## 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.

**The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches**

*by*Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar

**The Deaton–Paxson paradox in the consumption of Russian households**

*by*Berendeeva, Ekaterina & Ratnikova, Tatiana

**Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium**

*by*Czarnitzki, Dirk & Delanote, Julie

**Semiparametric estimation with generated covariates**

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

**Much ado about nothing: Sovereign ratings and government bond yields in the OECD**

*by*El-Shagi, Makram

**Minimum wage and employment: Escaping the parametric straitjacket**

*by*Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan

**The joint dynamics of sovereign ratings and government bond yields**

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

**A data-driven selection of an appropriate seasonal adjustment approach**

*by*Webel, Karsten

**Acute health shocks and labour market outcomes**

*by*Jones, M.A. & Rice, N. & Zantomio, F.

**Automated variable selection and shrinkage for day-ahead electricity price forecasting**

*by*Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron

**On the importance of the long-term seasonal component in day-ahead electricity price forecasting**

*by*Jakub Nowotarski & Rafal Weron

**Distribution Dynamics of Property Crime Rates in the United States**

*by*Alessandro Moro

**Acute health shocks and labour market outcomes**

*by*Andrew M. Jones & Nigel Rice & Francesca Zantomio

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

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

*by*Margherita Gerolimetto & Stefano Magrini

**The impact of pollution abatement investments on production technology: new insights from frontier analysis**

*by*Huiban, J.P. & Mastromarco, C. & Musolesi, A. & Simioni, M.

**The impact of pollution abatement investments on production technology: new insights from frontier analysis**

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

**Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's estimator**

*by*Ma, Jun & Marmer, Vadim & Shneyerov, Artyom

**Identifying Collusion in English Auctions**

*by*Kaplan, Uma & Marmer, Vadim & Shneyerov, Artyom

**Robust frontier estimation from noisy data: a Tikhonov regularization approach**

*by*Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold

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

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

**Granger Causality and Structural Causality in Cross-Section and Panel Data**

*by*Xun Lu & Liangjun Su & Halbert White

**Testing for Monotonicity in Unobservables under Unconfoundedness**

*by*Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang

**Idiosyncratic risk and stock returns: a quantile regression approach**

*by*Tariq Aziz & Valeed Ahmad Ansari

**Risk management of the Vietnamese banking system: A market research survey**

*by*Matousek, Roman & Nguyen, Thao Ngoc & Stewart, Chris

**The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum**

*by*Reynaerts, Jo & Vanschoonbeek, Jakob

**Semiparametric Efficient Adaptive Estimation of the PTTGARCH model**

*by*Ciccarelli, Nicola

**The Economics of State Fragmentation - Assessing the Economic Impact of Secession**

*by*Reynaerts, Jo & Vanschoonbeek, Jakob

**Model selection and model averaging in nonparametric instrumental variables models**

*by*Liu, Chu-An & Tao, Jing

**Eliciting the just-noticeable difference**

*by*Pawel Dziewulski

**Regional Disparities In Access To Health Care: A Multilevel Analysis In Selected OECD Countries**

*by*Monica Brezzi & Patrizia Luongo

**Homophily and Transitivity in Dynamic Network Formation**

*by*Bryan S. Graham

**Sets of Models and Prices of Uncertainty**

*by*Lars P. Hansen & Thomas J. Sargent

**Moment Inequalities for Multinomial Choice with Fixed Effects**

*by*Ariel Pakes & Jack Porter

**Nonparametric Localized Bandwidth Selection for Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Grouped functional time series forecasting: An application to age-specific mortality rates**

