On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic**

*by*Jeroen Hinloopen

**Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions**

*by*Tim Salimans

**Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data**

*by*Jan G. de Gooijer & Ao Yuan

**The Willingness to pay for Quality Aspects of Durables: Theory and Application to the Car Market**

*by*Ismir Mulalic & Jan Rouwendal

**Relative Inflation in the EU Accession Countries of Central and Eastern Europe**

*by*Hiranya Nath & Kiril Tochkov

**Informal-Formal Worker Wage Gap in Turkey : Evidence From A Semi-Parametric Approach**

*by*Yusuf Soner Baskaya & Timur Hulagu

**Identification in Bivariate binary-choice Models with elliptical innovations**

*by*Koen Jochmans

**Assessing the Performance of Funds of Hedge Funds**

*by*Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein

**Do Foreign Excess Return Regressions Convey Valid Information?**

*by*Seongman Moon & Carlos Velasco

**Tests for m-dependence Based on Sample Splitting Methods**

*by*Seongman Moon & Carlos Velasco

**Risky jobs and wage differentials An indirect test for segregation**

*by*Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia

**Towards a Measure of Core Inflation using Singular Spectrum Analysis**

*by*Franz Ruch & Dirk Bester

**Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects**

*by*Min Seong Kim & Yixiao Sun

**Stochastic Dominance and Nonparametric Comparative Revealed Risk Aversion**

*by*Jan Heufer

**Predictive Inference for Integrated Volatility**

*by*Norman R. Swanson & Valentina Corradi & Walter Distaso

**Predictive Inference for Integrated Volatility**

*by*Norman R. Swanson & Valentina Corradi & Walter Distaso

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*M. PICCHIO

**Learning a bayesian network from ordinal data**

*by*Flaminia Musella

**Asymmetric Phase Shifts in the U.S. Industrial Production Cycles**

*by*Yongsung Chang & Sunoong Hwang

**Growth and Pollution Convergence: Theory and Evidence**

*by*C. Ordás Criado & S. Valente & T. Stengos

**A New Index of Environmental Quality**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Does Information Content of Option Prices Add Value for Asset Allocation?**

*by*Vladimir Zdorovenin & Jacques Pézier

**Unconditional Quantile Regression for Exogenous or Endogenous Treatment Variables**

*by*David Powell

**Is foreign-bank efficiency in financial centers driven by home-country characteristics?**

*by*Valentin Zelenyuk & Claudia Curi & Paolo Guarda & Ana Lozano-Vivas

**Determinants of drug launch delay in pre-TRIPS India: A survival analysis approach**

*by*Saradindu Bhaduri & Thomas Brenner

**Is the World Spinning Faster? Assessing the Dynamics of Export Specialization**

*by*João Amador

**Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy**

*by*Dergiades, Theologos

**Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece**

*by*Dergiades, Theologos & Martinopoulos, Georgios & Tsoulfidis, Lefteris

**Analysing Productivity Changes Using the Bootstrapped Malmquist Approach: The Case of the Iranian Banking Industry**

*by*Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles

**Networking Activities and Growth of Newly Founded Firms under Incubation**

*by*Demirgil, Hakan & Karaoz, Murat & Baptista, Rui & Sungur, Onur

**Analysis of technical efficiency of crop producing smallholder farmers in Tigray,Ethiopia**

*by*Asefa, Shumet

**Innovation, productivity, and export: Evidence from SMEs in Lower Normandy, France**

*by*Movahedi, Mohammad & Gaussens, Olivier

**A two-stage DEA model to evaluate the efficiency of the Italian health system**

*by*De Nicola, Arianna & Gitto, Simone & Mancuso, Paolo

**Posterior consistency of nonparametric conditional moment restricted models**

*by*Liao, Yuan & Jiang, Wenxin

**Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates**

*by*Rossi, Francesco

**Detección de Dependencia Espacial mediante Análisis Simbólico**

*by*Herrera Gómez, Marcos & Ruiz Marín, Manuel & Mur Lacambra, Jesús

**Measuring Italian university efficiency: a non-parametric approach**

*by*Monaco, Luisa

**Behavioral investment strategy matters: a statistical arbitrage approach**

*by*Sun, David & Tsai, Shih-Chuan & Wang, Wei

**A methodological proposal to estimate changes of residential property value: case study developed in Bogota**

*by*Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo

**Testing for weak form market efficiency in Indian foreign exchange market**

*by*Sasikumar, Anoop

**Taxation and political stability**

*by*Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando

**Currency Crises During the Great Recession: Is This Time Different?**

*by*Arduini, Tiziano & De Arcangelis, Giuseppe & Del Bello, Carlo Leone

**Homogeneity tests for Levy processes and applications**

*by*Ciuiu, Daniel

**Inequality and development: Evidence from semiparametric estimation with panel data**

*by*Zhou, X. & Li, Kui-Wai

**One for all and all for one: regression checks with many regressors**

*by*Lavergne, Pascal & Patilea, Valentin

**Empirical policy functions as benchmarks for evaluation of dynamic capital structure models**

*by*Bazdresch, Santiago

**A conditional full frontier approach for investigating the Averch-Johnson effect**

*by*Halkos, George & Tzeremes, Nickolaos

**A assimetria dos ciclos económicos: Evidência internacional usando o teste triples**

*by*Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso

**Supramacroeconomics: the newest management technology**

*by*Kozhurin, Fedir

**Forecasting and tracking real-time data revisions in inflation persistence**

*by*Tierney, Heather L.R.

**Kuznets curve and environmental performance: evidence from China**

*by*Halkos, George & Tzeremes, Nickolaos

**On the finite-sample properties of conditional empirical likelihood estimators**

*by*Crudu, Federico & Sándor, Zsolt

**When, where and how to perform efficiency estimation**

*by*Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C.

**A conditional full frontier modelling for analyzing environmental efficiency and economic growth**

*by*Halkos, George & Tzeremes, Nickolaos

**Investigating the cultural patterns of corruption: A nonparametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Productivity in China's high technology industry: Regional heterogeneity and R&D**

*by*Zhang, Rui & Sun, Kai & Delgado, Michael & Kumbhakar, Subal

**Does the Box-Cox transformation help in forecasting macroeconomic time series?**

*by*Tommaso, Proietti & Helmut, Luetkepohl

**New facts for old debates: Farm size and productivity in US agriculture**

*by*Temel, Tugrul

**A nonparametric hypothesis test via the Bootstrap resampling**

*by*Temel, Tugrul

**The use of supply chain DEA models in operations management: A survey**

*by*Halkos, George & Tzeremes, Nickolaos & Kourtzidis, Stavros

**Applying conditional DEA to measure football clubs’ performance: Evidence from the top 25 European clubs**

*by*Halkos, George & Tzeremes, Nickolaos

**Estimation of Zenga's new index of economic inequality in heavy tailed populations**

*by*Greselin, Francesca & Pasquazzi, Leo

**A non-parametric analysis of the efficiency of the top European football clubs**

*by*Halkos, George & Tzeremes, Nickolaos

**The returns to scale effect in labour productivity growth**

*by*Mizobuchi, Hideyuki

**Identi�cation of jumps in �financial price series**

*by*Hellström, Jörgen & Lönnbark, Carl

**Developing a short-term comparative optimization forecasting model for operational units’ strategic planning**

*by*Filippou, Miltiades & Zervopoulos, Panagiotis

**Developing a step-by-step effectiveness assessment model for customer-oriented service organizations**

*by*Brissimis, Sophocles & Zervopoulos, Panagiotis

**A nonparametric analysis of the Greek renewable energy sector**

*by*Halkos, George & Tzeremes, Nickolaos

**The Variance Profile**

*by*Luati, Alessandra & Proietti, Tommaso & Reale, Marco

**The effect of national culture on countries’ innovation efficiency**

*by*Halkos, George & Tzeremes, Nickolaos

**Examining the influence of access to improved water and sanitation sources on countries’ economic efficiency**

*by*Halkos, George & Tzeremes, Nickolaos

**Adjusting for cultural effects on countries’ education policy efficiency:an application of conditional full frontiers measures**

*by*Halkos, George & Tzeremes, Nickolaos

**Redistribution and Reelection under Proportional Representation: The Postwar Italian Chamber of Deputies**

*by*Golden, Miriam & Picci, Lucio

**Measuring economic journals’ citation efficiency: A data envelopment analysis approach**

*by*Halkos, George & Tzeremes, Nickolaos

**Growth Volatility and the Structure of the Economy**

*by*Davide Fiaschi & Andrea Mario Lavezzi

**Spatial clustering and nonlinearities in the location of multinational firms**

*by*Roberto Basile & Luigi Benfratello & Davide Castellani

**Inference of Bidders’ Risk Attitudes in Ascending Auctions with Endogenous Entry, Second Version**

*by*Hanming Fang & Xun Tang

**Identification and Estimation of Stochastic Bargaining Models, Fourth Version**

*by*Antonio Merlo & Xun Tang

**Data-driven estimation of diurnal duration patterns**

*by*Yuanhua Feng

**Determinants of the Dinar-Euro Nominal Exchange Rate**

*by*Milan Nedeljkovic & Branko Urosevic

**Unemployment Duration in Germany – A comprehensive study with dynamic hazard models and P-Splines**

*by*Torben Kuhlenkasper & Max Friedrich Steinhardt

**When Credit Bites Back: Leverage, Business Cycles, and Crises**

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

**Testing Conditional Factor Models**

*by*Andrew Ang & Dennis Kristensen

**Heaping-Induced Bias in Regression-Discontinuity Designs**

*by*Alan I. Barreca & Jason M. Lindo & Glen R. Waddell

**A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models**

*by*Jeremy T. Fox & Kyoo il Kim

**Performance Evaluation of Zero Net-Investment Strategies**

*by*Òscar Jordà & Alan M. Taylor

**High-School Exit Examinations and the Schooling Decisions of Teenagers: A Multi-Dimensional Regression-Discontinuity Analysis**

*by*John P. Papay & John B. Willett & Richard J. Murnane

**Empirical Implementation of Nonparametric First-Price Auction Models**

*by*Daniel J. Henderson & John A. List & Daniel L. Millimet & Christopher F. Parmeter & Michael K. Price

**Quantile Regression with Censoring and Endogeneity**

*by*Victor Chernozhukov & Iván Fernández-Val & Amanda E. Kowalski

**Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)**

*by*Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel

**Modeling Processor Market Power and the Incidence of Agricultural Policy: A Non-parametric Approach**

*by*Rachael E. Goodhue & Carlo Russo

**A New Control Function Approach for Non-Parametric Regressions with Endogenous Variables**

*by*Kyoo il Kim & Amil Petrin

**Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata**

*by*Vincenzo Verardi & Nicolas Debarsy

**Bayesian semiparametric GARCH models**

*by*Xibin Zhang & Maxwell L. King

**Estimation in threshold autoregressive models with a stationary and a unit root regime**

*by*Jiti Gao & Dag Tjøstheim & Jiying Yin

**A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors**

*by*Jiti Gao & Maxwell King

**Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation**

*by*Chaohua Dong & Jiti Gao

**Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model**

*by*Pipat Wongsaart & Jiti Gao

**Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates**

*by*Degui Li & Zudi Lu & Oliver Linton

**Semiparametric Trending Panel Data Models with Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao & Degui Li

**Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects**

*by*Jia Chen & Jiti Gao & Degui Li

**Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series**

*by*Jiti Gao & Degui Li & Dag Tjøstheim

**Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions**

*by*Jia Chen & Jiti Gao & Degui Li

**Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models**

*by*Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe

**Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density**

*by*Xibin Zhang & Maxwell L. King & Han Lin Shang

**Coherent mortality forecasting: the product-ratio method with functional time series models**

*by*Rob J Hyndman & Heather Booth & Farah Yasmeen

**Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies**

*by*Zorobabel Bicaba & Daniel Kapp & Francesco Molteni

**The Riskiness of Risk Models**

*by*Christophe Boucher & Bertrand Maillet

**Detrending Persistent Predictors**

*by*Christophe Boucher & Bertrand Maillet

**The Coevolution of Behavior and Normative Expectations. Customary Law in the Lab**

*by*Christoph Engel & Michael Kurschilgen

**Operational–risk Dependencies and the Determination of Risk Capital**

*by*Stefan Mittnik & Sandra Paterlini & Tina Yener

**Decomposing The Conditional Variance of Cross-Country Output**

*by*Shahram Amini & Michele Battisti & Christopher F. Parmeter

**Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator**

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

**Does Education Matter for Economic Growth?**

*by*Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter

**Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece**

*by*Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis

**Knowledge and Job Opportunities in a Gender Perspective: Insights from Italy**

*by*Angela Cipollone & Marcella Corsi & Carlo D'ippoliti

**Food, Energy and Environment : is Bioenergy the missing link?**

*by*Pavel Ciaian & d'Artis Kancs

**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**

*by*Carmine Ornaghi & Ilke Van Beveren

**Quality of Match for Statistical Matches Used in the Development of the Levy Institute Measure of Time and Income Poverty (LIMTIP) for Argentina, Chile, and Mexico**

*by*Thomas Masterson

**Quality of Match for Statistical Matches Used in the 1989 and 2000 LIMEW Estimates for France**

*by*Thomas Masterson

**Quality of Match for Statistical Matches Used in the 1995 and 2005 LIMEW Estimates for Great Britain**

*by*Thomas Masterson

**Los Cambios en la Distribución del Ingreso de Argentina entre 1998 Y 2005: Un Análisis de Microdescomposiciones Utilizando Información de Paneles**

*by*Juan Ignacio Zoloa

**Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**How Far is the East? Educational Performance in Eastern Europe**

*by*Alina Botezat & Ruben R. Seiberlich

**Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy**

*by*Basile, Roberto & Girardi, Alessandro & Mantuano, Marianna & Pastore, Francesco

**Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy**

*by*Basile, Roberto & Girardi, Alessandro & Mantuano, Marianna & Pastore, Francesco

**Profit Sharing and Training**

*by*Kraft, Kornelius & Lang, Julia

**Profit Sharing and Training**

*by*Kraft, Kornelius & Lang, Julia

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*Picchio, Matteo

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*Picchio, Matteo

**Semiparametric Estimation with Generated Covariates**

*by*Mammen, Enno & Rothe, Christoph & Schienle, Melanie

**Semiparametric Estimation with Generated Covariates**

*by*Mammen, Enno & Rothe, Christoph & Schienle, Melanie

**Partial Distributional Policy Effects**

*by*Rothe, Christoph

**Partial Distributional Policy Effects**

*by*Rothe, Christoph

**Semiparametric Selection Models with Binary Outcomes**

*by*Klein, Roger & Shen, Chan & Vella, Francis

**Semiparametric Selection Models with Binary Outcomes**

*by*Klein, Roger & Shen, Chan & Vella, Francis

**When, Where and How to Perform Efficiency Estimation**

*by*Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C.

**When, Where and How to Perform Efficiency Estimation**

*by*Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C.

**Gender Earnings Gaps in the World**

*by*Nopo, Hugo R. & Daza, Nancy & Ramos, Johanna

**Gender Earnings Gaps in the World**

*by*Nopo, Hugo & Daza, Nancy & Ramos, Johanna

**Heterogeneity in Schooling Rates of Return**

*by*Henderson, Daniel J. & Polachek, Solomon & Wang, Le

**Heterogeneity in Schooling Rates of Return**

*by*Henderson, Daniel J. & Polachek, Solomon & Wang, Le

**The Sick Pay Trap**

*by*Fevang, Elisabeth & Markussen, Simen & Røed, Knut

**The Sick Pay Trap**

*by*Fevang, Elisabeth & Markussen, Simen & Røed, Knut

**The Relative Efficiency of Active Labour Market Policies: Evidence from a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**The Relative Efficiency of Active Labour Market Policies: Evidence from a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Equality of Opportunity and the Distribution of Long-Run Income in Sweden**

*by*Björklund, Anders & Jäntti, Markus & Roemer, John E.

**Equality of Opportunity and the Distribution of Long-Run Income in Sweden**

*by*Björklund, Anders & Jäntti, Markus & Roemer, John E.

**Exploring the Economic Convergence in the EU New Member States by Using Nonparametric Models**

*by*Monica Raileanu Szeles

**Macroeconomic Imbalances as Indicators for Debt Crises in Europe**

*by*Tobias Knedlik & Gregor von Schweinitz

**Counterfactual distributions of wages via quantile regression with endogeneity**

*by*Elena Martínez Sanchis & Ilker Kandemir & Juan Mora López

**The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis**

*by*Gundersen, Craig & Kreider, Brent & Pepper, John V.

**Policy-related small.area estimation**

*by*LONGFORD Nicholas Tibor

**Innovation subsidies: Does the funding source matter for innovation intensity and performance? Empirical evidence from Germany**

*by*CZARNITZKI Dirk & LOPES BENTO Cindy

**The geography of innovation in the Luxembourg metropolitan region: an intra-regional approach**

*by*DAUTEL Vincent & WALTHER Olivier

**Why Does It Always Rain on Me? A Spatio-Temporal Analysis of Precipitation in Austria**

*by*Nikolaus Umlauf & Georg Mayr & Jakob Messner & Achim Zeileis

**evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R**

*by*Thomas Grubinger & Achim Zeileis & Karl-Peter Pfeiffer

**Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures**

*by*Norets, Andriy & Pelenis, Justinas

**Spectral estimation of covolatility from noisy observations using local weights**

*by*Markus Bibinger & Markus ReiÃŸ

**Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns**

*by*Alena MyÅ¡iÄkovÃ¡ & Song Song & Piotr Majer & Peter N.C. Mohr & Hauke R. Heekeren & Wolfgang K. HÃ¤rdle

**Parametric estimation. Finite sample theory**

*by*Vladimir Spokoiny

**Sparse Non Gaussian Component Analysis by Semidefinite Programming**

*by*Elmar Diederichs & Anatoli Juditsky & Arkadi Nemirovski & Vladimir Spokoiny

**Spatially Adaptive Density Estimation by Localised Haar Projections**

*by*Florian Gach & Richard Nickl & Vladimir Spokoiny

**Increasing Weather Risk: Fact or Fiction?**

*by*Weining Wang & Ihtiyor Bobojonov & Wolfgang Karl HÃ¤rdle & Martin Odening

**Calibration of selfdecomposable Lévy models**

*by*Mathias Trabs

**Econometric analysis of volatile art markets**

*by*Fabian Y. R. P. Bocart & Christian M. Hafner

**Semiparametric Estimation with Generated Covariates**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle

**The Merit of High-Frequency Data in Portfolio Allocation**

*by*Nikolaus Hautsch & Lada M. Kyj & Peter Malec

**TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data**

*by*Ray-Bing Chen & Ying Chen & Wolfgang HÃ¤rdle

**Large Vector Auto Regressions**

*by*Song Song & Peter J. Bickel

**An estimator for the quadratic covariation of asynchronously observed ItÃ´ processes with noise: Asymptotic distribution theory**

*by*Markus Bibinger

**Asymptotics of Asynchronicity**

*by*Markus Bibinger

**Pointwise adaptive estimation for quantile regression**

*by*Markus ReiÃŸ & Yves Rozenholc & Charles A. Cuenod

**Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise**

*by*Markus ReiÃŸ

**Estimation of the characteristics of a LÃ©vy process observed at arbitrary frequency**

*by*Johanna Kappus & Markus ReiÃŸ

**Forecasting Corporate Distress in the Asian and Pacific Region**

*by*Russ Moro & Wolfgang HÃ¤rdle & Saeideh Aliakbari & Linda Hoffmann

**Can crop yield risk be globally diversified?**

*by*Xiaoliang Liu & Wei Xu & Martin Odening

**Oracally Efficient Two-Step Estimation of Generalized Additive Model**

*by*Rong Liu & Lijian Yang & Wolfgang Karl HÃ¤rdle

**Difference based Ridge and Liu type Estimators in Semiparametric Regression Models**

*by*Esra Akdeniz Duran & Wolfgang Karl HÃ¤rdle & Maria Osipenko

**Local Quantile Regression**

*by*Wolfgang Karl HÃ¤rdle & Vladimir Spokoiny & Weining Wang

**A Confidence Corridor for Expectile Functions**

*by*Esra Akdeniz Duran & Mengmeng Guo & Wolfgang Karl HÃ¤rdle

**Mean Volatility Regressions**

*by*Lu Lin & Feng Li & Lixing Zhu & Wolfgang Karl HÃ¤rdle

**A Confidence Corridor for Sparse Longitudinal Data Curves**

*by*Shuzhuan Zheng & Lijian Yang & Wolfgang Karl HÃ¤rdle

**Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System**

*by*Paarsch, Harry J. & Segre, Alberto M. & Roberts, John P. & Halldorson, Jeffrey B.

**The Relative Efficiency of Active Labour Market Policies: Evidence From a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Bounds On Treatment Effects On Transitions**

*by*Ridder, Geert & Vikström, Johan

**Identification of jumps in financial price series**

*by*Hellström, Jörgen & Lönnbark, Carl

**Band Spectrum Regressions using Wavelet Analysis**

*by*Andersson, Fredrik N. G.

**The relative efficiency of active labour market policy: evidence from a social experiment and non-parametric methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Bounds on treatment effects on transitions**

*by*Ridder, Geert & Vikström, Johan

**The Relative Efficiency of Active Labour Market Policies: Evidence From a Social Experiment and Non-Parametric Methods**

*by*Vikström, Johan & Rosholm, Michael & Svarer, Michael

**Multivariate trend comparisons between autocorrelated climate series with general trend regressors**

*by*Ross McKitrick & Timothy Vogelsang

**Growth and Pollution Convergence: Theory and Evidence**

*by*Carlos Ordás Criado & Simone Valente & Thanasis Stengos

**Structural decomposition analysis of greenhouse gas emissions: Application to the Aquitaine region (In French)**

*by*Jean-Christophe MARTIN (GREThA) & Stéphane BECUWE (GREThA)

**Final energy demand in Portugal: How persistent it is and why it matters for environmental policy**

*by*Alfredo Marvão Pereira & José Manuel Belbute

**The Multiscale Causal Dynamics of Foreign Exchange Markets**

*by*Stelios Bekiros & Massimiliano Marcellino

**Nonlinear causality testing with stepwise multivariate filtering**

*by*Stelios Bekiros

**Are Current Account Imbalances Between EMU Countries Sustainable? Evidence from Parametric and Non-Parametric Tests**

*by*Christian Schoder & Christian R. Proaño & Willi Semmler

**Time-Varying Beta Estimators in the Mexican Emerging Market**

*by*Zárraga Alonso, Ainhoa & Nieto Domenech, Belén & Orbe Mandaluniz, Susan

**Adapting kernel estimation to uncertain smoothness**

*by*Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde‐Walsh

**Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes**

*by*Xavier Labandeira & José M. Labeaga & Xiral López-Otero

**Measuring Economic Journals' Citation Efficiency: A Data Envelopment Analysis Approach**

*by*George Emm. Halkos & Nickolaos G. Tzeremes

**Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US**

*by*Giuseppe Piroli & Pavel Ciaian & d'Artis Kancs

**On The Role Of Process Innovations On Smes Productivity Growth?**

*by*Juan A. Mañez & María E. Rochina-Barrachina & Amparo Sanchis & Juan A. Sanchis

**Estimation of the Spatial Weights Matrix under Structural Constraints**

*by*Arnab Bhattacharjee & Chris Jensen-Butler

**Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal**

*by*Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques

**Knowledge and Job Opportunities in a Gender Perspective: Insights from Italy**

*by*Angela Cipollone & Marcella Corsi & Carlo D'Ippoliti

**Information Structure and Statistical Information in Discrete Response Models**

*by*Shakeeb Khan & Denis Nekipelov

**Inference on an Extended Roy Model, with an Application to Schooling Decisions in France**

*by*Arnaud Maurel & Xavier D'Haultfoeuille

**Are the subsidies to private capital useful? A Multiple Regression Discontinuity Design Approach**

*by*Augusto Cerqua & Guido Pellegrini

**The simple econometrics of tail dependence**

*by*Maarten R.C. van Oordt & Chen Zhou

**Systematic risk under extremely adverse market condition**

*by*Maarten van Oordt & Chen Zhou

**Los cambios en la Distribución del Ingreso de Argentina entre 1998 y 2005**

*by*Juan Ignacio Zoloa

**Some Determinants of Intermediate Local Governments' Spending Efficiency: The Case of French Départements**

*by*Maria Nieswand & Stefan Seifert

**The Performance of German Water Utilities: A (Semi)-Parametric Analysis**

*by*Michael Zschille & Matthias Walter

**Eine ökonometrische Analyse der Liquiditätsbeschränkung deutscher Haushalte im Lichte der US-Immobilienkrise**

*by*Robert Maderitsch

**A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices**

*by*Marina Theodosiou & Filip Zikes

**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**

*by*Yonghui Zhang & Liangjun Su & Peter C.B. Phillips

**On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family**

*by*Lorenzo Camponovo & Taisuke Otsu

**Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review**

*by*Xiaohong Chen

**Asymptotic Variance Estimator for Two-Step Semiparametric Estimators**

*by*Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn

**Examples of L^2-Complete and Boundedly-Complete Distributions**

*by*Donald W.K. Andrews

**Empirical Likelihood for Regression Discontinuity Design**

*by*Taisuke Otsu & Ke-Li Xu

**Quantile Regression with Censoring and Endogeneity**

*by*Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski

**Empirical Likelihood for Nonparametric Additive Models**

*by*Taisuke Otsu

**Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions**

*by*Yukitoshi Matsushita & Taisuke Otsu

**Hodges-Lehmann Optimality for Testing Moment**

*by*Ivan Canay & Taisuke Otsu

**Identification in a Class of Nonparametric Simultaneous Equations Models**

*by*Steven T. Berry & Philip A. Haile

**Identification in a Class of Nonparametric Simultaneous Equations Models**

*by*Steven T. Berry & Philip A. Haile

**Identification in a Class of Nonparametric Simultaneous Equations Models**

*by*Steven T. Berry & Philip A. Haile

**Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators**

*by*Taisuke Otsu

**Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators**

*by*Taisuke Otsu

**Specification Testing for Nonlinear Cointegrating Regression**

*by*Qiying Wang & Peter C.B. Phillips

**Lagged Duration Dependence in Mixed Proportional Hazard Models**

*by*Matteo PICCHIO

**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**

*by*Carmine ORNAGHI & Ilke VAN BEVEREN

**Spatial Unemployment Differentials in Colombia**

*by*Ana Maria DIAZ ESCOBAR

**The reaction of stock market returns to anticipated unemployment**

*by*Jesús Gonzalo & Abderrahim Taamouti

**Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms**

*by*Juan Jóse Dolado & Salvador Ortigueira & Rodolfo Stucchi

**The Provision of Wage Incentives : A Structural Estimation Using Contracts Variation**

*by*Xavier d'Haultfoeuille & Philippe Février

**Identification of Nonseparable Modes with Endogeneity and Discrete Instruments**

*by*Xavier d'Haultfoeuille & Philippe Février

**Measuring Segregation on Small Units : A Partial Identification Analysis**

*by*Xavier d'Haultfoeuille & Roland Rathelot

**Ownership Structure and Firm Performance : Evidence from a non-parametric panel**

*by*Malika Hamadi & Andreas Heinen

**When Credit Bites Back: Leverage, Business Cycles, and Crises**

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

**Industries at the World Technology Frontier: Measuring R&D Efficiency in a Non-Parametric DEA Framework**

*by*Schmidt-Ehmcke, Jens & Zloczysti, Petra

**Indirect Likelihood Inference**

*by*Creel, Michael & Kristensen, Dennis

**Frontier-based performance analysis models for supply chain management; state of the art and research directions**

*by*AGRELL, Per & HATAMI-MARBINI, Adel

**Locally stationary volatility modelling**

*by*VAN BELLEGEM, SÃ©bastien

**Nonparametric Beta kernel estimator for long memory time series**

*by*BOUEZMARNI, Taoufik & VAN BELLEGEM, SÃ©bastien

**Economic development and growth in Colombia: An empirical analysis with super-efficiency DEA and panel data models**

*by*Alexander Cotte Poveda

**¿Otra vez? Una sencilla visión de la convergencia económica en los departamentos de Colombia: 1975-2005**

*by*Nestor Iván González-Quintero

**Validez del Supuesto de Neutralidad del Horizonte de Tiempo en el CAPM y la Metodología del Rango Reescalado: Aplicación a Colombia**

*by*Karen Juliet Leiton Rodríguez

**¿Qué nos dicen los índices de confianza?**

*by*Juan Manuel Julio & Anderson Grajales

**Exploring the dynamics of the efficiency in the Italian hospitality sector. A regional case study**

*by*M. Deidda & N. Garrido & M. Pulina

**Italian economic dualism and convergence clubs at regional level**

*by*N. Garrido & F. Mureddu

**How efficient is the Italian hospitality sector? A window DEA and truncated-Tobit analysis**

*by*JG. Brida & C. Detotto & M. Pulina

**An Exhaustive Coefficient Of Rank Correlation**

*by*Agostino Tarsitano & Rosetta Lombardo

**Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors**

*by*Elise Coudin & Jean-Marie Dufour

**A test of singularity for distribution functions**

*by*Victoria Zinde-Walsh & John Galbraith

**When, where and how to perform efficiency estimation**

*by*Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar

**Final energy demand in Portugal: How persistent it is and why it matters for environmental policy**

*by*Alfredo Marvão Pereira & José Manuel Belbute

**Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?**

*by*José Manuel Belbute

**Higher Education ‘Market’ in Portugal: a diagnosis**

*by*M. Conceição Rego & António Caleiro

**Corporate Governance Reforms, Interlocking Directorship Networks and Company Value in Italy (1998-2007)**

*by*Carlos Drago & Francesco Millo & Roberto Ricciuti & Paolo Santella

**Understanding the Resource Impact Using Matching**

*by*Ilkin Aliyev

**The Identification of Price Jumps**

*by*Jan Hanousek & Evzen Kocenda & Jan Novotny

**Adapting Kernel Estimation to Uncertain Smoothness**

*by*Yulia Kotlyarova & Marcia M Schafgans & Victoria Zinde-Walsh

**Does Greater Autonomy Improve Performance? Evidence From Water Service Providers In Indian Cities**

*by*Shreekant Gupta & Surender Kumar & Gopal K. Sarangi

**Competition and Post-Transplant Outcomes in Cadaveric Liver Transplantation under the MELD Scoring System**

*by*Harry J. Paarsch & Alberto M. Segre & John P. Roberts & Jeffrey B. Halldorson

**Estudio del Desempeño Económico Regional: el caso Argentino**

*by*Juan Gabriel Brida & Nicolás Garrido & Silvia London

**Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments**

*by*Paul S. Clarke & Tom M. Palmer & Frank Windmeijer

**Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change**

*by*Kapetanios, George & Yates, Tony

**Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering**

*by*Malik, S. & Pitt, M. K.

**Time-series Modelling, Stationarity and Bayesian Nonparametric Methods**

*by*Juan Carlos Martínez-Ovando & Stephen G. Walker

**Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach**

*by*Raúl Ibarra-Ramírez

**A method to estimate power parameter in Exponential Power Distribution via polynomial regression**

*by*Daniele Coin

**Public sector efficiency and political culture**

*by*Raffaela Giordano & Pietro Tommasino

**TFP growth and its determinants: nonparametrics and model averaging**

*by*Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara

**Is foreign-bank efficiency in financial centers driven by homecountry characteristics?**

*by*Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk

**Changes in bank specialisation: comparing foreign subsidiaries and branches in Luxembourg**

*by*Claudia Curi & Paolo Guarda & Valentin Zelenyuk

**Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach**

*by*Toni Gravelle & Fuchun Li

**Juvenile Law and Recidivism in Germany – New Evidence from the Old Continent**

*by*Pichler, Stefan & Römer, Daniel

**Indirect likelihood inference**

*by*Michael Creel & Dennis Kristensen

**Nonparametric approach for measuring the productivity change and assessing the water use efficiency in the irrigated areas of Tunisia**

*by*Fraj Chemak

**Nonidentification of Insurance Models with Probability of Accidents**

*by*Gaurab Aryal & Isabelle Perrigne & Quang Vuong

**Identification of Insurance Models with Multidimensional Screening**

*by*Gaurab Aryal & Isabelle Perrigne & Quang Vuong

**Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices**

*by*Rasmus Tangsgaard Varneskov

**Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise**

*by*Rasmus Tangsgaard Varneskov

**A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation**

*by*Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

**Nonparametric Detection and Estimation of Structural Change**

*by*Dennis Kristensen

**Generalized Jackknife Estimators of Weighted Average Derivatives**

*by*Matias D. Cattaneo & Richard K. Crump & Michael Jansson

**Testing the local volatility assumption: a statistical approach**

*by*Mark Podolskij & Mathieu Rosenbaum

**Publicly finance schools productivity comparison for Basque Country through a new Educational Malmquist index approach**

*by*Eva Crespo Cebada & Daniel Santín González & Francisco Pedraja Chaparro

**Aproximación a la eficiencia de las unidades funcionales de la rama de Ciencias Sociales y Jurídicas del sistema universitario andaluz**

*by*Ángel Torrico González & Rafael Caballero Fernández & Teodoro Galache Laza & Trinidad Gómez Núñez & Fátima Pérez García & Carlos Rivas Sánchez & José Sánchez Maldonado & Pedro Avellaneda Berteli

**Polarization measurement and inference in many dimensions when subgroups can not be identified**

*by*Anderson, Gordon

**Technical efficiency of the agricultural sector in Mexico: An overview of data envelopment analysis**

*by*Osvaldo U. Becerril-Torres & Gabriela Rodríguez Licea & Javier Jesús Ramírez Hernández

**Evaluating the Chile Solidario program: results using the Chile Solidario panel and the administrative databases**

*by*Fernando Hoces de la Guardia & Andrés Hojman & Osvaldo Larrañaga

**Alleviating extreme poverty in Chile: the short term effects of Chile Solidario**

*by*Emanuela Galasso

**Exploring the Economic Convergence in the Eu’s New Member States by Using Nonparametric Models**

*by*Raileanu Szeles, Monica

**Identifying nonlinear spatial dependence patterns by using non-parametric tests: Evidence for the European Union**

*by*López-Hernández , Fernando A. & Artal-Tur, Andrés & Maté-Sánchez-Val, M. Luz

**Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling**

*by*Balaev , Alexey

**Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity**

*by*Malugin, Vladimir & Vasilkov, Mikhail

**Measuring risk of crude oil at extreme quantiles**

*by*Sasa Zikovic

**Exploring Educational Efficiency Divergences Across Spanish Regions In Pisa 2006**

*by*JOSÉ MANUEL CORDERO FERRERA & EVA CRESPO CEBADA & FRANCISCO PEDRAJA CHAPARRO & DANIEL SANTÍN GONZÁLEZ

**The Effect of Emissions on U.S. State Total Factor Productivity Growth**

*by*Neophyta Empora & Theofanis Mamuneas

**Modeling multivariate parametric densities of financial returns (in Russian)**

*by*Alexey Balaev

**Dynamic Caliper Matching**

*by*Paweł Strawiński

**Potential Product, Output Gap and Uncertainty Rate Associated with Their Determination while Using the Hodrick-Prescott Filter**

*by*Miroslav Plašil

**Exposure at Default Modeling with Default Intensities**

*by*Jiří Witzany

**Strategic quality management on business to business market in Bosnia and Herzegovina**

*by*Zijada Rahimic & Kenan Ustovic

**Econometría de evaluación de impacto**

*by*Luis García Núñez

**El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008**

*by*Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat

**A Non-Parametric Robust Estimation of the Box-Cox Transformation for Regression Models**

*by*Elkin Castaño

**he Engel Curve for Health Services in Colombia: A Semiparametric Approach**

*by*Jorge Barrientos & Juan Gallego & Juan Saldarriaga

**La empresa industrial de América Latina: Análisis de la eficiencia mediante grupos estratégicos**

*by*Justo de Jorge Moreno & Leopoldo Laborda Castillo & Fernando Merino de Lucas

**Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa**

*by*Tobias Knedlik & Gregor von Schweinitz

**Applications of Parametric and Nonparametric Tests for Event Studies on ISE**

*by*Handan YOLSAL

**Yariparametrik Kismi Dogrusal Panel Veri Modelleriyle Uluslararasý Goc**

*by*Atif Evren & Elif Tuna

**Assessing the Relative Performance of University Departments: Teaching vs. Research**

*by*Berna Haktanirlar Ulutas

**Methodological aspects and empirical evidence in the use of administrative sources to estimate price dynamics in external trade**

*by*Paola Anitori & Carlo De Gregorio

**Percepción Empresarial De La Mejora Del Enlace Ferroviario Vigo-Oporto Y Modelización De La Elección Modal / Managerial Perception Of The Improvement Of Railway Connection Vigo-Oporto And Modelling Of The Modal Election**

*by*Sánchez Sellero, Francisco Javier & Cruz González, Mª Montserrat

**Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy**

*by*Guo, Yingwen & Zhou Z.F., Sherry

**A Locally Linear Estimation of Regression Discontinuity**

*by*Chunrong Ai & Meixia Meng

**L’industria manifatturiera negli ultimi due decenni prima della crisi: le micro-dinamiche sottostanti ai trend aggregati**

*by*Giovanni Dosi & Marco Grazzi & Chiara Tomasi & Alessandro Zeli

**Las tendencias de la pobreza y la desigualdad: una evidencia para los departamentos de Colombia**

*by*Alexander Cotte Poveda & Clara Inés Pardo Martínez

**Club-convergence and polarization of states: A nonparametric analysis of post-reform India**

*by*Sabyasachi Kar & Debajit Jha & Alpana Kateja

**A Simple Estimate of VAR under Garch Modelling**

*by*Reza Habibi

**Start-up subsidies for the unemployed: Long-term evidence and effect heterogeneity**

*by*Caliendo, Marco & Künn, Steffen

**A trinomial test for paired data when there are many ties**

*by*Bian, Guorui & McAleer, Michael & Wong, Wing-Keung

**EU regional convergence and policy: Does the concept of region matter?**

*by*Maza, Adolfo & Villaverde, José

**Do the ASEAN countries and Taiwan form a common currency area?**

*by*Binner, Jane & Chen, Shu-Heng & Lai, Ke-Hung & Mullineux, Andrew & Swofford, James L.

**A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada**

*by*McLeod, Logan

**Happy house: Spousal weight and individual well-being**

*by*Clark, Andrew E. & Etilé, Fabrice

**Conditional beta pricing models: A nonparametric approach**

*by*Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan

**Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses**

*by*Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas

**Nonparametric estimation and testing of stochastic discount factor**

*by*Fang, Ying & Ren, Yu & Yuan, Yufei

**Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data**

*by*Haugom, Erik & Westgaard, Sjur & Solibakke, Per Bjarte & Lien, Gudbrand

**Words that shake traders**

*by*Rosa, Carlo

**Functional data analysis for volatility**

*by*Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich

**Bayesian inference in a sample selection model**

*by*van Hasselt, Martijn

**Asymptotic theory for nonparametric regression with spatial data**

*by*Robinson, P.M.

**Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models**

*by*Wang, Liqun & Hsiao, Cheng

**Control variate method for stationary processes**

*by*Amano, Tomoyuki & Taniguchi, Masanobu

**A consistent nonparametric test for nonlinear causality—Specification in time series regression**

*by*Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho

**A revealed preference test of rationing**

*by*Fleissig, Adrian R. & Whitney, Gerald

**Inequality and development: Evidence from semiparametric estimation with panel data**

*by*Zhou, Xianbo & Li, Kui-Wai

**A nonparametric test for path dependence in discrete panel data**

*by*Kasy, Maximilian

**Empirical likelihood inference for partially linear panel data models with fixed effects**

*by*Zhang, Junhua & Feng, Sanying & Li, Gaorong & Lian, Heng

**Heterogeneity in schooling rates of return**

*by*Henderson, Daniel J. & Polachek, Solomon W. & Wang, Le

**Semiparametric EGARCH model with the case study of China stock market**

*by*Yang, Hu & Wu, Xingcui

**The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?**

*by*Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung

**The extent to which unbalanced schedules cause distortions in sports league tables**

*by*Lenten, Liam J.A.

**Testing the martingale difference hypothesis in CO2 emission allowances**

*by*Charles, Amélie & Darné, Olivier & Fouilloux, Jessica

**Monopsony’ in the Market for Nurses? A Semiparametric Note**

*by*Mukherjee, D

**The J-Curve for the relationship between Pollution Abatement Expenditure and Income per capita: A New Empirical Investigation from US Regional Data**

*by*Monica DAS & Debasri MUKHERJEE

**Fördermittel für strukturschwache Gebiete: die erfolgreiche 26-Milliarden-Euro-Subvention**

*by*Franz-Josef Bade & Alexander Eickelpasch

**Neural Networks as Semiparametric Option Pricing Tool**

*by*Michaela Barunikova & Jozef Barunik

**A Two Factor Model for PD and LGD Correlation**

*by*Jiri Witzany

**Efficient Estimation of Moment Condition Models with Heterogenous Populations**

*by*Zhiguo Xiao

**Una estimación no paramétrica y robusta de la transformación Box-Cox para el modelo de regresión**

*by*Castaño Vélez, Elkin

**La curva de Engel de los servicios de salud en Colombia: Una aproximación semiparamétrica**

*by*Barrientos Marín, Jorge Hugo & Gallego, Juan Miguel & Saldarriaga Juan Pablo

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.**

*by*Perdomo Calvo, Jorge Andrés

**Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Una aproximación de la estructura CAViaR para el mercado de valores colombi**

*by*Charle Augusto Llondoño

**Valuing a water recreation facility using semi parametric estimators in the travel cost method**

*by*Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

**Valuing a water recreation facility using semi parametric estimators in the travel cost method**

*by*Mónica Marcela Jaime Torres & Alejandro M. Tudela Román

**Comercio intraindustrial Colombia-Estados Unidos. El caso de los bienes altamente tecnológicos**

*by*Carolina Caicedo Marulanda & Jhon James Mora Rodríguez

**Regresión del cuantil aplicada al modelo de redes neuronales artificiales**

*by*Charle Augusto Londoño

**Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach**

*by*Muge DILER

**Assessment methods of the economic efficiency of the farms**

*by*Darina Zaimova

**Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates**

*by*M. Shibley Sadique

**Practical Methods for Estimation of Dynamic Discrete Choice Models**

*by*Peter Arcidiacono & Paul B. Ellickson

**A Hipótese de Kuznets para os Municípios Brasileiros: Testes para as Formas Funcionais e Estimações Não-Paramétricas**

*by*Erik Alencar de Figueiredo & Julio César Araújo da Silva Junior

**Measuring Relative Efficiencies Of Turkish Universities In 2007: A Dea Case Study In R**

*by*C.Hakan Kagnicioglu & Ozgur Ican

**Bank selection factors in the banking industry: An empirical investigation from potential customers in Northern Cyprus**

*by*S. T. Katircioglu & S. Fethi & D. Unlucan & I. Dalci

**Econometric Models Used For Managing The Market Risk In The Romanian Banking System**

*by*Ioan Trenca & Simona Mutu & Nicolae Petria

**Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach**

*by*John Mwamba

**Can Employment Changes Explain Rising Income Inequality in Germany?**

*by*Martin Biewen & Andos Juhasz

**A Non-Stationary Perspective on the Euro Area Business Cycle**

*by*Louise Holm

**CONDI: A Cost-of-Nominal-Distortions Index**

*by*Stefano Eusepi & Bart Hobijn & Andrea Tambalotti

**Forecasting Monetary Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Estimation of a k-monotone density: characterizations, consistency and minimax lower bounds**

*by*Wellner, Jon & Balabdaoui, Fadoua

**On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series**

*by*Kruijer, Willem & Rousseau, Judith

**Bayesian Nonparametric Inference of Decreasing Densities**

*by*Khazaei, Soleiman & Rousseau, Judith

**A Conjoint analysis of Turkish consumer preferences for energy drinks**

*by*Celile ÖZÇİÇEK DÖLEKOĞLU & Ali KARA & Gürkan EREL & Oscar W DeShields

**Robust performance hypothesis testing with the variance**

*by*Olivier Ledoit & Michael Wolf

**Consumer welfare and unobserved heterogeneity in discrete choice models: The value of alpine road tunnels**

*by*Cerquera Dussán, Daniel & Ullrich, Hannes

**Temporary extra jobs for immigrants: Merging lane to employment or dead-end road in welfare?**

*by*Thomsen, Stephan L. & Walter, Thomas

**Short-term training programs for immigrants: do effects differ from natives and why?**

*by*Aldashev, Alisher & Thomsen, Stephan L. & Walter, Thomas

**Evaluating efficient public good provision: Theory and evidence from a generalised conditional efficiency model for public libraries**

*by*De Witte, Kristof & Geys, Benny

**Robust estimation of integrated variance and quarticity under flat price and no trading bias**

*by*Schulz, Frowin C.

**Effectiveness of Public R&D Subsidies in East Germany – Is it a Matter of Firm Size?**

*by*Reinkowski, Janina & Alecke, Björn & Mitze, Timo & Untiedt, Gerhard

**Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach**

*by*Schmidt, Christoph M. & Tauchmann, Harald

**Quasiconcave Preferences and Choices on a Probability Simplex – A Nonparametric Analysis**

*by*Heufer, Jan

**Decomposing regional efficiency**

*by*Schaffer, Axel & Simar, Léopold & Rauland, Jan

**Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia**

*by*Thiele, Rainer & Omar Mahmoud, Toman

**Institutions, policy reforms and efficiency in new member states from Centraland Eastern Europe**

*by*Bojnec, Štefan & Fertő, Imre & Jámbor, Attila & Tóth, József

**Female wage profiles: An additive mixed model approach to employment breaks due to childcare**

*by*Kuhlenkasper, Torben & Kauermann, Göran

**Orphanhood and Critical Periods in Children's Human Capital Formation: Long-Run Evidence from North-Western Tanzania**

*by*Hagen, Jens & Omar Mahmoud, Toman & Trofimenko, Natalia

**Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia**

*by*Omar Mahmoud, Toman & Thiele, Rainer

**Sovereign bond yield spreads: a time-varying coefficient approach**

*by*Bernoth, Kerstin & Erdogan, Burcu

**Erfolgskontrolle gewerblicher Subventionen im Rahmen der Gemeinschaftsaufgabe "Verbesserung der regionalen Wirtschaftsstruktur" (GRW) - Ein Überblick über mikroökonometrische Verfahren der Wirkungsanalyse**

*by*Alm, Bastian

**A Monte Carlo study of old and new frontier methods for efficiency measurement**

*by*Krüger, Jens

**Technical efficiency of automobiles: A nonparametric approach incorporating carbon dioxide emissions**

*by*Hampf, Benjamin & Krüger, Jens J.

**Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes**

*by*Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

**Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence**

*by*Hautsch, Nikolaus & Podolskij, Mark

**Bubbles and incentives: A post-mortem of the Neuer Markt in Germany**

*by*von Kalckreuth, Ulf & Silbermann, Leonid

**Happy House: Spousal weight and individual well-being**

*by*Clark, A.; & Etilé, F.;

**Efficient semiparametric instrumental variable estimation**

*by*Feng Yao & Junsen Zhang

**A note on some properties of a skew-normal density**

*by*Carlos Martins-Filho & Feng Yao

**Nonparametric stochastic frontier estimation via profile**

*by*Carlos Martins-Filho & Feng Yao

**Fairness in education: the Italian university before and after the reform**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Measuring Inequality in CIS Countries: Theory and Empirics**

*by*Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov

**Not all that glitters. The direct effects of privatization through foreign investment**

*by*Jan Hagemejer & Joanna Tyrowicz

**Latent Variables and Propensity Score Matching**

*by*Maciej Jakubowski

**Inflation and Growth in the Long Run: A New Keynesian Theory and Further Semiparametric Evidence**

*by*Andrea Vaona

**Convergence analysis as distribution dynamics when data are spatially dependent**

*by*Margherita Gerolimetto & Stefano Magrini

**Gender differences in productivity rewards in Italy: the role of human capital**

*by*Tindara Addabbo & Donata Favaro & Stefano Magrini

**Sharp IV bounds on average treatment effects under endogeneity and noncompliance**

*by*Martin Huber & Giovanni Mellace

**The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-Reported Virgins?**

*by*Eva Deuchert

**Combining Matching and Nonparametric IV Estimation: Theory and an Application to the Evaluation of Active Labour Market Policies**

*by*Michael Lechner & Markus Froelich

**Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Eva Deuchert & Conny Wunsch

**Finite sample nonparametric tests for linear regressions**

*by*Karl Schlag & Olivier Gossner

**An Analysis of Productivity Changes in the Iranian banking Industry: a Bootstrapped Malmquist Approach**

*by*Arjomandi, Amir & Valadkhani, Abbas & Harvie, Charles

**Identifying and Measuring Technical Inefficiency Factors:Evidence from Unbalanced Panel Data for Thai Listed Manufacturing Enterprises**

*by*Amornkitvikai, Yot & Harvie, Charles

**Convergence of European Regions: A Reappraisal**

*by*Azomahou, Theophile T. & El Ouardighi, Jalal & Nguyen-Van, Phu & Kim Cuong Pham, Thi

**A Non-Parametric Microsimulation Approach to Assess Changes in Inequality and Poverty**

*by*Rob Vos & Marco V. Sánchez

**A Structural nonparametric reappraisal of the CO2 emissions-income relationships**

*by*Theophile T. Azomahou & Micheline Goedhuys & Phu Nguyen-Van

**Decomposing the Gaps between Afro-descendants and Whites along the Wage Distribution**

*by*Marisa Bucheli & Graciela Sanromán

**Weak Identification in Fuzzy Regression Discontinuity Designs**

*by*Feir, Donna & Lemieux, Thomas & Marmer, Vadim

**Location Determinants of Greenfield Foreign Investments in the Enlarged Europe: Evidence from a Spatial Autoregressive Negative Binomial Additive Model**

*by*Roberto Basile & Luigi Benfratello & Davide Castellani

**Running and Jumping Variables in RD Designs**

*by*Alan Barreca & Melanie Guldi & Jason M. Lindo & Glen R. Waddell

**Probabilistic Characterization of Directional Distances and their Robust Versions**

*by*Simar, Léopold & Vanhems, Anne

**Iterative Regularization in Nonparametric Instrumental Regression**

*by*Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne

**Endogeneity and Instrumental Variables in Dynamic Models**

*by*Florens, Jean-Pierre & Simon, Guillaume

**Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior**

*by*Florens, Jean-Pierre & Simoni, Anna

**Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis**

*by*Amélie Charles & Olivier Darné & Jae H Kim

**On the Optimality of Multivariate S-Estimators**

*by*Croux, C. & Dehon, C. & Yadine, A.

**Testing for Bivariate Spherical Symmetry**

*by*Einmahl, J.H.J. & Gantner, M.

**The K-Step Spatial Sign Covariance Matrix**

*by*Croux, C. & Dehon, C. & Yadine, A.

**Modelling Conditional Heteroscedasticity in Nonstationary Series**

*by*Cizek, P.

**Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models**

*by*Croux, C. & Gijbels, I. & Prosdocimi, I.

**Robust Forecasting of Non-Stationary Time Series**

*by*Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K.

**Influence Functions of the Spearman and Kendall Correlation Measures**

*by*Croux, C. & Dehon, C.

**Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula**

*by*Einmahl, J.H.J. & van den Akker, R.

**Estimating Firms' Demand for Agglomeration**

*by*Hans Koster & Jos N. van Ommeren & Piet Rietveld

**Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic**

*by*Jeroen Hinloopen & Rien Wagenvoort

**On the Identification of the Costs of Simultaneous Search**

*by*Jose L. Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**Social Interactions: A Game Theoretic Approach**

*by*Haiqing Xu

**Semiparametric identification and estimation of binary discrete games of incomplete information with correlated private signals**

*by*Yuanyuan Wan & Haiqing Xu

**An Expanded Scope For Qualitative Economics**

*by*Andrew J. Buck & George M. Lady

**Qualitative Matrices and Information**

*by*Andrew J. Buck & George M. Lady

**Institutional Reforms, EU Accession, and Bank Efficiency: Evidence from Bulgaria**

*by*Kiril Tochkov & Nikolay Nenovsk

**Public provision, commodity demand and hours of work: An empirical analysis**

*by*Jukka Pirttilä & Ilpo Suoniemi

**Medical Consumption Over the Life Cycle: Facts from a U.S. Medical Expenditure Panel Survey**

*by*Juergen Jung & Chung Tran

**Is Bigger Always Better ? The Effect of Size on Defaults**

*by*Giulio Bottazzi & Federico Tamagni

**Turbulence underneath the big calm? Exploring the micro-evidence behind the flat trend of manufacturing productivity in Italy**

*by*Giovanni Dosi & Marco Grazzi & Chiara Tomasi & Alessandro Zeli

**First-differencing in panel data models with incidental functions**

*by*Koen Jochmans

**Split-panel jackknife estimation of fixed-effect models**

*by*Geert Dhaene & Koen Jochmans

**Convex Treatment Response and Treatment Selection**

*by*Stefan Boes

**Efficiency and Productivity of Microfinance: Incorporating the Role of Subsidies**

*by*Ahmad Nawaz

**A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information**

*by*Jorn Altmann & Zelalem Berhanu Bedane

**The WTO Trade Effect**

*by*Pao-Li Chang & Myoung-Jae Lee

**Kernel smoothing end of sample instability tests P values**

*by*Patrick Richard

**Persistence of Inflationary shocks: Implications for West African Monetary Union Membership**

*by*Paul Alagidede & Simeon Coleman & Juan Carlos Cuestas

**Measuring the Impact of the European Regional Policy on Economic Growth: a Regression Discontinuity Design Approach**

*by*Busillo & Teo Muccigrosso & Guido Pellegrini & Ornella Tarola & Terribile

**Forecasting Monetary Policy Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Effectiveness of Public R&D Subsidies in East Germany – Is it a Matter of Firm Size?**

*by*Janina Reinkowski & Björn Alecke & Timo Mitze & Gerhard Untiedt

**Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach**

*by*Christoph M. Schmidt & Harald Tauchmann

**Quasiconcave Preferences and Choices on a Probability Simplex – A Nonparametric Analysis**

*by*Jan Heufer

**Estimating and explaining efficiency in a multilevel setting: A robust two-stage approach**

*by*K. DE WITTE & M. VERSCHELDE

**Wages, BMI, and Age**

*by*Gregory, Christian

**Dynamic Specification Tests for Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Evaluating Value-at-Risk Models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**A Kernel Technique for Forecasting the Variance-Covariance Matrix**

*by*Ralf Becker & Adam Clements & Robert O'Neill

**Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite**

*by*Kaddour Hadri & Rolf Larsson & Yao Rao

**Using M-quantile models as an alternative to random effects to model the contextual value-added of schools in London**

*by*Nikos Tzavidis & James J Brown

**Developing Country Business Cycles: Characterising the Cycle**

*by*Rachel Male

**Local Maximum Likelihood Techniques with Categorical Data**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**Joblessness**

*by*José A. F. Machado & Pedro Portugal & Pedro S. Raposo

**A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing**

*by*Chen, Song Xi & Qin, Yingli

**Непараметрические Оценки Эффективности Российских Банков**

*by*Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly

**Non-Parametric methods: An application for the risk measurement**

*by*Zeballos, David

**Modelling biodiversity**

*by*Halkos, George

**Does trading remove or bring frictions?**

*by*Lin, William & Sun, David & Tsai, Shih-Chuan

**Search costs and investor trading activity: evidences from limit order book**

*by*Lin, William & Tsai, Shih-Chuan & Sun, David

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales**

*by*Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo

**Confidence sets for some partially identified parameters**

*by*Fan, Yanqin & Park, Sang Soo

**Efficiency of the Portuguese metros. is it different from other European metros?**

*by*Santos, Joana & Simões, Pedro & Costa, Álvaro & Cunha Marques, Rui

**L’efficienza tecnico-economica dei servizi pubblici locali: i casi delle farmacie comunali e dei servizi di igiene urbana**

*by*Bracalente, Bruno & Polinori, Paolo

**Airport efficiency: a DEA two stage analysis of the Italian commercial airports**

*by*Gitto, Simone & Mancuso, Paolo

**Анализ Независимости Центральных Банков Рф, Стран Снг И Восточной Европы**

*by*Trunin, Pavel & Knyazev, Dmitriy & Satdarov, Aleksander

**Analiza HR indeksa u finansijskom sektoru Srbije**

*by*Zubović, Jovan & Jeločnik, Marko & Subić, Jonel

**Searching out of Trading Noise: A Study of Intraday Transactions Cost**

*by*Lin, William & Sun, David & Tsai, Shih-Chuan

**Evaluating the Efficiency of Vietnamese Banking System: An Application Using Data Envelopment Analysis**

*by*Ngo, Dang Thanh

**Mass appraisal of residential apartments: An application of Random forest for valuation and a CART-based approach for model diagnostics**

*by*Antipov, Evgeny & Pokryshevskaya, Elena

**Accounting for latent classes in movie box office modeling**

*by*Antipov, Evgeny & Pokryshevskaya, Elena

**Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators**

*by*Gach, Florian & Pötscher, Benedikt M.

**Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices**

*by*Liebl, Dominik

**A Non-parametric Approach to Incorporating Incomplete Workouts Into Loss Given Default Estimates**

*by*Rapisarda, Grazia & Echeverry, David

**A Nonparametric Estimation of the Local Zipf Exponent for all US Cities**

*by*González-Val, Rafael

**Nonparametric pseudo-Lagrange multiplier stationarity testing**

*by*Landajo, Manuel & Presno, María José

**Semiparametric Binary Random Effects Models: Estimating Two Types of Drinking Behavior**

*by*Dong, Yingying

**Performance evaluation using bootstrapping DEA techniques: Evidence from industry ratio analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**Modeling hourly Electricity Spot Market Prices as non stationary functional times series**

*by*Liebl, Dominik

**Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis**

*by*Salois, Matthew & Tiffin, Richard & Balcombe, Kelvin

**Extreme Value Theory as a Theoretical Background for Power Law Behavior**

*by*Alfarano, Simone & Lux, Thomas

**Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation**

*by*Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes

**The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production**

*by*Voudouris, V & Di Maio, C

**An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009**

*by*Cavalcante, Mileno

**Choice probability generating functions**

*by*Fosgerau, Mogens & McFadden, Daniel & Bierlaire, Michel

**Seasonal decomposition with a modified Hodrick-Prescott filter**

*by*Buss, Ginters

**Estimating Monetary Policy Reaction Functions Using Quantile Regressions**

*by*Wolters, Maik Hendrik

**Classifying Behaviors in Risky Choices**

*by*Kontek, Krzysztof

**A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis**

*by*Crowley, Patrick & Aaron, Schultz

**Measuring the effect of virtual mergers on banks’ efficiency levels:A non parametric analysis**

*by*Halkos, George & Tzeremes, Nickolaos

**The cost-efficiency of French banks**

*by*Jimborean, Ramona & Brack, Estelle

**O ‘Mercado’ do Ensino Superior em Portugal: um diagnóstico da situação actual**

*by*Rego, Conceição & Caleiro, António

**The US Subprime Crises and Extreme Market Pressures in Asia**

*by*Siregar, Reza & Pontines, Victor & Mohd Hussain, Nurulhuda

**A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters**

*by*Parker, Thomas

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom**

*by*Atak, Alev & Linton, Oliver B. & Xiao, Zhijie

**Como se pode distinguir Évora do resto do Alentejo?: Uma abordagem de estatística espacial**

*by*Caleiro, António

**Cross Country Evidence on Consumption Persistence**

*by*Belbute, José & Caleiro, António

**Success/Failure in Higher Education:how long does it take to complete some core 1st. year disciplines?**

*by*Chaga Lopes, Margarida & Fernandes, Graca

**Mean, Median or Mode? A Striking Conclusion From Lottery Experiments**

*by*Kontek, Krzysztof

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Financial Constraints and Firm Dynamics**

*by*Giulio Bottazzi & Angelo Secchi & Federico Tamagni

**Identification and Estimation of Preference Distributions When Voters Are Ideological, Second Version**

*by*Antonio Merlo & Aureo de Paula

**Identification and Estimation of Games with Incomplete Information Using Excluded Regressors, Second Version**

*by*Arthur Lewbel & Xun Tang

**Semiparametric Inference in Dynamic Binary Choice Models, Second Version**

*by*Andriy Norets & Xun Tang

**Identification and Estimation of Stochastic Bargaining Models, Third Version**

*by*Antonio Merlo & Xun Tang

**Identification and Estimation of Preference Distributions When Voters Are Ideological**

*by*Antonio Merlo & Aureo de Paula

**Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions**

*by*Hanming Fang & Yang Wang

**Robust Estimation of Some Nonregular Parameters**

*by*Kyungchul Song

**The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru**

*by*Luis García Núñez

**Econometría de evaluación de impacto**

*by*Luis García Núñez

**Going Clubbing in the Eighties: Convergence in Manufacturing Sectors at a Glance**

*by*Silvia Dal Bianco

**Revealed Preference Tests of the Cournot Model**

*by*James Fenske & John Quah & Andres Carvajal

**Discrete-valued Levy processes and low latency financial econometrics**

*by*Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen

**Nonparametric Identification of Dynamic Games with Discrete and Continuous Choices**

*by*Jason R. Blevins

**Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership**

*by*Paul Alagidede & Simeon Coleman & Juan Carlos Cuestas

**Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons**

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

**Measuring the Effects of Segregation in the Presence of Social Spillovers: A Nonparametric Approach**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions**

*by*Hanming Fang & Yang Wang

**Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns**

*by*Nikolai Roussanov

**Decomposition Methods in Economics**

*by*Nicole Fortin & Thomas Lemieux & Sergio Firpo

**Econometric Methods for Research in Education**

*by*Costas Meghir & Steven G. Rivkin

**Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data**

*by*Yacine Aït-Sahalia & Jean Jacod

**Estimating Nonlinearities in Spatial Autoregressive Models**

*by*Nicolas Debarsy & Vincenzo Verardi

**Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach**

*by*Farah Yasmeen & Rob J Hyndman & Bircan Erbas

**A comparison of ten principal component methods for forecasting mortality rates**

*by*Han Lin Shang & Rob J Hyndman & Heather Booth

**Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions**

*by*Shuowen Hu & D.S. Poskitt & Xibin Zhang

**Nonparametric modeling and forecasting electricity demand: an empirical study**

*by*Han Lin Shang

**A Bayesian approach to parameter estimation for kernel density estimation via transformations**

*by*Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**Description Length Based Signal Detection in singular Spectrum Analysis**

*by*Md Atikur Rahman Khan & D.S. Poskitt

**Private versus public consumption within groups: testing the nature of goods from aggregate data**

*by*Laurens Cherchye & Bram De Rock & Vincenzo Platino

**A Cross-Sectional Performance Measure for Portfolio Management**

*by*Monica Billio & Ludovic Calès & Dominique Guegan

**L'approche DARE pour une mesure de risque diversifiée**

*by*Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Politique active d'emploi et employabilité des jeunes dans la ville d'Abidjan**

*by*Clément Kouadio Kouakou

**On the role of unobserved preference heterogeneity in discrete choice models of labour supply**

*by*Daniele Pacifico

**A KPSS better than KPSS. Rank tests for short memory stationarity**

*by*Matteo Pelagatti & Pranab Sen

**Canonical Higher-Order Kernels for Density Derivative Estimation**

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

**Nonparametric Partial Identification of Causal Net and Mechanism Average Treatment Effects**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Partial Identification of Local Average Treatment Effects with an Invalid Instrument**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Análise comparativa de sobrevivência empresarial: o caso da região Norte de Portugal**

*by*Elsa Morais Sarmento & Alcina Nunes

**Business Demography Dynamics in Portugal: a Semi-parametric Survival Analysis**

*by*Alcina Nunes & Elsa Sarmento

**Body size and wages in Europe: A semi-parametric analysis**

*by*Vincent A. Hildebrand & Philippe Van Kerm

**Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis**

*by*Amélie Charles & Olivier Darné & Jae H Kim

**Quality of Match for Statistical Matches Used in the 1992 and 2007 LIMEW Estimates for the United States**

*by*Thomas Masterson

**Quality of Match for Statistical Matches Used in the 1999 and 2005 LIMEW Estimates for Canada**

*by*Thomas Masterson

**Three-Part Tariffs and Short-Run Rationality in the Local Fixed Telephone Consumption: Empirical Evidence from Medellín**

*by*David Tobón Orozco

**A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables**

*by*Karligash Kenjegalieva & Richard Simper

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Bootstrap Inference for K-Nearest Neighbour Matching Estimators**

*by*de Luna, Xavier & Johansson, Per & Sjöstedt-de Luna, Sara

**Bootstrap Inference for K-Nearest Neighbour Matching Estimators**

*by*de Luna, Xavier & Johansson, Per & Sjöstedt-de Luna, Sara

**Linearity in Instrumental Variables Estimation: Problems and Solutions**

*by*Mogstad, Magne & Wiswall, Matthew

**Linearity in Instrumental Variables Estimation: Problems and Solutions**

*by*Mogstad, Magne & Wiswall, Matthew

**Returns to Education in Four Transition Countries: Quantile Regression Approach**

*by*Staneva, Anita V. & Arabsheibani, Reza & Murphy, Philip D.

**Returns to Education in Four Transition Countries: Quantile Regression Approach**

*by*Staneva, Anita & Arabsheibani, Reza & Murphy, Philip D.

**Running and Jumping Variables in RD Designs: Evidence Based on Race, Socioeconomic Status, and Birth Weights**

*by*Barreca, Alan I. & Guldi, Melanie & Lindo, Jason M. & Waddell, Glen R.

**Running and Jumping Variables in RD Designs: Evidence Based on Race, Socioeconomic Status, and Birth Weights**

*by*Barreca, Alan & Guldi, Melanie & Lindo, Jason M. & Waddell, Glen R.

**Evolution of Gender Wage Gaps in Latin America at the Turn of the Twentieth Century: An Addendum to "New Century, Old Disparities"**

*by*Nopo, Hugo R. & Hoyos, Alejandro

**Evolution of Gender Wage Gaps in Latin America at the Turn of the Twentieth Century: An Addendum to "New Century, Old Disparities"**

*by*Nopo, Hugo & Hoyos, Alejandro

**New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America**

*by*Nopo, Hugo R. & Atal, Juan Pablo & Winder, Natalia

**New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America**

*by*Nopo, Hugo & Atal, Juan Pablo & Winder, Natalia

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Hoyos, Alejandro & Nopo, Hugo R. & Peña, Ximena

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Hoyos, Alejandro & Nopo, Hugo & Peña, Ximena

**Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life**

*by*Sojourner, Aaron J.

**Partial Identification of Willingness-to-Pay Using Shape Restrictions with an Application to the Value of a Statistical Life**

*by*Sojourner, Aaron J.

**Understanding Rising Income Inequality in Germany**

*by*Biewen, Martin & Juhasz, Andos

**Understanding Rising Income Inequality in Germany**

*by*Biewen, Martin & Juhasz, Andos

**Misclassification Errors and the Underestimation of U.S. Unemployment Rates**

*by*Feng, Shuaizhang & Hu, Yingyao

**Misclassification Errors and the Underestimation of U.S. Unemployment Rates**

*by*Feng, Shuaizhang & Hu, Yingyao

**Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient**

*by*Frölich, Markus & Melly, Blaise

**Short-Time Compensation and Establishment Exit: An Empirical Analysis with French Data**

*by*Calavrezo, Oana & Duhautois, Richard & Walkowiak, Emmanuelle

**Short-Time Compensation and Establishment Exit: An Empirical Analysis with French Data**

*by*Calavrezo, Oana & Duhautois, Richard & Walkowiak, Emmanuelle

**Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling**

*by*Okumura, Tsunao & Usui, Emiko

**Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling**

*by*Okumura, Tsunao & Usui, Emiko

**Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Deuchert, Eva & Wunsch, Conny

**Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Deuchert, Eva & Wunsch, Conny

**Start-Up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity**

*by*Caliendo, Marco & Künn, Steffen

**Start-Up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity**

*by*Caliendo, Marco & Künn, Steffen

**Treatment Evaluation in the Case of Interactions within Markets**

*by*Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Treatment Evaluation in the Case of Interactions within Markets**

*by*Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Is there a Superior Distance Function for Matching in Small Samples?**

*by*Eva Dettmann & Claudia Becker & Christian Schmeißer

**Subsidized Vocational Training: Stepping Stone or Trap? An Evaluation Study for East Germany**

*by*Eva Dettmann & Jutta Günther

**On the Identification of the Costs of Simultaneous Search**

*by*Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**Estimate of Search Cost Frictions in the British Electricity Market**

*by*Monica Giulietti & Michael Waterson & Matthijs R. Wildenbeest

**Empirical versus policy equivalence scales: matching estimation**

*by*Adam Szulc

**Business Cycles in Post-Reunified Germany: Closer Together or Further Apart?**

*by*Alexandra Ferreira-Lopes & Tiago Neves Sequeira

**Body size and wages in Europe: A semi-parametric analysis**

*by*HILDEBRAND Vincent & VAN KERM Philippe

**Fairness in education: The Italian university before and after the reform**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Modeling House Prices using Multilevel Structured Additive Regression**

*by*Wolfgang Brunauer & Stefan Lang & Nikolaus Umlauf

**Comparing Penalized Splines and Fractional Polynomials for Flexible Modelling of the Effects of Continuous Predictor Variables**

*by*Alexander Strasak & Nikolaus Umlauf & Ruth Pfeiffer & Stefan Lang

**Cost Drivers of Operation Charges and Variation over Time: An Analysis Based on Semiparametric SUR Models**

*by*Wolfgang A. Brunauer & Sebastian Keiler & Stefan Lang

**An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes**

*by*Yoshihiko Sugihara & Nobuyuki Oda

**FTA and Economic Growth: A Nonparametric Approach**

*by*Jung Hur & Cheolbeom Park

**Can better governance increase university efficiency?**

*by*Néstor Duch-Brown & Montserrat Vilalta

**Iterative Regularization in Nonparametric Instrumental Regression**

*by*Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne

**Endogeneity and Instrumental Variables in Dynamic Models**

*by*Florens, Jean-Pierre & Simon, Guillaume

**Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior**

*by*Florens, Jean-Pierre & Simoni, Anna

**Gender Earnings Gaps in the Caribbean: Evidence from Barbados and Jamaica**

*by*Annelle Bellony & Alejandro Hoyos & Hugo Nopo

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Alejandro Hoyos & Hugo Nopo & Ximena Pena

**Evolution of Gender Gaps in Latin America at the Turn of the Twentieth Century: An Addendum to "New Century, Old Disparities"**

*by*Alejandro Hoyos & Hugo Nopo

**The Norges Bankâ€™s key rate projections and the news element of monetary policy: a wavelet based jump detection approach**

*by*Lars Winkelmann

**Nonparametric Regression with Nonparametrically Generated Covariates**

*by*Enno Mammen & Christoph Rothe & Melanie Schienle

**Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes**

*by*Nikolaus Hautsch & Peter Malec & Melanie Schienle

**Systemic Weather Risk and Crop Insurance: The Case of China**

*by*Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao

**Estimation of the signal subspace without estimation of the inverse covariance matrix**

*by*Vladimir Panov

**Prognose mit nichtparametrischen Verfahren**

*by*Wolfgang Karl HÃ¤rdle & Rainer Schulz & Weining Wang

**High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model**

*by*Song Song & Wolfgang K. HÃ¤rdle & Ya'acov Ritov

**Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence**

*by*Nikolaus Hautsch & Mark Podolskij

**Learning Machines Supporting Bankruptcy Prediction**

*by*Wolfgang Karl HÃ¤rdle & Rouslan Moro & Linda Hoffmann

**Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications**

*by*Vladimir Panov

**Fitting high-dimensional Copulae to Data**

*by*Ostap Okhrin

**Nonparametric Estimation of Risk-Neutral Densities**

*by*Maria Grith & Wolfgang Karl HÃ¤rdle & Melanie Schienle

**Time varying Hierarchical Archimedean Copulae**

*by*Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Yarema Okhrin

**Estimation of the characteristics of a LÃ©vy process observed at arbitrary frequency**

*by*Johanna Kappus & Markus ReiÃŸ

**Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory**

*by*Julia Schaumburg

**Uniform confidence bands for pricing kernels**

*by*Wolfgang Karl HÃ¤rdle & Yarema Okhrin & Weining Wang

**Partial Linear Quantile Regression and Bootstrap Confidence Bands**

*by*Wolfgang Karl HÃ¤rdle & Yaâ€™acov Ritov & Song Song

**Volatility Investing with Variance Swaps**

*by*Wolfgang Karl HÃ¤rdle & Elena Silyakova

**Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling**

*by*Okumura, Tsunao & Usui, Emiko

**Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings**

*by*Ggens, Tue & Wⅱtz, Allan

**Is the ’Linkage Principle’ Valid?: Evidence from the Field**

*by*Cho, Sung-Jin & Paarsch, Harry J. & Rust, John

**Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity**

*by*OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi

**Empirical Likelihood Block Bootstrapping**

*by*Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi

**Asymmetric Dependence in US Financial Risk Factors?**

*by*Chollete, Loran & Ning, Cathy

**Modeling Conditional Densities Using Finite Smooth Mixtures**

*by*Li, Feng & Villani, Mattias & Kohn, Robert

**Bootstrap inference for K-nearest neighbour matching estimators**

*by*de Luna, Xavier & Johansson, Per & Sjöstedt-de Luna, Sara

**Treatment evaluation in the case of interactions within markets**

*by*Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J.

**Realized volatility and overnight returns**

*by*Ahoniemi, Katja & Lanne, Markku

**Long cycles in growth: explorations using new frequency domain techniques with US data**

*by*Crowley, Patrick M

**New Perspectives on the Evaluation of Public R&D Funding**

*by*Marino, Marianna & Parrotta, Pierpaolo & Sala, Davide

**Mean Shift detection under long-range dependencies with ART**

*by*Willert, Juliane

**Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks**

*by*Vitali Alexeev & Alex Maynard

**The evolution of Engel curves and its implications for structural change**

*by*Alessio Moneta & Andreas Chai

**A Smoothed-Distribution Form of Nadaraya-Watson Estimation**

*by*Ralph W. Bailey & John T. Addison

**Business Survival in Portuguese Regions**

*by*Alcina Nunes & Elsa de Morais Sarmento

**Dépendance entre risques extrêmes : Application aux Hedge Funds**

*by*Ranoua Bouchouicha

**Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves**

*by*Massimiliano Mazzanti & Antonio Musolesi

**Isobars and the Efficient Market Hypothesis**

*by*Kristýna Ivanková

**Improving Service Performance in Banking using Quality Adjusted Data Envelopment Analysis**

*by*Juraj Kopecsni

**Survival Analysis in LGD Modeling**

*by*Jiří Witzany & Michal Rychnovský & Pavel Charamza

**O ?Mercado? do Ensino Superior em Portugal: um diagnóstico da situação actual**

*by*Conceição Rego & António Caleiro

**Is the Euro-Area Core Price Index Really More Persistent than the Food and Energy Price Indexes?**

*by*José Manuel Belbute

**Copula-based orderings of multivariate dependence**

*by*Koen DECANCQ

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W-K.

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Bian, G. & McAleer, M.J. & Wong, W-K.

**Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach**

*by*Lean, H.H. & McAleer, M.J. & Wong, W-K.

**Conditional beta pricing models: A nonparametric approach**

*by*Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier

**Nonparametric transfer function models**

*by*Jun M. Liu & Rong Chen & Qiwei Yao

**Estimation of Elasticity Price of Electricity with Incomplete Information**

*by*Xavier Labandeira & José M. Labeaga & Xiral López-Otero

**On the identification of the costs of simultaneous search**

*by*Moraga-Gonzalez, Jose L. & Sandor, Zsolt & Wildenbeest, Matthijs R.