*by*Han Lin Shang & Rob J Hyndman

**Long-term forecasts of age-specific participation rates with functional data models**

*by*Thomas Url & Rob J Hyndman & Alexander Dokumentov

**A robust confidence interval of historical Value-at-Risk for small sample**

*by*Dominique Guegan & Bertrand K. Hassani & Kehan Li

**Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks**

*by*Zeineb Affes & Rania Hentati-Kaffel

**More Accurate Measurement for Enhanced Controls: VaR vs ES?**

*by*Dominique Guegan & Bertrand K. Hassani

**Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure**

*by*Dominique Guegan & Bertrand K. Hassani & Kehan Li

**Trade policy reform and firm-level productivity growth: Does the choice of production function matter?**

*by*John Kealey & Pau S. Pujolas & Cesar Sosa-Padilla

**Nonparametric Analysis of Complex Nonlinear Systems**

*by*Sonali Das & Jeffrey S. Racine

**Measuring Poverty in the Case of Buenos Aires: Why Time Deficits Matter**

*by*Rania Antonopoulos & Valeria Esquivel & Thomas Masterson & Ajit Zacharias

**Inference in Regression Discontinuity Designs with a Discrete Running Variable**

*by*Kolesár, Michal & Rothe, Christoph

**The Value of Knowing the Propensity Score for Estimating Average Treatment Effects**

*by*Rothe, Christoph

**Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation**

*by*van den Berg, Gerard J. & Bonev, Petyo & Mammen, Enno

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

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

**On Nonparametric Identification of Treatment Effects in Duration Models**

*by*Johansson, Per & Lee, Myoung-jae

**Proxy Variables and Nonparametric Identification of Causal Effects**

*by*de Luna, Xavier & Fowler, Philip & Johansson, Per

**Assessing Public Spending Efficiency in 20 OECD Countries**

*by*António Afonso, & Mina Kazemi

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

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

**Equality of Opportunity: How to encompass Fifty Shades of Luck**

*by*Arnaud Lefranc & Alain Trannoy

**A Toolkit for Stability Assessment of Tree-Based Learners**

*by*Michel Philipp & Achim Zeileis & Carolin Strobl

**Nonparametric analysis of random utility models**

*by*Yuichi Kitamura & Jörg Stoye

**Partial Independence in Nonseparable Models**

*by*Matthew Masten & Alexandre Poirier

**Inference under Covariate-Adaptive Randomization**

*by*Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh

**Bounds On Treatment E ffects On Transitions**

*by*Johan Vikström & Geert Ridder & Martin Weidner

**Identification and efficiency bounds for the average match function under conditionally exogenous matching**

*by*Bryan S. Graham & Guido Imbens & Geert Ridder

**Doubly robust uniform confidence band for the conditional average treatment effect function**

*by*Sokbae Lee & Ryo Okui & Yoon-Jae Whang

**Compactness of infinite dimensional parameter spaces**

*by*Joachim Freyberger & Matthew Masten

**Historical urban growth in Europe (1300–1800)**

*by*Rafael González-Val

**Evidence from a Natural Experiment on the Development Impact of Windfall Gains: The Camisea Fund in Peru**

*by*Leonardo Corral & Heath Henderson & Juan José Miranda

**Does marginal employment promote regular employment for unemployed welfare benefit recipients in Germany?**

*by*Lietzmann, Torsten & Schmelzer, Paul & Wiemers, Jürgen

**Academic Ranking Scales in Economics: Prediction and Imputation**

*by*Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle &

**Leveraged ETF options implied volatility paradox: a statistical study**

*by*Wolfgang Karl Härdle & Sergey Nasekin & Zhiwu Hong &

**Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions**

*by*YAMAMOTO, Yohei

**Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations**

*by*Liu, Yuna

**Who adopts LPG as the main cooking fuel and why? Empirical evidence on Ghana based on national survey**

*by*Karimu, Amin & Mensah, Justice Tei & Adu, George

**Energy Intensity and Convergence in Swedish Industry: A Combined Econometric and Decomposition Analysis**

*by*Karimu, Amin & Brännlund, Runar & Lundgren, Tommy & Söderholm, Patrik

**Produktivitet i spesialisthelsetjenesten**

*by*Anthun, Kjartan S. & Kittelsen, Sverre A.C. & Magnussen, Jon

**Estimating aggregate quantile-specific gross rental yields for residential housing in Sydney**

*by*Sofie R. Waltl

**On ill-posedness of nonparametric instrumental variable regression with convexity constraints**

*by*Scaillet, Olivier

**A wild bootstrap algorithm for propensity score matching estimators**

*by*Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael

**Does inequality cause financial distress? Evidence from lottery winners and neighboring bankruptcies**

*by*Agarwal, Sumit & Mikhed, Vyacheslav & Scholnick, Barry

**Optimal Taxation, Marriage, Home Production, and Family Labor Supply**

*by*Gayle, George-Levi & Shephard, Andrew

**Why are big banks getting bigger?**

*by*Fernholz, Ricardo T. & Koch, Christoffer

**Simulated ML Estimation of Financial Agent-Based Models**

*by*Jiri Kukacka & Jozef Barunik

**Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets**

*by*German Forero-Laverde

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

**Post-reorganization survival: a semi-parametric and non-parametric analysis of firm characteristics**

*by*Lara Abdel Fattah & Sylvain Barthélémy & Nadine Levratto & Benjamin Trempont

**Post-reorganization survival: a semi-parametric and non-parametric analysis of firm characteristics**

*by*Lara Abdel Fattah & Sylvain Barthélémy & Nadine Levratto & Benjamin Trempont

**Consumption uncertainty and precautionary saving**

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

**Cost Structure and Economies of Scale in German Water Supply**

*by*Michael Zschille

**Semi-Parametric Measures of Scale Characteristics of German Natural Gas-Fired Electricity Generation**

*by*Stefan Seifert

**Characterization of job stress for the employed population that lives in Cali: an empirical study using multiple correspondence analysis and a model generalized multinomial ordered**

*by*Maribel Castillo Caicedo & Alina Gómez Mejía & Bilver Adrián Astorquiza

**Simple and Honest Confidence Intervals in Nonparametric Regression**

*by*Timothy B. Armstrong & Michal Kolesár

**Optimal Inference in a Class of Regression Models**

*by*Timothy B. Armstrong & Michal Kolesár

**Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide**

*by*Xiaohong Chen & Yin Jia Qiu

**Assessment of Labour Market Returns to Gender Unique Human Capital: Evidence from Estonia**

*by*Maryna Tverdostup & Tiiu Paas

**Measuring Segregation on Small Units: A Partial Identification Analysis**

*by*Xavier D'Haultfoeuille & Roland Rathelot

**The heterogeneity of ethnic employment gaps**

*by*Romain Aeberhardt & Elise Coudin & Roland Rathelot

**Export Promotion: what works?**

*by*Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie

**Identifying the Discount Factor in Dynamic Discrete Choice Models**

*by*Abbring, Jaap H & Daljord, Øystein

**The productivity of top researchers: A semi-nonparametric approach**

*by*Lina M. Cortés & Javier Perote & Andrés Mora-Valencia

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

*by*García, A.

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

*by*Marco Caliendo & Steffen Künn & Martin Weißenberger

**The Geography of City Liveliness and Land Use Configurations: Evidence from Location-Based Big Data in Beijing**

*by*Chengyu Li & Mark Wang & Jianghao Wang & Wenjie Wu

**A Semiparametric Intraday GARCH Model**

*by*Peter Malec

**Cross-Validation Selection of Regularization Parameter(s) for Semiparametric Transformation Models**

*by*Senay Sokullu & Sami Stouli

**Distribution Free Estimation of Spatial Autoregressive Binary Choice Panel Data Models**

*by*T. Arduini

**Nonparametric Specification Testing in Random Parameter Models**

*by*Christoph Breunig & Stefan Hoderlein

**Beyond the austerity dispute: new priorities for fiscal policy**

*by*Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babecký & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & Vítor Castro & Cristina Checherita-Westphal & Jérôme Creel & Jasper De Jong & Luiz de Mello & Francesco Di Comite & Olga Diukanova & Luc Eyraud & Serena Fatica & Marien Ferdinandusse & Davide Fiaschi & Maura Francese & Maximilian Freier & Josip Funda & Davide Furceri & Paul Hubert & Anna Iara & João Tovar Jalles & d’Artis Kancs & Tidiane Kinda & Gábor P. Kiss & Petya Koeva-Brooks & Martin Larch & Jesús López Rodríguez & Prakash Loungani & Sandro Momigliano & Carlos Mulas-Granados & Ludovít Ódor & George Palaiodimos & Lucio Pench & Damiaan Persyn & Álvaro Pina & Lesley Potters & Doris Prammer & Jonathan Pycroft & Ernesto Rezk & Marzia Romanelli & Fabrizio Saccomanni & Francesco Saraceno & Gerd Schwartz & Ricardo Sousa & Martino Tasso & Teresa Ter-Minassian & Pietro Tommasino & Anke Weber & Jochen Zimmer