**Club-Convergence and Polarisation of States : A Nonparametric Analysis of Post-Reform India**

*by*Sabyasachi Kar & Debajit Jha & Alpana Kateja

**Estimation of Jump Tails**

*by*Tim Bollerslev & Viktor Todorov

**Tails, Fears and Risk Premia**

*by*Tim Bollerslev & Viktor Todorov

**Implied Risk-Neutral probability Density functions from options prices : A comparison of estimation methods**

*by*Rihab Bedoui & Haykel Hamdi

**Start-up Subsidies for the Unemployed: Long-Term Evidence and Effect Heterogeneity**

*by*Marco Caliendo & Steffen Künn

**Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach**

*by*Kerstin Bernoth & Burcu Erdogan

**Happy House: Spousal Weight and Individual Well-Being**

*by*Andrew E. Clark & Fabrice Etilé

**Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men**

*by*Johannes Schwarze & Christoph Wunder

**Multinationals, R&D and productivity: Evidence for UK Manufacturing firms**

*by*Dolores Añon Higon & Miguel Manjon Antolin & Juan A. Mañez

**Calendar Time Sampling of High Frequency Financial Asset Price and the Verdict on Jumps**

*by*Marina Theodosiou

**Revealed Preferences for Risk and Ambiguity**

*by*Donald J. Brown & Chandra Erdman & Kirsten Ling & Laurie Santos

**Identifying Finite Mixtures in Econometric Models**

*by*Marc Henry & Yuichi Kitamura & Bernard Salanie

**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**

*by*Yixiao Sun & Peter C.B. Phillips & Sainan Jin

**A semiparametric state space model**

*by*André A. Monteiro

**Testing conditional monotonicity in the absence of smoothness**

*by*Miguel A. Delgado & Juan Carlos Escanciano

**Liquidity Constraints and Firm’s Export Activity**

*by*Emanuele Forlani

**Identification of a Class of Adverse Selection Models with Contracts Variation**

*by*Xavier d'Haultfoeuille & Philippe Février

**On the Welfare State Performance in the European Union**

*by*Coelli, Tim & Lefebvre, Mathieu & Perelman, Sergio & Pestieau, Pierre

**R&D Efficiency and Barriers to Entry: A Two Stage Semi-Parametric DEA Approach**

*by*Cullmann, Astrid & Schmidt-Ehmcke, Jens & Zloczysti, Petra

**Happy House: Spousal Weight and Individual Well-Being**

*by*Clark, Andrew E. & Etilé, Fabrice

**Iterative regularization in nonparametric instrumental regression**

*by*JOHANNES, Jan & VAN BELLEGEM, SÃ©bastien & VANHEMS, Anne

**Nonparametric frontier estimation from noisy data**

*by*SCHWARZ, Maik & VAN BELLEGEM, SÃ©bastien & FLORENS, Jean - Pierre

**Copula-based orderings of multivariate dependence**

*by*DECANCQ, Koen

**Split-panel jackknife estimation of fixed-effect models**

*by*DHAENE, Geert & JOCHMANS, Koen

**Desigualdades Salariales en Colombia: Un análisis para trabajadores rurales y jóvenes, 2002-2009**

*by*Catalina Franco & Johanna Ramos

**Ingresos en el Sistema de Identificación de Potenciales Beneficiarios de Programas Sociales (Sisbén): Tres Metodologías de Imputación**

*by*Nancy Aireth Daza Báez & Catalina Franco Buitrago

**Portfolio Optimization and Long-Term Dependence**

*by*Carlos Eduardo León Rincón & Alejandro Reveiz

**Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica**

*by*Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y**

*by*Jorge Andrés Perdomo C.

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Alejandro Hoyos & Hugo Ñopo & Ximena Peña

**The Persistent Gender Earnings Gap in Colombia, 1994-2006**

*by*Alejandro Hoyos & Hugo Ñopo & Ximena Peña

**Evaluación de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr**

*by*Jorge Andrés Perdomo Calvo & Hasbleidy Castañeda & Juan Carlo Mendieta

**Z-Estimators and Auxiliary Information under Weak Dependence**

*by*F. Crudu

**Recurrence quantification analysis of global stock markets**

*by*Joao A. Bastos & Jorge Caiado

**Nonparametric models of financial leverage decisions**

*by*Joao A. Bastos & Joaquim J. S. Ramalho

**The Pathway To Permanent Jobs: A Time Event Analysis Of Young Italian Workers**

*by*Leandro Elia

**GME versus OLS - Which is the best to estimate utility functions?**

*by*Cesaltina Pires & Andreia Dionisio & Luís Coelho

**Evaluating Nationwide Health Interventions when Standard Before-After Doesn't Work: Malawi's ITN Distribution Program**

*by*Eva Deuchert & Conny Wunsch

**Public Provision, Commodity Demand and Hours of Work: An Empirical Analysis**

*by*Jukka Pirttilä & Ilpo Suoniemi

**Semiparametric Estimation of Locally Stationary Diffusion Models**

*by*Bonsoo Koo & Oliver Linton

**Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate**

*by*Degui Li & Oliver Linton & Zudi Lu

**Convergence in per capita CO2 emissions: a robust distributional approach**

*by*Carlos Ordás Criado & Jean-Marie Grether

**A Chronology of International Business Cycles Through Non-parametric Decoding**

*by*Hsieh Fushing & Shu-Chun Chen & Travis J. Berge & Oscar Jorda

**Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**A Trinomial Test for Paired Data When There are Many Ties**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach**

*by*Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong

**Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter**

*by*Kim P. Huynh & Luke Ignaczak & Marcel-Cristian Voia

**Instrumental Variable Estimators for Binary Outcomes**

*by*Paul Clarke & Frank Windmeijer

**A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom**

*by*Alev Atak & Oliver Linton & Zhijie Xiao

**Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients**

*by*Zongwu Cai & Zhijie Xiao

**Nonparametric Euler Equation Identification and Estimation**

*by*Arthur Lewbel & Oliver Linton & Sorawoot Srisuma

**Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing**

*by*Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel

**Testing a Conditional Form of Exogeneity**

*by*Halbert White & Karim Chalak

**A Smoothed- Distribution Form of Nadaraya- Watson Estimation**

*by*Ralph W Bailey & John T Addison

**Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009**

*by*Gustavo Abarca & José Gonzalo Rangel & Guillermo Benavides

**A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast**

*by*Claudia Miani & Stefano Siviero

**Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach**

*by*Sermin Gungor & Richard Luger

**Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach**

*by*Angelos Liontakis & Christos T. Papadas

**Semiparametric Trending Panel Data Models with Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao & Degui Li

**Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects**

*by*Degui Li & Jia Chen & Jiti Gao

**Modelling asset correlations during the recent FInancial crisis: A semiparametric approach**

*by*Nektarios Aslanidis & Isabel Casas

**Estimation of Stochastic Volatility Models by Nonparametric Filtering**

*by*Shin Kanaya & Dennis Kristensen

**Integer-valued Lévy processes and low latency financial econometrics**

*by*Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard

**How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?**

*by*Almut E. D. Veraart

**Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns**

*by*Tim Bollerslev & Viktor Todorov

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data**

*by*Rasmus Tangsgaard Varneskov

**Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence**

*by*Nikolaus Hautsch & Mark Podolskij

**Estimation of Jump Tails**

*by*Tim Bollerslev & Viktor Todorov

**Labour Productivity Polarization Across Western European Regions: Threshold Effects Versus Neighbourhood Effects**

*by*Roberto Basile

**Introduction**

*by*Floro Ernesto Caroleo & Francesco Pastore

**Fuzzy cluster analysis on Spanish public universities**

*by*Adela García Aracil & Davinia Palomares Montero

**Análisis de la eficiencia de los grupos de investigación por ramas de conocimiento**

*by*Teodoro Galache Laza & Trinidad Gómez & Fátima Pérez García & Carlos Rivas & Cristobal José Ruiz & José Sánchez Maldonado & Ángel Torrico González & Rafael Caballero Fernandez

**The Labour Market Impact of the EU Enlargement. A New Regional Geography of Europe?**

*by*

**Deriving Benefit Measures with Higher Precision: A Study of Economic Values of Air Quality**

*by*Ju-Chin Huang

**Does Money Grow on Trees? The Diversification Properties of U.S. Timberland Investments**

*by*Bert Scholtens & Laura Spierdijk

**A Combinatorial Optimization Approach to Nonmarket Environmental Benefit Aggregation via Simulated Populations**

*by*Stephen Hynes & Nick Hanley & Cathal O’Donoghue

**Do Buyers’ Characteristics and Personal Relationships Affect Agricultural Land Prices?**

*by*Philip Kostov

**Forecasting Public Administration Wage Dynamics. An Application To The Italian National Health Service**

*by*Luca CORREANI & Fabio DI DIO

**A Statistical Approach Of The Spatial-Temporal Variability Of A Phenomenon Using A Ro-Eu Composite Index**

*by*Elisabeta Jaba & Alina Botezat & Christiana Brigitte Balan

**Trends of the Contagion Risk in Sovereign Spreads for Emerging European Countries**

*by*Dedu, Vasile & Mihai, Irina & Neagu, Florian

**Nonparametric estimates of technical efficiency of Russian banks and crisis impact**

*by*Nazin, Vladimir

**Smooth monotonous functions reconstruction**

*by*Smolyak , Sergey

**Cambios En La Estructura Salarial Por Tipos De Contrato, 1995-2002**

*by*ELISABET MOTELLÓN & ENRIQUE LÓPEZ-BAZO & MAYSSUN EL-ATTAR

**An Alternative Approach to the Dating of Business Cycle: Nonparametric Kernel Estimation**

*by*Jitka Poměnková

**Efficiency Analysis Of Producers’Organizations (Case Of South Eastern And Central Planning Regions Of Bulgaria)**

*by*DARINA ZAIMOVA

**An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos de selección muestral**

*by*Fernández-Sainz, Ana I. & Rodríguez-Póo, Juan M.

**Centralidade e emprego na região Nordeste do Brasil no período 1995/2007 [Centrality and employment in the Northeast region of Brazil in the period 1995/2007]**

*by*Ana Carolina da Cruz Lima & Rodrigo Ferreira Simões

**A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá**

*by*Jorge Andrés Perdomo

**Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?**

*by*Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid

**The Immediate Impact Of Euro On Intra-Regional Trade: An Event Study Approach**

*by*Ruhul Salim & Shahriar Kabir

**Küresel Finansal Krizin Isletmelerin Etkinlik ve Performans Duzeylerine Etkileri: 2008 Finansal Kriz Ornegi**

*by*Abdulkadir KAYA & Unal GULHAN

**Alcune considerazioni sulla qualità degli indici dei valori medi unitari del commercio estero**

*by*Paola Anitori & M. Serena Causo & Giuseppe de Santis

**Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions**

*by*Chen Zhou

**Jump Distribution Characteristics: Evidence from European Stock Markets**

*by*Thierry Ane & Carole Metais

**The Impact Of Deregulation On Stock Market Efficiency**

*by*Yen-Hsien Lee

**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)**

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

**Initial Wage, Human Capital and Post Wage Differentials**

*by*Li, Gan & Jaeun, Shin & Qi, Li

**Analysis of independence of the central banks of the Russian Federation, the CIS and East European countries**

*by*Pavel Trunin & Kniazev Dmitriy & Satdarov Alexandr

**On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model**

*by*Jiøí Witzany

**Un confronto tra modelli DEA (Data Envelopment Analysis) e MARS (Multivariate Adaptive Regression Splines) nella stima dell'efficienza produttiva nel ervizio idrico integrato in Italia**

*by*Francesco Vidoli & Rita Mileno

**Corporate Social Responsibility and Financial Performance: An Empirical Analysis on Greek Companies**

*by*Theofanis Karagiorgos

**A Note on Theory of Productive Efficiency and Stochastic Frontier Models**

*by*Aikaterini Kokkinou

**Behavior of realized volatility and correlation in exchange markets**

*by*Amir Safari & Detlef Seese

**Factors Affecting Educational Attainment: Evidence From Spanish Pisa 2006 Results**

*by*CORDERO FERRERA, José Manuel & CRESPO CEBADA, Eva & SANTÍN GONZÁLEZ, Daniel

**Exploring Regional Convergence: Evidence From 19 European Countries, 1991-2008**

*by*ANDRADE, Carlos & PINHO, Carlos & PINHO, Maria de Fátima

**Zinsspreads auf europäische Anleihen: Finanzmärkte verstärken Druck zu mehr Haushaltsdisziplin**

*by*Kerstin Bernoth & Burcu Erdogan

**A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models**

*by*Zhengyu Zhang & Pingfang Zhu

**Efectos de las técnicas de filtrado en la evaluación de un modelo de ciclos económicos reales**

*by*Vásquez Bedoya, Fredy & Restrepo, Sergio

**Caos en el mercado de commodities**

*by*Christian Espinosa Méndez

**Three-Part Tariffs and Short-Run Rationality in the Local Fixed Telephone Consumption: Empirical Evidence from Medellín 2**

*by*Jorge Barrientos & David Tobón & John Fredy Bedoya

**Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria**

*by*Christian Manuel Posso

**Agrarschutz und öffentliche Agrarausgaben in der Schweiz: Was will die Bevölkerung?**

*by*Therese Haller

**Performances et politiques de croissance. Un éclairage empirique à partir d'une étude de l'effet de la taille des pays et nouvelles réflexions théoriques**

*by*Mauro Napoletano & Jean-Luc Gaffard

**L'approche dare pour une mesure de risque diversifiée**

*by*Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Effect of Noise Filtering on Predictions :on the Routes of Chaos**

*by*Dominique Guégan

**Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector**

*by*K. Batu Tunay

**Study On Decision –Making In The Family (Quantitative Marketing Research Conducted In Sfantu Gheorghe And Surrounding Areas)**

*by*Assist. Erika Kulcsár Ph. D Student & Ec. Zsuzsánna Bokor

**Operational Efficiency In The U.S. Airline Industry: An Empirical Investigation Of Post-Deregulation Era**

*by*Richard A. AJAYI & Seyed MEHDIAN & Vitaly S. GUZHVA

**econometric issues in the presence of multiple equilibria**

*by*Francesca Molinari

**multi-valued treatment effects**

*by*Matias D. Cattaneo

**Forecasting Yield Curves Using Analyst's Views**

*by*Leonardo Nogueira

**Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology**

*by*Mancino Maria Elvira & Simona Sanfelici

**Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event**

*by*Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic

**The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects**

*by*Ané, Thierry & Métais, Carole

**L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain**

*by*Iankova, Evguenia & Pochon, Florent & Teiletche, Jérôme

**Investigating the Effects of Euro on Bilateral Trade: a Kernel Matching Approach**

*by*Fotopoulos, Georgios & Psallidas, Dionysios

**Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi**

*by*Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU

**VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi**

*by*Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK

**Total Factor Productivity Growth in the State Road Transport Undertakings of India: An Assessment through MPI Approach**

*by*Agarwal, Shivi & Yadav, Shiv Prasad & Singh, S. P.

**Do Subsidized Adult Apprenticeships Increase the Vocational Attendance Rate?**

*by*Cecilie Dohlmann Weatherall

**A Structured Covariance Probit Demand Model**

*by*Michael Cohen

**Consonance and the closure method in multiple testing**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Fund-of-funds construction by statistical multiple testing methods**

*by*Michael Wolf & Dan Wunderli

**Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model**

*by*Gürtler, Marc & Rauh, Ronald

**A non-stationary approach for financial returns with nonparametric heteroscedasticity**

*by*Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald

**Public Policy and Success of Business Start-ups in Germany**

*by*Eckl, Verena & Rothgang, Michael & Welter, Friederike

**Does AIDS-related mortality reduce per-capita household income? Evidence from rural Zambia**

*by*Omar Mahmoud, Toman & Thiele, Rainer

**From Riches to Rags, and Back? Explaining the Growth Trajectory of Argentina since the 1890s**

*by*Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin

**Efficiency and profitability of European banks: how important is operational efficiency?**

*by*Werner, Karl & Moormann, Jürgen

**The impact of firm subsidies: Evaluating German regional policy**

*by*Alm, Bastian & Bade, Franz-Josef

**A blocking and regularization approach to high dimensional realized covariance estimation**

*by*Hautsch, Nikolaus & Kyj, Lada M. & Hautsch, Nikolaus

**Modelling and forecasting liquidity supply using semiparametric factor dynamics**

*by*Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

**Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach**

*by*Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten

**Lose Weight for Money Only if Over-Weight: Marginal Integration for Semi-Linear Panel Models**

*by*Kan K & Lee M

**The estimation of pensioner equivalence scales using subjective data**

*by*Stewart, Mark B.

**Is the Impact Really That High? The Effect of FDI in Transition**

*by*Jan Hagemejer & Joanna Tyrowicz

**Nonparametric regression with spatially dependent data**

*by*Stefano Magrini & Margherita Gerolimetto

**Portfolio Symmetry and Momentum**

*by*Monica Billio & Ludovic Calès & Dominique Guégan

**Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions**

*by*Christopher J. Bennett

**p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate**

*by*Christopher J. Bennett

**Option trading strategies based on semi-parametric implied volatility surface prediction**

*by*Francesco Audrino & Dominik Colangelo

**Treatment evaluation in the presence of sample selection**

*by*Martin Huber

**A structural nonparametric reappraisal of the CO2 emissions-income relationship**

*by*Azomahou, Theophile & Goedhuys, Micheline & Nguyen-Van, Phu

**Inactions and Spikes of Investment in Ethiopian Manufacturing Firms: Empirical Evidence on Irreversibility and Non-convexities**

*by*Gebreeyesus, Mulu

**Broker Duty to Clients: Why States Mandate Minimum Service Requirements**

*by*Anupam Nanda & Katherine A. Pancak

**Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data**

*by*Ye Chen & Liangjun Su & Aman Ullah

**The informal sector wage gap : new evidence using quantile estimations on panel data**

*by*Olivier Bargain & Prudence Kwenda

**The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data**

*by*Olivier Bargain & Prudence Kwenda

**An Economic Approach to the Measurement of Productivity Growth Using Differences Instead of Ratios**

*by*Diewert, Erwin & Mizobuchi, Hideyuki

**Identification of Unconditional Partial Effects in Non Separable Models**

*by*Rothe, Christoph

**The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models**

*by*Fève, Frédérique & Florens, Jean-Pierre

**Instrumental Regression in Partially Linear Models**

*by*Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**Unconditional Partial Effects of Binary Covariates**

*by*Rothe, Christoph

**Convergence Rates for III-Posed Inverse Problems with an Unknown Operator**

*by*Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne

**Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators**

*by*Chuan Goh

**Nonstandard Estimation of Inverse Conditional Density-Weighted Expectations**

*by*Chuan Goh

**Efficient Semiparametric Detection of Changes in Trend**

*by*Chuan Goh

**Non Parametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Wang

**A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models**

*by*Krajina, A.

**Ultimate 100m World Records Through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Smeets, S.G.W.R.

**College Education and Wages in the U.K. : Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Klein, T.J.

**The Half-Half Plot**

*by*Einmahl, J.H.J. & Gantner, M.

**Mixed Hitting-Time Models**

*by*Abbring, J.H.

**The Revealed Preference Approach to Collective Consumption Behavior : Nonparametric Testing and Sharing Rule Recovery (Revised version of CentER DP 2007-73)**

*by*Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P.

**Degrees of Cooperation in Household Consumption Models : A Revealed Preference Analysis**

*by*Cherchye, L.J.H. & Demuynck, T. & de Rock, B.

**Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns**

*by*Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek

**Efficient Estimation of an Additive Quantile Regression**

*by*Yebin Cheng & Jan G. De Gooijer & Dawit Zerom

**Forecasting Aggregate Productivity using Information from Firm-Level Data**

*by*Eric J. Bartelsman & Zoltan Wolf

**From data to levy design. The five stages of implementing housing taxes**

*by*Erling Røed Larsen

**How Linear Models Can Mask Non-Linear Causal Relationships. An Application to Family Size and Children's Education**

*by*Magne Mogstad & Matthew Wiswall

**Corporate performances and market selection. Some comparative evidence**

*by*Giulio Bottazzi & Giovanni Dosi & Nadia Jacoby & Angelo Secchi & Federico Tamagni

**How Do Organizational Capabilities Shape Industry Dynamics ?**

*by*Marco Corsino & Roberto Gabriele & Enrico Zaninotto

**Financial and economic determinants of firm default**

*by*Giulio Bottazzi & Marco Grazzi & Angelo Secchi & Federico Tamagni

**Country Size, Appropriate Policy, and Economic Performance: Some Evidence from OECD Countries**

*by*Mauro Napoletano & Jean-Luc Gaffard

**Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints**

*by*Stefan Boes

**Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information**

*by*Stefan Boes

**Firm Size Distribution and Returns to Scale. Non-Parametric Frontier Estimates from Italian Manufacturing**

*by*Lisa Crosato & Sergio Destefanis & Piero Ganugi

**Nuisance parameters, composite likelihoods and a panel of GARCH models**

*by*Cavit Pakel & Neil Shephard & Kevin Sheppard

**Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity**

*by*Arnab Bhattacharjee

**Extreme Dependence in International Stock Markets**

*by*Cathy Ning

**The Dependence Structure of Macroeconomic Variables in the US**

*by*Cathy Q. Ning & Loran Chollete

**Public Policy and Success of Business Start-ups in Germany**

*by*Verena Eckl & Michael Rothgang & Friederike Welter

**Tehnici neparametrice**

*by*Pauna, Bianca

**Exact Moment Simulation using Random Orthogonal Matrices**

*by*Carol Alexander & Walter Ledermann & Daniel Ledermann

**Detecting Common Dynamics in Transitory Components**

*by*Tim M Christensen & Stan Hurn & Adrian Pagan

**Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function**

*by*Emmanuel Guerre & Camille Sabbah

**Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation**

*by*Steven F. Koch & Adel Bosch

**Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests**

*by*Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Puah, Chin-Hong

**Latvijas valdības izdevumu efektivitātes novērtējums**

*by*Krasnopjorovs, Olegs

**On the random walk characteristics of stock returns in India**

*by*Hiremath, Gourishankar S & Bandi, Kamaiah

**Bandwidth selection for continuous-time Markov processes**

*by*Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

**Does causality technique matter to savings-growth nexus in Malaysia?**

*by*Tang, Chor Foon

**Supply-Side Capacity and Export Response in Leather and Home Textile Sectors in Bangladesh**

*by*Raihan, Selim & Ahmed, Mansur

**Partial identification of the distribution of treatment effects and its confidence sets**

*by*Fan, Yanqin & Park, Sang Soo

**Productivity change in Italian airports**

*by*Gitto, Simone & Mancuso, Paolo

**Geoadditive latent variable modelling of count data on multiple sexual partnering in Nigeria**

*by*Adebayo, Samson B. & Fahrmeir, Ludwig & Seiler, Christian

**Consecutive k-within-m-out-of-n:F system with exchangeable components**

*by*Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih

**Bias reduction in kernel density estimation via Lipschitz condition**

*by*Mynbaev, Kairat & Martins-Filho, Carlos

**Dimensión Territorial como Factor del Desarrollo Económico: Algunos Aportes Metodológicos para su Medición**

*by*Arroyo, Santiago & Bustamante, Christian

**Neoclassical versus frontier production models? Testing for the skewness of regression residuals**

*by*Kuosmanen, Timo & Fosgerau, Mogens

**Stock Market's Reaction to Monetary Policy Announcements in India**

*by*Sasidharan, Anand

**Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation**

*by*Tierney, Heather L.R.

**What Causes Herding:Information Cascade or Search Cost ?**

*by*Lin, William & Tsai, Shih-Chuan & Sun, David

**Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata**

*by*Pacifico, Daniele

**How far are Portuguese prisons inefficient? A non-parametric approach**

*by*Marques, Rui & Simões, Pedro

**Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora**

*by*Pena Centeno, Tonatiuh & Martinez Jaramillo, Serafin & Abudu, Bolanle

**Structural Changes in India's Stock Markets' Efficiency**

*by*Sasidharan, Anand

**Structural Changes in India's Stock Markets' Efficiency**

*by*Sasidharan, Anand

**Inter-industry Wage Premia in Portugal: Evidence from EU-SILC data**

*by*Biagetti, Marco & Scicchitano, Sergio

**Wage inequality and returns to schooling in Europe: a semi-parametric approach using EU-SILC data**

*by*Biagetti, Marco & Scicchitano, Sergio

**Modelling Unobserved Heterogeneity in Discrete Choice Models of Labour Supply**

*by*Pacifico, Daniele

**Estimating Semiparametric Panel Data Models by Marginal Integration**

*by*Qian, Junhui & Wang, Le

**Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus**

*by*Delis, Manthos D & Tran, Kien & Tsionas, Efthymios

**Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach**

*by*Beneki, Christina & Eeckels, Bruno & Leon, Costas

**Equal Strength or Dominant Teams: Policy Analysis of NFL**

*by*Biner, Burhan

**Monetary Asset Substitution in the Euro Area**

*by*Zagaglia, Paolo

**Mean Shift detection under long-range dependencies with ART**

*by*Willert, Juliane

**Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data**

*by*Tierney, Heather L.R.

**Growth and the pollution convergence hypothesis: A nonparametric approach**

*by*Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis

**Alternative Tilts for Nonparametric Option Pricing**

*by*Walker, Todd B & Haley, M. Ryan

**Constructing Epistemic Landscapes: Methods of GIS-Based Mapping**

*by*Evers, Hans-Dieter & Genschick, Sven & Schraven, Benjamin

**Performance and Congestion Analysis of the Portuguese Hospital Services**

*by*Simões, Pedro & Cunha Marques, Rui

**Combining parametric and nonparametric approaches for more efficient time series prediction**

*by*Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel

**A Nonparametric Test of Strategic Behavior in the Cournot Model**

*by*Deb, Rahul & Fenske, James

**Testing Linearity in Term Structures**

*by*Peroni, Chiara

**Impossibility Results for Nondifferentiable Functionals**

*by*Hirano, Keisuke & Porter, Jack

**Determinants of Heritage Authorities’ Performance: An exploratory study with DEA bootstrapping approach**

*by*Finocchiaro Castro, Massimo & Guccio, Calogero & Rizzo, Ilde

**Some Notes on Sample Selection Models**

*by*Aguirregabiria, Victor

**Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries**

*by*Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu

**A note on positive semi-definiteness of some non-pearsonian correlation matrices**

*by*Mishra, SK

**Misspecification and Heterogeneity in Single-Index, Binary Choice Models**

*by*Chen, Pian & Velamuri, Malathi

**Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences**

*by*Proietti, Tommaso & Luati, Alessandra

**Poisson Indices of Segregation**

*by*Angelo, Mele

**Measuring the Persistence on Consumption in Portugal**

*by*Belbute, José & Caleiro, António

**Is the Impact Really That High? The Effect of FDI in Transition**

*by*Hagemejer, Jan & Tyrowicz, Joanna

**Gaming in a benchmarking environment. A non-parametric analysis of benchmarking in the water sector**

*by*De Witte, Kristof & Marques, Rui

**Efficient Estimation of an Additive Quantile Regression Model**

*by*Cheng, Yebin & De Gooijer, Jan & Zerom, Dawit

**Rewarding Carrots & Crippling Sticks: Eliciting Employee Preferences for the Optimal Incentive Mix in Europe**

*by*Pouliakas, Konstantinos & Theodossiou, Ioannis

**The joint estimation of bank-level market power and efficiency**

*by*Delis, Manthos D & Tsionas, Efthymios

**Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables**

*by*De Witte, Kristof & Mika, Kortelainen

**Determinants of bank efficiency: Evidence from a semi-parametric methodology**

*by*Delis, Manthos D & Papanikolaou, Nikolaos I

**Regulations and productivity growth in banking**

*by*Delis, Manthos D & Molyneux, Philip & Pasiouras, Fotios

**A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data**

*by*Tierney, Heather L.R.

**A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data**

*by*Tierney, Heather L.R.

**Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right**

*by*Barnett, William A. & He, Susan

**A note on the ordinal canonical correlation analysis of two sets of ranking scores**

*by*Mishra, SK

**The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization**

*by*Mishra, SK

**Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version**

*by*Kyungchul Song

**Identification of Stochastic Sequential Bargaining Models, Second Version**

*by*Antonio Merlo & Xun Tang

**Identification of Stochastic Sequential Bargaining Models**

*by*Antonio Merlo & Xun Tang

**Point Decisions for Interval-Identified Parameters**

*by*Kyungchul Song

**Testing Predictive Ability and Power Robustification**

*by*Kyungchul Song

**Estimating Simultaneous Games with Incomplete Information under Median Restrictions**

*by*Xun Tang

**Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes**

*by*Xun Tang

**Two-Step Extremum Estimation with Estimated Single-Indices**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling**

*by*Kyungchul Song

**Binary Regressions with Bounded Median Dependence**

*by*Xun Tang

**A Reassessment of Italian Regional Convergence through a Non-Parametric Approach**

*by*Silvia Dal Bianco

**Learning and filtering via simulation: smoothly jittered particle filters**

*by*Neil Shephard & Thomas Flury

**A Nonparametric Analysis of the Cournot Model**

*by*John Quah & Andres Carvajal

**Nuisance parameters, composite likelihoods and a panel of GARCH models**

*by*Neil Shephard & Kevin Sheppard

**Nuisance parameters, composite likelihoods and a panel of GARCH models**

*by*Cavit Pakel & Neil Shephard & Kevin Sheppard

**Efficiency Analysis of Microfinance Institutions in Developing Countries**

*by*M. Kabir Hassan & Benito Sanchez

**Jump-Robust Volatility Estimation using Nearest Neighbor Truncation**

*by*Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

**Matching on the Estimated Propensity Score**

*by*Alberto Abadie & Guido W. Imbens

**Nonparametric Identification and Estimation of Nonadditive Hedonic Models**

*by*James J. Heckman & Rosa L. Matzkin & Lars Nesheim

**Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin**

*by*Pedro Carneiro & James J. Heckman & Edward J. Vytlacil

**A Simple Nonparametric Estimator for the Distribution of Random Coefficients**

*by*Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan

**Identifying Heterogeneity in Economic Choice Models**

*by*Jeremy T. Fox & Amit Gandhi

**Identification in Matching Games**

*by*Jeremy T. Fox

**The Random Coefficients Logit Model Is Identified**

*by*Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan

**Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Margins of Multinational Labor Substitution**

*by*Marc-Andreas Muendler & Sascha O. Becker

**A Martingale Representation for Matching Estimators**

*by*Alberto Abadie & Guido Imbens

**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**

*by*Guido Imbens & Karthik Kalyanaraman

**GrÃ¶ÃŸenvorteile im deutschen Ã–SPV â€“ Eine empirische Analyse**

*by*Karl-Hans Hartwig & Raimund Scheffler

**Nonparametric time series forecasting with dynamic updating**

*by*Han Lin Shang & Rob J Hyndman

**Optimal Probabilistic Forecasts for Counts**

*by*Brendan P.M. McCabe & Gael M. Martin & David Harris

**Description Length and Dimensionality Reduction in Functional Data Analysis**

*by*D. S. Poskitt & Arivalzahan Sengarapillai

**A Risk Management Approach for Portfolio Insurance Strategies**

*by*Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

**D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?**

*by*Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet

**The impact of the European Union emission trading scheme on electricity generation sectors**

*by*Djamel Kirat & Ibrahim Ahamada

**GARP violation, economic environment distortions and shadow prices: Evidence from household expenditure panel data**

*by*Marc-Arthur Diaye & François Gardes & Christophe Starzec

**Wavelet method for locally stationary seasonal long memory processes**

*by*Dominique Guegan & Zhiping Lu

**Portfolio Symmetry and Momentum**

*by*Monica Billio & Ludovic Calès & Dominique Guegan

**A robust version of the KPSS test based on ranks**

*by*Matteo Pelagatti & Pranab Sen

**Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping**

*by*Roy Cerqueti & Paolo Falbo & Cristian Pelizzari

**Errors-In-Variables Models: A Generalized Functions Approach**

*by*Victoria Zinde-Walsh

**Services sociaux d'éducation et de santé en Guinée: Effets redistributifs de la politique gouvernementale**

*by*Sékou Falil Doumbouya & Aboubacar Kaba & Mama Kéita & Ousmane Bah & Mohamed Lamine Doumbouya M.L. & Koulako Camara

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti

**Comparing Population Distributions from bin-Aggregated Sample Data: an Application to Historical Height Data from France**

*by*Jean-Yves Duclos & Josée Leblanc & David Sahn

**Does AIDS-Related Mortality Reduce Per-Capita Household Income? Evidence from Rural Zambia**

*by*Toman Omar Mahmoud & Rainer Thiele

**Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability**

*by*William Barnett & Philippe de Peretti

**R&D Subsidies to Start-ups - Effective Drivers of Patent Activity and Employment Growth?**

*by*Uwe Cantner & Sarah Kösters

**Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities**

*by*Chamon, Marcos & de Mello, João M. P. & Firpo, Sergio

**Electoral Rules, Political Competition and Fiscal Expenditures: Regression Discontinuity Evidence from Brazilian Municipalities**

*by*Chamon, Marcos & de Mello, João M. P. & Firpo, Sergio

**Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France**

*by*d'Haultfoeuille, Xavier & Maurel, Arnaud

**Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France**

*by*d'Haultfoeuille, Xavier & Maurel, Arnaud

**Partially Identified Treatment Effects under Imperfect Compliance: The Case of Domestic Violence**

*by*Siddique, Zahra

**Partially Identified Treatment Effects under Imperfect Compliance: The Case of Domestic Violence**

*by*Siddique, Zahra

**How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education**

*by*Mogstad, Magne & Wiswall, Matthew

**How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education**

*by*Mogstad, Magne & Wiswall, Matthew

**A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model**

*by*Bijwaard, Govert & Ridder, Geert

**A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model**

*by*Bijwaard, Govert & Ridder, Geert

**Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men**

*by*Wunder, Christoph & Schwarze, Johannes

**Is Posner Right? An Empirical Test of the Posner Argument for Transferring Health Spending from Old Women to Old Men**

*by*Wunder, Christoph & Schwarze, Johannes

**Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data**

*by*Flores, Carlos A. & Mitnik, Oscar A.

**Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data**

*by*Flores, Carlos A. & Mitnik, Oscar A.

**Nonparametric Identification and Estimation of Nonadditive Hedonic Models**

*by*Heckman, James J. & Matzkin, Rosa & Nesheim, Lars

**Nonparametric Identification and Estimation of Nonadditive Hedonic Models**

*by*Heckman, James J. & Matzkin, Rosa & Nesheim, Lars

**Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin**

*by*Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward

**Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin**

*by*Carneiro, Pedro & Heckman, James J. & Vytlacil, Edward

**The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data**

*by*Bargain, Olivier & Kwenda, Prudence

**The Informal Sector Wage Gap: New Evidence Using Quantile Estimations on Panel Data**

*by*Bargain, Olivier & Kwenda, Prudence

**The Anatomy of Absenteeism**

*by*Markussen, Simen & Røed, Knut & Røgeberg, Ole J. & Gaure, Simen

**The Anatomy of Absenteeism**

*by*Markussen, Simen & Roed, Knut & Røgeberg, Ole J. & Gaure, Simen

**Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness**

*by*Flores, Carlos A. & Flores-Lagunes, Alfonso

**Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness**

*by*Flores, Carlos A. & Flores-Lagunes, Alfonso

**A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany**

*by*Juessen, Falko

**A Distribution Dynamics Approach to Regional GDP Convergence in Unified Germany**

*by*Juessen, Falko

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Wunder, Christoph & Wiencierz, Andrea & Schwarze, Johannes & Küchenhoff, Helmut & Kleyer, Sara & Bleninger, Philipp

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Wunder, Christoph & Wiencierz, Andrea & Schwarze, Johannes & Küchenhoff, Helmut & Kleyer, Sara & Bleninger, Philipp

**Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension**

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

**Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension**

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

**Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?**

*by*Millimet, Daniel L. & Wang, Le

**Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?**

*by*Millimet, Daniel L. & Wang, Le

**A Martingale Representation for Matching Estimators**

*by*Abadie, Alberto & Imbens, Guido W.

**A Martingale Representation for Matching Estimators**

*by*Abadie, Alberto & Imbens, Guido W.

**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**

*by*Busso, Matias & DiNardo, John & McCrary, Justin

**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**

*by*Busso, Matias & DiNardo, John & McCrary, Justin

**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**

*by*Imbens, Guido W. & Kalyanaraman, Karthik

**Optimal Bandwidth Choice for the Regression Discontinuity Estimator**

*by*Imbens, Guido W. & Kalyanaraman, Karthik

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**The effect of outplacement services on earning prospects of unemployed**

*by*F. Alfonso Arellano Espinar

**Do process innovations boost SMEs productivity growth?**

*by*Juan Antonio Máñez Castillejo & Amparo Sanchis Llopis & Juan A. Sanchis Llopis & María Engracia Rochina Barrachina

**An Empirical Model of Search with Vertically Differentiated Products**

*by*Matthijs R Wildenbeest

**Specialization and risk sharing: evidence from European regions**

*by*Roberto Basile & Alessandro Girardi

**A Nonparametric Test for Seasonal Unit Roots**

*by*Kunst, Robert M.