**The evolution of the anchoring of inflation expectations**

*by*Ines Buono & Sara Formai

**Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity**

*by*Serafin Grundl & Yu Zhu

**Estimating Systematic Risk Under Extremely Adverse Market Conditions**

*by*Maarten van Oordt & Chen Zhou

**Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach**

*by*Fuchun Li & Hongyu Xiao

**Dynamic Global Currency Hedging**

*by*Bent Jesper Christensen & Rasmus T. Varneskov

**Land Inheritance and Market Transactions in Uganda**

*by*John Herbert Ainembabazi & Arild Angelsen

**Managerial psychology and transport firms efficiency: a stochastic frontier analysis**

*by*Sami Jarboui

**Comparing the Efficiency of Italian Public and Private Universities (2007–2011): An Empirical Analysis**

*by*Tommaso Agasisti & Luisa Ricca

**Adapting extreme value statistics to financial time series: dealing with bias and serial dependence**

*by*Laurens Haan & Cécile Mercadier & Chen Zhou

**The effect of climate change on economic growth: evidence from Sub-Saharan Africa**

*by*Paul Alagidede & George Adu & Prince Boakye Frimpong

**Dynamics of investment and firm performance: comparative evidence from manufacturing industries**

*by*Marco Grazzi & Nadia Jacoby & Tania Treibich

**The long-run tendency of government expenditure: a semi-parametric modelling approach**

*by*Suzanna-Maria Paleologou

**Going clubbing in the eighties: convergence in manufacturing sectors at a glance**

*by*Silvia Dal Bianco

**Measuring changes in the Russian middle class between 1992 and 2008: a nonparametric distributional analysis**

*by*Zoya Nissanov & Maria Grazia Pittau

**Estimation of structural gravity quantile regression models**

*by*Badi H. Baltagi & Peter Egger

**Geometrically designed, variable knot regression splines**

*by*Vladimir K. Kaishev & Dimitrina S. Dimitrova & Steven Haberman & Richard J. Verrall

**European regional convergence revisited: the role of intangible assets**

*by*Jesús Peiró-Palomino

**Identifying the Effects of WIC on Food Insecurity Among Infants and Children**

*by*Brent Kreider & John V. Pepper & Manan Roy

**A Review of Online Crowdsourcing Platforms**

*by*Evangelos Mourelatos & Manolis Tzagarakis & Efthalia Dimara

**Performance of VaR in Developed and CEE Countries during the Global Financial Crisis**

*by*Mirjana Miletić & Siniša Miletić

**Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets**

*by*Samet Günay & Yanlin Shi

**Is there a two-speed europe also in the well-being? - Esiste un’Europa a due velocità anche nel benessere ?**

*by*Ivaldi, Enrico & Bonatti, Guido & Soliani, Riccardo

**Income, Carbon Emission and Energy Consumption: The Analysis of Linear and Non-Linear Causality Relationship for Turkey**

*by*Doğan, İbrahim & Topallı, Nurgün

**Shluková analýza skoků na kapitálových trzích**

*by*Jan Hanousek & Evžen Kočenda & Jan Novotný

**Measuring the technical effciency of public service broadcasters: An application of DEA in Spain || Midiendo la eficiencia técnica de los servicios públicos de televisión: una aplicación de DEA en España**

*by*Orive Serrano, Víctor & Latorre Martínez, Pilar & Artero Muñoz, Juan Pablo

**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

**Inference and Forecasting Based on the Phillips Curve**

*by*Kunho Kim & Suna Park

**Explaining the volatility smile: non-parametric versus parametric option models**

*by*Hsuan-Chu Lin & Ren-Raw Chen & Oded Palmon

**Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks**

*by*George E. Halkos & Roman Matousek & Nickolaos G. Tzeremes

**Lifecycle-consistent female labor supply with nonlinear taxes: evidence from unobserved effects panel data models with censoring, selection and endogeneity**

*by*Anil Kumar

**Radar scanning the world production frontier**

*by*Jens J. Krüger

**Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data**

*by*Anne Neumann & Maria Nieswand & Torben Schubert

**Semiparametric stochastic metafrontier efficiency of European manufacturing firms**

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

**What governs the presence of residual vegetation in boreal wildfires?**

*by*Yikalo H. Araya & Tarmo K. Remmel & Ajith H. Perera

**Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters**

*by*Yongwan Chun & Daniel A. Griffith & Monghyeon Lee & Parmanand Sinha

**Income convergence in India: a nonparametric approach**

*by*Arfat Ahmad Sofi & S. Raja Sethu Durai

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

*by*Sahba Fatima

**Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014**

*by*John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales

**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

**Diversity of firm sizes, complexity, and industry structure in the Chinese economy**

*by*Heinrich, Torsten & Dai, Shuanping

**Contagion effects in selected European capital markets during the financial crisis of 2007–2009**

*by*Burzala, Milda Maria

**Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space**

*by*Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung

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

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

**R&D and non-linear productivity growth**

*by*Kancs, d’Artis & Siliverstovs, Boriss

**Realized correlation analysis of contagion**

*by*Vortelinos, Dimitrios I.

**A semiparametric factor model for CDO surfaces dynamics**

*by*Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap

**Testing for changes in the SES-mortality gradient when the distribution of education changes too**

*by*Goldring, Thomas & Lange, Fabian & Richards-Shubik, Seth

**Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns**

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

**Price and volatility co-jumps**

*by*Bandi, F.M. & Renò, R.

**Endogenous vs. exogenous regulations in the commons**

*by*Abatayo, Anna Lou & Lynham, John

**A test of efficiency for the S&P 500 index option market using the generalized spectrum method**

*by*Huang, Henry H. & Wang, Kent & Wang, Zhanglong

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

*by*Xu, Wenming

**Nonparametric long term prediction of stock returns with generated bond yields**

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

**Nonparametric estimation of operational value-at-risk (OpVaR)**

*by*Tursunalieva, Ainura & Silvapulle, Param

**Confidence band for expectation dependence with applications**

*by*Guo, Xu & Li, Jingyuan

**Estimating the joint survival probabilities of married individuals**

*by*Sanders, Lisanne & Melenberg, Bertrand

**The efficiency of public education spending in Latin America: A comparison to high-income countries**

*by*Azar Dufrechou, Paola

**Intra-day realized volatility for European and USA stock indices**

*by*Degiannakis, Stavros & Floros, Christos

**Stochastic dominance and the omega ratio**

*by*Fong, Wai Mun

**Oil price and stock market co-movement: What can we learn from time-scale approaches?**

*by*Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes

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

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

**On the importance of the long-term seasonal component in day-ahead electricity price forecasting**

*by*Nowotarski, Jakub & Weron, Rafał

**Technical efficiency and CO2 reduction potentials — An analysis of the German electricity and heat generating sector**

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

**Does the S&P500 index lead the crude oil dynamics? A complexity-based approach**

*by*Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki

**Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market**

*by*Da Fonseca, José & Ignatieva, Katja & Ziveyi, Jonathan

**Made in Mexico: Energy reform and manufacturing growth**

*by*Alvarez, Jorge & Valencia, Fabian

**Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models**

*by*Qu, Hui & Chen, Wei & Niu, Mengyi & Li, Xindan

**Volatility linkages between energy and agricultural commodity prices**

*by*López Cabrera, Brenda & Schulz, Franziska

**Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics**

*by*Shalini, Velappan & Prasanna, Krishna

**Anticipatory effects in the FTSE 100 index revisions**

*by*Fernandes, Marcelo & Mergulhão, João

**Capital asset pricing model: A time-varying volatility approach**

*by*Kim, Kun Ho & Kim, Taejin

**A test of asymmetric comovement for state-dependent stock returns**

*by*Deng, Kaihua

**Personality traits and the evaluation of start-up subsidies**

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

**Search costs and efficiency: Do unemployed workers search enough?**

*by*Gautier, Pieter A. & Moraga-González, José L. & Wolthoff, Ronald P.