**Efficient estimation of copula-based semiparametric Markov models**

*by*Xiaohong Chen & Wei Biao Wu & Yanping Yi

**Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality**

*by*Pedro Carneiro & Sokbae (Simon) Lee

**Instrumental Regression in Partially Linear Models**

*by*Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models**

*by*Fève, Frédérique & Florens, Jean-Pierre

**New Century, Old Disparities: Gender and Ethnic Wage Gaps in Latin America**

*by*Juan Pablo Atal & Hugo Nopo & Natalia Winder

**Gender Wage Gaps in Central American Countries: Evidence from a Non-Parametric Approach**

*by*Ted Enamorado & Ana Carolina Izaguirre & Hugo Nopo

**Gender and Racial Wage Gaps in Brazil 1996-2006: Evidence Using a Matching Comparisons Approach**

*by*Luana Marquez Garcia & Hugo Nopo & Paola Salardi

**Ethnic and Gender Wage Gaps in Ecuador**

*by*Lourdes Gallardo & Hugo Nopo

**The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach**

*by*Hugo Nopo

**Efficiency of commercial banks in Bulgaria in the wake of EU accession**

*by*Kiril Tochkov & Nikolay Nenovsky

**Do more placement officers lead to lower unemployment? : evidence from Germany**

*by*Hainmueller, Jens & Hofmann, Barbara & Krug, Gerhard & Wolf, Katja

**Polar sets of anisotropic Gaussian random fields**

*by*Jakob SÃ¶hl

**Product policy and the East-West productivity gap**

*by*Bernd GÃ¶rzig & Martin Gornig & Ramona Voshage & Axel Werwatz

**Generalized single-index models: The EFM approach**

*by*Xia Cui & Wolfgang Karl HÃ¤rdle & Lixing Zhu

**A blocking and regularization approach to high dimensional realized covariance estimation**

*by*Nikolaus Hautsch & Lada M. Kyj & Roel C.A. Oomen

**Quantifizierbarkeit von Risiken auf FinanzmÃ¤rkten**

*by*Wolfgang Karl HÃ¤rdle & Christian Friedrich Wolfgang Kirchner

**Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics**

*by*Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci

**Shape invariant modelling pricing kernels and risk aversion**

*by*Maria Grith & Wolfgang Härdle & Juhyun Park

**De copulis non est disputandum - Copulae: An Overview**

*by*Wolfgang HÃ¤rdle & Ostap Okhrin

**Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator**

*by*Yingcun Xia & Wolfgang HÃ¤rdle & Oliver Linton

**A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics**

*by*Ji Cao & Wolfgang HÃ¤rdle & Julius Mungo

**CDO Pricing with Copulae**

*by*Barbara Choros & Wolfgang HÃ¤rdle & Ostap Okhrin

**On the Systemic Nature of Weather Risk**

*by*Guenther Filler & Martin Odening & Ostap Okhrin & Wei Xu

**To publish or not to publish? On the aggregation and drivers of research performance**

*by*Rogge, Nicky & De Witte, Kristof

**Robust benevolent evaluations of teaching performance**

*by*Rogge, Nicky

**Granting teachers the 'benefit of the doubt' in performance evaluations**

*by*Rogge, Nicky

**Constructing a Knowledge Economy Composite Indicator with Imprecise Data**

*by*Cherchye, Laurens & Moesen, Willem & Rogge, Nicky

**Accounting for exogenous influences in a benevolent performance evaluation of teachers**

*by*De Witte, Kristof & Rogge, Nicky

**The Great Divide in Scientific Productivity. Why the Average Scientist Does Not Exist**

*by*Kelchtermans, Stijn & Veugelers, Reinhilde

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Swedish Consumers' Willingness to Pay for Food Safety - a Contingent Valuation Study on Salmonella Risk**

*by*Sundström, Kristian & Andersson, Henrik

**Nonparametric Structural Estimation of Labor Supply in the Presence of Censoring**

*by*Liang, Che-Yuan

**Nonparametric Structural Estimation of Labor Supply in the Presence of Censoring**

*by*Liang, Che-Yuan

**The Dependence Structure of Macroeconomic Variables in the US**

*by*Chollete, Loran & Ning, Cathy

**International Diversification: A Copula Approach**

*by*Chollete, Loran & Pena, Victor de la & Lu, Ching-Chih

**International Diversification: An Extreme Value Approach**

*by*Chollete, Loran & de la Pena , Victor & Lu, Ching-Chih

**Hospital productivity and the Norwegian ownership reform – A Nordic comparative study**

*by*Kittelsen, Sverre A.C. & Magnussen, Jon & Sarheim Anthun, Kjartan & Häkkinen, Unto & Linna, Miika & Medin, Emma & Olsen, Kim Rose & Rehnberg, Clas

**Organisational Change, Absenteeism and Welfare Dependency**

*by*Røed, Knut & Fevang, Elisabeth

**Wage Rigidity, Institutions, and Inflation**

*by*Holden , Steinar & Wulfsberg, Fredrik

**Local polynomial regression with truncated or censored response**

*by*Karlsson, Maria & Cantoni, Eva & de Luna, Xavier

**Do university units differ in the efficiency of resource utilization?**

*by*Daghbashyan, Zara

**Creating Innovations, Productivity and Growth - the efficiency of Icelandic firms**

*by*Ho, Dong-huyn & Lööf, Hans

**Economic growth across Chinese provinces: in search of innovation-driven gains**

*by*Funke, Michael & Yu, Hao

**Do Prices in the EMU Converge (Non-linearly)?**

*by*Ulrich Fritsche & Sarah Lein & Sebastian Weber

**Economic Growth Across Chinese Provinces: In Search of Innovation-Driven Gains**

*by*Michael Funke & Hao Yu

**Growth and the pollution convergence hypothesis: a nonparametric approach**

*by*C. Ordás Criado & S. Valente & T. Stengos

**A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market**

*by*Jingping Gu & Paula Hernandez-Verme

**Pobreza e impactos heterogéneos de las políticas activas de empleo juvenil: el caso de PROJOVEN en el Perú**

*by*Miguel Jaramillo & José Galdo & Verónica Montalva

**Wavelet Analysis of Central European Stock Market Behaviour During the Crisis**

*by*Jozef Barunik & Lukas Vacha

**Estimating LGD Correlation**

*by*Jiří Witzany

**Loss, Default, and Loss Given Default Modeling**

*by*Jiří Witzany

**Les effets des allègements de cotisations sociales sur l’emploi et les salaires : une évaluation de la réforme Fillon de 2003**

*by*Matthieu Bunel & Fabrice Gilles & Yannick L’Horty

**Study on the efficiency and effectiveness of public spending on tertiary education**

*by*Miguel St. Aubyn & �lvaro Pina & Filomena Garcia & Joana Pais

**Degrees of cooperation in household consumption models: a revealed preference analysis**

*by*Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK

**Constructing a knowledge economy composite indicator with imprecise data**

*by*Laurens CHERCHYE & Willem MOESEN & Nicky ROGGE & Tom VAN PUYENBROECK

**Accounting for exogenous influences in a benevolent performance evaluation of teachers**

*by*Kristof DE WITTE & Nicky ROGGE

**The political economy of efficient public good provision: evidence from Flemish libraries using a generalised conditional efficiency framework**

*by*Kristof DE WITTE & Benny GEYS

**Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models**

*by*Rombouts, J.V.K. & Verbeek, M.J.C.M.

**Riding Bubbles**

*by*Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B.

**Testing for seasonal unit roots in monthly panels of time series**

*by*Kunst, R.M. & Franses, Ph.H.B.F.

**Is power more evenly balanced in poor households?**

*by*Couprie Helene & Peluso Eugenio & Trannoy Alain

**Equality of opportunity and luck: Definitions and testable conditions, with an application to income in France**

*by*Arnaud LEFRANC & Nicolas PISTOLESI & Alain TRANNOY

**Nonparametric estimation of a polarization measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Adaptive Experimental Design Using the Propensity Score**

*by*Jinyong Hahn & Keisuke Hirano & Dean Karlan

**Adaptive Experimental Design Using the Propensity Score**

*by*Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean

**Immigrant’s legal status, permanence in the destination country and the distribution of consumption expenditure**

*by*Matteo Barigozzi & Biagio Speciale

**Forecasting Realized Volatility Using A Nonnegative Semiparametric Model**

*by*Daniel Preve & Anders Eriksson & Jun Yu

**Robust Firm Pricing with Panel Data**

*by*James W. Roberts & Benjamin R. Handel & Kanishka Misra

**Is income becoming more polarized Italy? A closer look with a distributional approach**

*by*Riccardo Massari

**Copulas and bivariate risk measures : an application to hedge funds**

*by*Rihab Bedoui & Makram Ben Dbadis

**Dependence structure of risk factors and diversification effects**

*by*Chen Zou

**Measuring Stock Market Contagion with an Application to the Sub-prime Crisis**

*by*Mark Mink & Jochen Mierau

**Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission**

*by*Maria Nieswand & Astrid Cullmann & Anne Neumann

**Inefficiency in the German Mechanical Engineering Sector**

*by*Alexander Schiersch

**Product Policy and the East-West Productivity Gap: Evidence from German Manufacturing Firms**

*by*Bernd Görzig & Martin Gornig & Ramona Voshage & Axel Werwatz

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff & Sara Kleyer & Philipp Bleninger

**Research Efficiency in Manufacturing: An Application of DEA at the Industry Level**

*by*Jens Schmidt-Ehmcke & Petra Zloczysti

**Innovation, R&D Efficiency and the Impact of the Regulatory Environment: A Two-Stage Semi-Parametric DEA Approach**

*by*Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti

**Duration of Maternity Leave in Germany: A Case Study of Nonparametric Hazard Models and Penalized Splines**

*by*Torben Kuhlenkasper & Göran Kauermann

**Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data**

*by*Christoph Wunder & Andrea Wiencierz & Johannes Schwarze & Helmut Küchenhoff & Sara Kleyer & Philipp Bleninger

**Copulas and bivariate Risk measures : an application to hedge funds**

*by*Bedoui, Rihab & Ben Dbabis, Makram

**Nonparametric Tests of Conditional Treatment Effects**

*by*Sokbae Lee & Yoon-Jae Whang

**Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions**

*by*Chunrong Ai & Xiaohong Chen

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Vadim Marmer & Taisuke Otsu

**On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions**

*by*Yuichi Kitamura & Andres Santos & Azeem M. Shaikh

**Nonparametric Estimation in Random Coefficients Binary Choice Models**

*by*Eric Gautier & Yuichi Kitamura

**Nonparametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**An Improved Bootstrap Test of Stochastic Dominance**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression**

*by*Peter C.B. Phillips & Liangjun Su

**Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor**

*by*Peter C.B. Phillips & Liangjun Su

**Efficient Estimation of Copula-based Semiparametric Markov Models**

*by*Xiaohong Chen & Wei Biao Wu & Yanping Yi

**Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications**

*by*Qiying Wang & Peter C. B. Phillips

**An Illustration of the Returns to Training Programmes: The Evaluation of the “Qualifying Contract" in France**

*by*S. PESSOA e COSTA & S. ROBIN

**Informal Referrals, Employment and Wages: Seeking Causal Directions**

*by*Ana Maria DIAZ E

**Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models**

*by*Guillaume HORNY & Matteo PICCHIO

**A functional data based method for time series classification**

*by*Andrés M. Alonso & David Casado & Sara López Pintado & Juan Romo

**Nonparametric estimation of a polarization measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Consistent estimation of the risk-return tradeoff in the presence of measurement error**

*by*Anisha Ghosh & Oliver Linton

**Evaluating Value-at-Risk models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**A nonparametric copula based test for conditional independence with applications to granger causality**

*by*Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti

**Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test**

*by*Jonathan B. Hill & Artyom Shneyerov

**A nonparametric copula based test for conditional independence with applications to Granger causality**

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim

**Urban concentration and economic growth: checking for specific regional effects**

*by*Pholo Bala, Alain

**Conceptos basicos de estadistica**

*by*Ignacio Velez-Pareja

**La Curva de Engel de los Servicios de Salud En Colombia. Una Aproxima-ción Semiparamétrica**

*by*Barrientos Marín, Jorge & Gallego, Juan Miguel & Saldarriaga, Juan Pablo

**Una aproximación al problema de optimalidad y eficiencia en el sector eléctrico colombiano**

*by*Miguel Andrés Espinosa Farfán

**GMM, Generalized Empirical Likelihood, and Time Series**

*by*F. Crudu

**Dynamic Specification Tests For Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality**

*by*Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti

**Default Predictors and Credit Scoring Models for Retail Banking**

*by*Evžen Kocenda & Martin Vojtek

**Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Wage Rigidity, Institutions, and Inflation**

*by*Steinar Holden & Fredrik Wulfsberg

**Efficient Estimation of a Multivariate Multiplicative Volatility Model**

*by*Christian M. Hafner & Oliver Linton

**Estimation Of A Semiparametricigarch(1,1) Model**

*by*Woocheol Kim & Oliver Linton

**An Alternative Way of ComputingEfficient Instrumental VariableEstimators**

*by*Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton

**Nonparametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Testing for Factor Price Equality in the Presence of Unobserved Factor Quality Diferences**

*by*Andrew Bernard & Stephen Redding & Peter Schott

**Growth and the pollution convergence hypothesis: a nonparametric approach**

*by*Carlos Ordás Criado & Simone Valente & Thanasis Stengos

**Investigando a hipótese de convergência na América Latina e no leste asiático: uma abordagem de regressão quantílica**

*by*Geovana Lorena Bertussi & Lízia de Figueiredo

**The Classification of Economic Activity into Expansions and Recessions**

*by*Travis Berge & Oscar Jorda

**Do You Think Your Risk Is Fair Paid? Evidence From Italian Labor Market**

*by*Vincenzo Carrieri & Edoardo Di Porto & Leandro Elia

**A Nonparametric Analysis Of Canadian Employment Patterns**

*by*Luke Ignaczak & Marcel Voia

**Identification of Causal Effects on Binary Outcomes Using Structural Mean Models**

*by*Paul Clarke & Frank Windmeijer

**Instrumental Variable Estimators for Binary Outcomes**

*by*Paul Clarke & Frank Windmeijer

**Bank-Level Estimates of Market Power**

*by*Sophocles N. Brissimis & Manthos D. Delis

**Bank Heterogeneity and Monetary Policy Transmission**

*by*Sophocles N. Brissimis & Manthos D. Delis

**How Many Consumers are Rational?**

*by*Stefan Hoderlein

**Wage rigidity, institutions, and inflation**

*by*Steinar Holden & Fredrik Wulfsberg

**Comparing population distributions from bin-aggregated sample data: An application to historical height data from France**

*by*Jean-Yves Duclos & Josée Leblanc & David Sahn

**Identification of lagged duration dependence in multiple-spell competing risks models**

*by*Horny, G. & Picchio, M.

**Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney.

**Inference in Mixed Proportional Hazard Models with K Random Effects**

*by*Guillaume Horny.

**Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques**

*by*Tonatiuh Peña & Serafín Martínez & Bolanle Abudu

**Transformation kernel density estimation of actuarial loss functions**

*by*Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London)

**SNM Guide**

*by*Michael Creel & Dennis Kristensen

**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

*by*Michael Creel & Dennis Kristensen

**Comparing population distributions from bin-aggregated sample data: An application to historical height data from France**

*by*Jean-Yves Duclos & Josée Leblanc & David Sahn

**Can nutritional label use influence body weight outcomes?**

*by*Andreas Drichoutis & Rodolfo M. Nayga, Jr. & Panagiotis Lazaridis

**A Note on Long-Memory in Population and Economic Growth**

*by*Mishra Tapas & Prskawetz Alexia & Parhi Mamata & Diebolt Claude

**Limit theorems for functionals of higher order differences of Brownian semi-stationary processes**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Testing a parametric function against a nonparametric alternative in IV and GMM settings**

*by*Tue Gørgens & Allan Würtz

**Jump-Robust Volatility Estimation using Nearest Neighbor Truncation**

*by*Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg

**Unstable volatility functions: the break preserving local linear estimator**

*by*Isabel Casas & Irene Gijbels

**Understanding limit theorems for semimartingales: a short survey**

*by*Mark Podolskij & Mathias Vetter

**Robust Data-Driven Inference for Density-Weighted Average Derivatives**

*by*Matias D. Cattaneo & Richard K. Crump & Michael Jansson

**Semiparametric Modelling and Estimation: A Selective Overview**

*by*Dennis Kristensen

**Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models**

*by*Dennis Kristensen

**Local Whittle estimation of multivariate fractionally integrated processes**

*by*Frank S. Nielsen

**Tails, Fears and Risk Premia**

*by*Tim Bollerslev & Viktor Todorov

**Stochastic volatility of volatility in continuous time**

*by*Ole E. Barndorff-Nielsen & Almut E. D. Veraart

**Testing Conditional Factor Models**

*by*Dennis Kristensen & Andrew Ang

**Jump Testing and the Speed of Market Adjustment**

*by*Torben B. Rasmussen

**The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment**

*by*Nisar Ahmad & Michael Svarer

**Impact de l’ouverture sur la performance des entreprises : l’exemple tunisien**

*by*Ben Rejeb, Mouna

**Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia**

*by*Miroslav Verbič & Franc Kuzmin

**Capacity Utilization in a Generalized Malmquist Index Including Environmental Factors: A Decomposition Analysis**

*by*Torstein Bye & Annegrete Bruvoll & Jan Larsson

**Active Labor Market Policy Effects in a Dynamic Setting**

*by*Bruno Crépon & Marc Ferracci & Grégory Jolivet & Gerard J. van den Berg

**Impact Of Structural Funds On Regional Growth: How To Reconsider A 9 Year-Old Black Box**

*by*Sandy DALL’ERBA & Rachel GUILLAIN & Julie LE GALLO

**Some Composite ExponentialPareto Models for Actuarial Prediction**

*by*Teodorescu, Sandra & Vernic, Raluca

**Cox Regression Models for Unemployment Duration in Romania, Austria, Slovenia, Croatia, and Macedonia**

*by*Kavkler, Alenka & Danacica, Daniela-Emanuela & Babucea, Ana Gabriela & Bicanic, Ivo & Bohm, Bernhard & Tevdovski, Dragan & Tosevska, Katerina & Borsic, Darja

**Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution**

*by*Necula, Ciprian

**Assessing the impact of public funds on private R&D: A comparative analysis between state and regional subsidies**

*by*García Quevedo , José & Afcha Chávez , Sergio

**Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia**

*by*Sasa Zikovic & Bora Aktan

**Real-Time Market Abuse Detection with a Stochastic Parameter Model**

*by*Radosław Cholewiński

**Nonparametric Approach to Patent Citations**

*by*Petr Mariel & Susan Orbe

**Unexpected Recovery Risk and LGD Discount Rate Determination**

*by*Jiří Witzany

**Testing for omitted variables in partially linear regression models**

*by*Lawrence Dacuycuy

**The Financial Crisis Impact On Ethical Financial Institutions**

*by*Barbu Teodora Cristina & Boitan Iustina Alina

**Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application**

*by*James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou

**An Efficiency Analysis of Punjab’s Cotton-Wheat System**

*by*M. Ishaq Javed & Sultan Ali Adil & Sarfaraz Hassan & Asghar Ali

**Effects of Filter Techniques on the Evaluation of a Model of Real Economic Cycles**

*by*Fredy Vásquez Bedoya & Sergio Restrepo Ochoa

**Hysteresis in Unemployment Rates? A Comparison between Germany and the US**

*by*Uwe Hassler & Jürgen Wolters

**The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation**

*by*Camelia Minoiu & Sanjay G. Reddy

**Measuring the benefit of prenatal care in a less-developed country: semi-parametric estimates from Uruguay**

*by*R. Todd Jewell & Jeffrey J. Rous

**Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama**

*by*Namýk Kemal ERDOGAN & Nevin UZGOREN

**Comparing the Efficiency and Productivity of the Indian Pharmaceutical Firms: A Malmquist-Meta-Frontier Approach**

*by*Mainak Mazumdar & Meenakshi Rajeev

**Investigating the energy-environmental Kuznets curve**

*by*Luzzati, T. & Orsini, M.

**Wie effizient werden die Forschungsausgaben im internationalen Vergleich eingesetzt?**

*by*Astrid Cullmann & Jens Schmidt-Ehmcke & Petra Zloczysti

**School cover policy and academic achievement: the case of Medellin´s concession program**

*by*Barrientos Marín, Jorge

**School cover policy and academic achievement: the case of Medellin´s concession program**

*by*Barrientos Marín, Jorge

**Determinantes de la inversión en innovación en el sector de Bogotá:estimaciones econométricas a nivel de la firma**

*by*Jorge Andrés Vélez Ospina

**On the Consumer Behavior in Urban Colombia: The Case of Bogotá**

*by*Jorge Barrientos Marín

**Testing for Random Walk Behavior in Euro Exchange Rates**

*by*Amelie Charles & Olivier Darne

**L'effet de l'artt sur le chômage partiel. Une analyse empirique entre 1995 et 2005**

*by*Oana Calavrezo & Richard Duhautois & Emmanuelle Walkowiak

**Determinantes De La Inversión En Innovación En El Sector De Bogotá: Estimaciones Econométricas A Nivel De La Firma**

*by*JORGE ANDRÉS VÉLEZ OSPINA

**On The Consumer Behavior In Urban Colombia: The Case Of Bogotá**

*by*Jorge Barrientos Marín

**Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach**

*by*Cathy Ning & Tony S. Wirjanto

**A Monte Carlo Study of the Necessary and Sufficient Conditions for Weak Separability**

*by*Hjertstrand, Per

**Where have (almost) all the wealthy gone ? Spatial decomposition of wealth trends in France, 1820-1939**

*by*Suwa-Einsenmann, Akiko & Postel-Vinay, Gilles & Bourdieu, Jérôme & Menéndez, Marta

**Aid, Policies, and Growth in Developing Countries: A New Look at the Empirics**

*by*Eskander Alvi & Debasri Mukherjee & Elias Kedir Shukralla

**Linking Managerial Behaviour to Cost and Profit Efficiency in the Banking Sectors of Central and Eastern European Countries**

*by*Stefania P. S. Rossi & Markus S. Schwaiger & Gerhard Winkler

**Regression tree analysis of effects of energy prices on Turkish current account deficit**

*by*Tevfik AYTEMİZ & Ahmet ŞENGÖNÜL

**Döviz kurlarının öngörüsünde stokastik oynaklık modelleri**

*by*Alper ÖZÜN & Mehmet TÜRK

**An Alternative Measure of Efficiency in the Use of Electricity in India: A State Wise Assessment**

*by*Shrabani Mukherjee

**Technical efficiency in the Use of Health Care Resources: A Case Study of Tamil Nadu**

*by*Umakant Dash & S. D. Vaishnavi & V. R. Muraleedharan

**Nonparametric Instrumental Variable Estimation in Practice**

*by*Michael Cohen & Philip Shaw & Tao Chen

**Balanced Control of Generalized Error Rates**

*by*Joseph P. Romano & Michael Wolf

**Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling**

*by*Joseph P. Romano & Azeem M. Shaikh & Michael Wolf

**Robust Performance Hypothesis Testing with the Sharpe Ratio**

*by*Oliver Ledoit & Michael Wolf

**Optimal testing of multiple hypotheses with common effect direction**

*by*Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf

**Déjà Vu? Short-Term Training in Germany 1980-1992 and 2000-2003**

*by*Osikominu, Aderonke & Orlyanskaya, Olga & Fitzenberger, Bernd & Waller, Marie

**A Geometric Measure for the Violation of Utility Maximization**

*by*Heufer, Jan

**Measuring Residential Energy Efficiency Improvements with DEA**

*by*Grösche, Peter

**Public-sector efficiency and interjurisdictional competition: An empirical investigation**

*by*Becker, Daniel Thomas

**The Virgin HIV Puzzle: Can misreporting account for the high proportion of HIV cases in self-reported virgins?**

*by*Deuchert, Eva

**Die another day: duration in German import trade**

*by*Nitsch, Volker

**A partially linear approach to modelling the dynamics of spot and futures prices**

*by*Gaul, Jürgen & Theissen, Erik

**Patients' Perceptions and Treatment Effectiveness**

*by*Sean Murphy & Robert Rosenman & Jon Yoder & Dan Firesner

**Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants**

*by*M. Eslava, J. Haltwanger, A. Kugler, M. Kugler

**Job Mobility and Skill Transferability. Some Evidences from Denmark and a Large Italian Region**

*by*Rikke Ibsen & Elisabetta Trevisan & Niels Westergaard-Nielsen

**Public Sector Pay Gaps and Skill Levels: a Cross-Country Comparison**

*by*Paolo Ghinetti & Claudio Lucifora

**A new method for constructing exact tests without making any assumptions**

*by*Karl Schlag

**Small-area estimation with spatial similarity**

*by*Nicholas Longford

**Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference**

*by*Karl Schlag

**Exact tests for correlation and for the slope in simple linear regressions without making assumptions**

*by*Karl Schlag

**Technical efficiency in Botswana’s financial institutions: a DEA approach**

*by*Moffat, Boitnmelo & Valadkhani, Abbas

**Identifying productivity change in Botswana’s financial institutions: an application of Malmquist productivity indices**

*by*Moffat, Boitnmelo & Valadkhani, Abbas & Harvie, Charles

**Spatial Growth Volatility and Age-structured Human Capital Dynamics in Europe**

*by*Mamata Parhi & Tapas Mishra

**An optimization-based matching procedure**

*by*Tomás Rau Binder & Jorge Rivera Cayupi & Rodrigo Krell

**Parametric and Semiparametric Efficient Tests for Parameter Instability**

*by*Dong Jin Lee

**The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study using Propensity Scores**

*by*Anupam Nanda & Stephen L. Ross

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Quantile-Based Nonparametric Inference for First-Price Auctions**

*by*Marmer, Vadim & Shneyerov, Artyom

**Nonparametric Tests of Collectively Rational Consumption Behavior : An Integer Programming Procedure**

*by*Cherchye, L.J.H. & de Rock, B. & Sabbe, J. & Vermeulen, F.M.P.

**Semiparametric Robust Estimation of Truncated and Censored Regression Models**

*by*Cizek, P.

**Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known**

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

**Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data**

*by*Abbring, J.H. & Chiappori, P.A. & Zavadil, T.

**An Afriat Theorem for the Collective Model of Household Consumption**

*by*Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P.

**The Shorth Plot**

*by*Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.

**Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**A K-sample Homogeneity Test based on the Quantification of the p-p Plot**

*by*Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk

**Better Safe than Sorry? Ex Ante and Ex Post Moral Hazard in Dynamic Insurance Data**

*by*Jaap Abbring & Pierre-André Chiappori & Tibor Zavadil

**The Effect of Parents' Schooling on Child's Schooling: A Nonparametric Bounds Analysis**

*by*Monique de Haan

**MDL Mean Function Selection in Semiparametric Kernel Regression Models**

*by*Jan G. De Gooijer & Ao Yuan

**Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility**

*by*Charles S. Bos

**Nonparametric Estimation of the Costs of Non-Sequential Search**

*by*Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**Sample selection bias and the South African wage function**

*by*Cobus Burger

**Out-of-sample comparison of copula specifications in multivariate density forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study**

*by*Terje Skjerpen

**Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach**

*by*Luiza Badin & Cinzia Daraio & Léopold Simar

**Generalized nonparametric deconvolution with an application to earnings dynamics - Published Review of Economic Studies, Vol. 77, Issue 2, pp. 491-533, 2010**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Public Good Provision in a Federalist Country: Tiebout Competition, Fiscal Equalization, and Incentives for Efficiency in Switzerland**

*by*Philippe K. Widmer & Peter Zweifel

**Gender wage discrimination in Mexico: A distributional approach**

*by*Gurleen Popli

**Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory**

*by*Pascal Lavergne & Valentin Patilea

**Modelling and measuring volatility**

*by*Ole E. Barndorff-Nielsen & Neil Shephard

**Fitting vast dimensional time-varying covariance models**

*by*Robert Engle & Neil Shephard & Kevin Shepphard

**Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model**

*by*Arnab Bhattacharjee

**Nonparametric estimation when income is reported in bands and at points**

*by*Martin Wittenberg

**A Geometric Measure for the Violation of Utility Maximization**

*by*Jan Heufer

**Measuring Residential Energy Efficiency Improvements with DEA**

*by*Peter Grösche

**Easterlin-types and Frustrated Achievers: the Heterogeneous E¤ects of Income Changes on Life Satisfaction**

*by*Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti

**Height and the normal distribution: Evidence from Italian military data**

*by*Brian A'Hearn & Franco Peracchi & Giovanni Vecchi

**Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives**

*by*Adam Clements & A S Hurn & K A Lindsay

**Estimating the Payoffs of Temperature-based Weather Derivatives**

*by*Adam Clements & A S Hurn & K A Lindsay

**It never rains but it pours: Modelling the persistence of spikes in electricity prices**

*by*T M Christensen & A S Hurn & K A Lindsay

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Empirical Likelihood Block Bootstrapping**

*by*Jason Allen & Allan W. Gregory & Katsumi Shimotsu

**Analysis of the Predictors of Default for Portuguese Firms**

*by*Ana Lacerda & Russ A.Moro

**Approximating and Forecasting Macroeconomic Signals in Real-Time**

*by*João Valle e Azevedo & Ana Pereira

**Growth and inequality effects on poverty reduction in Italy**

*by*Vincenzo Lombardo

**Robust Two-Stage Least Squares: some Monte Carlo experiments**

*by*Mishra, SK

**Gibrat’s law for countries**

*by*González-Val, Rafael & Sanso-Navarro, Marcos

**A new method of robust linear regression analysis: some monte carlo experiments**

*by*Mishra, SK

**Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies**

*by*Kortelainen, Mika

**Garch Parameter Estimation Using High-Frequency Data**

*by*Visser, Marcel P.

**Short-term evolution of forward curves and volatility in illiquid power market**

*by*Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián

**On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing**

*by*Luati, Alessandra & Proietti, Tommaso

**The comovements of construction in Italy's regions, 1861-1913**

*by*Ciccarelli, Carlo & Fenoaltea, Stefano & Proietti, Tommaso

**Imposing Monotonicity Nonparametrically in First-Price Auctions**

*by*Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.

**A Test for Multimodality of Regression Derivatives with an Application to Nonparametric Growth Regressions**

*by*Henderson, Daniel J.

**Are any growth theories linear? Why we should care about what the evidence tells us**

*by*Henderson, Daniel J. & Papageorgiou, Chris & Parmeter, Christopher F.

**Decimalization, Realized Volatility, and Market Microstructure Noise**

*by*Vuorenmaa, Tommi A.

**Consumer preferences and demand systems**

*by*Barnett, William A. & Serletis, Apostolos

**Межотраслевой Анализ Эффективности Промышленности Украины**

*by*Goncharuk, Anatoliy G.

**Межотраслевой Анализ Эффективности Промышленности Украины**

*by*Goncharuk, Anatoliy G.

**An Alternative Sense of Asymptotic Efficiency**

*by*Mueller, Ulrich

**Unemployment durations after temporary work: Evidence for Great Britain and Germany**

*by*Dekker, Ronald

**Interdependent Preferences, Potential Games and Household Consumption**

*by*Deb, Rahul

**A Multivariate Band-Pass Filter**

*by*Valle e Azevedo, João

**On the functional estimation of multivariate diffusion processes**

*by*Bandi, Federico & Moloche, Guillermo

**Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia**

*by*Verbic, Miroslav & Kuzmin, Franc

**Impact Evaluation of Multiple Overlapping Programs using Difference-in-differences with Matching**

*by*Nguyen Viet, Cuong

**Measuring regional public health provision**

*by*Halkos, George & Tzeremes, Nickolaos

**Public sector efficiency: Leveling the playing field between OECD countries**

*by*Adam, Antonis & Delis, Manthos D & Kammas, Pantelis

**Comment: The Identification Power of Equilibrium in Simple Games**

*by*Aguirregabiria, Victor

**A non-parametric investigation of risk premia**

*by*Peroni, Chiara

**A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price**

*by*Manzan, sebastiano & Zerom, Dawit

**Growth and inequality effects on poverty reduction in Italy**

*by*Lombardo, Vincenzo

**Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies**

*by*Delis, Manthos D & Koutsomanoli-Filippaki, Anastasia & Staikouras, Christos & Gerogiannaki, Katerina

**Comparing the accuracy of density forecasts from competing GARCH models**

*by*Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

**Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability**

*by*Barnett, William A. & de Peretti, Philippe

**A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores**

*by*Mishra, SK

**New Evidence on Gibrat’s Law for Cities**

*by*González-Val, Rafael & Lanaspa, Luis & Sanz, Fernando

**Active Labour Market Programmes and Poverty Dynamics in Ireland**

*by*Halpin, Brendan & Hill, John

**Competing methods for representing random taste heterogeneity in discrete choice models**

*by*Fosgerau, Mogens & Hess, Stephane

**Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices**

*by*Xun Tang

**Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary**

*by*Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang

**Testing Distributional Inequalities and Asymptotic Bias**

*by*Kyungchul Song

**An improved two-step regularization scheme for spot volatility estimation**

*by*S. Sanfelici & S. Ogawa

**Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise**

*by*S. Sanfelici & M. E. Mancino

**Sequencing Anomalies in Choice Experiments**

*by*Brett Day & Jose Luis Pinto Prades

**Fitting vast dimensional time-varying covariance models**

*by*Neil Shephard & Kevin Sheppard & Robert F. Engle

**Stochastic Volatility: Origins and Overview**

*by*Neil Shephard & Torben G. Andersen

**Measuring downside risk - realised semivariance**

*by*Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen

**Unit Root Testing with Unstable Volatility**

*by*Brandan K. Beare

**Modelling and measuring volatility**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Unit Root Testing with Unstable Volatility**

*by*Brendan K. Beare

**Estimating search with learning**

*by*Sergei Koulayev

**Market Entry in E-Commerce**

*by*Maximilian Kasy & Michael Kummer

**Identification and Estimation of 'Irregular' Correlated Random Coefficient Models**

*by*Bryan S. Graham & James Powell

**Inferring Welfare Maximizing Treatment Assignment under Budget Constraints**

*by*Debopam Bhattacharya & Pascaline Dupas

**Estimating Matching Games with Transfers**

*by*Jeremy T. Fox

**Efficiency bounds for missing data models with semiparametric restrictions**

*by*Bryan S. Graham

**Bayesian Averaging, Prediction and Nonnested Model Selection**

*by*Han Hong & Bruce Preston

**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Inverse Probability Tilting for Moment Condition Models with Missing Data**

*by*Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel

**Nonparametric Identification and Estimation in a Generalized Roy Model**

*by*Patrick Bayer & Shakeeb Khan & Christopher Timmins

**Rainbow plots, Bagplots and Boxplots for Functional Data**

*by*Rob J. Hyndman & Han Lin Shang

**Density forecasting for long-term peak electricity demand**

*by*Rob J Hyndman & Shu Fan

**Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown**

*by*Kulan Ranasinghe & Mervyn J. Silvapulle

**Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown**

*by*Kulan Ranasinghe & Mervyn J. Silvapulle

**Driving Factors of Growth in Hungary - a Decomposition Exercise**

*by*Gábor Kátay & Zoltán Wolf

**Confidence Intervals for Estimates of Elasticities**

*by*J. G. Hirschberg, J. N. Lye & D. J. Slottje

**Analysing tax-benefit reforms with nonparametric methods**

*by*Carlo Vittorio FIORIO

**Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individualspecific Effects**

*by*JÃ¼rgen Maurer & Roger Klein & Francis Vella

**Who wears the trousers? A semiparametric analysis of decision power in couples**

*by*Melanie LÃ¼hrmann & JÃ¼rgen Maurer

**Structural Transformation and the role of Foreign Direct Investment in Portugal: a descriptive analysis for the period 1990-2005**

*by*Miguel Lebre de Freitas & Ricardo Paes Mamede

**Semiparametric Deconvolution with Unknown Error Variance**

*by*William C. Horrace & Christopher F. Parmeter

**Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru**

*by*Jose Galdo & Miguel Jaramillo & Veronica Montalva

**The sensitivity of nonparametric misspecification tests to disturbance autocorrelation**

*by*Andrea Vaona

**Trend Extraction From Time Series With Structural Breaks and Missing Observations**

*by*Schlicht, Ekkehart

**Stochastic FDH/DEA estimators for Frontier Analysis**

*by*Leopold Simar & Valentin Zelenyuk

**Local Likelihood Estimation of Truncated Regression and Its Partial Derivatives: Theory and Application**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**Empirical Assessment of Bifurcation Regions within New Keynesian Models**

*by*William Barnett & Evgeniya Aleksandrovna Duzhak

**Comparing Shapes of Engel Curves**

*by*Andreas Chai & Alessio Moneta

**Mismeasured Household Size and Its Implications for the Identification of Economies of Scale**

*by*Halliday, Timothy

**Mismeasured Household Size and Its Implications for the Identification of Economies of Scale**

*by*Halliday, Timothy J.

**Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit: Eine Bilanz nach fünf Jahren**

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

**Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit: Eine Bilanz nach fünf Jahren**

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

**A Nonparametric Examination of Capital-Skill Complementarity**

*by*Henderson, Daniel J.

**A Nonparametric Examination of Capital-Skill Complementarity**

*by*Henderson, Daniel J.

**Active Labor Market Policy Effects in a Dynamic Setting**

*by*Crépon, Bruno & Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Active Labor Market Policy Effects in a Dynamic Setting**

*by*Crépon, Bruno & Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan José & Stucchi, Rodolfo

**Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan J. & Stucchi, Rodolfo

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

*by*Gaure, Simen & Roed, Knut & Westlie, Lars

**An Afriat Theorem for the Collective Model of Household Consumption**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**An Afriat Theorem for the Collective Model of Household Consumption**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**The Determinants of Regional Migration in Great Britain: A Duration Approach**

*by*Andrews, Martyn J. & Clark, Ken & Whittaker, William

**The Determinants of Regional Migration in Great Britain: A Duration Approach**

*by*Andrews, Martyn J. & Clark, Ken & Whittaker, William

**Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000)**

*by*Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin

**Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000)**

*by*Campos, Nauro F & Karanasos, Menelaos G. & Tan, Bin

**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

*by*Frölich, Markus & Melly, Blaise

**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

*by*Frölich, Markus & Melly, Blaise

**Recent Developments in the Econometrics of Program Evaluation**

*by*Imbens, Guido W. & Wooldridge, Jeffrey M.

**Recent Developments in the Econometrics of Program Evaluation**

*by*Imbens, Guido W. & Wooldridge, Jeffrey M.

**Quantile Treatment Effects in the Regression Discontinuity Design**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design**

*by*Frölich, Markus & Melly, Blaise

**From Giving Birth to Paid Labor: The Effects of Adult Education for Prime-Aged Mothers**

*by*Bergemann, Annette & van den Berg, Gerard J.

**From Giving Birth to Paid Labor: The Effects of Adult Education for Prime-Aged Mothers**

*by*Bergemann, Annette & van den Berg, Gerard J.

**Déjà Vu? Short-Term Training in Germany 1980–1992 and 2000–2003**

*by*Fitzenberger, Bernd & Orlyanskaya, Olga & Osikominu, Aderonke & Waller, Marie

**Déjà Vu? Short-Term Training in Germany 1980–1992 and 2000–2003**

*by*Fitzenberger, Bernd & Orlyanskaya, Olga & Osikominu, Aderonke & Waller, Marie

**Public Sector Pay Gap in France: New Evidence Using Panel Data**

*by*Bargain, Olivier & Melly, Blaise

**Public Sector Pay Gap in France: New Evidence Using Panel Data**

*by*Bargain, Olivier & Melly, Blaise

**Heterogeneous Impacts in PROGRESA**

*by*Djebbari, Habiba & Smith, Jeffrey A.

**Heterogeneous Impacts in PROGRESA**

*by*Djebbari, Habiba & Smith, Jeffrey A.

**Start-Up Subsidies in East Germany: Finally, a Policy that Works?**

*by*Caliendo, Marco

**Start-Up Subsidies in East Germany: Finally, a Policy that Works?**

*by*Caliendo, Marco

**Unconditional Quantile Treatment Effects under Endogeneity**

*by*Frölich, Markus & Melly, Blaise

**Unconditional Quantile Treatment Effects under Endogeneity**

*by*Frölich, Markus & Melly, Blaise

**The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles**

*by*Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J.

**The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles**

*by*Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J.

**Consumer Search on the Internet**

*by*Babur de los Santos

**Assessing Hospital Efficiency: Non-parametric Evidence for Portugal**

*by*António Afonso & Sónia Fernandes

**Income Distribution Determinants and Public Spending Efficiency**

*by*António Afonso & Ludger Schknecht & Vito Tanzi

**Specification Tests of Parametric Dynamic Conditional Quantiles**

*by*Juan Carlos Escanciano & Carlos Velasco

**Age-structured Human Capital and Spatial Total Factor Productivity Dynamics**

*by*Mishra, Tapas & Jumah, Adusei & Parhi, Mamata

**Sharp identification regions in games**

*by*Arie Beresteanu & Ilya Molchanov & Francesca Molinari

**Estimation of nonparametric conditional moment models with possibly nonsmooth moments**

*by*Xiaohong Chen & Demian Pouzo

**More on confidence intervals for partially identified parameters**

*by*Jörg Stoye

**Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals**

*by*Xiaohong Chen & Demian Pouzo

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**Identifying the returns to lying when the truth is unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Consistent noisy independent component analysis**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Generalized nonparametric deconvolution with an application to earnings dynamics**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Retornos de la educación pública y privada: Inferencia asintótica y bootstrap en medidas de desigualdad**

*by*Carlos Alberto Foronda Rojas & Milenka Ocampo

**Bounds analysis of competing risks : a nonparametric evaluation of the effect of unemployment benefits on migration in Germany (Revised version of the FDZ Methodenbericht No. 04/2007)**

*by*Arntz, Melanie & Lo, Simon M. S. & Wilke, Ralf A.

**Déjà vu? Short-term training in Germany 1980-1992 and 2000-2003**

*by*Fitzenberger, Bernd & Orlyanskaya, Olga & Osikominu, Aderonke & Waller, Marie

**The wage costs of motherhood : which mothers are better off and why**

*by*Nivorozhkina, Ludmilla & Nivorozhkin, Anton

**The impact of firm characteristics on the success of employment subsidies : a decomposition analysis of treatment effects**

*by*Krug, Gerhard & Dietz, Martin & Ullrich, Britta

**Measuring and Modeling Risk Using High-Frequency Data**

*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

**Modeling Dependencies in Finance using Copulae**

*by*Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin

**Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation**

*by*Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer

**Stock Picking via Nonsymmetrically Pruned Binary Decision Trees**

*by*Anton Andriyashin

**The Stochastic Fluctuation of the Quantile Regression Curve**

*by*Wolfgang Härdle & Song Song

**Recursive Portfolio Selection with Decision Trees**

*by*Anton Andriyashin & Wolfgang Härdle & Roman Timofeev

**A Consistent Nonparametric Test for Causality in Quantile**

*by*Kiho Jeong & Wolfgang Härdle

**Value-at-Risk and Expected Shortfall when there is long range dependence**

*by*Wolfgang Härdle & Julius Mungo

**The Default Risk of Firms Examined with Smooth Support Vector Machines**

*by*Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh

**Independent Component Analysis Via Copula Techniques**

*by*Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang

**The Bayesian Additive Classification Tree Applied to Credit Risk Modelling**

*by*Junni L. Zhang & Wolfgang Härdle

**Adaptive pointwise estimation in time-inhomogeneous time-series models**

*by*Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny

**The Long-Term Impacts of Vocational Rehabilitation**

*by*Westlie, Lars

**Norwegian Vocational Rehabilitation Programs: Improving Employability and Preventing Disability?**

*by*Westlie, Lars

**The Impacts of Labor Market Policies on Job Search Behavior and Post-Unemployment Job Quality**

*by*Gaure, Simen & Røed, Knut & Westlie, Lars

**An Overview of Methods in the Analysis of Dependent ordered catagorical Data: Assumptions and Implications**

*by*Högberg, Hans & Svensson, Elisabeth

**Comparison of methods in the analysis of dependent ordered catagorical data**

*by*Högberg, Hans & Svensson, Elisabeth

**Bandspectrum Cointegration**

*by*Andersson, Fredrik N. G.

**Monitoring and norms in sickness insurance: empirical evidence from a natural experiment**

*by*Hesselius, Patrik & Johansson, Per & Vikström, Johan

**Duration dependence versus unobserved heterogeneity in treatment effects: Swedish labor market training and the transition rate to employment**

*by*Richardson, Katarina & van den Berg, Gerard J

**The matching method for treatment evaluation with selective participation and ineligibles**

*by*Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J.

**Market Structure and the Stability and Volatility of Electricity Prices**

*by*Bask, Mikael & Widerberg, Anna

**The Contribution of Greenhouse Pollution to Productivity Growth**

*by*Pantelis Kalaitzidakis. & Theofanis P. Mamuneas. & Thanasis Stengos.

**Conditional Spatial Quantile: Characterization and Nonparametric Estimation**

*by*Mohamed CHAOUCH (IMB, Université de Bourgogne) & Ali GANNOUN (CNAM, Paris) & Jérôme SARACCO (GREThA)

**Combining Multiple Criterion Systems for Improving Portfolio Performance**

*by*H. D. Vinod & D. F. Hsu & Y. Tian

**Atividade Inovativa Na América Latina: Uma Comparação Entre Industrias De Baixa E Alta Intensidade Tecnológica**

*by*Sérgio Kannebley Júnior & João Alberto de Negri

**Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models**

*by*Vít Bubák

**Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices**

*by*Christian De Peretti & Carole Siani

**The effectiveness and efficiency of public spending**

*by*Ulrike Mandl & Adriaan Dierx & Fabienne Ilzkovitz

**Is a little sunshine all we need? On the impact of sunshine regulation on profits, productivity and prices in the Dutch drinking water sector**

*by*Kristof De Witte & David S. Saal

**Capturing the environment, a metafrontier approach to the drinking water sector**

*by*Kristof De Witte & Rui C. Marques

**Nonparametric tests of collectively rational consumption behavior: an integer programming procedure**

*by*Laurens Cherchye & Bram De Rock & Jeroen Sabbe & Frederic Vemeulen

**Range-based covariance estimation using high-frequency data: The realized co-range**

*by*Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E.

**Energy consumption and economic development:a semiparametric panel analysis**

*by*Phu Nguyen Van

**Can rare events explain the equity premium puzzle?**

*by*Christian Julliard & Anisha Ghosh

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**A Nonparametric Approach to Evaluating Inflation-Targeting Regimes**

*by*Weshah Razzak & Rabie Nasser

**Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals**

*by*Chen, Xiaohong & Pouzo, Demian

**Potential Gains from Mergers in Local Public Transport: An Efficiency Analysis Applied to Germany**

*by*Matthias Walter & Astrid Cullmann

**Next Stop: Restructuring?: A Nonparametric Efficiency Analysis of German Public Transport Companies**

*by*Christian von Hirschhausen & Astrid Cullmann

**The WTO Trade Effect**

*by*Pao-Li Chang¤ & Myoung-Jae Lee

**Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship**

*by*Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying

**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Optimal Bandwidth Choice for Interval Estimation in GMM Regression**

*by*Yixiao Sun & Peter C.B. Phillips

**Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood**

*by*Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang

**Structural Nonparametric Cointegrating Regression**

*by*Qiying Wang & Peter C.B. Phillips

**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

*by*Xiaohong Chen & Demian Pouzo

**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

*by*Xiaohong Chen & Demian Pouzo

**Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments**

*by*Xiaohong Chen & Demian Pouzo

**Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals**

*by*Xiaohong Chen & Demian Pouzo

**A semi-parametric model for circular data based on mixtures of beta distributions**

*by*Jose Antonio Carnicero & Michael P. Wiper

**Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**Nonparametric estimation of conditional beta pricing models**

*by*Eva Ferreira & Javier Gil-Bazo & Susan Orbe

**La responsabilité sociale, est-elle une variable influençant les performances d’entreprise?**

*by*Greta Falavigna

**Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels**

*by*Nikolay Gospodinov & Masayuki Hirukawa

**Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan J. & Stucchi, Rodolfo

**Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896-2000)**

*by*Campos, Nauro F & Karanasos, Menelaos & Tan, Bin

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

*by*Dubois, Pierre & Jullien, Bruno & Magnac, Thierry

**Asymptotic properties of the Bernstein density copula for dependent data**

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim

**Social protection performance in the European Union: comparison and convergence**

*by*COELLI, Tim & LEFEBVRE, Mathieu & PESTIEAU, Pierre

**¿Migran los colombianos para mejorar sus condiciones laborales? Evidencia de la hipótesis de selección para Colombia 2003**

*by*Mónica Roa Rodríguez

**Desigualdad salarial en Colombia 1984-2005: cambios en la composición del mercado laboral y retornos a la educación post-secundaria**

*by*Christian Manuel Posso Suárez

**Algunos hechos estilizados sobre el comportamiento de los precios regulados en Colombia**

*by*Enrique López Enciso

**A Comparison Of Mean-Variance Efficiency Tests**

*by*Enrique Sentana & Dante Amegual

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Fiscal Decentralization and Public Sector Efficiency: Evidence from OECD Countries**

*by*Antonis Adam & Manthos D. Delis & Pantelis Kammas

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

*by*Pierre Dubois & Bruno Jullien & Thierry Magnac

**Smoothness Adaptive AverageDerivative Estimation**

*by*Marcia M Schafgans & Victoria Zinde-Walshyz

**Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market**

*by*Eduardo Mendes & Les Oxley & Marco Reale

**Dynamic distributions and changing copulas**

*by*Harvey, A.

**Easterlin-types and Frustrated Achievers: the Heterogeneous Effects of Income Changes on Life Satisfaction**

*by*Becchetti, L. & Corrado, L. & Rossetti , F.

**Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries**

*by*Sophocles N. Brissimis & Manthos D. Delis & Nikolaos I. Papanikolaou

**Analyse conjoncturelle de données brutes et estimation de cycles Partie 2 : mise en oeuvre empirique**

*by*Lacroix, R.

**Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests**

*by*Lacroix, R.

**Analysis of the Performance of Mexican Pension Funds: Evidence from a Stationary Bootstrap Application**

*by*Arnulfo Rodríguez & Gerardo Zúñiga & Pedro N. Rodríguez

**A beta based framework for (lower) bond risk premia**

*by*Stefano Nobili & Gerardo Palazzo

**Empirical Likelihood Block Bootstrapping**

*by*Jason Allen & Allan W. Gregory & Katsumi Shimotsu

**Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models**

*by*Christian Conrad & Enno Mammen

**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

*by*Michael Creel

**Human Capital Accumulation and Spatial TFP Interdependence**

*by*Tapas Mishra & Mamata Parhi & Claude Diebolt

**Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution**

*by*Jean Jacod & Mark Podolskij & Mathias Vetter

**Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood**

*by*Per Frederiksen & Frank S. Nielsen

**Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood**

*by*Dennis Kristensen & Yongseok Shin

**Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances**

*by*Almut E. D. Veraart

**Semiparametric Inference in a GARCH-in-Mean Model**

*by*Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias

**The limiting behavior of the estimated parameters in a misspecified random field regression model**

*by*Christian M. Dahl & Yu Qin

**Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data**

*by*Dennis Kristensen

**Bias-reduced estimation of long memory stochastic volatility**

*by*Per Frederiksen & Morten Ørregaard Nielsen

**New tests for jumps: a threshold-based approach**

*by*Mark Podolskij & Daniel Ziggel

**Bipower-type estimation in a noisy diffusion setting**

*by*Mark Podolskij & Mathias Vetter

**Small Bandwidth Asymptotics for Density-Weighted Average Derivatives**

*by*Matias D. Cattaneo & Richard K. Crump & Michael Jansson

**A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models**

*by*Mark Podolskij & Daniel Ziggel

**Inference for the jump part of quadratic variation of Itô semimartingales**

*by*Almut Veraart

**Pricing Volatility of Stock Returns with Volatile and Persistent Components**

*by*Jie Zhu

**A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments**

*by*Sudhanshu Kumar MISHRA

**Factor productivity and efficiency of the Vietnamese economy in transition**

*by*Nguyen Khac Minh & Giang Thanh Long

**Factor productivity and efficiency of the Vietnamese economy in transition**

*by*Nguyen Khac Minh & Giang Thanh Long

**Estimation of Hedonic Models Using a Multilevel Approach: An Application for the Swiss Rental Market**

*by*Dragana Djurdjevic & Christine Eugster & Ronny Haase

**Reply to Weller, Mellewigt, and Decker**

*by*Alexander T. Nicolai & Thomas W. Thomas

**De-Diversification in Germany: Some Critical Remarks on Nicolai and Thomas (2006)**

*by*Ingo Weller & Thomas Mellewigt & Carolin Decker

**The Evolution of World Export Sophistication and the Italian Trade Anomaly**

*by*Michele Di Maio & Federico Tamagni

**The Italian anomaly in the evolution of international trade**

*by*Michele Di Maio & Federico Tamagni

**Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939**

*by*Jérôme Bourdieu & Marta Menéndez & Gilles Postel-Vinay & Akiko Suwa-Eisenmann

**Flexibility Value of Czech Power-Generation**

*by*Jan Vlachý

**A Dea Approach To The Relative Efficiency Of Portuguese Public Universities**

*by*António Afonso & Mariana Santos

**La pobreza en España en el período 1985-1995. Un análisis transversal y longitudinal**

*by*GONZÁLEZ RODRÍGUEZ, Maria del Rosario & VELASCO MORENTE, Francisco & GONZÁLEZ ABRIL, Luis

**Quality of Public Education and Academic Achievement in Medellín, 2004-2006. An Application of Interquartile Regression**

*by*Jorge Barrientos Marín

**An Analytical & Critical Review of G.A. Parwez’s Rububiyyah Order**

*by*Farooq Aziz & Farooq Aziz

**Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates**

*by*Gabriel Bobeica & Elena Bojesteanu

**Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar**

*by*Guillermo Benavides Perales & Israel Felipe Mora Cuevas

**Modelo de cálculo de capital económico por riesgo de crédito para portafolios de créditos a personas físicas**

*by*Adán Díaz Hernández & José C. Ramírez Sánchez

**Estimating Panel Data Models in the Presence of Endogeneity and Selection**

*by*Julda Kielyte

**Calidad de la educación pública y logro académico en Medellín, 2004-2006. Una aproximación por regresión intercuartil**

*by*Jorge Barrientos Marín

**Testing Happiness Hypothesis among the Elderly**

*by*Alejandro Cid & Daniel Ferrés & Máximo Rossi

**Fonds structurels, effets de débordement géographique et croissance régionale en Europe**

*by*Sandy Dall’Herba & Rachel Guillain & Julie Le Gallo

**The determinants for the survival of firms in the Athens Exchange**

*by*Ioannis Asimakopoulos & Dionysis Lalountas & Costas Siriopoulos

**Modelos Não Paramétricos Robustos de Gestão Eficiente de Agências Bancárias: O Caso do Banco de Brasil**

*by*João Carlos Félix Souza & Maria da Conceição Sampaio de Sousa & Maria Eduarda Tannuri-Pianto

**Testing for (Efficiency) Catching-up**

*by*Daniel J. Henderson & Valentin Zelenyuk

**Applications of extreme value theory to collateral valuation**

*by*Garcia, Alejandro & Gencay, Ramazan

**Veri zarflama analizi ve kümeleme analizi ile Türkiye sigortacılık sektöründeki firmaların performanslarının karşılaştırılması**

*by*Nuray GİRGİNER & Abdullah YALAM & Zeliha KAYGISIZ

**Türkiye’de nominal döviz kuru, faiz oranları ve döviz kuru risk primi ilişkilerinin regresyon ağaçları ile incelenmesi**

*by*Ahmet ŞENGÖNÜL & Tevfik AYTEMİZ

**Pruebas de comportamiento caótico en índices bursátiles americanos**

*by*Parisi, Franco & Espinosa, Christian & Parisi, Antonino

**Refuerzo escolar para niños pobres: ¿Funciona?**

*by*Contreras, Dante & Herrera, Rodrigo

**Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models**

*by*Sylvie Tchumtchoua & Dipak K. Dey

**Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany**

*by*Völter, Robert & Osikominu, Aderonke & Fitzenberger, Bernd

**Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Imigration in Germany**

*by*Wilke, Ralf A. & Lo, Simon M. S. & Arntz, Melanie

**Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany**

*by*Biewen, Martin & Fitzenberger, Bernd & Osikominu, Aderonke & Waller, Marie

**Long-run effects of training programs for the unemployed in East Germany**

*by*Fitzenberger, Bernd & Völter, Robert

**New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work**

*by*Fitzenberger, Bernd & Wilke, Ralf A.

**Dependence of stock returns in bull and bear markets**

*by*Dobrić, Jadran & Frahm, Gabriel & Schmid, Friedrich

**Revealed Preference and the Number of Commodities**

*by*Heufer, Jan

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance**

*by*Herwartz, Helmut & Golosnoy, Vasyl

**A new approach to bootstrap inference in functional coefficient models**

*by*Herwartz, Helmut & Xu, Fang

**A functional coefficient model view of the Feldstein-Horioka puzzle**

*by*Herwartz, Helmut & Xu, Fang

**Estimating probabilities of default with support vector machines**

*by*Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea

**Quantifying risk and uncertainty in macroeconomic forecasts**

*by*Knüppel, Malte & Tödter, Karl-Heinz

**Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis**

*by*Paola Zerilli

**Matching estimators of average treatment effects: a review applied to the evaluation of health care programmes**

*by*Rodrigo Moreno-Serra

**On modified discriminant analysis**

*by*Marcin Owczarczuk

**Higher education and equality of opportunity in Italy**

*by*Vito Peragine & Laura Serlenga

**Growth, Volatility & Political Instability: Non Linear Time Series Evidence for Argentina 1896-2000**

*by*Nauro Campos & Menelaos Karanasos

**Analysing Convergence through the Distribution Dynamics Approach: Why and how?**

*by*Stefano Magrini

**Job Security and New Restrictive Permanent Contracts. Are Spanish Workers More Worried of Losing Their Job?**

*by*Elisabetta Trevisan

**Unbiased covariance estimation with interpolated data**

*by*Taro Kanatani & Roberto Reno'

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

**A Note on the Relation of Weighting and Matching Estimators**

*by*Michael Lechner

**Regression discontinuity design with covariates**

*by*Markus Frölich

**Teacher Shortages, Teacher Contracts and their Impact on Education in Africa**

*by*Markus Froelich & Jean Bourdon & Katharina Michaelowa

**Splines for Financial Volatility**

*by*Francesco Audrino & Peter Bühlmann

**Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error**

*by*J. Isaac Miller

**The Impact Of Training Programmes On Wages In France: An Evaluation Of The “Qualifying Contract” Using Propensity Scores**

*by*Sofia Pessoa e Costa & Stéphane Robin

**Testing Happiness Hypothesis among the Elderly**

*by*Alejandro Cid & Daniel Ferrés & Máximo Rossi

**Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors**

*by*Thomas A. Severini & Gautam Tripathi

**What Model for Entry in First-Price Auctions? A Nonparametric Approach**

*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Dynamic Discrete Choice Structural Models: A Survey**

*by*Victor Aguirregabiria & Pedro mira

**Nonparametric Inferences on Conditional Quantile Processes**

*by*Chuan Goh

**Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap**

*by*Chuan Goh

**Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models**

*by*Cizek, P. & Haerdle, W. & Spokoiny, V.

**A Method of Moments Estimator of Tail Dependence**

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

**Asymptotics for the Hirsch Index**

*by*Beirlant, J. & Einmahl, J.H.J.

**Mean and Bold?**

*by*Kristof De Witte & Elbert Dijkgraaf

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Pieter A. Gautier & Jose Luis Moraga-Gonzalez & Ronald P. Wolthoff

**Nonparametric Analysis of Treatment Effects in Ordered Response Models**

*by*Stefan Boes

**Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach**

*by*Stefan Boes

**The WTO Trade Effect**

*by*Pao-Li Chang & Myoung-Jae Lee

**A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models**

*by*Arnab Bhattacharjee

**Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing**

*by*Arnab Bhattacharjee & Madhuchhanda Bhattacharjee

**Technology and Firm Size Distribution:Evidence from Italian Manufacturing**

*by*Crosato, Lisa & Destefanis, Sergio & Ganugi, Piero

**Revealed Preference and the Number of Commodities**

*by*Jan Heufer

**A sample selection model for unit and item nonresponse in cross-sectional surveys**

*by*Giuseppe De Luca & Franco Peracchi

**Comparing Distributions: The Harmonic Mass Index: Extension to m Samples**

*by*Wagenvoort, Rien

**On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models**

*by*Gabriele Fiorentini & Enrique Sentana

**The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach**

*by*Thanasis Stengos & Yiguo Sun

**Testing the Martingale Difference Hypothesis Using Neural Network Approximations**

*by*George Kapetanios & Andrew P. Blake

**Wavelet Analysis and Denoising: New Tools for Economists**

*by*Iolanda Lo Cascio

**Nonparametric Identification and Estimation of Multivariate Mixtures**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity**

*by*Tatsuyoshi Okimoto & Katsumi Shimotsu

**A Multivariate Band-Pass Filter**

*by*João Valle e Azevedo

**International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries?**

*by*João Amador & Sónia Cabral & José R. Maria

**Relative Export Structures and Vertical Specialization: A Simple Cross-Country Index**

*by*José R. Maria & João Amador & Sónia Cabral

**The evolution of the US urban structure from a long-run perspective (1900-2000)**

*by*González-Val, Rafael

**Efficacité technique des banques dans la CEMAC: Approche Data Envelopment Analysis**

*by*Ngwa Edielle, T. H. Jackson & Hevi Kodzo, Dodzi

**Asymptotic and bootstrap properties of rank regressions**

*by*Subbotin, Viktor

**International Trade Patterns over the Last Four Decades: How does Portugal Compare with other Cohesion Countries?**

*by*Amador, João & Cabral, Sónia & Ramos Maria, José

**Quelles solutions à la hausse continue de la facture publique pétrolière : maintien des appuis à la consommation ou libre fixation des prix par le marché ?**

*by*Diagne, Youssoupha S & Diop, Mouhamadou M

**A non-parametric investigation of risk premia**

*by*Peroni, Chiara

**Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces**

*by*Ordás Criado, Carlos

**Singular Spectrum Analysis: Methodology and Comparison**

*by*Hassani, Hossein

**The average treatment effect and average partial effect in nonlinear models**

*by*Nguyen Viet, Cuong

**A Generalized Neural Logit Model for Airport and Access Mode Choice in Germany**

*by*Gelhausen, Marc Christopher

**A practical test for the choice of mixing distribution in discrete choice models**

*by*Fosgerau, Mogens & Bierlaire, Michel

**Estimating the Income Reporting Function for the Self-Employed**

*by*Tedds, Lindsay

**Nonlinear time series: semiparametric and nonparametric methods**

*by*Gao, Jiti

**Deconvoluting preferences and errors: a model for binomial panel data**

*by*Fosgerau, Mogens & Nielsen, Søren Feodor

**Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing**

*by*Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda

**An approach to the estimation of the distribution of marginal valuations from discrete choice data**

*by*Fosgerau, Mogens & Hjort, Katrine & Vincent Lyk-Jensen, Stéphanie

**Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos**

*by*Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo & Juan Carlos, Mendieta Lopez

**Mixed Signals Among Tests for Panel Cointegration**

*by*Westerlund, Joakim & Basher, Syed A.

**Learning-by-Exporting Effects: Are They for Real?**

*by*Isgut, Alberto & Fernandes, Ana

**Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries**

*by*Halkos, George & Tzeremes, Nickolaos

**Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas**

*by*Ozun, Alper & Cifter, Atilla

**Computational Inefficiency Of Nonparametric Tests For Consistency Of Data With Household Consumption**

*by*Deb, Rahul

**Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey**

*by*Cifter, Atilla & Ozun, Alper

**Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas**

*by*Rodriguez, Analía

**Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing**

*by*Gao, Jiti & Hong, Yongmiao

**Efficiency and University Size: Discipline-wise Evidence from European Universities**

*by*Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold

**The IGARCH e®ect: Consequences on volatility forecasting and option trading**

*by*Stefano HERZEL & Catalin STARICA & Thomas NORD

**Productivity polarization across regions in Europe**

*by*Roberto Basile

**Testing Conditional Independence via Rosenblatt Transforms**

*by*Kyungchul Song

**Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects**

*by*Juan Carlos Escanciano & Kyungchul Song

**Improving the Efficiency of Health Care Spending: Selected Evidence on Hospital Performance**

*by*Espen Erlandsen

**Performance Indicators for Public Spending Efficiency in Primary and Secondary Education**

*by*Douglas Sutherland & Robert W.R. Price & Isabelle Joumard & Chantal Nicq

**Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets**

*by*M. Kabir Hassan & Jung Suk-Yu

**Regression Discontinuity Designs: A Guide to Practice**

*by*Guido Imbens & Thomas Lemieux

**Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models**

*by*Torben G. Andersen & Luca Benzoni

**Unconditional Quantile Regressions**

*by*Sergio Firpo & Nicole M. Fortin & Thomas Lemieux

**Regression Discontinuity Designs: A Guide to Practice**

*by*Guido Imbens & Thomas Lemieux

**Robust Average Derivative Estimation**

*by*SCHAFGANS, Marcia M.A. & ZINDE-WALSH, Victoria

**Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation**

*by*Xibin Zhang & Robert D. Brooks & Maxwell L. King

**Semiparametric estimation of the dependence parameter of the error terms in multivariate regression**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**The Distribution of the Gender Wage Gap in Italy: Does Education Matter?**

*by*Tindara Addabbo & Donata Favaro & Stefano Magrini

**New Estimates on the Effect of Parental Separation on Child Health**

*by*Shirley H. Liu & Frank Heiland

**Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment**

*by*Carlos A. Flores

**Identification and Estimation of Casual Mechanisms and Net Effects of a Treatment**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Robust Average Derivative Estimation**

*by*Victoria Zinde-Walsh & Marcia M.A. Schafgans

**Testing for Instability in Factor Structure of Yield Curves**

*by*Dennis Philip & Chihwa Kao & Giovanni Urga

**Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions**

*by*Alain Guay & Florian Pelgrin

**Nonparametric Density Estimation for Multivariate Bounded Data**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Semiparametric Multivariate Density Estimation for Positive Data Using Copulas**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Trend Extraction From Time Series With Missing Observations**

*by*Schlicht, Ekkehart

**Trend Extraction From Time Series With Structural Breaks**

*by*Schlicht, Ekkehart

**Total factor productivity estimation: A practical review**

*by*Ilke Van Beveren

**Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939**

*by*BOURDIEU Jérôme & MENENDEZ Martha & POSTEL-VINAY Gilles & SUWA-EISENMANN Akiko

**Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators**

*by*Xiaoshan Chen

**Politiques de développement et croissance régionale en Europe : le rôle des rendements croissants et des dépendances spatiales**

*by*GUILLAIN, Rachel & DALL'ERBA, Sandy & LE GALLO, Julie

**Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations**

*by*Taro Kanatani

**Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants**

*by*Kamil Yılmaz & Şule Özler

**Inspecting the Poverty-Trap Mechanism - A Quantile Regression Approach**

*by*Jens J. Krüger

**Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations**

*by*Nadine Chlass & Jens J. Krueger

**Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects**

*by*Maurer, Jürgen & Klein, Roger & Vella, Francis

**Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individual-Specific Effects**

*by*Jürgen Maurer & Roger Klein & Francis Vella

**Higher Education and Equality of Opportunity in Italy**

*by*Vito Peragine & Laura Serlenga

**Higher Education and Equality of Opportunity in Italy**

*by*Peragine, Vito & Serlenga, Laura

**Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data**

*by*Jose Galdo & Jeffrey Smith & Dan Black

**Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data**

*by*Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A.

**Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000**

*by*Campos, Nauro F & Karanasos, Menelaos G.

**Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000**

*by*Nauro F. Campos & Menelaos G. Karanasos

**The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis**

*by*Laurens Cherchye & Bram De Rock & Frederic Vermeulen

**The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Pieter A. Gautier & José Luis Moraga-González & Ronald P. Wolthoff

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Gautier, Pieter A. & Moraga-González, José L. & Wolthoff, Ronald P.

**Comparative Analysis of Labor Market Dynamics Using Markov Processes: An Application to Informality**

*by*Mariano Bosch & William Maloney

**Comparative Analysis of Labor Market Dynamics Using Markov Processes: An Application to Informality**

*by*Bosch, Mariano & Maloney, William F.

**Large Panels with Common Factors and Spatial Correlations**

*by*Pesaran, M. Hashem & Tosetti, Elisa

**Large Panels with Common Factors and Spatial Correlations**

*by*M. Hashem Pesaran & Elisa Tosetti

**Regression Discontinuity Design with Covariates**

*by*Markus Frölich

**Regression Discontinuity Design with Covariates**

*by*Frölich, Markus

**Wages and Ageing: Is There Evidence for the "Inverse-U" Profile?**

*by*Myck, Michal

**Wages and Ageing: Is There Evidence for the "Inverse-U" Profile?**

*by*Michal Myck

**Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany**

*by*Martin Biewen & Bernd Fitzenberger & Aderonke Osikominu & Marie Waller

**Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany**

*by*Biewen, Martin & Fitzenberger, Bernd & Osikominu, Aderonke & Waller, Marie

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Røed, Knut & Westlie, Lars

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Knut Røed & Lars Westlie

**Teacher Shortages, Teacher Contracts and their Impact on Education in Africa**

*by*Jean Bourdon & Markus Frölich & Katharina Michaelowa

**Teacher Shortages, Teacher Contracts and their Impact on Education in Africa**

*by*Bourdon, Jean & Frölich, Markus & Michaelowa, Katharina

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

*by*Pierre Dubois & Bruno Jullien & Thierry Magnac

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

*by*Dubois, Pierre & Jullien, Bruno & Magnac, Thierry

**College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Tobias J. Klein

**College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Klein, Tobias J.

**The Gender Wage Gap in Chile 1992-2003 from a Matching Comparisons Perspective**

*by*Nopo, Hugo R.

**The Gender Wage Gap in Chile 1992-2003 from a Matching Comparisons Perspective**

*by*Hugo Ñopo

**Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes**

*by*Hans J. Baumgartner & Marco Caliendo

**Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes**

*by*Baumgartner, Hans J. & Caliendo, Marco

**Long-Run Effects of Training Programs for the Unemployed in East Germany**

*by*Fitzenberger, Bernd & Völter, Robert

**Long-Run Effects of Training Programs for the Unemployed in East Germany**

*by*Bernd Fitzenberger & Robert Völter

**New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work**

*by*Fitzenberger, Bernd & Wilke, Ralf

**New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work**

*by*Bernd Fitzenberger & Ralf A. Wilke

**Vergleich der Weiterbildungsaktivitäten von Arbeitslosen und Vollzeiterwerbstätigen**

*by*Birgit Schultz & Joachim Wilde

**Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?**

*by*Tobias Knedlik & Rolf Scheufele

**Semi-Nonparametric Estimation of Consumer Search Costs**

*by*Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest

**La concentrazione geografica dell'industria in Italia: 1971-2001**

*by*Roberto Basile & Marianna Mantuano

**Non parametric Fractional Cointegration Analysis**

*by*Mauro Costantini & Roy Cerqueti

**Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional density estimators**

*by*Roberto Basile

**Bayesian Likelihoods for Moment Condition Models**

*by*Giuseppe Ragusa

**Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces**

*by*Carlos Ordás Criado

**Cambios En La Distribución Salarial En España, 1995-2002. Efectos A Través Del Tipo De Contrato**

*by*Elisabet Motellón & Enrique López-Bazo & Mayssun El-Attar

**Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

**Higher education and equality of opportunity in Italy**

*by*Laura Serlenga & Vito Peragine

**Unconditional quantile treatment effects under endogeneity**

*by*Markus Frölich & Blaise Melly

**Estimating average marginal effects in nonseparable structural systems**

*by*Susanne Schennach & Halbert White & Karim Chalak

**Regression discontinuity design with covariates**

*by*Markus Frölich

**Who wears the trousers? A semiparametric analysis of decision power in couples**

*by*Melanie Lührmann & Jürgen Maurer

**Instrumental variable estimation with heteroskedasticity and many instruments**

*by*Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson

**On rate optimality for ill-posed inverse problems in econometrics**

*by*Xiaohong Chen & Markus Reiss

**Mixed hitting-time models**

*by*Jaap Abbring

**Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative**

*by*Joel Horowitz & Sokbae (Simon) Lee

**From Household to Individual Welfare Comparisons: A Double Concavity Test**

*by*Helene Couprie & Eugenio Peluso & Alain Trannoy

**Mergers as Auctions**

*by*Ivaldi, Marc & Motis, Jrissy

**Typisierung der Tarifvertragslandschaft. Eine Clusteranalyse der tarifvertraglichen Öffnungsklauseln**

*by*Wolf Dieter Heinbach & Stefanie Schröpfer

**Bounds analysis of competing risks : a nonparametric evaluation of the effect of unemployment benefits on migration in Germany**

*by*Arntz, Melanie & Lo, Simon M. S. & Wilke, Ralf A.

**Homogene und heterogene Teilnahmeeffekte des Hamburger Kombilohnmodells : ein Verfahrensvergleich von Propensity Score Matching und OLS-Regression**

*by*Pfeifer, Christian

**Estimating Probabilities of Default With Support Vector Machines**

*by*Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer

**Long Memory Persistence in the Factor of Implied Volatility Dynamics**

*by*Wolfgang Härdle & Julius Mungo

**Statistics of Risk Aversion**

*by*Enzo Giacomini & Wolfgang Härdle

**From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples**

*by*Ya'acov Ritov & Wolfgang Härdle

**Time Series Modelling with Semiparametric Factor Dynamics**

*by*Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park

**A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter**

*by*Wen-Jen Tsay & Wolfgang Härdle

**Quantile Sieve Estimates For Time Series**

*by*Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje

**Robust Risk Management. Accounting for Nonstationarity and Heavy Tails**

*by*Ying Chen & Vladimir Spokoiny

**Typisierung der Tarifvertragslandschaft. Eine Clusteranalyse der tarifvertraglichen Öffnungsklauseln (Identifying Types of Flexible Bargaining Agreements Using Cluster Analysis)**

*by*Wolf Dieter Heinbach & Stefanie Schröpfer

**Cross-Border Acquisitions and Target Firms' Performance: Evidence from Japanese Firm-Level Data**

*by*Fukao, Kyoji & Ito, Keiko & Kwon, Hyeog Ug & Takizawa, Miho

**Earnings Mobility and Origin Dependence: What can twins say together with nonparametric econometrics?**

*by*Nilsson, William

**Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions**

*by*Røed, Knut & Westlie, Lars

**Are real wages rigid downwards?**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Swedish Health Care Performance – Quantity versus Quality**

*by*Janlöv, Nils

**The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis**

*by*Bask, Mikael & Widerberg, Anna

**Job Security and New Restrictive Permanent Contracts. Are Spanish Workers More Worried of Losing Their Job?**

*by*Trevisan, Elisabetta

**Mismeasured Household Size and Its Implications for the Identification of Economies of Scale**

*by*Timothy Halliday

**Parametric and Non-parametric Approaches to Exits from Fixed Exchange Rate Regimes**

*by*Ahmet Atil Asici

**Une analyse empirique des effets du passage aux 35 heures sur la durée d’utilisation des équipements productifs**

*by*Fabrice Gilles

**Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences**

*by*Richard H. Spady

**A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries**

*by*Mariel Chladkova, Petr & Rodríguez González, Carlos & Orbe Mandaluniz, Susan

**Benchmarking of patents: An application of GAM methodology**

*by*Mariel Chladkova, Petr & Orbe Mandaluniz, Susan

**Specification testing for regression models with dependent data**

*by*Javier Hidalgo

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter M. Robinson

**Efficient estimation of a semiparametric characteristic-based factor model of security returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**Consistent estimation of the risk-return tradeoff in the presence of measurement error**

*by*Anisha Ghosh & Oliver Linton

**Efficient estimation of a semiparametric characteristic-based factor model of security returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**Development and Validation of Credit-Scoring Models**

*by*Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

**The WTO Trade Effect**

*by*Pao-li Chang & Myoung-jae Lee

**Curvas de Engel de Alimentos, Preferencias Heterogéneas y Características Demográficas de los Hogares: Estimaciones para Argentina**

*by*Georgina Pizzolitto

**The Default Risk of Firms Examined with Smooth Support Vector Machines**

*by*Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh

**Wages and Ageing: Is There Evidence for the "Inverse-U Profile"?**

*by*Michal Myck

**Turning Unemployment into Self-Employment: Effectiveness and Efficiency of Two Start-Up Programmes**

*by*Hans J. Baumgartner & Marco Caliendo

**On Rate Optimality for Ill-posed Inverse Problems in Econometrics**

*by*Xiaohong Chen & Markus Reiss

**Tilted Nonparametric Estimation of Volatility Functions**

*by*Peter C.B. Phillips & Ke-Li Xu

**Heterogeneite non observee dans les modeles de duree**

*by*Guillaume, HORNY

**The Evolution of the World Trade and the Italian ‘Anomaly’: A New Look**

*by*Michele Di Maio & Federico Tamagni

**Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000**

*by*Campos, Nauro F & Karanasos, Menelaos

**Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?**

*by*Gautier, Pieter A & Moraga-González, José-Luis & Wolthoff, Ronald

**Mergers as Auctions**

*by*Ivaldi, Marc & Motis, Jrissy

**The Unobserved Heterogeneity Distribution in Duration Analysis**

*by*Abbring, Jaap H & van den Berg, Gerard J

**Effects on School Enrollment and Performance of a Conditional Cash Transfers Program in Mexico**

*by*de Janvry, Alain & Dubois, Pierre & Sadoulet, Elisabeth

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

*by*Dubois, Pierre & Jullien, Bruno & Magnac, Thierry

**Identification and estimation by penalization in nonparametric instrumental regression**

*by*FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, SÃ©bastien

**A unified approach to solve ill-posed inverse problems in econometrics**

*by*JOHANNES, Jan & VAN BELLEGHEM, SÃ©bastien & VANHEMS, Anne

**Estudio Integral de Eficiencia de los Hospitales Públicos**

*by*Norman Maldonado & Ana Tamayo

**Hacia una mejor educación rural: impacto de un programa de intervención a las escuelas en Colombia**

*by*Catherine Rodríguez & Fabio J. Sánchez T. & Armando Armenta

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*Pedro Portugal

**On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models**

*by*Enrique Sentana & Gabriele Fiorentini

**Dynamic Discrete Choice Structural Models: A Survey**

*by*Pedro Mira & Victor Aguirregabiria

**Are Firms That Received R&D Subsidies More Innovative?**

*by*Charles Bérubé & Pierre Mohnen

**Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**A Specification Test For Nonparametric Instrumental Variable Regression**

*by*Patrick Gagliardini & Olivier Scaillet

**An Objective Function for Simulation Based Inference on Exchange Rate Data**

*by*Peter Winker & Manfred Gilli & Vahidin Jeleskovic

**Die Another Day: Duration in German Import Trade**

*by*Volker Nitsch

**Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns**

*by*Gregory Connor & Matthias Hagmann & Oliver Linton

**Specification Testing Forregression Models Withdependent Data**

*by*Javier Hidalgo

**Efficient Estimation of the SemiparametricSpatial Autoregressive Model**

*by*Peter M Robinson

**Capturing asymmetry in real exchange rate with quantile autoregression**

*by*Mauro S. Ferreira

**Online Forecast Combination for Dependent Heterogeneous Data**

*by*Sancetta, A.

**Quantiles, Expectiles and Splines**

*by*DeRossi, G. & Harvey, A.

**Quantiles, Expectiles and Splines**

*by*DeRossi, G. & Harvey, A.