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

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

**A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous**

*by*Ikeda, Shin S.

**Testing for monotonicity in unobservables under unconfoundedness**

*by*Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao

**Informational content of special regressors in heteroskedastic binary response models**

*by*Chen, Songnian & Khan, Shakeeb & Tang, Xun

**A discontinuity test for identification in triangular nonseparable models**

*by*Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe

**Kernel estimation of hazard functions when observations have dependent and common covariates**

*by*Wolter, James Lewis

**Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators**

*by*Lee, Seojeong

**Root-T consistent density estimation in GARCH models**

*by*Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen

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

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

**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.

**Network effects in the German magazine industry**

*by*Sokullu, Senay

**On estimating the nonparametric multiplicative error models**

*by*Li, Shuo & Tu, Yundong

**A test for changing trends with monotonic power**

*by*Wu, Jilin

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

*by*Arai, Yoichi & Ichimura, Hidehiko

**A nonparametric unit root test under nonstationary volatility**

*by*Eroğlu, Burak Alparslan & Yiğit, Taner

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*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*François 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 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*Taamouti, Abderrahim & Gonzalo, Jesús

**Nonparametric tests for conditional independence using conditional distributions**

*by*Taamouti, Abderrahim & Bouezmarni, Taoufik

**Nonparametric estimation and inference for Granger causality measures**

*by*El Ghouch, Anouar & Bouezmarni, Taoufik & Taamouti, Abderrahim

**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

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**Robust Two-Stage Least Squares: some Monte Carlo experiments**

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**Garch Parameter Estimation Using High-Frequency Data**

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**Short-term evolution of forward curves and volatility in illiquid power market**

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**Consumer preferences and demand systems**

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**Impact Evaluation of Multiple Overlapping Programs using Difference-in-differences with Matching**

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**Public sector efficiency: Leveling the playing field between OECD countries**

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**Comment: The Identification Power of Equilibrium in Simple Games**

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**A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price**

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**Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies**

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**Comparing the accuracy of density forecasts from competing GARCH models**

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**New Evidence on Gibrat’s Law for Cities**

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**Active Labour Market Programmes and Poverty Dynamics in Ireland**

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**Competing methods for representing random taste heterogeneity in discrete choice models**

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**Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices**

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**Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary**

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**Testing Distributional Inequalities and Asymptotic Bias**

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**Sequencing Anomalies in Choice Experiments**

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**Measuring downside risk - realised semivariance**

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**Unit Root Testing with Unstable Volatility**

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**Modelling and measuring volatility**

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**Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading**

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**Unit Root Testing with Unstable Volatility**

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**Market Entry in E-Commerce**

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**Identification and Estimation of 'Irregular' Correlated Random Coefficient Models**

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**Inferring Welfare Maximizing Treatment Assignment under Budget Constraints**

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**Estimating Matching Games with Transfers**

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**Bayesian Averaging, Prediction and Nonnested Model Selection**

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**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

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**Inverse Probability Tilting for Moment Condition Models with Missing Data**

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**Die Nachhaltigkeit von geförderten Existenzgründungen aus Arbeitslosigkeit: Eine Bilanz nach fünf Jahren**

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**Active Labor Market Policy Effects in a Dynamic Setting**

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**Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000)**

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**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

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**Recent Developments in the Econometrics of Program Evaluation**

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**Quantile Treatment Effects in the Regression Discontinuity Design**

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**From Giving Birth to Paid Labor: The Effects of Adult Education for Prime-Aged Mothers**

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**Déjà Vu? Short-Term Training in Germany 1980–1992 and 2000–2003**

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**Public Sector Pay Gap in France: New Evidence Using Panel Data**

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**Public Sector Pay Gap in France: New Evidence Using Panel Data**

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**Heterogeneous Impacts in PROGRESA**

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**Start-Up Subsidies in East Germany: Finally, a Policy that Works?**

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**The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles**

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**Income Distribution Determinants and Public Spending Efficiency**

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**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)**

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