**Predictability in the cross-section of European bank stock returns**

*by*Wolfgang Drobetz & Thomas Erdmann & Heinz Zimmermann

**Individual versus Aggregate Income Elasticities for Heterogeneous Populations**

*by*Michal Paluch & Alois Kneip & Werner Hildenbrand

**Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems**

*by*Susanne Schennach & Halbert White & Karim Chalak

**Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information**

*by*Xiaohong Chen & Yingyao Hu & Arthur Lewbel

**Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments**

*by*Xiaohong Chen & Yingyao Hu & Arthur Lewbel

**Nonparametric identification of the classical errors-in-variables model without side information**

*by*Susanne M. Schennach & Yingyao Hu & Arthur Lewbel

**Regressor Dimension Reduction with Economic Constraints: The Example of Demand Systems with Many Goods**

*by*Stefan Hoderlein & Arthur Lewbel

**Are real wages rigid downwards?**

*by*Steinar Holden & Fredrik Wulfsberg

**Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve**

*by*Partouche, H.

**Les méthodes micro-économétriques d’évaluation**

*by*Fougère, D.

**Balance-sheet ratios and stock returns: An analysis for Italian banks**

*by*Angela Romagnoli

**Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis**

*by*David Jamieson Bolder & Tiago Rubin

**A Richer Understanding of Australia’s Productivity Performance in the 1990s: Improved estimates based upon firm-level panel data**

*by*Robert Breunig & Marn-Heong Wong

**Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9**

*by*Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter

**Power variation for Gaussian processes with stationary increments**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps**

*by*Mark Podolskij & Mathias Vetter

**A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models**

*by*Mark Podolskij & Daniel Ziggel

**Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks**

*by*Viktor Todorov & Tim Bollerslev

**Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis**

*by*Michael Jansson

**Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors**

*by*Mathias D. Cattaneo & Richard K. Crump & Michael Jansson

**Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach**

*by*Dennis Kristensen

**Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Decomposition of the Gender Wage Gap Using Matching: An Application for Switzerland**

*by*Dragana Djurdjevic & Sergiy Radyakin

**Risk-Adjusted Performance of Mutual Funds: Some Tests**

*by*Timotej Jagric & Boris Podobnik & Sebastian Strasek & Vita Jagric

**Existence of the learning process at a proxy stock market**

*by*Evžen Kočenda & Jan Hanousek

**Un análisis transversal y longitudinal en el estado de pobreza en Alemania = A cross-sectional and longitudinal analysis of poverty in Germany**

*by*González Rodríguez, María Rosario & Martín Martín, Domingo & González Abril, Luis & Velasco Morente, Francisco

**A cross-country non parametric estimation of the returns to factors of production and the elasticity of scale**

*by*Adalmir Marquetti

**Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35**

*by*OLMEDO,E. & VELASCO, F. & VALDERAS, J.M.

**Disposición a pagar por un mejoramiento en la calidad ambiental en el Gran Santiago, Chile**

*by*Arcadio Cerda Urrutia & José Rojas Méndez & Leidy García Pérez

**Evaluación de la gestión privada del servicio público educativo en Medellín**

*by*Jorge Barrientos & Paul Rios Gallego

**Technical Efficiency of Small And Medium Manufacturing Firms in Vietnam: Parametric and Non-Parametric Approaches**

*by*Nguyen Khac Minh & Giang Thanh Long & Bach Ngoc Thang

**Produktdiversifizierung: Konvergenz zwischen ost- und westdeutschen Unternehmen, Eine Dekomposition mit Mikrodaten der amtlichen Statistik**

*by*Bernd Goerzig & Martin Gornig & Axel Werwatz

**Rising Wage Inequality in Mexico, 1984-2000: A Distributional Analysis**

*by*Gurleen K. Popli

**An Empirical Analysis of Socioeconomic Patterns of Host Country Transparency**

*by*George Emm. Halkos & Nickolaos G. Tzeremes

**A equidade na utilização de cuidados de saúde em Portugal: Uma avaliação baseada em modelos de contagem**

*by*Óscar Lourenço & Carlota Quintal & Pedro Lopes Ferreira & Pedro Pita Barros

**The Impact of Capital Subsidies: New Estimations under Continuous Treatment**

*by*Valentina Adorno & Cristina Bernini & Guido Pellegrini

**The Impact of Macroeconomic News on Exchange Rate Volatility**

*by*Helinä Laakkonen

**Using Data Envelopment Analysis approach to estimate the health production efficiencies in China**

*by*ZHANG Ning & HU Angang & ZHENG Jinghai

**The Impact of EU Regional Support on Growth and Employment**

*by*Sandy Dall’erba & Julie Le Gallo

**Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)**

*by*Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic

**El impacto de la geografía sobre la riqueza: autocorrelación espacial, movilidad regional, esquemas convergentes y dinámica temporal del ingreso per cápita, en México**

*by*Roberto Guerrero Compeán.

**Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003**

*by*Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto

**Evaluación de la gestión privada del servicio público educativo en Medellín**

*by*Barrientos, Jorge & Rios, Paul

**Disposición a pagar por un mejoramiento en la calidad ambiental en el Gran Santiago, Chile**

*by*Arcadio Cerda & José Rojas & Leidy García

**Factores que afectan la eficiencia técnica y asignativa en el sector cafetero colombiano: una aplicación con análisis envolvente de datos**

*by*Perdomo Jorge Andrés & Juan Carlos Mendieta

**Eficiencia y captación de fondos en las Organizaciones No Gubernamentales para el Desarrollo**

*by*Lucía Isabel García Cebrián & Carmen Marcuello Servós

**Note sur les méthodes univariées d’extraction du cycle économique**

*by*Anna Sess & Michel Grun-Rehomme

**Clusters – Characteristics and Structure**

*by*Nedko Mintchev

**Mean-squared-error Calculations for Average Treatment Effects**

*by*Guido W. Imbens & Whitney Newey & Geert Ridder

**A Consistent Model Specification Test with Mixed Discrete and Continuous Data**

*by*Cheng Hsiao & Qi Li & Jeff Racine

**Bifurcation analysis of New Keynesian models**

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

**Local Polynomials vs Neural Networks: some empirical evidences**

*by*Giordano Francesco & Parrella Maria Lucia

**Generalized variance ratio tests in the presence of statistical dependence**

*by*Periklis Kougoulis & John C. Nankervis & Jerry Coakley

**Do Soccer Associations Really Spend on a Good Thing? Empirical Evidence on Heterogeneity in the Consumer Response to Match Uncertainty of Outcome**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**I know what you did last weekend- or do I? Introducing mental anchoring to the demand for sport**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**Do Soccer Associations Really Spend on a Good Thing? Empirical Evidence on Heterogeneity in the Consumer Response to Match Uncertainty of Outcome**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**I know what you did last weekend- or do I? Introducing mental anchoring to the demand for sport**

*by*Men-Andri Benz & Leif Brandes & Egon Franck

**Analysis of Product Efficiency in the Korean Automobile Market from a Consumer’s Perspective**

*by*Oh, Inha & Lee, Jeong-Dong & Hwang, Seogwon & Heshmati, Almas

**Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated**

*by*Jönsson, Kristian

**Relative sources of European regional productivity convergence: A bootstrap frontier approach**

*by*Enflo, Kerstin & Hjertstrand, Per

**The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach**

*by*Thanasis Stengos & Yiguo Sun

**Public and Private Capital Productivity Puzzle: A Nonparametric Approach**

*by*Daniel J. Henderson & Subal C. Kumbhakar

**Evaluation der aktiven Arbeitsmarktpolitik in Deutschland: Stand der empirischen Forschung**

*by*Reinhard Hujer

**Firm Performance after Ownership Change: A Matching Estimator Approach**

*by*Christian Bellak & Michael Pfaffermayr & Michael Wild

**Improved Nonparametric Confidence Intervals in Time Series Regressions**

*by*Joseph P. Romano & Michael Wolf

**The Relationship between R&D Collaboration, Subsidies and Patenting Activity: Empirical Evidence from Finland and Germany**

*by*Fier, Andreas & Ebersberger, Bernd & Czarnitzki, Dirk

**Distributional effects of the high school degree in Germany**

*by*Gernandt, Johannes & Maier, Michael & Pfeiffer, Friedhelm & Rat-Wirtzler, Julie

**The effects of short-term training measures on the individual unemployment duration in West Germany**

*by*Hujer, Reinhard & Thomsen, Stephan L. & Zeiss, Christopher

**Two for the price of one? On additionality effects of R&D subsidies: A comparison between Flanders and Germany**

*by*Aerts, Kris & Schmidt, Tobias

**The wage effects of entering motherhood: a within-firm matching approach**

*by*Beblo, Miriam & Bender, Stefan & Wolf, Elke

**How do employment effects of job creation schemes differ with respect to the foregoing unemployment duration?**

*by*Hujer, Reinhard & Thomsen, Stephan L.

**Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany**

*by*Osikominu, Aderonke & Fitzenberger, Bernd & Völter, Robert

**Heterogeneous Returns to Training: An Analysis with German Data Using Local Instrumental Variables**

*by*Kuckulenz, Anja & Maier, Michael

**Nonparametric and semi-parametric evidence on the long-run effects of inflation on growth**

*by*Vaona, Andrea & Schiavo, Stefano

**Analysing wage differences between the USA and Germany using proportional hazards models**

*by*Behr, Andreas & Pötter, Ulrich

**Margins of multinational labor substitution**

*by*Mündler, Marc-Andreas & Becker, Sascha O.

**Modeling collective rationality: a nonparametric test on experimental data**

*by*Sabrina Buyneel & Laurens Cherchye & Bram De Rock

**Evaluating the Causal Effect of Foreign Acquisition on Domestic Performances: The Case of Slovenian Manufacturing Firms**

*by*Sergio Salis & &

**Modelling the Duration of Interest Rate Spells Under Inflation Targeting in Canada**

*by*Ruby Shih & David E. A. Giles

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Parametric and Semiparametric Estimation of the Adoption of Work Teams**

*by*Tushar Kanti Nandi

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**Exploiting regional treatment intensity for the evaluation of labour market policies**

*by*Markus Frölich & Michael Lechner

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**Performance assessment and league tables. Comparing like with like**

*by*Nicholas Longford & D. B. Rubin

**The impact of tax credits on labour supply**

*by*Ghazala Azmat

**Are Americans' musical preferences more omnivores today?**

*by*Jordi López-Sintas & Anna Torres & Konstantina Zerva

**Joint Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

**Using State Administrative Data to Measure Program Performance**

*by*Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky

**Bajo peso al nacer en Uruguay: implicaciones para las políticas de salud**

*by*R. Todd Jewell & Patricia Triunfo

**Nonparametric Analysis of Household Labor Supply : Goodness-of-Fit and Power of the Unitary and the Collective Model**

*by*Cherchye, L.J.H. & Vermeulen, F.M.P.

**The Non- and Semiparametric Analysis of MS Models : Some Applications**

*by*Li, Y. & Donkers, A.C.D. & Melenberg, B.

**Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls**

*by*Charpentier, A. & Segers, J.J.J.

**Goodness-of-Fit Tests in Nonparametric Regression**

*by*Einmahl, J.H.J. & van Keilegom, I.

**Analyzing Cost Efficient Production Behavior Under Economies of Scope : A Nonparametric Methodology**

*by*Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P.

**Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis**

*by*Klaassen, F.J.G.M. & Magnus, J.R.

**Statistics of Extremes under Random Censoring**

*by*Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A.

**Records in Athletics through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Magnus, J.R.

**Smoothed L-estimation of Regression Function**

*by*Cizek, P. & Tamine, J. & Härdle, W.K.

**Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators**

*by*Einmahl, J.H.J. & Li, J. & Liu, R.Y.

**Convergence of Archimedean Copulas**

*by*Charpentier, A. & Segers, J.J.J.

**Meta-Modeling by Symbolic Regression and Pareto Simulated Annealing**

*by*Stinstra, E. & Rennen, G. & Teeuwen, G.J.A.

**Tests for Independence in Nonparametric Regression**

*by*Einmahl, J.H.J. & van Keilegom, I.

**Rare Events, Temporal Dependence and the Extremal Index**

*by*Segers, J.J.J.

**Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series**

*by*Siem Jan Koopman & Soon Yip Wong

**The Unobserved Heterogeneity Distribution in Duration Analysis**

*by*Jaap H. Abbring & Gerard J. van den Berg

**Semiparametric Regression with Kernel Error Model**

*by*Ao Yuan & Jan G. De Gooijer

**The Event-History Approach to Program Evaluation**

*by*Jaap H. Abbring

**The Use of Spatial Filtering Techniques: The Spatial and Space-time Structure of German Unemployment Data**

*by*Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp

**Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis**

*by*Franc J.G.M. Klaasen & Jan R. Magnus

**A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems**

*by*Cees Diks & Florian Wagener

**Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk**

*by*Andre Monteiro & Georgi V. Smirnov & Andre Lucas

**Nonparametric and semiparametric evidence on the long-run effects of inflation on growth**

*by*Andrea Vaona & Stefano Schiavo

**Is Gravity Linear?**

*by*Millimet, Daniel & Henderson, Daniel

**Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities**

*by*Kyoo il Kim

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**An Output Orientated Non Parametric Measure of Economies of Scope**

*by*Mario Fortin & André Leclerc

**Measuring Significance of Inequalities with Heterogeneous Groups and Income Sources**

*by*Stéphane Mussard & Pi Alperin María Noel

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory**

*by*Christian de Peretti & Carole Siani

**Bootstrapping Neural tests for conditional heteroskedasticity**

*by*Carole Siani & Christian de Peretti

**Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures**

*by*Valentina Corradi & Norman Swanson & Walter Distaso

**Predictive Inference for Integrated Volatility**

*by*Valentina Corradi & Norman Swanson & Walter Distaso

**Nonlinear Time Series Analysis**

*by*Bruce Mizrach

**Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior**

*by*Victor Aguirregabiria

**Formal and informal risk sharing in LDCs : theory and empirical evidence**

*by*Dubois, P. & Jullien, B. & Magnac, T.

**Semiparametric hedonic price models : assessing the effects of agricultural nonpoint source pollution**

*by*Bontemps, C. & Simioni, M. & Surry, Y.

**Hedging Options with Scale-Invariant Models**

*by*Carol Alexander & Leonardo M. Nogueira

**Simple (but effective) tests of long memory versus structural breaks**

*by*Katsumi Shimotsu

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Inference via kernel smoothing of bootstrap P values**

*by*Jeff Racine & James G. MacKinnon

**Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach**

*by*Katsumi Shimotsu & Morten Ørregaard Nielsen

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*José Ferreira Machado & Pedro Portugal & Juliana Guimarães

**The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach**

*by*Barry Reilly & T. Hung Pham

**The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach**

*by*Barry Reilly & T. Hung Pham

**The Effect of Income on Demand for Micronutrients in Poor Rural Mexico**

*by*Emmanuel Skoufias & Vincenzo Di Maro & Teresa Gonzales-Cassio & Sonia Rodriguez

**Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models**

*by*Jeong, Jinook

**Soutenabilité des finances publiques au Cameroun : Approche de Bohn (1998)**

*by*Ngwa Edielle, T. H. Jackson

**Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data**

*by*Lu, Jingfeng & Perrigne, Isabelle

**A Deeper Look at Hyperbolic Discounting**

*by*Sopher, Barry & Sheth, Arnav

**Evaluating the Effect of a Policy Change to Hospital Productivity: 80 Hours Work Restriction on Medical Residents**

*by*Fernandez, Jose

**Quantile-Based Nonparametric Inference for First-Price Auctions**

*by*Marmer, Vadim & Shneyerov, Artyom

**Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union**

*by*Taymaz, Erol & Yilmaz, Kamil

**Airport and Access Mode Choice : A Generalized Nested Logit Model Approach**

*by*Gelhausen, Marc Christopher & Wilken, Dieter

**Market characteristics and chaos dynamics in stock markets: an international comparison**

*by*Mattarocci, Gianluca

**Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach**

*by*Gelhausen, Marc Christopher

**The rising wage inequality in Mexico, 1984-2000: A distributional analysis**

*by*Popli, Gurleen

**Local likelihood estimation of truncated regression and its partial derivatives: theory and application**

*by*Park, Byeong & Simar, Leopold & Zelenyuk, Valentin

**Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?**

*by*Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus

**The art of fitting financial time series with Levy stable distributions**

*by*Scalas, Enrico & Kim, Kyungsik

**Stochastic frontier models**

*by*Wang, Hung-Jen

**Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement**

*by*Chagas Lopes, Margarida

**Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model**

*by*Feng, Yuanhua & Yu, Keming

**Modelling financial time series with SEMIFAR-GARCH model**

*by*Feng, Yuanhua & Beran, Jan & Yu, Keming

**Household Poverty Dynamics in Malawi**

*by*Bokosi, Fanwell Kenala

**Semiparametric penalty function method in partially linear model selection**

*by*Dong, Chaohua & Gao, Jiti & Tong, Howell

**A True Expert Knows which Question Should be Asked**

*by*Eddie Dekel & Yossi Feinberg

**Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis**

*by*Patrick Bajari & Han Hong & Ahmed Khwaja

**Cross-Border Acquisitions and Target Firms' Performance: Evidence From Japanese Firm-Level Data**

*by*Kyoji Fukao & Keiko Ito & Hyeog Ug Kwon & Miho Takizawa

**Identification of Search Models with Initial Condition Problems**

*by*Gadi Barlevy & H.N. Nagaraja

**Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**On the Failure of the Bootstrap for Matching Estimators**

*by*Alberto Abadie & Guido W. Imbens

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures**

*by*Param Silvapulle & Xibin Zhang

**The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes**

*by*S. D. Grose & D. S. Poskitt

**Stochastic population forecasts using functional data models for mortality, fertility and migration**

*by*Rob J Hyndman & Heather Booth

**Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions**

*by*Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Non And Semi-Parametric Estimation In Models With Unknown Smoothness**

*by*Yulia Kotlyarova & Victoria Zinde-Walsh

**Asymptotic And Bootstrap Inference For Inequality And Poverty Measures**

*by*Russell Davidson & Emmanuel Flachaire

**Robust Kernel Estimator For Densities Of Unknown**

*by*Yulia Kotlyarova & Victoria Zinde-Walsh

**Improving The Efficiency And Robustness Of The Smoothed Maximum Score Estimator**

*by*Francisco Alvarez-Cuadrado

**Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests**

*by*Ekaterini Panopoulou & N. Pittis & S. Kalyvitis

**In search of true productivity differences**

*by*Anze Burger & Crt Kostevc

**Evaluating Gains from Mergers in a Non-Parametric Public Good Model of Police Services**

*by*Richard Simper & Tom Weyman-Jones

**Non-Parametric Analysis of Efficiency Gains from Bank Mergers in India**

*by*Adrian R. Gourlay & Geetha Ravishankar & Tom Weyman-Jones

**Convergence, Human Capital and International Spillovers**

*by*ERTUR, Cem & KOCH, Wilfried

**Heterogeneous Returns to Training : an Analysis with German Data Using Local Instrumental Variables**

*by*Anja Kuckulenz & Michael Maier

**Nonparametric and Semiparametric Evidence on the Long-Run Effects of Inflation on Growth**

*by*Andrea Vaona & Stefano Schiavo

**Existence of Bifurcation in Macroeconomic Dynamics: Grandmont was Right**

*by*William Barnett & Yijun He

**The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model**

*by*William Barnett & Ikuyasu Usui

**Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions**

*by*William Barnett & Evgeniya Aleksandrovna Duzhak

**Comment on 'Chaotic Monetary Dynamics with Confidence'**

*by*William Barnett

**College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables**

*by*Tobias J. Klein

**Macroeconomic Conditions and the Distribution of Income in Spain**

*by*Lídia Farré-Olalla & Francis Vella

**Macroeconomic Conditions and the Distribution of Income in Spain**

*by*Farré, Lídia & Vella, Francis

**Macroeconomic Effects of Short-Term Training Measures on the Matching Process in Western Germany**

*by*Reinhard Hujer & Christopher Zeiss

**Macroeconomic Effects of Short-Term Training Measures on the Matching Process in Western Germany**

*by*Hujer, Reinhard & Zeiss, Christopher

**A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity**

*by*Roger Klein & Francis Vella

**A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity**

*by*Klein, Roger & Vella, Francis

**Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions**

*by*Roger Klein & Francis Vella

**Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions**

*by*Klein, Roger & Vella, Francis

**Matching Estimators and the Data from the National Supported Work Demonstration Again**

*by*Zhong Zhao

**Matching Estimators and the Data from the National Supported Work Demonstration Again**

*by*Zhao, Zhong

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

**Identification of Peer Effects Using Group Size Variation**

*by*Laurent Davezies & Xavier d’Haultfoeuille & Denis Fougère

**Identification of Peer Effects Using Group Size Variation**

*by*Davezies, Laurent & d'Haultfoeuille, Xavier & Fougère, Denis

**Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology**

*by*Laurens Cherchye & Bram De Rock & Frederic Vermeulen

**Analyzing Cost Efficient Production Behavior Under Economies of Scope: A Nonparametric Methodology**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**Swedish Labor Market Training and the Duration of Unemployment**

*by*Richardson, Katarina & van den Berg, Gerard J.

**Swedish Labor Market Training and the Duration of Unemployment**

*by*Katarina Richardson & Gerard J. van den Berg

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Chong, Alberto & Galdo, Jose C.

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Alberto Chong & Jose Galdo

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Frölich, Markus

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*Machado, José & Portugal, Pedro & Guimarães, Juliana

**U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter?**

*by*José A.F. Machado & Pedro Portugal & Juliana Guimaraes

**Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies**

*by*Markus Frölich & Michael Lechner

**Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies**

*by*Frölich, Markus & Lechner, Michael

**Margins of Multinational Labor Substitution**

*by*Muendler, Marc-Andreas & Becker, Sascha O.

**Margins of Multinational Labor Substitution**

*by*Marc-Andreas Muendler & Sascha O. Becker

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Frölich, Markus

**Get Training or Wait? Long-Run Employment Effects of Training Programs for the Unemployed in West Germany**

*by*Fitzenberger, Bernd & Osikominu, Aderonke & Völter, Robert

*by*Bernd Fitzenberger & Aderonke Osikominu & Robert Völter

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

**Identification of Search Models with Initial Condition Problems**

*by*Gadi Barlevy & H. N. Nagaraja

**Identification of Search Models with Initial Condition Problems**

*by*Barlevy, Gadi & Nagaraja, H. N.

**Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model**

*by*Crépon, Bruno

**Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model**

*by*Bruno Crépon

**Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model**

*by*Laurens Cherchye & Frederic Vermeulen

**Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model**

*by*Cherchye, Laurens & Vermeulen, Frederic

**Microeconometric Evaluation of Selected ESF-funded ALMP-Programmes**

*by*Eva Reinowski & Birgit Schultz

**Möglichkeiten und Grenzen des Matching-Ansatzes – am Beispiel der betrieblichen Mitbestimmung**

*by*Birgit Schultz

**Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo**

*by*F. Alfonso Arellano Espinar

**Partially Identifying the Prevalence of Health Insurance Given Contaminated Sampling Response Error**

*by*Kreider, Brent

**An Assessment of Telecommunications Regulation Performance in the European Union**

*by*Antonio Afonso & Carla Scaglioni

**Relative Efficiency of Health Provision: a DEA Approach with Non-discretionary Inputs**

*by*António Afonso & Miguel St. Aubyn

**Public Sector Efficiency: Evidence for New EU Member States and Emerging Markets**

*by*António Afonso & Ludger Schuknecht & Vito Tanzi

**Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach**

*by*Marco Fioramanti

**Term structure of interest rate. european financial integration**

*by*Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé

**Equality of opportunity: Definitions and testable conditions, with an application to income in France**

*by*Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy

**Exploiting regional treatment intensity for the evaluation of labour market policies**

*by*Markus Frölich & Michael Lechner

**Asymptotic properties for a class of partially identified models**

*by*Arie Beresteanu & Francesca Molinari

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter Robinson

**Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB**

*by*Rässler, Susanne

**Kombilohn und Reziprozität in Beschäftigungsverhältnissen : eine Analyse im Rahmen des Matching-Ansatzes**

*by*Krug, Gerhard

**Get training or wait? : long-run employment effects of training programs for the unemployed in West Germany**

*by*Fitzenberger, Bernd & Osikominu, Aderonke & Völter, Robert

**The wage effects of entering motherhood : a within-firm matching approach**

*by*Beblo, Miriam & Bender, Stefan & Wolf, Elke

**Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose**

*by*Wing Lon Ng

**GHICA - Risk Analysis with GH Distributions and Independent Components**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**Estimation of Default Probabilities with Support Vector Machines**

*by*Shiyi Chen & Wolfgang Härdle & Rouslan Moro

**Inhomogeneous Dependency Modelling with Time Varying Copulae**

*by*Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny

**Color Harmonization in Car Manufacturing Process**

*by*Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen

**Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing**

*by*Zdenek Hlavka & Michal Pesta

**Produktdiversifizierung: Haben die ostdeutschen Unternehmen den Anschluss an den Westen geschafft? – Eine vergleichende Analyse mit Mikrodaten der amtlichen Statistik**

*by*Bernd Görzig & Martin Gornig & Axel Werwatz

**Firm Specific Wage Spread in Germany - Decomposition of regional differences in inter firm wage dispersion**

*by*Bernd Görzig & Martin Gornig & Axel Werwatz

**East Germany’s Wage Gap: A non-parametric decomposition based on establishment characteristics**

*by*Bernd Görzig & Martin Gornig & Axel Werwatz

**Spatial aggregation of local likelihood estimates with applications to classification**

*by*Denis Belomestny & Vladimir Spokoiny

**Spectral calibration of exponential Lévy Models [2]**

*by*Denis Belomestny & Markus Reiß

**Spectral calibration of exponential Lévy Models [1]**

*by*Denis Belomestny & Markus Reiß

**Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power**

*by*Jörg Polzehl & Vladimir Spokoiny

**When did the 2001 recession really start?**

*by*Jörg Polzehl & Vladimir Spokoiny & Catalin Starica

**Exploratory Graphics of a Financial Dataset**

*by*Antony Unwin & Martin Theus & Wolfgang Härdle

**Graphical Data Representation in Bankruptcy Analysis**

*by*Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer

**VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings**

*by*Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler

**Common Functional Principal Components**

*by*Michal Benko & Wolfgang Härdle & Alois Kneip

**Economic Growth of Agglomerations and Geographic Concentration of Industries – Evidence for Germany**

*by*Kurt Geppert & Martin Gornig & Axel Werwatz

**Cross-Border Acquisitons and Target Firms' Performance: Evidence from Japanese Firm-Level Data**

*by*Kyoji Fukao & Keikok Ito & Hyeg Ug Kwon & Miho Takizawa

**College Choice And Earnings Among University Graduates In Sweden**

*by*Eliasson, Kent

**How Robust is the Evidence on the Returns to College Choice? Results Using Swedish Administrative Data**

*by*Eliasson, Kent

**On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations**

*by*Tångdahl, Sara

**Frequent Turbulence? A Dynamic Copula Approach**

*by*Chollete, Lorán & Heinen, Andreas

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Using internal replication to establish a treatment effect**

*by*Johansson, Per

**Forecasting market crashes: further international evidence**

*by*Jokipii, Terhi

**The stability of electricity prices: estimation and inference of the Lyapunov exponents**

*by*Bask , Mikael & Liu , Tung & Widerberg , Anna

**Bounding Expected Per Capita Household Consumption in the Presence of Demographic Change**

*by*Timothy Halliday

**Evidence on Gender Wage Discrimination in Portugal: parametric and semi-parametric approaches**

*by*Aurora Galego & João Pereira

**A Simple Test of Richter-Rationality**

*by*Marc-Arthur Diaye & Michal Wong-Urdanivia

**Designing Non-Parametric Estimates and Tests for Means**

*by*Karl H. Schlag

**Measuring volatility with the realized range**

*by*Martens, M.P.E. & van Dijk, D.J.C.

**Equality of Opportunity: Definitions and testable conditions, with an application to income in France**

*by*Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy

**Nonparametric estimation betas in the Market Model**

*by*Esteban González, María Victoria & Orbe Mandaluniz, Susan

**Consistent estimation of the memory parameter for nonlinear time series**

*by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

**Nonparametric transformation to white noise**

*by*Oliver Linton & Enno Mammen

**Testing for stochastic monotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Semiparametric estimation of a characteristic-based factor model of common stock returns**

*by*Gregory Connor & Oliver Linton

**Estimating features of a distribution from binomial data**

*by*Arthur Lewbel & Oliver Linton & D. L. McFadden

**Identification and nonparametric estimation of a transformed additively separable model**

*by*David Jacho-Chávez & Arthur Lewbel & Oliver Linton

**Are there Monday effects in stock returns: a stochastic dominance approach**

*by*Young-Hyun Cho & Oliver Linton & Yoon-Jae Whang

**Izmir Küçük, Orta ve Büyük Ölçekli Imalat sanayinde Üretim Etkinligi ve Toplam Faktör Verimliligi Analizi**

*by*Ertugrul Deliktas

**Specification and Informational Issues in Credit Scoring**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

*by*Choi, Hwan-sik & Kiefer, Nicholas M.

**Asymptotic Properties for a Class of Partially Identified Models**

*by*Beresteanu, Arie & Molinari, Francesca

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities**

*by*Kyoo il Kim

**Asymptotic Properties for a Class of Partially Identified Models**

*by*Beresteanu, Arie & Molinari, Francesca

**Desigualdad y Pobreza entre las Regiones Argentinas: Un Análisis de Microdescomposiciones**

*by*Héctor Zacaria & Juan Ignacio Zoloa

**Efficiency Analysis of East European Electricity Distribution in Transition: Legacy of the Past?**

*by*Astrid Cullmann & Jürgen Apfelbeck & Christian von Hirschhausen

**Openness, Specialization and Growth**

*by*Luca De Benedictis

**The Role of Human Capital and Technological Interdependence in Growth and Convergence Processes: International Evidence**

*by*Cem Ertur & Wilfried Koch

**Graduation Rates and Accountability: Regressions versus Production Frontiers**

*by*Robert B. Archibald & David H. Feldman

**Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression**

*by*Qiying Wang & Peter C.B. Phillips

**Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors**

*by*Xiaohong Chen & Yingyao Hu

**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**

*by*Ke-Li Xu & Peter C.B. Phillips

**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**

*by*Ke-Li Xu & Peter C.B. Phillips

**Empirical Likelihood Methods in Econometrics: Theory and Practice**

*by*Yuichi Kitamura

**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**

*by*Yixiao Sun & Peter C. B. Phillips & Sainan Jin

**How Does Investing in Cheap Labour Countries Affect Performance at Home? France and Italy**

*by*Giorgio Barba Navaretti & Davide Castellani & Anne-Célia Disdier

**Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks**

*by*Greta Falavigna

**Are French (Industrial) Firms at the Technology Frontier?**

*by*C. LELARGE

**Nonparametric Forecasting of the Manufacturing Output Growth with Firm-level Survey Data**

*by*G. BIAU & O. BIAU & L. ROUVIERE

**A Nonparametric ACD Model**

*by*Antonio Cosma & Fausto Galli

**Swedish Labour Market Training and the Duration of Unemployment**

*by*Richardson, Katarina & van den Berg, Gerard J

**Identification of Peer Effects Using Group Size Variation**

*by*D'Haultfoeuille, Xavier & Davezies, Laurent & Fougère, Denis

**How Does Investing in Cheap Labour Countries Affect Performance at Home? France and Italy**

*by*Barba Navaretti, Giorgio & Castellani, Davide & Disdier, Anne-Célia

**Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies**

*by*Fröhlich, Markus & Lechner, Michael

**Selecting Copulas for Risk Management**

*by*Koedijk, Kees & Kole, Erik & Verbeek, Marno

**Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation**

*by*CORONEO, Laura & VEREDAS, David

**Asymptotic theory for a factor GARCH model**

*by*HAFNER, Christian M. & PREMINGER, Arie

**A nonparametric ACD model**

*by*COSMA, Antonio & GALLI, Fausto

**Instrumental regression in partially linear models**

*by*FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, SÃ©bastien

**Población y Ley de Zipf en Colombia y la Costa Caribe, 1912 - 1993**

*by*Gerson Javier Pérez V

**Los Hogares Colombianos Ante Los Choques: Efectividad De Los Mecanismos De Proteccion Social**

*by*María Fernanda Prada Patiño

**Nonparametric Instrumental Variable Estimators of Structural Quantile Effects**

*by*Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet

**Testing For Equality Between Two Copulas**

*by*Bruno Rémillard & Olivier Scaillet

**Local Transformation Kernel Density Estimation of Loss Distributions**

*by*J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet

**Tikhonov Regularization for Functional Minimum Distance Estimators**

*by*P. Gagliardini & O. Scaillet

**Margins of Multinational Labor Substitution**

*by*Marc-Andreas Muendler & Sascha O. Becker

**How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World**

*by*Lubos Briatka

**Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns**

*by*Gregory Connor & Oliver Linton

**Testing For Stochasticmonotonicity**

*by*Sokbae Lee & Oliver Linton & Yoon-Jae Whang

**Nonparametric Transformation to White Noise**

*by*Oliver Linton & Enno Mammen

**Consistent estimation of the memory parameterfor nonlinear time series**

*by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

**Consistent estimation of the memory parameterfor nonlinear time series**

*by*Violetta Dalla & Liudas Giraitis & Javier Hidalgo

**Measuring Potential Gains from Mergers among Electricity Distribution Companies in Turkey using a Non-Parametric Model**

*by*Necmiddin Bagdadioglu & Catherine Waddams Price & Thomas Weyman-Jones

**Time-Varying Quantiles**

*by*DeRossi, G. & Harvey, A.

**Sample Covariance Shrinkage for High Dimensional Dependent Data**

*by*Sancetta, A.

**The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent**

*by*Mikael Bask & Tung Liu & Anna Widerberg

**Asymptotics and Consistent Bootstraps for DEA Estimators in Non-parametric Frontier Models**

*by*Alois Kneip & Léopold Simar & Paul W. Wilson

**Identification and Nonparametric Estimation of a Transformed Additively Separable Model**

*by*David Jacho-Chavez & Arthur Lewbel & Oliver Linton

**Asymptotic Theory For A Factor Garch Model**

*by*Arie Preminger & Christian M. Hafner

**Is the Inflation-Output Nexus Asymmetric in the Euro Area?**

*by*Baghli, M. & Cahn, C. & Fraisse, H.

**Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure**

*by*Roberta Fiori & Simonetta Iannotti

**Productivity and foreign competition**

*by*Matteo Bugamelli & Alfonso Rosolia

**Emigration and human capital: who leaves, who comes back and what difference does it make?**

*by*Aitor Lacuesta

**New survey evidence on the pricing behaviour of Luxembourg firms**

*by*Patrick Lünnemann & Thomas Mathä

**Term Structure of Interest Rates. European Financial Integration**

*by*Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla

**Bootstrapping pairs in Distance-Based Regression**

*by*Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

**Assessing the Value of Clean Air in a Developing Country: A Hedonic Price Analysis of the Jakarta Housing Market, Indonesia**

*by*Arief Anshory Yusuf & Budy P. Resosudarmo

**Is '3+2' Equal to 4? University Reform and Student Academic Performance in Italy**

*by*Massimiliano BRATTI & Chiara BROCCOLINI & Stefano STAFFOLANI

**Efficiency and Productivity Changes of the Italian Agrifood Cooperatives: a Malmquist Index Analysis**

*by*Andrea BONFIGLIO

**The Devil Dwells in the Tails A Quantile Regression Approach to Firm Growth**

*by*Toke Reichstein & Michael S. Dahl & Bernd Ebersberger, & Morten Jensen

**Predictability of Turkish Foreign Exchange and its Implications to Option Pricing and Arbitrage Opportunities**

*by*Mehmet Horasanli

**Produttività e concorrenza estera**

*by*Matteo Bugamelli & Alfonso Rosolia

**Metodi non parametrici nell'analisi della distribuzione del reddito: problemi empirici ed aspetti metodologici**

*by*Pier Luigi Conti & Maria Grazia Pittau & Roberto Zelli

**A semiparametric assessment of export-led growth in the Philippines**

*by*Lorna E. Amrinto & Hector O. Zapata

**Productivity Analysis in the Spanish Cultural and Leisure Industry: A Regional Perspective/Análisis de la productividad en el sector de la cultura y el ocio español: una perspectiva regional**

*by*MARCO-SERRANO, FRANCISCO & RAUSELL-KÖSTER, PAU

**Statistical Test of the Regional Income Inequality in Korea**

*by*Eungwon Nho

**Mikrooekonometrische Evaluation der oekonomischen Wirkungen betrieblicher Mitbestimmung - Moeglichkeiten und Grenzen des Matching-Ansatzes**

*by*Birgit Schultz

**Heterogeneous Returns to Training, An Analysis with German Data Using Local Instrumental Variables**

*by*Anja Kuckulenz & Michael Maier

**Valoración de bienes públicos relativos al patrimonio cultural. Aplicación comparada de métodos de estimación y análisis de segmentación de demanda**

*by*José Angel Sanz Lara & Luis César Herrero Prieto

**Credit-Scoring Methods (in English)**

*by*Martin Vojtek & Evžen Koèenda

**Nonparametric Tests of Optimizing Behavior in Public Service Provision. Methodology and an Application to Local Public Safety**

*by*L. Cherchye & B. De Borger & T. Van Puyenbroeck

**A Non-Parametric Test of the Conditional CAPM for the Mexican Economy**

*by*Jorge H. del Castillo-Spíndola

**Asset Pricing Simultaneities: Phases and Patterns**

*by*Robert D. Coleman

**¿Es rentable la decisión de estudiar en Colombia?**

*by*Carlos Felipe Prada

**La productividad y sus determinantes:el caso de la industria colombiana**

*by*Echavarría Juan José & María Angélica Arbeláez & María Fernanda Rosales

**Ins, outs, and the duration of trade**

*by*Tibor Besedes & Thomas Prusa

**Quels effets des réorganisations sur la date de passage aux 35 heures ?. Une étude sur données individuelles d'entreprises**

*by*Fabrice Gilles

**Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information**

*by*Yingyao Hu & Geert Ridder

**Mean-square-error Calculations for Average Treatment Effects**

*by*Guido W. Imbens & Whitney Newey & Geert Ridder

**Test for serial independence based on quadratic forms**

*by*Cees Diks & Valentyn Panchenko

**Stock returns and economic activity; evidence from wavelet analysis**

*by*Marco Gallegati

**Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions**

*by*MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

**Estimating default probabilities using a non parametric approach**

*by*Rita L. D'Ecclesia & Robert G. Tompkins

**Türkiye''deki Hayat Dışı Sigorta Şirketlerinin Veri Zarflama Analizi Tekniği İle Göreli Etkinlik Değerlendirmesi**

*by*Bülent SEZEN & Hüseyin İNCE & Selim AREN

**New Extimates of the Duration and Risk of Unemployment for West-Germany**

*by*Ralf A. Wilke

**Avoiding Data Snooping in Multilevel and Mixed Effects Models**

*by*David Afshartous & Michael Wolf

**Formalized Data Snooping Based on Generalized Error Rates**

*by*Joseph P & Romano & Azeem M. Shaikh & Michael Wolf

**A Note on Implementing Box-Cox Quantile Regression**

*by*Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan

**Semiparametric Estimation of Consumption Based Equivalence Scales: The Case of Germany**

*by*Wilke, Ralf A.

**Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis**

*by*Wilke, Ralf A. & Wichert, Laura

**Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany**

*by*Fitzenberger, Bernd & Speckesser, Stefan

**Using Quantile Regression for Duration Analysis**

*by*Fitzenberger, Bernd & Wilke, Ralf A.

**Economic Development and CO2 Emissions: A Nonparametric Panel Approach**

*by*Azomahou, Théophile & Laisney, François & van Phu, Nguyen

**Evaluating the Impacts of Subsidies on Innovation Activities in Germany**

*by*Hujer, Reinhard & Radić, Dubravko

**Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data**

*by*Lee, Sokbae & Wilke, Ralf A.

**Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries**

*by*Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François

**Die Wirkungsanalyse staatlicher Förderprogramme durch den Einsatz von Matching- und Selektionsmodellen am Beispiel der Fertigungstechnik**

*by*Fier, Andreas & Heger, Diana & Hussinger, Katrin

**Measuring the Knowledge Base of Regional Innovation Systems in Germany in terms of a Triple Helix Dynamics**

*by*Leydesdorff, Loet & Fritsch, Michael

**Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien**

*by*Bemmann, Martin

**Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests**

*by*von Hirschhausen, Christian R. & Cullmann, Astrid

**Technical and economic efficiency of Russian corporate farms: the case of the Moscow region**

*by*Svetlov, Nikolai & Hockmann, Heinrich

**Regional Disparities in the European Union: Convergence and Agglomeration**

*by*Stephan, Andreas & Happich, Michael & Geppert, Kurt

**Siblings and Educational Attainment in West Germany**

*by*Blaess, Virginie

**Decomposition of the gender wage gap using matching: an application for Switzerland**

*by*Djurdjevic, Dragana & Radyakin, Sergiy

**Disentangling the relationship between health and income**

*by*Andrew M Jones & John Wildman

**Specification Of A Model To Measure The Value Of Travel Time Savings From Binomial Data**

*by*Mogens Fosgerau

**Unit income elasticity of the value of travel time savings**

*by*Mogens Fosgerau

**A distribution dynamics approach to regional GDP convergence in reunified Germany**

*by*Juessen Falko

**Eco-Efficiency Analysis of Consumer Durables Using Absolute Shadow Prices**

*by*Mika Kortelainen & Timo Kuosmanen

**Firm and Industry Level Profit Efficiency Analysis Under Incomplete Price Data: A Nonparametric Approach based on Absolute and Uniform Shadow Prices**

*by*Timo Kuosmanen & Mika Kortelainen & Timo Sipiläinen & Laurens Cherchye

**Robustness of Inferences to Singularity Bifurcations**

*by*Yijun He & William Barnett

**Comment on 'Chaotic Monetary Dynamics with Confidence'**

*by*William Barnett

**Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?**

*by*Michael Kvasnicka

**Nonlinear and Complex Dynamics in Real Systems**

*by*William Barnett & Apostolos Serletis & Demitre Serletis

**Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')**

*by*Martin Bemmann

**Improving the comparability of insolvency predictions**

*by*Martin Bemmann

**Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation**

*by*João Fernandes

**Long Memory Options: LM Evidence and Simulations**

*by*Sutthisit Jamdee & Cornelis A. Los

**Efficiency of Banks in Regions at Different Stage of European Integration Process**

*by*Daniel Stavarek

**Optimal Time Interval Selection in Long-Run Correlation Estimation**

*by*Pedro H. Albuquerque

**Bayesian Stochastic Frontier Analysis Using WinBUGS**

*by*Jim Griffin & Mark Steel

**Parametric and semiparametric specification tests for binary choice models: a comparative simulation study**

*by*Isabel Proenca & Joao Santos Silva

**Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?**

*by*Catalin Starica & Stefano Herzel & Tomas Nord

**Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models**

*by*Arnab Bhattacharjee

**Structural Changes in NICs: Some Evidences on Attractor Points**

*by*Hossein Abbasi-Nejad & Shapour Mohammadi

**Structural Changes in NICs: Some Evidences on Attractor Points**

*by*Hossein Abbasi-Nejad & Shapour Mohammadi

**Nonparametric Slope Estimators for Fixed-Effect Panel Data**

*by*Kusum Mundra

**Uluslararasi Gelir Dagilimi ve Yakinsama Klupleri Uzerine Gorgul Bir Arastirma**

*by*M. Aykut Attar

**The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results**

*by*Chen Qian & David E. Giles

**Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence**

*by*David E. Giles & Chad N. Stroomer

**Benford’s Law and Naturally Occurring Prices in Certain ebaY Auctions**

*by*David E. Giles

**Convergence of Income Among Provinces in Canada – An Application of GMM Estimation**

*by*Mukesh Ralhan & Ajit Dayanandan

**From household to individual’s welfare: does the Lorenz criteria still hold? Theory and Evidence from French Data**

*by*Helen Couprie & Eugenio Peluso & Alain Trannoy

**Nonparametric estimation in models with Lévy type jumps and stochastic volatility**

*by*Cecilia Mancini & Roberto Renò

**Peer effects and textbooks in primary education: Evidence from francophone sub-Saharan Africa**

*by*Markus Froehlich & Katharina Michaelowa

**Efficient Derivative Pricing by Extended Method of Moments**

*by*Patrick Gagliardini & C. Gourieroux & E. Renault

**Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models**

*by*Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

**Do Government Sponsored Vocational Training Programs Help the Unemployed Find Jobs? Evidence from Russia**

*by*Anton Nivorozhkin & Eugene Nivorozhkin

**On the accuracy of Latin American trade statistics: A nonparametric test for 1925**

*by*M. del Mar Rubio Varas & Mauricio Folchi

**A Consistent Diagnostic Test for Regression Models Using Projections**

*by*Juan Carlos Escanciano

**On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions**

*by*Juan Carlos Escanciano

**Property Condition Disclosure Law: Does 'Seller Tell All' Matter in Property Values?**

*by*Anupam Nanda

**Moment Based Inference with Stratified Data**

*by*Gautam Tripathi

**Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors**

*by*Thomas A. Severini & Gautam Tripathi

**Optimally Combining Censored and Uncensored Datasets**

*by*Paul J. Devereux & Gautam Tripathi

**Inequality in CO2 emissions across countries and its relationship with income inequality: a distributive approach**

*by*Emilio Padilla & Alfredo Serrano

**Nonparametric and semiparametric evidence on the long-run effects of inflation on growth**

*by*Andrea Vaona & Stefano Schiavo

**Projection Estimates of Constrained Functional Parameters**

*by*Fils-Villetard, A. & Guillou, A. & Segers, J.

**Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator**

*by*Haeusler, E. & Segers, J.

**Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution**

*by*Beirlant, J. & Joossens, E. & Segers, J.

**Opening the Black Box of Intra-Household Decision-Making : Theory and Non-Parametric Empirical Tests of General Collective Consumption Models**

*by*Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P.

**Robust Estimation of Dimension Reduction Space**

*by*Cizek, P. & Härdle, W.K.

**Comparing Distributions: The Harmonic Mass Index**

*by*Jeroen Hinloopen & Charles van Marrewijk

**Nonparametric Tests for Serial Independence Based on Quadratic Forms**

*by*Cees Diks & Valentyn Panchenko

**Bahadur Representation for the Nonparametric M-Estimator Under Alpha-mixing Dependence**

*by*Yebin Cheng & Jan G. de Gooijer

**Social Experiments and Instrumental Variables with Duration Outcomes**

*by*Jaap H. Abbring & Gerard J. van den Berg

**Equivalence and Bifurcations of Finite Order Stochastic Processes**

*by*Cees Diks & Florian Wagener

**A nonparametric test of stochastic dominance in multivariate distributions**

*by*Ian Crawford

**Modeling Concentration and Dispersion in Multiple Regression**

*by*Rolf Aaberge & Steinar Bjerve & Kjell Doksum

**Asymptotic Distribution Theory of Empirical Rank-dependent Measures of Inequality**

*by*Rolf Aaberge

**Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment**

*by*Henderson, Daniel & Millimet, Daniel

**Time to Learn? The Organizational Structure of Schools and Student Achievement**

*by*Eren, Ozkan & Millimet, Daniel

**The Distribution of Returns to Marriage**

*by*Maasoumi, Esfandiar & Millimet, Daniel & Sarkar, Dipanwita

**Is the Quantity-Quality Trade-off Really a Trade-off for All?**

*by*Millimet, Daniel & Wang, Le

**Evaluating the Impact of R&D Tax Credits on Innovation: A Microeconometric Study on Canadian Firms**

*by*Petr Hanel & Dirk Czarnitzki & Julio Miguel Rosa

**Identification and Estimation of Discrete Games of Complete Information**

*by*Stephen Ryan & Patrick Bajari & Han Hong

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models**

*by*Marno Verbeek & Jeroen VK Rombouts

**Accurate Yield Curve Scenarios Generation using Functional Gradient Descent**

*by*Fabio Trojani & Francesco Audrino

**Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand**

*by*Arnab Bhattacharjee & Chris Jensen-Butler

**Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models**

*by*Arnab Bhattacharjee

**Reconsidering the business cycle and stabilisation policies in South Africa**

*by*Stan du Plessis

**Assessing the performance of matching algorithms when selection into treatment is strong**

*by*Jochen Kluve & Boris Augurzky

**On the generation of a regular multi-input multi-output technology using parametric output distance functions**

*by*Sergio Perelman & Daniel Santin

**Transaction Costs In Public-Private Partnerships: A First Look At The Evidence**

*by*Dudkin, Gerti & Valila, Timo

**Estimating Deterministically Time-Varying Variances in Regression Models**

*by*George Kapetanios

**Tests for Deterministic Parametric Structural Change in Regression Models**

*by*George Kapetanios

**Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration**

*by*Morten Ørregaard Nielsen & Per Frederiksen

**Efficiency of Construction Firms in Vietnam**

*by*Nguyen, Khac Minh & Giang, Thanh Long

**Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences**

*by*Wittkowski, Knut M.

**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices**

*by*Geweke, John & Keane, Michael

**Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996**

*by*Geweke, John & Keane, Michael

**Regionalización de Mexico mediante un Indice de Capital Humano**

*by*Cabrera-Castellanos, Luis F. & Lozano-Cortés, René

**Estimates of Armington parameters for a landlocked economy**

*by*Nganou, Jean-Pascal

**Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos**

*by*Espinosa Méndez, Christian

**Does School Improve Equity? Some Key Findings from Portuguese Data**

*by*Chagas Lopes, Margarida & Medeiros, João & PINTO, AQUILES

**Transições e Pontos Críticos das Trajectórias de Escolaridade: Estudo de Caso em seis Escolas Secundárias da Grande Lisboa**

*by*CHAGAS LOPES, MARGARIDA

**A Latent Budget Analysis Approach to Classification: Examples from Economics**

*by*Larrosa, Juan MC

**Bandwidth selection for nonparametric kernel testing**

*by*Gao, Jiti & Gijbels, Irene

**A test for model specification of diffusion processes**

*by*Chen, Song Xi & Gao, Jiti & Tang, Chenghong

**Local and global rank tests for multivariate varying-coefficient models**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**Public-Private Partnerships and the Promotion of Collective Entrepreneurship**

*by*Mário Rui Silva & Hermano Rodrigues

**Competitiveness and Public-Private Partnerships: Towards a More Decentralised Policy**

*by*Mário Rui Silva & Hermano Rodrigues

**Variation, jumps, market frictions and high frequency data in financial econometrics**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**Managerial Behavior and Cost/Profit Efficiency in the Banking Sectors of Central and Eastern European Countries**

*by*Stefania P.S. Rossi & Markus Schwaiger & Gerhard Winkler

**Factor Adjustments After Deregulation: Panel Evidence from Colombian Plants**

*by*Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler

**Edgeworth Expansions for Realized Volatility and Related Estimators**

*by*Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia

**Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis**

*by*Azeem Shaikh & Edward Vytlacil

**Kernel Estimation when Density Does Not Exist**

*by*ZINDE-WALSH, Victoria

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc

**Robust forecasting of mortality and fertility rates: a functional data approach**

*by*Rob J. Hyndman & Md. Shahid Ullah

**Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases**

*by*D. S. Poskitt

**A simple test of Richter-rationality**

*by*Marc-Arthur Diaye & Michal Wong-Urdanivia

**Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices**

*by*Dominique Guegan & Sophie A. Ladoucette

**Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach**

*by*Lean Hooi Hooi & Wong Wing Keung & Russell Smyth

**Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes**

*by*Cerqueti, Roy & Costantini, Mauro

**Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order**

*by*Cerqueti, Roy & Costantini, Mauro

**Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation**

*by*Frank T. Denton

**Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects**

*by*Jan Ondrich

**Convergence in Carbon Emissions Per Capita**

*by*Alison Stegman

**Safety Net Design and Systemic Risk: New Empirical Evidence**

*by*Klüh, Ulrich

**Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options**

*by*Ruijun Bu & Kaddour Hadri

**Croissance, capital humain et interactions spatiales : une étude économétrique**

*by*ERTUR, Cem & THIAW, Kalidou

**Growth, Technological Interdependence and Spatial Externalities: Theory and Evidence**

*by*ERTUR, Cem & KOCH, Wilfried

**Best Nonparametric Bounds on Demand Responses**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Robustness of Inferences to Singularity Bifurcations**

*by*William Barnett & Yijun He

**Nonlinear and Complex Dynamics in Real Systems**

*by*William Barnett & Apostolos Serletis & Demitre Serletis

**Do Former College Athletes Earn More at Work? A Nonparametric Assessment**

*by*Henderson, Daniel J. & Olbrecht, Alexandre & Polachek, Solomon

**Do Former College Athletes Earn More at Work? A Nonparametric Assessment**

*by*Daniel J. Henderson & Alexandre Olbrecht & Solomon Polachek

**Sensitivity of Propensity Score Methods to the Specifications**

*by*Zhong Zhao

**Sensitivity of Propensity Score Methods to the Specifications**

*by*Zhao, Zhong

**Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany**

*by*Fitzenberger, Bernd & Speckesser, Stefan

**Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany**

*by*Bernd Fitzenberger & Stefan Speckesser

**Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences**

*by*Bergemann, Annette & Fitzenberger, Bernd & Speckesser, Stefan

**Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences**

*by*Annette Bergemann & Bernd Fitzenberger & Stefan Speckesser

**Wage Ceilings and Floors: The Gender Gap in Ukraine’s Transition**

*by*Ina Ganguli & Katherine Terrell

**Wage Ceilings and Floors: The Gender Gap in Ukraine's Transition**

*by*Ganguli, Ina & Terrell, Katherine

**Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants**

*by*Marcela Eslava & John Haltiwanger & Adriana Kugler & Maurice Kugler

**Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants**

*by*Eslava, Marcela & Haltiwanger, John C. & Kugler, Adriana & Kugler, Maurice

**Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes**

*by*Maasoumi, Esfandiar & Heshmati, Almas

**Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes**

*by*Esfandiar Maasoumi & Almas Heshmati

**Institutions, Markets and Men’s and Women’s Wage Inequality: Evidence from Ukraine**

*by*Ina Ganguli & Katherine Terrell

**Institutions, Markets and Men's and Women's Wage Inequality: Evidence from Ukraine**

*by*Ganguli, Ina & Terrell, Katherine

**Nonparametric Bounds on the Effect of Deductibles in Health Care Insurance on Doctor Visits – Swiss Evidence**

*by*Gerfin, Michael & Schellhorn, Martin

**Nonparametric Bounds on the Effect of Deductibles in Health Care Insurance on Doctor Visits - Swiss Evidence**

*by*Michael Gerfin & Martin Schellhorn

**Opening the Black Box of Intra-Household Decision-Making: Theory and Non-Parametric Empirical Tests of General Collective Consumption Models**

*by*Laurens Cherchye & Bram De Rock & Frederic Vermeulen

**Opening the Black Box of Intra-Household Decision-Making: Theory and Non-Parametric Empirical Tests of General Collective Consumption Models**

*by*Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic

**Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa**

*by*Frölich, Markus & Michaelowa, Katharina

**Peer Effects and Textbooks in Primary Education: Evidence from Francophone Sub-Saharan Africa**

*by*Frölich, Markus & Michaelowa, Katharina

**Wage Distribution In Spain, 1994-1999: An Application Of A Flexible Estimator Of Conditional Distributions**

*by*Juan Mora & Antonia Febrer

**Students and Teachers: A DEA Approach to the Relative Efficiency of Portuguese Public Universities**

*by*António Afonso & Mariana Santos

**Cross-country Efficiency of Secondary Education Provision: a Semi-parametric Analysis with Nondiscretionary Inputs**

*by*António Afonso & Miguel St. Aubyn

**Public Services Efficiency Provision in Italian Regions: a Non-Parametric Analysis**

*by*Antonio Afonso & Carla Scaglioni

**Assessing and Explaining the Relative Efficiency of Local Government: Evidence for Portuguese Municipalities**

*by*António Afonso & Sónia Fernandes

**Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods**

*by*Raquel Andres & Samuel Calonge

**Best nonparametric bounds on demand responses**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Social experiments and instrumental variables with duration outcomes**

*by*Jaap Abbring & Gerard Van Den Berg

**Long-term effects of a mandatory multistage program: the New Deal for young people in the UK**

*by*Giacomo De Giorgi

**Local GEL methods for conditional moment restrictions**

*by*Richard Smith

**Efficient information theoretic inference for conditional moment restrictions**

*by*Richard Smith

**Best nonparametric bounds on demand responses**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility**

*by*Walter Beckert & Richard Blundell

**Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data**

*by*Sokbae (Simon) Lee & Ralf A. Wilke

**Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence**

*by*Dubois, Pierre & Jullien, Bruno & Magnac, Thierry

**Employment effects of the provision of specific professional skills and techniques in Germany**

*by*Fitzenberger, Bernd & Speckesser, Stefan

**In Search of Non-Gaussian Components of a High-Dimensional Distribution**

*by*Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller

**Portfolio Value at Risk Based on Independent Components Analysis**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**An empirical test of theories of price valuation using a semiparametric approach, reference prices, and accounting for heterogeneity**

*by*Yasemin Boztug & Lutz Hildebrandt

**Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration**

*by*Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle

**Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?**

*by*Michael Kvasnicka

**DSFM fitting of Implied Volatility Surfaces**

*by*Szymon Borak & Matthias Fengler & Wolfgang Härdle

**Dynamics of State Price Densities**

*by*Wolfgang Härdle & Zdenek Hlavka

**A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics**

*by*Matthias Fengler & Wolfgang Härdle & Enno Mammen

**Arbitrage-Free Smoothing of the Implied Volatility Surface**

*by*Matthias R. Fengler

**Robust estimation of dimension reduction space**

*by*Pavel Cizek & Wolfgang Härdle

**Nonparametric Productivity Analysis**

*by*Wolfgang Härdle & Seok-Oh Jeong

**Value-at-Risk Calculations with Time Varying Copulae**

*by*Enzo Giacomini & Wolfgang Härdle

**Equality of Opportunity, Heterogeneity and Poverty**

*by*Nilsson, William

**Opportunities, Preferences and Incomes**

*by*Nilsson, William

**Organisational Change, Absenteeism and Welfare Dependency**

*by*Røed, Knut & Fevang, Elisabeth

**Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach**

*by*Gaure, Simen & Røed, Knut & Zhang, Tao

**Downward Nominal Wage Rigidity in the OECD**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Social experiments and intrumental variables with duration outcomes**

*by*Abbring, Jaap H & van den Berg, Gerard J

**Covariate selection for non-parametric estimation of treatment effects**

*by*de Luna, Xavier & Waernbaum, Ingeborg

**A wavelet analysis of scaling laws and long-memory in stock market volatility**

*by*Vuorenmaa , Tommi

**Panel Data Econometrics: Modelling and Estimation**

*by*Hübler, Olaf

**Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany**

*by*Roberta Colavecchio & Declan Curran & Michael Funke

**Multiariate Wavelet-based sahpe preserving estimation for dependant observation**

*by*Antonio Cosma & Olivier Scaillet & Rainer von Sachs

**A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives**

*by*Michel Denuit & Anne-Cécile Goderniaux & Olivier Scaillet

**Times-To-Default:Life Cycle, Global and Industry Cycle Impact**

*by*Fabien Couderc & Olivier Renault

**Understanding Default Risk Through Nonparametric Intensity Estimation**

*by*Fabien Couderc

**Bootstrap bias-adjusted GMM estimators**

*by*Joaquim J.S. Ramalho

**Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation**

*by*Fabrice Gilles

**Twin - Peaks in E.U. Regional Productivity Dynamics: a nonparametric analysis**

*by*Georgios Fotopoulos

**Semi-Parametric Modelling of Correlation Dynamics**

*by*Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Semiparametric estimation for stationary processes whose spectra have an unknown pole**

*by*Javier Hidalgo

**Distribution free goodness-of-fit tests for linear processes**

*by*Miguel A. Delgado & Javier Hidalgo & Carlos Velasco

**A method of moments estimator for semiparametric index models**

*by*Bas Donkers & Marcia M. A. Schafgans

**An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning**

*by*John Hobcraft & Wendy Sigle-Rushton

**A smoothed least squares estimator for threshold regression models**

*by*Oliver Linton & Myunghwan Seo

**Factor price equality and the economies of the United States**

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

**Simulated nonparametric estimation of dynamic models with applications to finance**

*by*Filippo Altissimo & Antonio Mele

**The bootstrap and the Edgeworth correction for semiparametric averaged derivatives**

*by*Yoshihiko Nishiyama & Peter M. Robinson

**Convergence In Carbon Emissions Per Capita**

*by*Alison Stegman

**The Spatial Analysis of Time Series**

*by*Park, Joon Y.

**Partial Identification of Probability Distributions with Misclassified Data**

*by*Molinari, Francesca

**Comment on Ã¢â‚¬Å“Realized Variance and Market Microstructure NoiseÃ¢â‚¬Â by Peter R. Hansen and Asger Lunde**

*by*Peter C. B. Phillips & Jun Yu

**Comments on Ã¢â‚¬Å“A selective overview of nonparametric methods in financial econometricsÃ¢â‚¬Â**

*by*Peter C. B. Phillips & Jun Yu

**Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements**

*by*David-Jan Jansen & Jakob de Haan

**Regional Disparities in the European Union: Convergence and Agglomeration**

*by*Kurt Geppert & Michael Happich & Andreas Stephan

**Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects**

*by*Jan Ondrich

**A New Approach to Robust Inference in Cointegration**

*by*Sainan Jin & Peter C.B. Phillips & Yixiao Sun

**Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood**

*by*Taisuke Otsu & Yoon-Jae Whang

**A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions**

*by*Federico M. Bandi & Peter C.B. Phillips

**Sign Tests for Dependent Observations and Bounds for Path-Dependent Options**

*by*Donald J. Brown & Rustam Ibragimov

**Improved HAR Inference**

*by*Peter C.B. Phillips & Yixiao Sun & Sainan Jin

**Firm'investment forecast: An indicator of changes in expectations in industrial investment survey**

*by*N. FERRARI

**Factor Adjustments after Deregulation: Panel Evidence from Colombian Plants**

*by*Eslava, Marcela & Haltiwanger Jr, John C & Kugler, Adriana D. & Kugler, Maurice

**How to Exit from Fixed Exchange Rate Regimes**

*by*Asici, Ahmet Atil & Ivanova, Nadezhda & Wyplosz, Charles

**Factor Price Equality and the Economies of the United States**

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

**Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach**

*by*Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate

**The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes**

*by*Robert F. Engle & Jose Gonzalo Rangel

**Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin

**Robust Value at Risk Prediction**

*by*Loriano Mancini & Fabio Trojani

**Too Large or Too Small? Returns to Scale in a Retail Network**

*by*Frantisek Brazdik & Viliam Druska

**Oriented stochastic data envelopment models: Ranking comparison to stochastic frontier approach**

*by*Frantisek Brazdik

**Learning by Bidding: Evidence from a Large-Scale Natural Experiment**

*by*Jan Hanousek & Evzen Kocenda

**A method of moments estimator for semiparametric index models**

*by*Bas Donkers & Marcia M Schafgans

**The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives**

*by*Yoshihiko Nishiyama & Peter M Robinson

**Distribution Free Goodness-of-Fit Tests for Linear Processes**

*by*Miguel A. Delgado & Javier Hidalgo & Carlos Velasco

**Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole**

*by*Javier Hidalgo

**An exploration of childhood antecedents of female adult malaise in two British birth cohorts: Combining Bayesian model averaging and recursive partitioning**

*by*John Hobcraft & Wendy Sigle-Rushton

**Factor Price Equality and the Economies of the United States**

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

**Factor Price Equality and the Economies of the United States**

*by*Andrew Bernard & Stephen Redding & Peter Schott

**Forecasting Distributions with Experts Advice**

*by*Sancetta, A.

**Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices**

*by*Sancetta, A. & Nikanrova, A.

**A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000**

*by*Feng Zhu

**Explaining credit default swap spreads with equity volatility and jump risks of individual firms**

*by*Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou

**The Fed and the Question of Financial Stability: An Empirical Investigation**

*by*Grunspan, T.

**Testing the Parametric Specification of the Diffusion Function in a Diffusion Process**

*by*Fuchun Li

**Do You Need a Job to Find a Job?**

*by*Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety**

*by*CHERCHYE, Laurens & DE BORGER, Bruno & VAN PUYENBROECK, Tom

**Dinâmica Da Renda, Longevidade E Educação Nos Municípios Brasileiros**

*by*João Carlos Ramos Magalhães & Rogério Boueri Miranda

**Does development aid help poor countries catch up?**

*by*Herbertsson, Tryggvi Thor & Martin Paldam

**Characterizing income distribution for poverty and inequality analysis**

*by*Rómulo A.Chumacero & Ricardo D.Paredes

**Semi-Parametric Spatial Auto-Covariance Models Of Regional Growth In Europe**

*by*Roberto BASILE & Bernard GRESS

**Persistency of Output Fluctuations : The Case of Turkey**

*by*Aslihan Atabek Demirhan

**Evaluation of Further Training Programmes with an Optimal Matching Algorithm**

*by*Eva Reinowski & Birgit Schultz & Jürgen Wiemers

**Is the market concentration and interest-rates relationship in the Mexican commercial banking industry a sign of efficiency?**

*by*Clemente Hernandez-Rodriguez

**A Semi-Parametric Model for Asymmetric Information in Health Plan Markets**

*by*Ralph Bradley

**El análisis envolvente de datos en la construcción de indicadores sintéticos. Una aplicación a las provincias españolas/DEA Construction of Composite Indicators. An Application to the Spanish Provinces**

*by*MARTÍNEZ ROGET, F. & MURIAS FERNÁNDEZ, P. & MIGUEL DOMÍNGUEZ, J.C. DE

**Működési versenyképesség és hajtóerői a hazai húsiparban**

*by*Tóth, József

**A Frequency Selective Filter for Short-Length Time Series**

*by*Alessandra Iacobucci & Alain Noullez

**Stock Returns and Volatility in Emerging Stock Markets**

*by*Jaeun Shin

**Análisis del desempleo urbano a través de un estudio comparativo de métodos de clasificación**

*by*Margarita Díaz & Fernando Ferrero & Cecilia Díaz & Patricia Caro & María Inés Stimolo

**An empirical comparison of the performance of alternative option pricing models**

*by*Eva Ferreira & Mónica Gago & Angel León & Gonzalo Rubio

**A Measure of Welfare Based on Permanent Income Hypothesis: An Application on Italian Households Budgets**

*by*Riccardo Massari

**Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)**

*by*Carlos MACHADO-SANTOS & Ana Cristina FERNANDES

**Convergence of Sectoral Productivity in Turkish Provinces: A Markov Chains Model**

*by*Temel, T. & Tansel, A. & Gungor, N.D.

**Economic Clubs and European Commitment. Evidence from the International Business Cycles**

*by*Bovi, M.

**A Bootstrap Test for Conditional Symmetry**

*by*Liangjun Su & Sainan Jin

**Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models**

*by*Yiguo Sun

**Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas**

*by*Diego Mauricio Vásquez & Luis Fernando Melo

**A note on the Bandwidth choice when the null hypothesis is semiparametric**

*by*Jorge Barrientos Marín

**Convergencia en indicadores sociales en Colombia. Una aproximación desde los enfoques tradicional y no paramétrico**

*by*Aguirre Tobón Katherine

**Non-parametric approaches to education and health efficiency in OECD countries**

*by*António Afonso & Miguel St. Aubyn

**Singularity Bifurcation**

*by*Yijun He & William A. Barnett

**The U.S. Phillips-curve by time scale using waveletsMarco**

*by*Marco Gallegati Mauro Gallegati James Ramsey Willi Semmler

**qGMM Estimation of Sunk Costs**

*by*Jeffrey R. Campbell & Jonas D.M. Fisher

**Estimating Dynamic Equilibrium Economies: Linear and Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Identification and Estimation in Sequential Dutch Auctions**

*by*Harry J. Paarsch & Bjarne Brendstrup

**Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange**

*by*Clive Bowsher

**Toward a Unified Approach to Testing for Weak Separability**

*by*Jones, Barry & Elger, Thomas & Edgerton, David & Dutkowsky, Donald

**The Spatial Analysis of Time Series**

*by*Joon Y. Park

**Finite-Sample Inference Methods for Quantile Regression Models**

*by*Christian Hansen & Victor Chernozhukov

**An Empirical Investigation of Habit-Based Asset Pricing Models**

*by*Sydney C. Ludvigson & Xiaohong Chen

**Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models**

*by*Jiti Gao & Maxwell King

**Quantile Regression under Misspecification**

*by*I. Fernandez-Val & J. Angrist & V. Chernozhukov

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**A Dynamic Structural Model of Labor Supply and Educational Attainment**

*by*Wayne-Roy Gayle

**Covariance-based orthogonality tests for regressors with unknown persistence**

*by*Katsumi Shimotsu & Alex Maynard

**Wavelet transform for regression estimation of non-stationary fractional time series**

*by*Jin Lee

**Robust Nonparametric Estimation of Efficiency and Technical Change in U.S. Commercial Banking**

*by*Paul W. Wilson & David C. Wheelock

**Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program**

*by*Jose Galdo

**Valuing water reources in developing countries: A semiparametric approach to valuation models**

*by*Walter Belluzzo

**Partial Identification of Poverty Measures with Contaminated Data**

*by*Juan Carlos Chavez-Martin del Campo

**Jackstrapping Dea Scores For Robust Efficiency Measurement**

*by*Darcy Ribeiro & Maria da ConceiÃ§Ã£o Sampaio de Sousa

**Labor Market Discrimination in the US: A Quantile Regression Approach**

*by*Juliana Ferraz GuimarÃ£es

**Smooth Test For Testing Equality Of Two Densities**

*by*Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh

**A Dynamic Factor Approach to Nonlinear Stability Analysis**

*by*Mototsugu Shintani

**Is Health Care a Necessity or a Luxury? Evidence from Local Quantile Regressions**

*by*Chiu-Kuei Chang & Mei-Yuan Chen

**Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series**

*by*Rodney C Wolff & Adrian G Barnett

**Inferring decision processes from economic experiments**

*by*Marco Castillo & Philip Cross

**The male-female wage gap in France: an analysis using non-parametric methods**

*by*Sandrine Rospabe & Robert Breunig

**Evaluating the Impact of R&D Tax Credits on Innovation: A Microeconometric Study on Canadian Firms**

*by*Czarnitzki, Dirk & Hanel, Petr & Rosa, Julio Miguel

**Die Rolle der Innovationsförderung im Aufholprozess Ostdeutschlands**

*by*Czarnitzki, Dirk & Licht, Georg

**Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland**

*by*Kyyrä, Tomi & Wilke, Ralf A.

**A Note on Implementing Box-Cox Quantile Regression**

*by*Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan

**The Link Between R&D Subsidies, R&D Spending and Technological Performance**

*by*Czarnitzki, Dirk & Hussinger, Katrin

**Using Innovation Survey Data to Evaluate R&D Policy: The Case of Belgium**

*by*Aerts, Kris & Czarnitzki, Dirk

**Semiparametric Estimation of Consumption Based Equivalence Scales: The Case of Germany**

*by*Wilke, Ralf A.

**Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences**

*by*Speckesser, Stefan & Fitzenberger, Bernd & Bergemann, Annette

**The Relationship between R&D Collaboration, Subsidies and Patenting Activity: Empirical Evidence from Finland and Germany**

*by*Ebersberger, Bernd & Czarnitzki, Dirk & Fier, Andreas

**New Estimates of the Duration and Risk of Unemployment for West-Germany**

*by*Wilke, Ralf A.

**Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise**

*by*Scholz, Achim & Neumeyer, Natalie & Munk, Axel

**Assessing the performance of matching algorithms when selection into treatment is strong**

*by*Augurzky, Boris & Kluve, Jochen

**Peer effects and textbooks in primary education : Evidence from francophone sub-Saharan Africa**

*by*Frölich, Markus & Michaelowa, Katharina

**Semiparametric multivariate volatility models**

*by*Rombouts, Jeroen V. K. & Hafner, Christian M.

**Adoption of e-business: patterns and consequences of network externalities**

*by*Schade, Christian & Köllinger, Philipp

**Does co-financing by multilateral development banks increase "risky" direct investment in emerging markets?**

*by*Wezel, Torsten

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Peter C.B. Phillips & Sainan Jin & Yixiao Sun

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown

**The Dow Theory: William Peter Hamilton's Track Record Re-considered**

*by*Stephen J. Brown & William N. Goetzmann & Alok Kumar

**Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety**

*by*Laurens Cherchye & Bruno De Borger & Tom Van Puyenbroeck

**The Public Sector Pay Gap in France, Great Britain and Italy**

*by*Claudio Lucifora & Dominique Meurs

**Investigating the distribution of the value of travel time savings**

*by*Mogens Fosgerau

**Investigating the distribution of the value of travel time savings**

*by*Mogens Fosgerau

**Evaluating the temporal and the spatial heterogeneity of the European convergence process, 1980-1999**

*by*Julie Le Gallo & Sandy Dall'erba

**Are R&D subsidies a substitute or a complement to privately funded R&D? Evidence from France using propensity score methods for non- experimental data**

*by*DUGUET Emmanuel

**Understanding New Zealand s Changing Income Distribution 1983 98:A Semiparametric Analysis**

*by*Dean R. Hyslop & David C. Maré

**Dynamics of Interest Rate Curve by Functional Auto-Regression**

*by*Vladislav Kargin & Alexei Onatski

**Bank loans, start-up subsidies and the survival of the new firms: an econometric analysis at the entrepreneur level**

*by*CREPON Bruno & DUGUET Emmanuel

**Long Memory Options: Valuation**

*by*SUTTHISIT JAMDEE & CORNELIS A. LOS

**Long-Term Dependence Characteristics of European Stock Indices**

*by*CORNELIS A. LOS & JOANNA M. LIPKA

**Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets**

*by*CORNELIS A. LOS

**Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data**

*by*CORNELIS A. LOS

**A Theory for the Term Structure of Interest Rates**

*by*Thomas Alderweireld & Jean Nuyts

**When did the 2001 recession really start?**

*by*J. Polzehl & V. Spokoiny & C. Starica

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

**Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?**

*by*Catalin Starica

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**The Nonlinear Skeletons in the Closet**

*by*William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy

**Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots**

*by*Ricardo Gonçalves Silva

**Cointegration in Frequency Domain**

*by*Daniel Levy

**Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes**

*by*Niklas Wagner & Terry A. Marsh

**Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis**

*by*Yuriy Gorodnichenko & Klara Sabirianova Peter &

**Trust In Transition: Cross Country And Firm Evidence**

*by*Martin Raiser & Alan Rousso & Franklin Steves

**No, Virginia, There Isn't a Santa Claus (For Most Countries' Growth Cycles)**

*by*David E. A. Giles

**A Model Selection Test for Bivariate Failure-Time Data**

*by*Xiaohong Chen & Yanqin Fan

**Efficient Estimation of Semiparametric Multivariate Copula Models**

*by*Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov

**Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification**

*by*Xiaohong Chen & Yanqin Fan

**A Dynamic Factor Approach to Nonlinear Stability Analysis**

*by*Mototsugu Shintani

**Concordant Convergence Empirics**

*by*Don J Webber & Paul White

**A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient**

*by*Roberto Reno' & Antonio Roma & Stephen Schaefer

**Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling**

*by*Roberto Reno'

**Regional treatment intensity as an instrument for the evaluation of labour market policies**

*by*Markus Frölich & Michael Lechner

**Quadratic term structure models with jumps in incomplete currency markets**

*by*Daal, Elton

**Testing the Markov property with ultra-high frequency financial data**

*by*Matos, Joao Amaro de & Fernandes, Marcelo

**Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing**

*by*Teresa Corzo SantamarÃa & Javier GÃ³mez Biscarri

**Neighbors’ Income Distribution: Economic Segregation and Mixing in US Urban Neighborhoods**

*by*Anna Hardman & Yannis Ioannides

**The Collective Model of Household Consumption : A Nonparametric Characterization**

*by*Cherchye, L.J.H. & de Rock, B. & Vermeulen, F.M.P.

**Non-Parametric Inference for Bivariate Extreme-Value Copulas**

*by*Segers, J.J.J.

**Mandelbrot's Extremism**

*by*Beirlant, J. & Schoutens, W. & Segers, J.J.J.

**Generalized Probability-Probability Plots**

*by*Mushkudiani, N.A. & Einmahl, J.H.J.

**Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition**

*by*Einmahl, J.H.J. & de Haan, L.F.M. & Li, D.

**Semiparametrically Efficient Inference Based on Signs and Ranks for Median Restricted Models**

*by*Hallin, M. & Vermandele, C. & Werker, B.J.M.

**On the u-th Geometric Conditional Quantile**

*by*Yebin Cheng & Jan G. de Gooijer

**Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors**

*by*Stefan Boes

**Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators**

*by*Marianne Simonsen & Lars Skipper

**Efficiency in Public Sector: A Neural Network Approach**

*by*Francisco J. Delgado

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brentstrup

**Density Estimation and Combination under Model Ambiguity**

*by*Stefania D'Amico

**Nonlinear Growth and the Productivity Slowdown**

*by*Andrea Mario Lavezzi & Davide Fiaschi

**A Frequency-selective Filter for Short-Length Time Series**

*by*Alain Noullez & Alessandra Iacobucci

**Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model**

*by*Leonardo Becchetti & Roberto Rocci & Giovanni Trovato

**Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models**

*by*Sydney Ludvigson & Xiaohong Chen

**Do You Need a Job to Find a Job?**

*by*Deborah Cobb-Clark & Paul Frijters & Guyonne Kalb

**A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models**

*by*Bhattacharjee, Arnab

**On testing equality of distributions of technical efficiency scores**

*by*Simar, Leopold & Zelenyuk, Valentin

**Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios**

*by*Müller, Ulrich A & Bürgi, Roland & Dacorogna, Michel M

**A new distribution-based test of self-similarity**

*by*Bianchi, Sergio

**Efficiency Performance of Hospitals and Medical Centers in Vietnam**

*by*Nguyen, Khac Minh & Giang, Thanh Long

**¿Desaparece la clase media en México?: Una aplicación de la polarización por subgrupos entre 1984 y 2000**

*by*Huesca, Luis

**Empirical comparisons in short-term interest rate models using nonparametric methods**

*by*Arapis, Manuel & Gao, Jiti

**Local rank tests in a multivariate nonparametric relationship**

*by*Natércia Fortuna

**Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange**

*by*Clive G. Bowsher

**Semiparametric Causality Tests Using the Policy Propensity Score**

*by*Joshua D. Angrist & Guido M. Kuersteiner

**Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods**

*by*McCAUSLAND, William

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Xibin Zhang & Maxwell L. King & Rob J. Hyndman

**Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures**

*by*Jonathan Dark

**Is innovation persistent at the firm Level . An econometric examination comparing the propensity score and regression methods**

*by*Emmanuel Duguet & Stéphanie Monjon

**Modelling long memory and risk premia in Latin American sovereign bond markets**

*by*Alfonso Mendoza

**Average treatment effect estimation via random recursive partitioning**

*by*Giuseppe PORRO & Stefano Maria IACUS

**Dealing with Limited Overlap in Estimation of Average Treatment Effects**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation**

*by*Frank T. Denton

**Nonparametric expenditure-based estimation of income under-reporting and the underground economy**

*by*Lindsay M. Tedds

**Taxes, Deadweight Loss and Intertemporal Female Labor Supply: Evidence from Panel Data**

*by*Anil Kumar

**Econometric Inference, Cyclical Fluctuations, and Superior Information**

*by*Denis Larocque & Michel Normandin

**The Effects of Experience, Ownership, and Knowledge on IPO Survival: Evidence from the Neuer Markt**

*by*David Audretsch & Erik Lehmann

**On the Distributional Effects of Income in an Aggregate Consumption Relation**

*by*Manisha Chakrabarty & Anke Schmalenbach & Jeffrey Racine

**Productivity Dynamics and Structural Change in the U.S. Manufacturing Sector**

*by*Jens J. Krüger

**Capacity Utilization and Technology Shocks in the U.S. Manufacturing Sector**

*by*Jens J. Krüger

**Total Factor Productivity Growth and Job Turnover in Mexican Manufacturing Plants in the 1990s**

*by*Calderón-Madrid, Angel & Voicu, Alexandru

**Total Factor Productivity Growth and Job Turnover in Mexican Manufacturing Plants in the 1990s**

*by*Calderon-Madrid, Angel & Voicu, Alexandru

**Matching as a Tool to Decompose Wage Gaps**

*by*Ñopo, Hugo

**Matching as a Tool to Decompose Wage Gaps**

*by*Nopo, Hugo R.

**Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries**

*by*Clark, Andrew E. & Etilé, Fabrice & Postel-Vinay, Fabien & Senik, Claudia & Van der Straeten, Karine

**Heterogeneity in Reported Well-Being: Evidence from Twelve European Countries**

*by*Clark, Andrew & Etilé, Fabrice & Postel-Vinay, Fabien & Senik, Claudia & Van der Straeten, Karine

**Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis**

*by*Gorodnichenko, Yuriy & Peter, Klara Sabirianova

**Returns to Schooling in Russia and Ukraine: A Semiparametric Approach to Cross-Country Comparative Analysis**

*by*Gorodnichenko, Yuriy & Peter, Klara Sabirianova

**Survey Non-Response and Unemployment Duration**

*by*van den Berg, Gerard J. & Lindeboom, Maarten & Dolton, Peter

**Survey Non-Response and Unemployment Duration**

*by*van den Berg, Gerard J. & Lindeboom, Maarten & Dolton, Peter J.

**Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong**

*by*Augurzky, Boris & Kluve, Jochen

**Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong**

*by*Augurzky, Boris & Kluve, Jochen

**Do You Need a Job to Find a Job?**

*by*Cobb-Clark, Deborah A. & Frijters, Paul & Kalb, Guyonne

**Do You Need a Job to Find a Job?**

*by*Cobb-Clark, Deborah & Frijters, Paul & Kalb, Guyonne

**The Exhaustion of Unemployment Benefits in Belgium: Does it Enhance the Probability of Employment?**

*by*Cockx, Bart & Ries, Jean

**The Exhaustion of Unemployment Benefits in Belgium: Does it Enhance the Probability of Employment?**

*by*Cockx, Bart & Ries, Jean

**Accounting for Income Distribution Trends: A Density Function Decomposition Approach**

*by*Jenkins, Stephen P. & Van Kerm, Philippe

**Accounting for Income Distribution Trends: A Density Function Decomposition Approach**

*by*Jenkins, Stephen P. & Van Kerm, Philippe

**Nonparametric Bounds on the Returns to Language Skills**

*by*Gonzalez, Libertad

**Nonparametric Bounds on the Returns to Language Skills**

*by*Gonzalez, Libertad

**Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies**

*by*Frölich, Markus & Lechner, Michael

**Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies**

*by*Frölich, Markus & Lechner, Michael

**Work-Related Training and Wages: An Empirical Analysis for Male Workers in Switzerland**

*by*Gerfin, Michael

**Work-Related Training and Wages: An Empirical Analysis for Male Workers in Switzerland**

*by*Gerfin, Michael

**Employment Effects of Early Interventions on Job Search Programs**

*by*Weber, Andrea & Hofer, Helmut

**Employment Effects of Early Interventions on Job Search Programs**

*by*Weber, Andrea & Hofer, Helmut

**Are Job Search Programs a Promising Tool? A Microeconometric Evaluation for Austria**

*by*Weber, Andrea & Hofer, Helmut

**Are Job Search Programs a Promising Tool? A Microeconometric Evaluation for Austria**

*by*Weber, Andrea & Hofer, Helmut

**Dynamic Treatment Assignment – The Consequences for Evaluations Using Observational Data**

*by*Fredriksson, Peter & Johansson, Per

**Dynamic Treatment Assignment - The Consequences for Evaluations Using Observational Data**

*by*Fredriksson, Peter & Johansson, Per

**The Public Sector Pay Gap in France, Great Britain and Italy**

*by*Lucifora, Claudio & Meurs, Dominique

**The Public Sector Pay Gap in France, Great Britain and Italy**

*by*Lucifora, Claudio & Meurs, Dominique

**Evaluation of Further Training Programmes with an Optimal Matching Algorithm**

*by*Eva Reinowski & Birgit Schultz & Jürgen Wiemers

**Autoregressive Conditional Volatility, Skewness And Kurtosis**

*by*Ángel León & Gonzalo Rubio & Gregorio Serna

**Public Tertiary Education Expenditure in Portugal: a Non-Parametric Efficiency Analysis**

*by*António Afonso & Mariana Santos

**Non-parametric Approaches to Education and Health Expenditure Efficiency in OECD Countries**

*by*António Afonso & Miguel St. Aubyn

**Trade Potentials In Gravity Panel Data Models**

*by*Luca De Benedictis & Claudio Vicarelli

**Non linearità e dinamica della dimensione d'impresa in Italia**

*by*Roberto Basile & Sergio de Nardis

**Accounting for income distribution trends: A density function decomposition approach**

*by*Jenkins, Stephen P. & Van Kerm, Philippe

**Econometric Inference, Cyclical Fluctuations, and Superior Information**

*by*Michel Normandin

**Nonparametric Risk Management with Generalized Hyperbolic Distributions**

*by*Ying Chen & Wolfgang Härdle & Seok-Oh Jeong

**Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?**

*by*Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

**Downward Nominal Wage Rigidity in Europe**

*by*Holden, Steinar & Wulfsberg, Fredrik

**Employment subsidies - A fast lane from unemployment to work?**

*by*Forslund, Anders & Johansson, Per & Lindqvist, Linus

**Non-parametric adjustment for covariates when estimating a treatment effect**

*by*Cantoni, Eva & de Luna, Xavier

**Early indication of program performance: The case of a Swedish temporary employment program**

*by*Larsson, Laura & Nordström Skans, Oskar

**The impact of macroeconomic news on exchange rate volatility**

*by*Laakkonen , Helinä

**Evaluating the Temporal and the Spatial Heterogeneity of the European Convergence Process, 1980-1999**

*by*Julie LE GALLO (IERSO, IFReDE-GRES) & Sandy DALL’ERBA (REAL, University of Illinois at Urbana-Champaign)

**Differential Effects of Active Labour Market Programmes in the Early Stages of Young People's Unemployment**

*by*Kari Hämäläinen & Virve Ollikainen

**Reduction in the Long-Term Unemployment of the Elderly: A Success Story from Finland**

*by*Tomi Kyyrä & Ralf Wilke

**Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions**

*by*Philip A. Haile & Han Hong & Matthew Shum

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions With Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**A Frequency Selective Filter for Short-Length Time Series**

*by*Alessandra Iacobucci & Alain Noullez

**Nonparametric Estimation of Conditional Expected Shortfall**

*by*Olivier SCAILLET

**Some Statistical Pitfalls In Copula Modeling For Financial Applications**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**An Attempt to Evaluate the Impact of Reorganization on the Way Working Time Reduction Has Been Implemented by French Firms since 1996**

*by*Fabrice Gilles

**The Effects of Experience, Ownership, and Knowledge on IPO Survival: Empirical Evidence from Germany**

*by*David B. Audretsch & Erik E. Lehmann

**Estimation of temporally aggregated multivariate GARCH models**

*by*Hafner, C.M. & Rombouts, J.V.K.

**Semiparametric multivariate volatility models**

*by*Hafner, C.M. & Rombouts, J.V.K.

**Relative wage variation and industry location**

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

**A local instrumental variable estimation method for generalized additive volatility models**

*by*Woocheol Kim & Oliver Linton

**Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates**

*by*Xiaohong Chen & Yanqin Fan & Andrew J. Patton

**Simulated nonparametric estimation of continuous time models of asset prices and returns**

*by*Filippo Altissimo & Antonio Mele

**Nonparametric inference for unbalanced time series data**

*by*Oliver Linton

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Sainan Jin & Peter Phillips & Yixiao Sun

**Estimation of Average Treatment Effects With Misclassification**

*by*Arthur Lewbel

**Which Extreme Values are Really Extremes?**

*by*Jose Olmo & Jesus Gonzalo

**Efficient Semiparametric Estimation of Quantile Treatment Effects**

*by*Sergio Firpo

**Identification and Estimation of Triangular Simultaneous Equations Models without Additivity**

*by*Whitney Newey & Guido Imbens

**Endogeneity in Quantile Regression Models: A Control Function Approach**

*by*Sokbae Lee

**Matching using Semiparametric Propensity Scores**

*by*Steven Lehrer & Gregory Kordas

**Nonparametric Estimation of Dutch and First-Price, Sealed-Bid Auction Models with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**Saturation spaces for regularization methods in inverse problems**

*by*Anne Vanhems & Jean-Michel Loubes

**The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability**

*by*Andrew Chesher & Erich Battistin

**Estimation of Nonlinear Models with Measurement Error Using Marginal Information**

*by*Geert Ridder & Yingyao Hu

**Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis**

*by*MÃ¡rcio Laurini & Eduardo Andrade

**Parametric and Semi-parametric Estimations of the Return to Schooling in South Africa**

*by*Sonia Bhalotra & Claudia Sanhueza

**Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders**

*by*Harry J. Paarsch & Bjarne Brendstrup

**Comparing Nonparametric Regression Quantiles**

*by*Cristian Huse

**Informal employment in Bolivia: A lost proposition?**

*by*Maria Tannuri-Pianto & Donald Pianto

**Has long become longer or short become shorter? Evidence from a censored quantile regression analysis of the changes in the distribution of U.S. unemployment duration**

*by*Juliana GuimarÃ£es & (Universidade NOVA de Lisboa

**A simple and general test for white noise**

*by*Carlos Velasco & Ignacio N. Lobato

**A Nonparametric Model of Frontiers**

*by*Carlos Martins-FIlho & Feng Yao

**Identification And Estimation Of Nonparametric Structural**

*by*Woocheol Kim

**Nonparametric Estimation of an Additive Quantile Regression Model**

*by*Sokbae Lee & Joel L. Horowitz

**Wavelet transform for log periodogram regression in long memory stochastic volatility model**

*by*Jin Lee

**The Cusum Test for Parameter Change in Regression with ARCH Errors**

*by*Koichi Maekawa & Sangyeol & Lee

**Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR**

*by*Takayuki Morimoto

**Estimation of Copula-Based Semiparametric Time Series Models**

*by*Yanqin Fan & Xiaohong Chen

**Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test**

*by*Jae H. Kim

**Monotonicity Conditions and Inequality Imputation for Sample Selection and Non-Response Problems**

*by*Lee & Myoung-jae

**Discounting The Equity Premium Puzzle**

*by*Vance Martin & G.C. Lim & Esfandiar Maasoumi

**Consistent Nonparametric Tests for Lorenz Dominance**

*by*Stephen G. Donald & Garry F. Barrett

**Robustness of a semiparametric estimator of a copula**

*by*Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle

**Confidence bounds for the extremum determined by a quadratic regression**

*by*Jenny Lye & Joe Hirschberg

**Using turning point information to study economic dynamics**

*by*Don Harding

**Australia's Firm-level Productivity - a New Perspective**

*by*Robert Breunig & Marn-Heong Wong

**Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC**

*by*Rob L. Hyndman & Xibin Zhang & Maxwell L. King,

**Nonparametric Estimation of Regression Functions under Restrictions on Partieal Derivatives**

*by*Beresteanu, Arie

**Caracterización de los Cambios en la Desigualdad y la Pobreza en Argentina Haciendo Uso de Técnicas de Descomposiciones Microeconometricas (1992-2001)**

*by*Monserrat Bustelo

**Rating Companies with Support Vector Machines**

*by*Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer

**Regression Asymptotics Using Martingale Convergence Methods**

*by*Rustam Ibragimov & Peter C.B. Phillips

**A Quantilogram Approach to Evaluating Directional Predictability**

*by*Oliver Linton & Yoon-Jae Whang

**The Exhaustion of Unemployment Benefits in Belgium. Does it Enhance the Probability of Employment ?**

*by*Bart, COCKX & Jean, RIES

**Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies**

*by*Fröhlich, Markus & Lechner, Michael

**Investments Abroad and Performance at Home: Evidence from Italian Multinationals**

*by*Barba Navaretti, Giorgio & Castellani, Davide

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**Relative Wage Variation and Industry Location**

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

**The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market**

*by*BEN OMRANE, Walid & VAN OPPEN, HervÃ©

**Efficient Derivative Pricing By The Extended Method of Moments**

*by*Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**Relative Wage Variation and Industry Location**

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

**Partial Horizontal Inequity Orderings: A non-parametric Approach**

*by*Juan Gabriel Rodríguez & Rafael Salas & Irene Perrote

**True State Dependence In Monthly Welfare Participation:A Nonexperimental Analysis**

*by*Hilary W. Hoynes & Kenneth Y. Chay & Dean Hyslop

**An Empirical Investigation of Biased Survey Data and an Attempted Cure**

*by*James E. Prieger

**A Simple Test for the Absence of Covariate Dependence in Duration Models**

*by*Bhattacharjee, A.

**Downward Nominal Wage Rigidity in Europe**

*by*Steinar Holden & Fredrik Wulfsberg

**The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee**

*by*Marco Moscadelli

**La ricchezza delle famiglie italiane e americane**

*by*Ivan faiella & Andrea Neri

**On the Nash equilibria for the FCFS queueing system with load-increasing service rate**

*by*A.C. Brooms

**Invertibility of Nonparametric Stochastic Demand Functions**

*by*Walter Beckert & Richard Blundell

**Modelling Fertility: A Semi-Parametric Approach**

*by*Oberhofer, Walter & Reichsthaler, Thomas

**Rural-Urban Migration In Bolivia: An Escape Boat?**

*by*Maria Tannuri-Pianto & Donald Pianto & Omar Arias

**Eficiência Técnica, Economias De Escala, Estrutura Da Propriedade E Tipo De Gestão No Sistema Hospitalar Brasileiro**

*by*André Proite & Maria da Conceição Sampaio de Sousa

**Recolhimentos Compulsórios E Distribuição Das Taxas De Empréstimos Bancários No Brasil**

*by*Eduardo Augusto de Souza Rodrigues & Tony Takeda

**O Uso Do Núcleo Estocástico Para Identificação De Clubes De Convergência Entre Estados E Municípios Brasileiros**

*by*João Luis Brasil Gondim & Flávio Ataliba Barreto

**Income Inequality and Mobility: A Nonparametric Decomposition Analysis by Age for Switzerland in the 80s and 90s**

*by*Boris A. Zürcher

**Deteminants of interregional migration in Spain: new analysis techniques**

*by*Maza Fernández , Adolfo & Villaverde Castro, José

**La contribución de las políticas de inversión en capital público y humano al crecimiento de la productividad en la UE-15/The Contribution of Human and Public Capital Policies to Productivity Growth in the 15-EU Countries**

*by*DELGADO RODRÍGUEZ, Mª J. & ÁLVAREZ AYUSO, I.

**La contribución de las políticas de inversión en capital público y humano al crecimiento de la productividad en la UE-15/The Contribution of Human and Public Capital Policies to Productivity Growth in the 15-EU Countries**

*by*DELGADO RODRÍGUEZ, Mª J. & ÁLVAREZ AYUSO, I.

**Análisis de los ingresos y gastos trimestrales de los hogares españoles usando la Verosimilitud empírica”1/Analysing Spanish Income and Expenditure Through Empirical Likelihood**

*by*FERNÁNDEZ SÁNCHEZ, Mª.P. & HERNÁNDEZ BASTIDA, A. & SÁNCHEZ GONZÁLEZ, C.

**The Gender Wage Gap in Peru 1986-2000: Evidence from a Matching Comparisons Approach**

*by*Hugo Ñopo

**An Endogeneity-Corrected Bootstrap Test On Instrument Relevance In Instrumental Variables Estimation**

*by*Jinook Jeong

**Parameter Heterogeneity In The Neoclassical Growth Model: A Quantile Regression Approach**

*by*Giorgio Canarella & Stephen Pollard

**On the determinants of convergence and divergence processes in Spain**

*by*Leone Leonida & Daniel Montolio

**An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models**

*by*Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat

**Modeling the distribution of exchange rate time series and measuring the tail area: an empirical application of the colombian flexible exchange rate**

*by*Héctor Manuel Zarate

**La dynamique des disparités régionales dans l'Union Européenne, 1980-1995**

*by*Julie Le Gallo

**Construction d'un portefeuille sous-jacent virtuel**

*by*Sophie Pardo & Robert Kast & André Lapied

**Estimating confidence regions over bounded domains**

*by*Eklund, Bruno

**Bankruptcy and Voluntary Liquidation: Evidence for New Firms in East and West Germany after Unification**

*by*Prantl, Susanne

**Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions**

*by*Wilke, Ralf A.

**Do Fixed-Term Contracts Increase the Long-Term Employment Opportunities of the Unemployed?**

*by*Hagen, Tobias

**Extent and Evolution of the Productivity Gap in Eastern Germany**

*by*Czarnitzki, Dirk

**Publicly Funded R&D Collaborations and Patent Outcome in Germany**

*by*Czarnitzki, Dirk & Fier, Andreas

**Distinguishing between long-range dependence and deterministic trends**

*by*Sibbertsen, Philipp & Venetis, Ioannis

**Implied volatility string dynamics**

*by*Fengler, Matthias R. & Härdle, Wolfgang & Mammen, Enno

**On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven**

*by*Herwartz, Helmut

**Voluntary Agreements and the Environmental Efficiency of Participating Farms**

*by*Ordóñez, Andrea & Roosen, Jutta

**Regional Convergence And The Impact Of European Structural Funds Over 1989-1999: A Spatial Econometric Analysis**

*by*Sandy Dall'erba & Julie Le Gallo

**The Law of One Price in Data Envelopment Analysis: Restricting Weight Flexibility Across Firms**

*by*Timo Kuosmanen & Laurens Cherchye & Timo Sipiläinen

**Value Based Benchmarking and Market Partitioning**

*by*H. H. Bauer & M. Staat & M. Hammerschmidt

**Banking Efficiency in Visegrad Countries Before Joining the European Union**

*by*Daniel Stavarek

**Consistent Estimation of Pricing Kernels from Noisy Price Data**

*by*Vladislav Kargin

**A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange**

*by*Cumhur Ekinci

**International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach**

*by*Luciano Gutierrez & Michele Gutierrez

**An Alternative to the BDS Test: Integration Across The Correlation Integral**

*by*Evzen Kocenda

**Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad**

*by*Juraj Valachy & Evžen Ko?enda &

**Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia**

*by*Marcos Álvarez-Díaz & Lucy Amigo Dobaño

**Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos**

*by*Marcos Álvarez-Díaz & Alberto Álvarez

**Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence**

*by*David E. A. Giles & Chad Stroomer

**Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis**

*by*David E. A. Giles & Carl Mosk

**Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence**

*by*Chad Stroomer & David E.A. Giles

**Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos**

*by*Mototsugu Shintani & Oliver Linton

**A Survival Analysis of Australian Equity Mutual Funds**

*by*A. Colin Cameron & Anthony D. Hall

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Michael Lechner & Rosalia Vazquez-Alvarez

**Anchoring Bias and Covariate Nonresponse**

*by*Rosalia Vazquez-Alvarez

**The persistence of abnormal returns at industry and firm levels**

*by*Juan Carlos Bou & Albert Satorra

**Exact and approximate stepdown methods for multiple hypothesis testing**

*by*Joseph Romano & Michael Wolf

**Nonparametric bounds on the returns to language skills**

*by*Libertad González

**Stepwise multiple testing as formalized data snooping**

*by*Joseph P. Romano & Michael Wolf

**A semiparametric analysis of determinants of protected area**

*by*Phu NGUYEN VAN

**Comparación de la Eficiencia Técnica de los Sectores Productivos Regionales: 1980-1995"**

*by*Mª Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso

**Work-Related Training and Wages: An empirical analysis for male workers in Switzerland**

*by*Michael Gerfin

**An Experimental Comparison of Four Methods for Assessing Judgemental Distributions**

*by*Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H. & Schuld, M.H. & Mathijssen, A.C.A.

**Approximate Distributions of Clusters of Extremes**

*by*Segers, J.J.J.

**Edgeworth Expansions for the Distribution Function of the Hill Estimator**

*by*Cuntz, A. & Haeusler, E. & Segers, J.J.J.

**Evaluating Dominance Ranking of PSID Incomes by various Household Attributes**

*by*Maasoumi, Esfandiar & Almas Heshmati

**Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach**

*by*Markus Jochmann & Roberto Leon-Gonzalez

**Forecasting economic and financial time-series with non-linear models**

*by*Michael P. Clements & Philip Hans Franses & Norman R. Swanson

**Statistical Properties of Forward Libor Rates**

*by*Carol Alexander & Dimitri Lvov

**Weak-form market efficiency in European emerging and developed stock markets**

*by*Andrew C. Worthington & Helen Higgs

**Tests of random walks and market efficiency in Latin American stock markets: An empirical note**

*by*Andrew C. Worthington & Helen Higgs

**A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems**

*by*George Kapetanios

**A New Nonparametric Test of Cointegration Rank**

*by*George Kapetanios

**Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach**

*by*António Rua & Luís Catela Nunes

**Comment on “Simulation and Estimation of Hedonic Models” by Heckman, Matzkin and Nesheim**

*by*Keane, Michael

**Novel Methods for Multivariate Ordinal Data applied to Genetic Diplotypes, Genomic Pathways, Risk Profiles, and Pattern Similarity**

*by*Wittkowski, Knut M.

**Volatility and liquidity in the Italian money market**

*by*Palombini, Edgardo

**Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien**

*by*Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge

**Semiparametric spatial regression: theory and practice**

*by*Gao, Jiti & Lu, Zudi & Tjostheim, Dag

**Estimation and model specification testing in nonparametric and semiparametric econometric models**

*by*Gao, Jiti & King, Maxwell

**Estimation in semiparametric spatial regression**

*by*Gao, Jiti & Lu, Zudi & Tjostheim, Dag

**Nonlinear Economic Growth: Some Theory and Cross-Country Evidence**

*by*Davide Fiaschi & Andrea Mario Lavezzi

**Modelling the Dynamics of Cross-Sectional Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange**

*by*Clive Bowsher

**Nonparametric Estimation of Average Treatment Effects under Exogeneity: A Review**

*by*Guido W. Imbens

**Understanding New Zealand's Changing Income Distribution 1983-98: A Semiparametric Analysis**

*by*Dean R. Hyslop & David C. Maré

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves**

*by*Peter G. Hall & Rob J. Hyndman & Yanan Fan

**Matching as a Tool to Decompose Wage Gaps**

*by*Hugo Nopo

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

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

**Quadratic Food Engel Curves with Measurement Error: Evidence from a Budget Survey**

*by*Sourafel Girma & Abbi M. Kedir

**Identification & Information in Monotone Binary Models**

*by*Thierry Magnac & Eric Maurin

**Panel Binary Variables and Sufficiency: Generalizing Conditional Logit**

*by*Thierry Magnac

**Productivity Dynamics Beyond-the-Mean in U.S. Manufacturing Industries**

*by*Jens J. Krüger

**On the Dynamics of the U.S. Manufacturing Productivity Distribution**

*by*Jens J. Krueger

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**Analyzing the Effect of Dynamically Assigned Treatments Using Duration Models, Binary Treatment Models, and Panel Data Models**

*by*Abbring, Jaap H. & van den Berg, Gerard J.

**Analyzing the Effect of Dynamically Assigned Treatments Using Duration Models, Binary Treatment Models, and Panel Data Models**

*by*Abbring, Jaap H. & van den Berg, Gerard J.

**A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables**

*by*Abbring, Jaap H. & van den Berg, Gerard J.

**A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables**

*by*Abbring, Jaap H. & van den Berg, Gerard J.

**Dynamic Econometric Program Evaluation**

*by*Abbring, Jaap H.

**Dynamic Econometric Program Evaluation**

*by*Abbring, Jaap H.

**Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data**

*by*Biewen, Martin & Jenkins, Stephen P.

**Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data**

*by*Biewen, Martin & Jenkins, Stephen P.

**Efficiency of Local Government Spending: Evidence for the Lisbon Region**

*by*António Afonso & Sónia Fernandes

**Nonparametric Analysis Of The International Business Cycles**

*by*Maurizio Bovi

**What Lies Behind Income Mobility? Reranking and Distributional Change in Belgium, Western Germany and the USA**

*by*Van Kerm, Philippe

**Active Job-search Programs a Promising Tool? A Microeconometric Evaluation for Austria**

*by*Weber, Andrea & Hofer, Helmut

**Relative wage variation and industry location**

*by*Andrew Bernard & Stephen Redding & Peter Schott & Helen Simpson

**Nonparametric estimation of homothetic and homothetically separable functions**

*by*Arthur Lewbel & Oliver Linton

**Public Capital, Growth and Convergence in Spain. A Counterfactual Density Estimation Approach**

*by*Leone Leonida & Leone Leonida & Daniel Montolio

**Non Parametric Instrumental Regression**

*by*Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric

**Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies**

*by*Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper

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

*by*Andersson, Magnus & Lomakka, Magnus

**A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity**

*by*Zhang, Tao

**Do individual programme effects exceed the costs? Norwegian evidence on long run effects of labour market training**

*by*Raaum, Oddbjørn & Torp, Hege & Zhang, Tao

**Business cycles and the impact of labour market programmes**

*by*Raaum, Oddbjørn & Torp, Hege & Zhang, Tao

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

*by*Abbring, Jaap H & van den Berg, Gerard J

**The effect of water and sanitation on child mortality in Egypt**

*by*Abou-Ali, Hala

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

*by*Hjalmarsson, Erik

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

*by*Hübler, Olaf

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

*by*Virve Ollikainen

**Spectral Analysis for Economic Time Series**

*by*Alessandra Iacobucci

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

*by*Matthias HAGMANN & Olivier SCAILLET

**Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities**

*by*Olivier RENAULT & Olivier SCAILLET

**Nonparametric Estimation of Copulas for Time Series**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables**

*by*Joaquim Ramalho

**Analytical quasi maximum likelihood inference in multivariate volatility models**

*by*Hafner, C.M. & Herwartz, H.

**Simple approximations for option pricing under mean reversion and stochastic volatility**

*by*Hafner, C.M.

**A generalized dynamic conditional correlation model for many asset returns**

*by*Hafner, C.M. & Franses, Ph.H.B.F.

**A Fundamental Contradiction in Keynes' Conception of Income**

*by*Ormazabal Sánchez, Kepa Mirena

**Credibility and cheap talk of securities analysts: theory and evidence**

*by*Jordi Blanes i Vidal

**Consistent testing for stochastic dominance under general sampling schemes**

*by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

**Semiparametric regression analysis under imputation for missing response data**

*by*Wolfgang Hardle & Oliver Linton & Qihua Wang

**Estimating semiparametric ARCH (8) models by kernel smoothing methods**

*by*Oliver Linton & Enno Mammen

**Estimation of semiparametric models when the criterion function is not smooth**

*by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom

**A quantilogram approach to evaluating directional predictability**

*by*Oliver Linton & Yoon-Jae Whang

**Asymptotic expansions for some semiparametric program evaluation estimators**

*by*Hidehiko Ichimura & Oliver Linton

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

*by*Mototsugu Shintani & Oliver Linton

**Nonparametric estimation of homothetic and homothetically separable functions**

*by*Arthur Lewbel & Oliver Linton

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

*by*Kyongwook Choi & Eric Zivot

**Factor Price Equalization in the UK?**

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

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

*by*Tekin, Erdal

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

*by*Schmalenbach, Anke & Manisha Chakrabarty

**Analyzing E-Learning Adoption via Recursive Partitioning**

*by*Philipp Köllinger & Christian Schade

**Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data**

*by*Martin Biewen & Stephen P. Jenkins

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Peter C.B. Phillips & Yixiao Sun & Sainan Jin

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

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

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

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown & Marten H. Wegkamp

**Investments Abroad and Performance at Home Evidence from Italian Multinationals**

*by*Giorgio Barba Navaretti & Davide Castellani

**Urbanization, urban concentration and economic growth in developing countries**

*by*BERTINELLI, Luisito & STROBL, Eric

**Estimation of temporally aggregated multivariate GARCH models**

*by*HAFNER, Christian & ROMBOUTS, Jeroen

**Ranking economics departments in Europe: a statistical approach**

*by*BAUWENS, Luc & KIRMAN, Alan & LUBRANO, Michel & PROTOPOPESCU, Camelia

**Semiparametric multivariate GARCH models**

*by*HAFNER, Christian & ROMBOUTS, Jeroen

**Un Pronóstico No Paramétrico De La Inflación Colombiana**

*by*Norberto Rodríguez & Patricia Siado

**Productivity Dynamics Of The Colombian Manufacturing Sector**

*by*Marcela Meléndez & Katja Seim & Pablo Medina

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*Jean-Marie Dufour

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

*by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom

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

*by*Diego J. Pedregal

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

*by*Bhattacharjee, A.

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

*by*Sancetta, A.

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

*by*Arthur Lewbel

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

*by*Arthur Lewbel & Oliver Linton

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

*by*Arthur Lewbel & Susanne M. Schennach

**Estimation of Average Treatment Effects With Misclassification**

*by*Arthur Lewbel

**Stepwise Multiple Testing as Formalized Data Snooping**

*by*Joseph P. Romano & Michael Wolf

**Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data**

*by*Maria Helena Lopes Moreira da Veiga

**Analyzing the Distributions of the Stochastic Firm Growth Approach**

*by*Toke Reichstein & Morten Berg Jensen

**Technical efficiency and convergence in the regional productive sectors**

*by*Delgado Rodríguez, M. Jesús & Álvarez Ayuso, Inmaculada

**Sources of Economic Growth in East Asia: A Nonparametric Assessment**

*by*Shigeru Iwata & Mohsin S. Khan & Hiroshi Murao

**Competitividad y eficiencia / Competitivness and Efficiency**

*by*ESTEBAN GARCÍA, J. & COLL SERRANO, V.

**Macro Forecasts by Use of a Nonparametric Monetary Aggregate**

*by*Hyung-Sik Harris Kim

**Höheres Beschäftigungswachstum durch Venture Capital?**

*by*Dirk Engel

**Introducción: La Economía de la Educación y el Sistema Educativo Chileno**

*by*Claudio Sapelli

**Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis**

*by*Christos I. Giannikos & Hany Guirguis & Deniz Ozenbas

**Bank cost efficiency as distribution dynamics: controlling for specialization is important**

*by*Emili Tortosa-Ausina

**A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators**

*by*Insik Min & Sheng jang Sheu & Zijun Wang

**Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data**

*by*Xiaodong Jin & Janusz Kawczak

**Economías de escala en los hogares y la pobreza**

*by*Francisco Javier Lasso

**Identification, weak instruments, and statistical inference in econometrics**

*by*Jean-Marie Dufour

**Empirical investigation and modeling of a financial market after a crash**

*by*Fabrizio Lillo & Rosario N. Mantegna

**unilateral and bilateral bootstrap tests for long memory**

*by*Christian de Peretti

**Sigma-Convergence in Clubs of European Regions**

*by*Helene Chevrou-Severac

**Risk and Multi-resolution Regimes in Volatility Processes**

*by*Enrico Capobianco

**Membership of EMU: A Fuzzy Clustering Analysis of Alternative Criteria**

*by*Artis, M.J. & Zhang, W.

**A review of non-parametric curve estimation methods with application to Econometrics**

*by*Ronaldo Dias

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

*by*Puhani, Patrick A. & Frölich, Markus

**Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications**

*by*Doherr, Thorsten & Czarnitzki, Dirk

**Quantilsregressionen der westdeutschen Verdienste: Ein Vergleich zwischen der Gehalts- und Lohnstrukturerhebung und der IAB-Beschäftigtenstichprobe**

*by*Fitzenberger, Bernd & Reize, Frank

**Firm Level Implications of Early Stage Venture Capital Investment: An Empirical Investigation**

*by*Keilbach, Max & Engel, Dirk

**Testing the diffusion coefficient**

*by*Kleinow, Torsten

**Residual Log-Periodogram Inference for Long-Run Relationships**

*by*Hassler, Uwe & Marmol, Francesc & Velasco, Carlos

**Factor Price Equalization in the UK?**

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

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

*by*Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F

**On Research Efficiency: A Micro-Analysis of Dutch University Research in Economics and Business Management**

*by*Laurens Cherchye & Piet Vanden Abeele

**Profit Efficiency Analysis Under Limited Information. With an Application to German Farm Types**

*by*Laurens Cherchye & Tom Van Puyenbroeck

**An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios**

*by*Enrico De Giorgi

**Value Creation and Profit Optimization**

*by*K. Tobias Winther

**Bifurcations in Macroeconomic Models**

*by*William A. Barnett & Yijun He

**The Finite Moment Log Stable Process and Option Pricing**

*by*Peter Carr & Liuren Wu

**Accouting for Biases in Black-Scholes**

*by*David Backus & Silverio Foresi & Liuren Wu

**Semiparametric Bayesian Inference for Stochastic Frontier Models**

*by*Jim E. Griffin & Mark F.J. Steel

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

*by*G.E. Bijwaard

**Predicción No-Lineal De Tipos De Cambio: Algoritmos Genéticos, Redes Neuronales Y Fusión De Datos**

*by*Marcos Álvarez-Díaz & Alberto Álvarez

**Estimation of Copula-Based Semiparametric Time Series Models**

*by*Xiaohong Chen & Yanqin Fan

**A Nonparametric Measure of Convergence Toward Purchasing Power Parity**

*by*Mototsugu Shintani

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

*by*Markus Froelich

**Programme Evaluation with Multiple Treatments**

*by*Markus Froelich

**A generalization of the balancing property of the propensity score**

*by*Markus Froelich

**What is the value of knowing the propensity score for estimating average treatment effects?**

*by*Markus Froelich

**Improved nonparametric confidence intervals in time series regressions**

*by*Joseph P. Romano & Michael Wolf

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

*by*Piotr Kokoszka & Michael Wolf

**Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US**

*by*Javier GÃ³mez Biscarri

**Endogenous Population and Environmental Quality**

*by*Phu NGUYEN VAN

**The Distribution of Tax Burdens**

*by*Don Fullerton & Gilbert Metcalf

**Semi-parametric Models for Satisfaction with Income**

*by*Bellemare, C. & Melenberg, B. & van Soest, A.H.O.

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

*by*Min-Hsien Chiang & Chihwa Kao

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

*by*D. O’NEILL & O. SWEETMAN & D. VAN DE GAER

**Pairwise Comparison Estimation of Censored Transformation Models**

*by*Shakeeb Khan & Elie Tamer

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

*by*Gordon B. Dahl

**Una Introducción a la Estimación No Paramétrica de Fronteras de Eficiencia**

*by*Ruzzier, Christian A.

**Effects on school enrollment and performance of a conditional transfers program in Mexico**

*by*Dubois, P. & De Janvry, A. & Sadoulet, E.

**Measuring Conditional Persistence in Time Series**

*by*George Kapetanios

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

*by*Hugo Kruiniger

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

*by*José A. F. Machado & Pedro Portugal

**Nonparametric and semiparametric regression model selection**

*by*Gao, Jiti & Tong, Howell

**Nonparametric Option Pricing under Shape Restrictions**

*by*Yacine Ait-Sahalia & Jefferson Duarte

**An Improved Method for Bandwidth Selection when Estimating ROC Curves**

*by*Peter Hall & Rob J. Hyndman

**Local Linear Forecasts Using Cubic Smoothing Splines**

*by*Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah

**Testing the Semiparametric Box-Cox Model with Bootstrap**

*by*N.E. Savin & Allan H. Würtz

**Nonparametric Engel Curves and Revealed Preference**

*by*Richard Blundell & Martin Browning & Ian Crawford

**Simultaneously Modelling Conditional Heteroskedasticity and Scale Change**

*by*Yuanhua Feng

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

*by*Frölich, Markus

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

*by*Frölich, Markus

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

*by*Frölich, Markus

**What is the Value of Knowing**